Sample records for gaussian random effects
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Aksenov, Valerii P; Kolosov, Valeriy V; Pogutsa, Cheslav E
2014-06-10
The propagation of laser beams having orbital angular momenta (OAM) in the turbulent atmosphere is studied numerically. The variance of random wandering of these beams is investigated with the use of the Monte Carlo technique. It is found that, among various types of vortex laser beams, such as the Laguerre-Gaussian (LG) beam, modified Bessel-Gaussian beam, and hypergeometric Gaussian beam, having identical initial effective radii and OAM, the LG beam occupying the largest effective volume in space is the most stable one.
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NASA Astrophysics Data System (ADS)
Zhang, Hong; Hou, Rui; Yi, Lei; Meng, Juan; Pan, Zhisong; Zhou, Yuhuan
2016-07-01
The accurate identification of encrypted data stream helps to regulate illegal data, detect network attacks and protect users' information. In this paper, a novel encrypted data stream identification algorithm is introduced. The proposed method is based on randomness characteristics of encrypted data stream. We use a l1-norm regularized logistic regression to improve sparse representation of randomness features and Fuzzy Gaussian Mixture Model (FGMM) to improve identification accuracy. Experimental results demonstrate that the method can be adopted as an effective technique for encrypted data stream identification.
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NASA Astrophysics Data System (ADS)
Hadjiagapiou, Ioannis A.; Velonakis, Ioannis N.
2018-07-01
The Sherrington-Kirkpatrick Ising spin glass model, in the presence of a random magnetic field, is investigated within the framework of the one-step replica symmetry breaking. The two random variables (exchange integral interaction Jij and random magnetic field hi) are drawn from a joint Gaussian probability density function characterized by a correlation coefficient ρ, assuming positive and negative values. The thermodynamic properties, the three different phase diagrams and system's parameters are computed with respect to the natural parameters of the joint Gaussian probability density function at non-zero and zero temperatures. The low temperature negative entropy controversy, a result of the replica symmetry approach, has been partly remedied in the current study, leading to a less negative result. In addition, the present system possesses two successive spin glass phase transitions with characteristic temperatures.
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Random scalar fields and hyperuniformity
NASA Astrophysics Data System (ADS)
Ma, Zheng; Torquato, Salvatore
2017-06-01
Disordered many-particle hyperuniform systems are exotic amorphous states of matter that lie between crystals and liquids. Hyperuniform systems have attracted recent attention because they are endowed with novel transport and optical properties. Recently, the hyperuniformity concept has been generalized to characterize two-phase media, scalar fields, and random vector fields. In this paper, we devise methods to explicitly construct hyperuniform scalar fields. Specifically, we analyze spatial patterns generated from Gaussian random fields, which have been used to model the microwave background radiation and heterogeneous materials, the Cahn-Hilliard equation for spinodal decomposition, and Swift-Hohenberg equations that have been used to model emergent pattern formation, including Rayleigh-Bénard convection. We show that the Gaussian random scalar fields can be constructed to be hyperuniform. We also numerically study the time evolution of spinodal decomposition patterns and demonstrate that they are hyperuniform in the scaling regime. Moreover, we find that labyrinth-like patterns generated by the Swift-Hohenberg equation are effectively hyperuniform. We show that thresholding (level-cutting) a hyperuniform Gaussian random field to produce a two-phase random medium tends to destroy the hyperuniformity of the progenitor scalar field. We then propose guidelines to achieve effectively hyperuniform two-phase media derived from thresholded non-Gaussian fields. Our investigation paves the way for new research directions to characterize the large-structure spatial patterns that arise in physics, chemistry, biology, and ecology. Moreover, our theoretical results are expected to guide experimentalists to synthesize new classes of hyperuniform materials with novel physical properties via coarsening processes and using state-of-the-art techniques, such as stereolithography and 3D printing.
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On the Response of a Nonlinear Structure to High Kurtosis Non-Gaussian Random Loadings
NASA Technical Reports Server (NTRS)
Rizzi, Stephen A.; Przekop, Adam; Turner, Travis L.
2011-01-01
This paper is a follow-on to recent work by the authors in which the response and high-cycle fatigue of a nonlinear structure subject to non-Gaussian loadings was found to vary markedly depending on the nature of the loading. There it was found that a non-Gaussian loading having a steady rate of short-duration, high-excursion peaks produced essentially the same response as would have been incurred by a Gaussian loading. In contrast, a non-Gaussian loading having the same kurtosis, but with bursts of high-excursion peaks was found to elicit a much greater response. This work is meant to answer the question of when consideration of a loading probability distribution other than Gaussian is important. The approach entailed nonlinear numerical simulation of a beam structure under Gaussian and non-Gaussian random excitations. Whether the structure responded in a Gaussian or non-Gaussian manner was determined by adherence to, or violations of, the Central Limit Theorem. Over a practical range of damping, it was found that the linear response to a non-Gaussian loading was Gaussian when the period of the system impulse response is much greater than the rate of peaks in the loading. Lower damping reduced the kurtosis, but only when the linear response was non-Gaussian. In the nonlinear regime, the response was found to be non-Gaussian for all loadings. The effect of a spring-hardening type of nonlinearity was found to limit extreme values and thereby lower the kurtosis relative to the linear response regime. In this case, lower damping gave rise to greater nonlinearity, resulting in lower kurtosis than a higher level of damping.
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Poly-Gaussian model of randomly rough surface in rarefied gas flow
DOE Office of Scientific and Technical Information (OSTI.GOV)
Aksenova, Olga A.; Khalidov, Iskander A.
2014-12-09
Surface roughness is simulated by the model of non-Gaussian random process. Our results for the scattering of rarefied gas atoms from a rough surface using modified approach to the DSMC calculation of rarefied gas flow near a rough surface are developed and generalized applying the poly-Gaussian model representing probability density as the mixture of Gaussian densities. The transformation of the scattering function due to the roughness is characterized by the roughness operator. Simulating rough surface of the walls by the poly-Gaussian random field expressed as integrated Wiener process, we derive a representation of the roughness operator that can be appliedmore » in numerical DSMC methods as well as in analytical investigations.« less
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Super-resolving random-Gaussian apodized photon sieve.
Sabatyan, Arash; Roshaninejad, Parisa
2012-09-10
A novel apodized photon sieve is presented in which random dense Gaussian distribution is implemented to modulate the pinhole density in each zone. The random distribution in dense Gaussian distribution causes intrazone discontinuities. Also, the dense Gaussian distribution generates a substantial number of pinholes in order to form a large degree of overlap between the holes in a few innermost zones of the photon sieve; thereby, clear zones are formed. The role of the discontinuities on the focusing properties of the photon sieve is examined as well. Analysis shows that secondary maxima have evidently been suppressed, transmission has increased enormously, and the central maxima width is approximately unchanged in comparison to the dense Gaussian distribution. Theoretical results have been completely verified by experiment.
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NASA Astrophysics Data System (ADS)
Libera, A.; de Barros, F.; Riva, M.; Guadagnini, A.
2016-12-01
Managing contaminated groundwater systems is an arduous task for multiple reasons. First, subsurface hydraulic properties are heterogeneous and the high costs associated with site characterization leads to data scarcity (therefore, model predictions are uncertain). Second, it is common for water agencies to schedule groundwater extraction through a temporal sequence of pumping rates to maximize the benefits to anthropogenic activities and minimize the environmental footprint of the withdrawal operations. The temporal variability in pumping rates and aquifer heterogeneity affect dilution rates of contaminant plumes and chemical concentration breakthrough curves (BTCs) at the well. While contaminant transport under steady-state pumping is widely studied, the manner in which a given time-varying pumping schedule affects contaminant plume behavior is tackled only marginally. At the same time, most studies focus on the impact of Gaussian random hydraulic conductivity (K) fields on transport. Here, we systematically analyze the significance of the random space function (RSF) model characterizing K in the presence of distinct pumping operations on the uncertainty of the concentration BTC at the operating well. We juxtapose Monte Carlo based numerical results associated with two models: (a) a recently proposed Generalized Sub-Gaussian model which allows capturing non-Gaussian statistical scaling features of RSFs such as hydraulic conductivity, and (b) the commonly used Gaussian field approximation. Our novel results include an appraisal of the coupled effect of (a) the model employed to depict the random spatial variability of K and (b) transient flow regime, as induced by a temporally varying pumping schedule, on the concentration BTC at the operating well. We systematically quantify the sensitivity of the uncertainty in the contaminant BTC to the RSF model adopted for K (non-Gaussian or Gaussian) in the presence of diverse well pumping schedules. Results contribute to determine conditions under which any of these two key factors prevails on the other.
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Stochastic space interval as a link between quantum randomness and macroscopic randomness?
NASA Astrophysics Data System (ADS)
Haug, Espen Gaarder; Hoff, Harald
2018-03-01
For many stochastic phenomena, we observe statistical distributions that have fat-tails and high-peaks compared to the Gaussian distribution. In this paper, we will explain how observable statistical distributions in the macroscopic world could be related to the randomness in the subatomic world. We show that fat-tailed (leptokurtic) phenomena in our everyday macroscopic world are ultimately rooted in Gaussian - or very close to Gaussian-distributed subatomic particle randomness, but they are not, in a strict sense, Gaussian distributions. By running a truly random experiment over a three and a half-year period, we observed a type of random behavior in trillions of photons. Combining our results with simple logic, we find that fat-tailed and high-peaked statistical distributions are exactly what we would expect to observe if the subatomic world is quantized and not continuously divisible. We extend our analysis to the fact that one typically observes fat-tails and high-peaks relative to the Gaussian distribution in stocks and commodity prices and many aspects of the natural world; these instances are all observable and documentable macro phenomena that strongly suggest that the ultimate building blocks of nature are discrete (e.g. they appear in quanta).
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Probability distribution for the Gaussian curvature of the zero level surface of a random function
NASA Astrophysics Data System (ADS)
Hannay, J. H.
2018-04-01
A rather natural construction for a smooth random surface in space is the level surface of value zero, or ‘nodal’ surface f(x,y,z) = 0, of a (real) random function f; the interface between positive and negative regions of the function. A physically significant local attribute at a point of a curved surface is its Gaussian curvature (the product of its principal curvatures) because, when integrated over the surface it gives the Euler characteristic. Here the probability distribution for the Gaussian curvature at a random point on the nodal surface f = 0 is calculated for a statistically homogeneous (‘stationary’) and isotropic zero mean Gaussian random function f. Capitalizing on the isotropy, a ‘fixer’ device for axes supplies the probability distribution directly as a multiple integral. Its evaluation yields an explicit algebraic function with a simple average. Indeed, this average Gaussian curvature has long been known. For a non-zero level surface instead of the nodal one, the probability distribution is not fully tractable, but is supplied as an integral expression.
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DOE Office of Scientific and Technical Information (OSTI.GOV)
Rossi, Matteo A. C., E-mail: matteo.rossi@unimi.it; Paris, Matteo G. A., E-mail: matteo.paris@fisica.unimi.it; CNISM, Unità Milano Statale, I-20133 Milano
2016-01-14
We address the interaction of single- and two-qubit systems with an external transverse fluctuating field and analyze in detail the dynamical decoherence induced by Gaussian noise and random telegraph noise (RTN). Upon exploiting the exact RTN solution of the time-dependent von Neumann equation, we analyze in detail the behavior of quantum correlations and prove the non-Markovianity of the dynamical map in the full parameter range, i.e., for either fast or slow noise. The dynamics induced by Gaussian noise is studied numerically and compared to the RTN solution, showing the existence of (state dependent) regions of the parameter space where themore » two noises lead to very similar dynamics. We show that the effects of RTN noise and of Gaussian noise are different, i.e., the spectrum alone is not enough to summarize the noise effects, but the dynamics under the effect of one kind of noise may be simulated with high fidelity by the other one.« less
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Analysis of randomly time varying systems by gaussian closure technique
NASA Astrophysics Data System (ADS)
Dash, P. K.; Iyengar, R. N.
1982-07-01
The Gaussian probability closure technique is applied to study the random response of multidegree of freedom stochastically time varying systems under non-Gaussian excitations. Under the assumption that the response, the coefficient and the excitation processes are jointly Gaussian, deterministic equations are derived for the first two response moments. It is further shown that this technique leads to the best Gaussian estimate in a minimum mean square error sense. An example problem is solved which demonstrates the capability of this technique for handling non-linearity, stochastic system parameters and amplitude limited responses in a unified manner. Numerical results obtained through the Gaussian closure technique compare well with the exact solutions.
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NASA Astrophysics Data System (ADS)
Kang, Yan-Mei; Chen, Xi; Lin, Xu-Dong; Tan, Ning
The mean first passage time (MFPT) in a phenomenological gene transcriptional regulatory model with non-Gaussian noise is analytically investigated based on the singular perturbation technique. The effect of the non-Gaussian noise on the phenomenon of stochastic resonance (SR) is then disclosed based on a new combination of adiabatic elimination and linear response approximation. Compared with the results in the Gaussian noise case, it is found that bounded non-Gaussian noise inhibits the transition between different concentrations of protein, while heavy-tailed non-Gaussian noise accelerates the transition. It is also found that the optimal noise intensity for SR in the heavy-tailed noise case is smaller, while the optimal noise intensity in the bounded noise case is larger. These observations can be explained by the heavy-tailed noise easing random transitions.
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DOE Office of Scientific and Technical Information (OSTI.GOV)
Zentner, I.; Ferré, G., E-mail: gregoire.ferre@ponts.org; Poirion, F.
2016-06-01
In this paper, a new method for the identification and simulation of non-Gaussian and non-stationary stochastic fields given a database is proposed. It is based on two successive biorthogonal decompositions aiming at representing spatio–temporal stochastic fields. The proposed double expansion allows to build the model even in the case of large-size problems by separating the time, space and random parts of the field. A Gaussian kernel estimator is used to simulate the high dimensional set of random variables appearing in the decomposition. The capability of the method to reproduce the non-stationary and non-Gaussian features of random phenomena is illustrated bymore » applications to earthquakes (seismic ground motion) and sea states (wave heights).« less
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NASA Astrophysics Data System (ADS)
Kim, Ji Hye; Ahn, Il Jun; Nam, Woo Hyun; Ra, Jong Beom
2015-02-01
Positron emission tomography (PET) images usually suffer from a noticeable amount of statistical noise. In order to reduce this noise, a post-filtering process is usually adopted. However, the performance of this approach is limited because the denoising process is mostly performed on the basis of the Gaussian random noise. It has been reported that in a PET image reconstructed by the expectation-maximization (EM), the noise variance of each voxel depends on its mean value, unlike in the case of Gaussian noise. In addition, we observe that the variance also varies with the spatial sensitivity distribution in a PET system, which reflects both the solid angle determined by a given scanner geometry and the attenuation information of a scanned object. Thus, if a post-filtering process based on the Gaussian random noise is applied to PET images without consideration of the noise characteristics along with the spatial sensitivity distribution, the spatially variant non-Gaussian noise cannot be reduced effectively. In the proposed framework, to effectively reduce the noise in PET images reconstructed by the 3-D ordinary Poisson ordered subset EM (3-D OP-OSEM), we first denormalize an image according to the sensitivity of each voxel so that the voxel mean value can represent its statistical properties reliably. Based on our observation that each noisy denormalized voxel has a linear relationship between the mean and variance, we try to convert this non-Gaussian noise image to a Gaussian noise image. We then apply a block matching 4-D algorithm that is optimized for noise reduction of the Gaussian noise image, and reconvert and renormalize the result to obtain a final denoised image. Using simulated phantom data and clinical patient data, we demonstrate that the proposed framework can effectively suppress the noise over the whole region of a PET image while minimizing degradation of the image resolution.
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Random mechanics: Nonlinear vibrations, turbulences, seisms, swells, fatigue
NASA Astrophysics Data System (ADS)
Kree, P.; Soize, C.
The random modeling of physical phenomena, together with probabilistic methods for the numerical calculation of random mechanical forces, are analytically explored. Attention is given to theoretical examinations such as probabilistic concepts, linear filtering techniques, and trajectory statistics. Applications of the methods to structures experiencing atmospheric turbulence, the quantification of turbulence, and the dynamic responses of the structures are considered. A probabilistic approach is taken to study the effects of earthquakes on structures and to the forces exerted by ocean waves on marine structures. Theoretical analyses by means of vector spaces and stochastic modeling are reviewed, as are Markovian formulations of Gaussian processes and the definition of stochastic differential equations. Finally, random vibrations with a variable number of links and linear oscillators undergoing the square of Gaussian processes are investigated.
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Statistics of the epoch of reionization 21-cm signal - I. Power spectrum error-covariance
NASA Astrophysics Data System (ADS)
Mondal, Rajesh; Bharadwaj, Somnath; Majumdar, Suman
2016-02-01
The non-Gaussian nature of the epoch of reionization (EoR) 21-cm signal has a significant impact on the error variance of its power spectrum P(k). We have used a large ensemble of seminumerical simulations and an analytical model to estimate the effect of this non-Gaussianity on the entire error-covariance matrix {C}ij. Our analytical model shows that {C}ij has contributions from two sources. One is the usual variance for a Gaussian random field which scales inversely of the number of modes that goes into the estimation of P(k). The other is the trispectrum of the signal. Using the simulated 21-cm Signal Ensemble, an ensemble of the Randomized Signal and Ensembles of Gaussian Random Ensembles we have quantified the effect of the trispectrum on the error variance {C}II. We find that its relative contribution is comparable to or larger than that of the Gaussian term for the k range 0.3 ≤ k ≤ 1.0 Mpc-1, and can be even ˜200 times larger at k ˜ 5 Mpc-1. We also establish that the off-diagonal terms of {C}ij have statistically significant non-zero values which arise purely from the trispectrum. This further signifies that the error in different k modes are not independent. We find a strong correlation between the errors at large k values (≥0.5 Mpc-1), and a weak correlation between the smallest and largest k values. There is also a small anticorrelation between the errors in the smallest and intermediate k values. These results are relevant for the k range that will be probed by the current and upcoming EoR 21-cm experiments.
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Simulation and analysis of scalable non-Gaussian statistically anisotropic random functions
NASA Astrophysics Data System (ADS)
Riva, Monica; Panzeri, Marco; Guadagnini, Alberto; Neuman, Shlomo P.
2015-12-01
Many earth and environmental (as well as other) variables, Y, and their spatial or temporal increments, ΔY, exhibit non-Gaussian statistical scaling. Previously we were able to capture some key aspects of such scaling by treating Y or ΔY as standard sub-Gaussian random functions. We were however unable to reconcile two seemingly contradictory observations, namely that whereas sample frequency distributions of Y (or its logarithm) exhibit relatively mild non-Gaussian peaks and tails, those of ΔY display peaks that grow sharper and tails that become heavier with decreasing separation distance or lag. Recently we overcame this difficulty by developing a new generalized sub-Gaussian model which captures both behaviors in a unified and consistent manner, exploring it on synthetically generated random functions in one dimension (Riva et al., 2015). Here we extend our generalized sub-Gaussian model to multiple dimensions, present an algorithm to generate corresponding random realizations of statistically isotropic or anisotropic sub-Gaussian functions and illustrate it in two dimensions. We demonstrate the accuracy of our algorithm by comparing ensemble statistics of Y and ΔY (such as, mean, variance, variogram and probability density function) with those of Monte Carlo generated realizations. We end by exploring the feasibility of estimating all relevant parameters of our model by analyzing jointly spatial moments of Y and ΔY obtained from a single realization of Y.
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Bingi, Jayachandra; Murukeshan, Vadakke Matham
2015-12-18
Laser speckle pattern is a granular structure formed due to random coherent wavelet interference and generally considered as noise in optical systems including photolithography. Contrary to this, in this paper, we use the speckle pattern to generate predictable and controlled Gaussian random structures and quasi-random structures photo-lithographically. The random structures made using this proposed speckle lithography technique are quantified based on speckle statistics, radial distribution function (RDF) and fast Fourier transform (FFT). The control over the speckle size, density and speckle clustering facilitates the successful fabrication of black silicon with different surface structures. The controllability and tunability of randomness makes this technique a robust method for fabricating predictable 2D Gaussian random structures and black silicon structures. These structures can enhance the light trapping significantly in solar cells and hence enable improved energy harvesting. Further, this technique can enable efficient fabrication of disordered photonic structures and random media based devices.
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Deterministic matrices matching the compressed sensing phase transitions of Gaussian random matrices
Monajemi, Hatef; Jafarpour, Sina; Gavish, Matan; Donoho, David L.; Ambikasaran, Sivaram; Bacallado, Sergio; Bharadia, Dinesh; Chen, Yuxin; Choi, Young; Chowdhury, Mainak; Chowdhury, Soham; Damle, Anil; Fithian, Will; Goetz, Georges; Grosenick, Logan; Gross, Sam; Hills, Gage; Hornstein, Michael; Lakkam, Milinda; Lee, Jason; Li, Jian; Liu, Linxi; Sing-Long, Carlos; Marx, Mike; Mittal, Akshay; Monajemi, Hatef; No, Albert; Omrani, Reza; Pekelis, Leonid; Qin, Junjie; Raines, Kevin; Ryu, Ernest; Saxe, Andrew; Shi, Dai; Siilats, Keith; Strauss, David; Tang, Gary; Wang, Chaojun; Zhou, Zoey; Zhu, Zhen
2013-01-01
In compressed sensing, one takes samples of an N-dimensional vector using an matrix A, obtaining undersampled measurements . For random matrices with independent standard Gaussian entries, it is known that, when is k-sparse, there is a precisely determined phase transition: for a certain region in the (,)-phase diagram, convex optimization typically finds the sparsest solution, whereas outside that region, it typically fails. It has been shown empirically that the same property—with the same phase transition location—holds for a wide range of non-Gaussian random matrix ensembles. We report extensive experiments showing that the Gaussian phase transition also describes numerous deterministic matrices, including Spikes and Sines, Spikes and Noiselets, Paley Frames, Delsarte-Goethals Frames, Chirp Sensing Matrices, and Grassmannian Frames. Namely, for each of these deterministic matrices in turn, for a typical k-sparse object, we observe that convex optimization is successful over a region of the phase diagram that coincides with the region known for Gaussian random matrices. Our experiments considered coefficients constrained to for four different sets , and the results establish our finding for each of the four associated phase transitions. PMID:23277588
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Yu, Wenxi; Liu, Yang; Ma, Zongwei; Bi, Jun
2017-08-01
Using satellite-based aerosol optical depth (AOD) measurements and statistical models to estimate ground-level PM 2.5 is a promising way to fill the areas that are not covered by ground PM 2.5 monitors. The statistical models used in previous studies are primarily Linear Mixed Effects (LME) and Geographically Weighted Regression (GWR) models. In this study, we developed a new regression model between PM 2.5 and AOD using Gaussian processes in a Bayesian hierarchical setting. Gaussian processes model the stochastic nature of the spatial random effects, where the mean surface and the covariance function is specified. The spatial stochastic process is incorporated under the Bayesian hierarchical framework to explain the variation of PM 2.5 concentrations together with other factors, such as AOD, spatial and non-spatial random effects. We evaluate the results of our model and compare them with those of other, conventional statistical models (GWR and LME) by within-sample model fitting and out-of-sample validation (cross validation, CV). The results show that our model possesses a CV result (R 2 = 0.81) that reflects higher accuracy than that of GWR and LME (0.74 and 0.48, respectively). Our results indicate that Gaussian process models have the potential to improve the accuracy of satellite-based PM 2.5 estimates.
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A non-Gaussian option pricing model based on Kaniadakis exponential deformation
NASA Astrophysics Data System (ADS)
Moretto, Enrico; Pasquali, Sara; Trivellato, Barbara
2017-09-01
A way to make financial models effective is by letting them to represent the so called "fat tails", i.e., extreme changes in stock prices that are regarded as almost impossible by the standard Gaussian distribution. In this article, the Kaniadakis deformation of the usual exponential function is used to define a random noise source in the dynamics of price processes capable of capturing such real market phenomena.
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NASA Technical Reports Server (NTRS)
Leybold, H. A.
1971-01-01
Random numbers were generated with the aid of a digital computer and transformed such that the probability density function of a discrete random load history composed of these random numbers had one of the following non-Gaussian distributions: Poisson, binomial, log-normal, Weibull, and exponential. The resulting random load histories were analyzed to determine their peak statistics and were compared with cumulative peak maneuver-load distributions for fighter and transport aircraft in flight.
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A qualitative assessment of a random process proposed as an atmospheric turbulence model
NASA Technical Reports Server (NTRS)
Sidwell, K.
1977-01-01
A random process is formed by the product of two Gaussian processes and the sum of that product with a third Gaussian process. The resulting total random process is interpreted as the sum of an amplitude modulated process and a slowly varying, random mean value. The properties of the process are examined, including an interpretation of the process in terms of the physical structure of atmospheric motions. The inclusion of the mean value variation gives an improved representation of the properties of atmospheric motions, since the resulting process can account for the differences in the statistical properties of atmospheric velocity components and their gradients. The application of the process to atmospheric turbulence problems, including the response of aircraft dynamic systems, is examined. The effects of the mean value variation upon aircraft loads are small in most cases, but can be important in the measurement and interpretation of atmospheric turbulence data.
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Signal-Preserving Erratic Noise Attenuation via Iterative Robust Sparsity-Promoting Filter
Zhao, Qiang; Du, Qizhen; Gong, Xufei; ...
2018-04-06
Sparse domain thresholding filters operating in a sparse domain are highly effective in removing Gaussian random noise under Gaussian distribution assumption. Erratic noise, which designates non-Gaussian noise that consists of large isolated events with known or unknown distribution, also needs to be explicitly taken into account. However, conventional sparse domain thresholding filters based on the least-squares (LS) criterion are severely sensitive to data with high-amplitude and non-Gaussian noise, i.e., the erratic noise, which makes the suppression of this type of noise extremely challenging. Here, in this paper, we present a robust sparsity-promoting denoising model, in which the LS criterion ismore » replaced by the Huber criterion to weaken the effects of erratic noise. The random and erratic noise is distinguished by using a data-adaptive parameter in the presented method, where random noise is described by mean square, while the erratic noise is downweighted through a damped weight. Different from conventional sparse domain thresholding filters, definition of the misfit between noisy data and recovered signal via the Huber criterion results in a nonlinear optimization problem. With the help of theoretical pseudoseismic data, an iterative robust sparsity-promoting filter is proposed to transform the nonlinear optimization problem into a linear LS problem through an iterative procedure. The main advantage of this transformation is that the nonlinear denoising filter can be solved by conventional LS solvers. Lastly, tests with several data sets demonstrate that the proposed denoising filter can successfully attenuate the erratic noise without damaging useful signal when compared with conventional denoising approaches based on the LS criterion.« less
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Signal-Preserving Erratic Noise Attenuation via Iterative Robust Sparsity-Promoting Filter
DOE Office of Scientific and Technical Information (OSTI.GOV)
Zhao, Qiang; Du, Qizhen; Gong, Xufei
Sparse domain thresholding filters operating in a sparse domain are highly effective in removing Gaussian random noise under Gaussian distribution assumption. Erratic noise, which designates non-Gaussian noise that consists of large isolated events with known or unknown distribution, also needs to be explicitly taken into account. However, conventional sparse domain thresholding filters based on the least-squares (LS) criterion are severely sensitive to data with high-amplitude and non-Gaussian noise, i.e., the erratic noise, which makes the suppression of this type of noise extremely challenging. Here, in this paper, we present a robust sparsity-promoting denoising model, in which the LS criterion ismore » replaced by the Huber criterion to weaken the effects of erratic noise. The random and erratic noise is distinguished by using a data-adaptive parameter in the presented method, where random noise is described by mean square, while the erratic noise is downweighted through a damped weight. Different from conventional sparse domain thresholding filters, definition of the misfit between noisy data and recovered signal via the Huber criterion results in a nonlinear optimization problem. With the help of theoretical pseudoseismic data, an iterative robust sparsity-promoting filter is proposed to transform the nonlinear optimization problem into a linear LS problem through an iterative procedure. The main advantage of this transformation is that the nonlinear denoising filter can be solved by conventional LS solvers. Lastly, tests with several data sets demonstrate that the proposed denoising filter can successfully attenuate the erratic noise without damaging useful signal when compared with conventional denoising approaches based on the LS criterion.« less
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Distribution of Schmidt-like eigenvalues for Gaussian ensembles of the random matrix theory
NASA Astrophysics Data System (ADS)
Pato, Mauricio P.; Oshanin, Gleb
2013-03-01
We study the probability distribution function P(β)n(w) of the Schmidt-like random variable w = x21/(∑j = 1nx2j/n), where xj, (j = 1, 2, …, n), are unordered eigenvalues of a given n × n β-Gaussian random matrix, β being the Dyson symmetry index. This variable, by definition, can be considered as a measure of how any individual (randomly chosen) eigenvalue deviates from the arithmetic mean value of all eigenvalues of a given random matrix, and its distribution is calculated with respect to the ensemble of such β-Gaussian random matrices. We show that in the asymptotic limit n → ∞ and for arbitrary β the distribution P(β)n(w) converges to the Marčenko-Pastur form, i.e. is defined as P_{n}^{( \\beta )}(w) \\sim \\sqrt{(4 - w)/w} for w ∈ [0, 4] and equals zero outside of the support, despite the fact that formally w is defined on the interval [0, n]. Furthermore, for Gaussian unitary ensembles (β = 2) we present exact explicit expressions for P(β = 2)n(w) which are valid for arbitrary n and analyse their behaviour.
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Bingi, Jayachandra; Murukeshan, Vadakke Matham
2015-01-01
Laser speckle pattern is a granular structure formed due to random coherent wavelet interference and generally considered as noise in optical systems including photolithography. Contrary to this, in this paper, we use the speckle pattern to generate predictable and controlled Gaussian random structures and quasi-random structures photo-lithographically. The random structures made using this proposed speckle lithography technique are quantified based on speckle statistics, radial distribution function (RDF) and fast Fourier transform (FFT). The control over the speckle size, density and speckle clustering facilitates the successful fabrication of black silicon with different surface structures. The controllability and tunability of randomness makes this technique a robust method for fabricating predictable 2D Gaussian random structures and black silicon structures. These structures can enhance the light trapping significantly in solar cells and hence enable improved energy harvesting. Further, this technique can enable efficient fabrication of disordered photonic structures and random media based devices. PMID:26679513
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Theory and generation of conditional, scalable sub-Gaussian random fields
NASA Astrophysics Data System (ADS)
Panzeri, M.; Riva, M.; Guadagnini, A.; Neuman, S. P.
2016-03-01
Many earth and environmental (as well as a host of other) variables, Y, and their spatial (or temporal) increments, ΔY, exhibit non-Gaussian statistical scaling. Previously we were able to capture key aspects of such non-Gaussian scaling by treating Y and/or ΔY as sub-Gaussian random fields (or processes). This however left unaddressed the empirical finding that whereas sample frequency distributions of Y tend to display relatively mild non-Gaussian peaks and tails, those of ΔY often reveal peaks that grow sharper and tails that become heavier with decreasing separation distance or lag. Recently we proposed a generalized sub-Gaussian model (GSG) which resolves this apparent inconsistency between the statistical scaling behaviors of observed variables and their increments. We presented an algorithm to generate unconditional random realizations of statistically isotropic or anisotropic GSG functions and illustrated it in two dimensions. Most importantly, we demonstrated the feasibility of estimating all parameters of a GSG model underlying a single realization of Y by analyzing jointly spatial moments of Y data and corresponding increments, ΔY. Here, we extend our GSG model to account for noisy measurements of Y at a discrete set of points in space (or time), present an algorithm to generate conditional realizations of corresponding isotropic or anisotropic random fields, introduce two approximate versions of this algorithm to reduce CPU time, and explore them on one and two-dimensional synthetic test cases.
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On the distribution of a product of N Gaussian random variables
NASA Astrophysics Data System (ADS)
Stojanac, Željka; Suess, Daniel; Kliesch, Martin
2017-08-01
The product of Gaussian random variables appears naturally in many applications in probability theory and statistics. It has been known that the distribution of a product of N such variables can be expressed in terms of a Meijer G-function. Here, we compute a similar representation for the corresponding cumulative distribution function (CDF) and provide a power-log series expansion of the CDF based on the theory of the more general Fox H-functions. Numerical computations show that for small values of the argument the CDF of products of Gaussians is well approximated by the lowest orders of this expansion. Analogous results are also shown for the absolute value as well as the square of such products of N Gaussian random variables. For the latter two settings, we also compute the moment generating functions in terms of Meijer G-functions.
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Recent advances in scalable non-Gaussian geostatistics: The generalized sub-Gaussian model
NASA Astrophysics Data System (ADS)
Guadagnini, Alberto; Riva, Monica; Neuman, Shlomo P.
2018-07-01
Geostatistical analysis has been introduced over half a century ago to allow quantifying seemingly random spatial variations in earth quantities such as rock mineral content or permeability. The traditional approach has been to view such quantities as multivariate Gaussian random functions characterized by one or a few well-defined spatial correlation scales. There is, however, mounting evidence that many spatially varying quantities exhibit non-Gaussian behavior over a multiplicity of scales. The purpose of this minireview is not to paint a broad picture of the subject and its treatment in the literature. Instead, we focus on very recent advances in the recognition and analysis of this ubiquitous phenomenon, which transcends hydrology and the Earth sciences, brought about largely by our own work. In particular, we use porosity data from a deep borehole to illustrate typical aspects of such scalable non-Gaussian behavior, describe a very recent theoretical model that (for the first time) captures all these behavioral aspects in a comprehensive manner, show how this allows generating random realizations of the quantity conditional on sampled values, point toward ways of incorporating scalable non-Gaussian behavior in hydrologic analysis, highlight the significance of doing so, and list open questions requiring further research.
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NASA Astrophysics Data System (ADS)
Ding, Jian; Li, Li
2018-05-01
We initiate the study on chemical distances of percolation clusters for level sets of two-dimensional discrete Gaussian free fields as well as loop clusters generated by two-dimensional random walk loop soups. One of our results states that the chemical distance between two macroscopic annuli away from the boundary for the random walk loop soup at the critical intensity is of dimension 1 with positive probability. Our proof method is based on an interesting combination of a theorem of Makarov, isomorphism theory, and an entropic repulsion estimate for Gaussian free fields in the presence of a hard wall.
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NASA Astrophysics Data System (ADS)
Ding, Jian; Li, Li
2018-06-01
We initiate the study on chemical distances of percolation clusters for level sets of two-dimensional discrete Gaussian free fields as well as loop clusters generated by two-dimensional random walk loop soups. One of our results states that the chemical distance between two macroscopic annuli away from the boundary for the random walk loop soup at the critical intensity is of dimension 1 with positive probability. Our proof method is based on an interesting combination of a theorem of Makarov, isomorphism theory, and an entropic repulsion estimate for Gaussian free fields in the presence of a hard wall.
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Analog model for quantum gravity effects: phonons in random fluids.
Krein, G; Menezes, G; Svaiter, N F
2010-09-24
We describe an analog model for quantum gravity effects in condensed matter physics. The situation discussed is that of phonons propagating in a fluid with a random velocity wave equation. We consider that there are random fluctuations in the reciprocal of the bulk modulus of the system and study free phonons in the presence of Gaussian colored noise with zero mean. We show that, in this model, after performing the random averages over the noise function a free conventional scalar quantum field theory describing free phonons becomes a self-interacting model.
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NASA Astrophysics Data System (ADS)
Yao, Weiguang; Merchant, Thomas E.; Farr, Jonathan B.
2016-10-01
The lateral homogeneity assumption is used in most analytical algorithms for proton dose, such as the pencil-beam algorithms and our simplified analytical random walk model. To improve the dose calculation in the distal fall-off region in heterogeneous media, we analyzed primary proton fluence near heterogeneous media and propose to calculate the lateral fluence with voxel-specific Gaussian distributions. The lateral fluence from a beamlet is no longer expressed by a single Gaussian for all the lateral voxels, but by a specific Gaussian for each lateral voxel. The voxel-specific Gaussian for the beamlet of interest is calculated by re-initializing the fluence deviation on an effective surface where the proton energies of the beamlet of interest and the beamlet passing the voxel are the same. The dose improvement from the correction scheme was demonstrated by the dose distributions in two sets of heterogeneous phantoms consisting of cortical bone, lung, and water and by evaluating distributions in example patients with a head-and-neck tumor and metal spinal implants. The dose distributions from Monte Carlo simulations were used as the reference. The correction scheme effectively improved the dose calculation accuracy in the distal fall-off region and increased the gamma test pass rate. The extra computation for the correction was about 20% of that for the original algorithm but is dependent upon patient geometry.
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Tensor Minkowski Functionals for random fields on the sphere
NASA Astrophysics Data System (ADS)
Chingangbam, Pravabati; Yogendran, K. P.; Joby, P. K.; Ganesan, Vidhya; Appleby, Stephen; Park, Changbom
2017-12-01
We generalize the translation invariant tensor-valued Minkowski Functionals which are defined on two-dimensional flat space to the unit sphere. We apply them to level sets of random fields. The contours enclosing boundaries of level sets of random fields give a spatial distribution of random smooth closed curves. We outline a method to compute the tensor-valued Minkowski Functionals numerically for any random field on the sphere. Then we obtain analytic expressions for the ensemble expectation values of the matrix elements for isotropic Gaussian and Rayleigh fields. The results hold on flat as well as any curved space with affine connection. We elucidate the way in which the matrix elements encode information about the Gaussian nature and statistical isotropy (or departure from isotropy) of the field. Finally, we apply the method to maps of the Galactic foreground emissions from the 2015 PLANCK data and demonstrate their high level of statistical anisotropy and departure from Gaussianity.
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Multi-fidelity Gaussian process regression for prediction of random fields
DOE Office of Scientific and Technical Information (OSTI.GOV)
Parussini, L.; Venturi, D., E-mail: venturi@ucsc.edu; Perdikaris, P.
We propose a new multi-fidelity Gaussian process regression (GPR) approach for prediction of random fields based on observations of surrogate models or hierarchies of surrogate models. Our method builds upon recent work on recursive Bayesian techniques, in particular recursive co-kriging, and extends it to vector-valued fields and various types of covariances, including separable and non-separable ones. The framework we propose is general and can be used to perform uncertainty propagation and quantification in model-based simulations, multi-fidelity data fusion, and surrogate-based optimization. We demonstrate the effectiveness of the proposed recursive GPR techniques through various examples. Specifically, we study the stochastic Burgersmore » equation and the stochastic Oberbeck–Boussinesq equations describing natural convection within a square enclosure. In both cases we find that the standard deviation of the Gaussian predictors as well as the absolute errors relative to benchmark stochastic solutions are very small, suggesting that the proposed multi-fidelity GPR approaches can yield highly accurate results.« less
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Jitter Reduces Response-Time Variability in ADHD: An Ex-Gaussian Analysis.
Lee, Ryan W Y; Jacobson, Lisa A; Pritchard, Alison E; Ryan, Matthew S; Yu, Qilu; Denckla, Martha B; Mostofsky, Stewart; Mahone, E Mark
2015-09-01
"Jitter" involves randomization of intervals between stimulus events. Compared with controls, individuals with ADHD demonstrate greater intrasubject variability (ISV) performing tasks with fixed interstimulus intervals (ISIs). Because Gaussian curves mask the effect of extremely slow or fast response times (RTs), ex-Gaussian approaches have been applied to study ISV. This study applied ex-Gaussian analysis to examine the effects of jitter on RT variability in children with and without ADHD. A total of 75 children, aged 9 to 14 years (44 ADHD, 31 controls), completed a go/no-go test with two conditions: fixed ISI and jittered ISI. ADHD children showed greater variability, driven by elevations in exponential (tau), but not normal (sigma) components of the RT distribution. Jitter decreased tau in ADHD to levels not statistically different than controls, reducing lapses in performance characteristic of impaired response control. Jitter may provide a nonpharmacologic mechanism to facilitate readiness to respond and reduce lapses from sustained (controlled) performance. © 2012 SAGE Publications.
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NASA Astrophysics Data System (ADS)
Zhao, Leihong; Qu, Xiaolu; Lin, Hongjun; Yu, Genying; Liao, Bao-Qiang
2018-03-01
Simulation of randomly rough bioparticle surface is crucial to better understand and control interface behaviors and membrane fouling. Pursuing literature indicated a lack of effective method for simulating random rough bioparticle surface. In this study, a new method which combines Gaussian distribution, Fourier transform, spectrum method and coordinate transformation was proposed to simulate surface topography of foulant bioparticles in a membrane bioreactor (MBR). The natural surface of a foulant bioparticle was found to be irregular and randomly rough. The topography simulated by the new method was quite similar to that of real foulant bioparticles. Moreover, the simulated topography of foulant bioparticles was critically affected by parameters correlation length (l) and root mean square (σ). The new method proposed in this study shows notable superiority over the conventional methods for simulation of randomly rough foulant bioparticles. The ease, facility and fitness of the new method point towards potential applications in interface behaviors and membrane fouling research.
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Linear velocity fields in non-Gaussian models for large-scale structure
NASA Technical Reports Server (NTRS)
Scherrer, Robert J.
1992-01-01
Linear velocity fields in two types of physically motivated non-Gaussian models are examined for large-scale structure: seed models, in which the density field is a convolution of a density profile with a distribution of points, and local non-Gaussian fields, derived from a local nonlinear transformation on a Gaussian field. The distribution of a single component of the velocity is derived for seed models with randomly distributed seeds, and these results are applied to the seeded hot dark matter model and the global texture model with cold dark matter. An expression for the distribution of a single component of the velocity in arbitrary local non-Gaussian models is given, and these results are applied to such fields with chi-squared and lognormal distributions. It is shown that all seed models with randomly distributed seeds and all local non-Guassian models have single-component velocity distributions with positive kurtosis.
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Radiation Transport in Random Media With Large Fluctuations
NASA Astrophysics Data System (ADS)
Olson, Aaron; Prinja, Anil; Franke, Brian
2017-09-01
Neutral particle transport in media exhibiting large and complex material property spatial variation is modeled by representing cross sections as lognormal random functions of space and generated through a nonlinear memory-less transformation of a Gaussian process with covariance uniquely determined by the covariance of the cross section. A Karhunen-Loève decomposition of the Gaussian process is implemented to effciently generate realizations of the random cross sections and Woodcock Monte Carlo used to transport particles on each realization and generate benchmark solutions for the mean and variance of the particle flux as well as probability densities of the particle reflectance and transmittance. A computationally effcient stochastic collocation method is implemented to directly compute the statistical moments such as the mean and variance, while a polynomial chaos expansion in conjunction with stochastic collocation provides a convenient surrogate model that also produces probability densities of output quantities of interest. Extensive numerical testing demonstrates that use of stochastic reduced-order modeling provides an accurate and cost-effective alternative to random sampling for particle transport in random media.
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Distillation of squeezing from non-Gaussian quantum states.
Heersink, J; Marquardt, Ch; Dong, R; Filip, R; Lorenz, S; Leuchs, G; Andersen, U L
2006-06-30
We show that single copy distillation of squeezing from continuous variable non-Gaussian states is possible using linear optics and conditional homodyne detection. A specific non-Gaussian noise source, corresponding to a random linear displacement, is investigated experimentally. Conditioning the signal on a tap measurement, we observe probabilistic recovery of squeezing.
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NASA Technical Reports Server (NTRS)
Rizzi, Stephen A.; Behnke, marlana N.; Przekop, Adam
2010-01-01
High-cycle fatigue of an elastic-plastic beam structure under the combined action of thermal and high-intensity non-Gaussian acoustic loadings is considered. Such loadings can be highly damaging when snap-through motion occurs between thermally post-buckled equilibria. The simulated non-Gaussian loadings investigated have a range of skewness and kurtosis typical of turbulent boundary layer pressure fluctuations in the vicinity of forward facing steps. Further, the duration and steadiness of high excursion peaks is comparable to that found in such turbulent boundary layer data. Response and fatigue life estimates are found to be insensitive to the loading distribution, with the minor exception of cases involving plastic deformation. In contrast, the fatigue life estimate was found to be highly affected by a different type of non-Gaussian loading having bursts of high excursion peaks.
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The fast algorithm of spark in compressive sensing
NASA Astrophysics Data System (ADS)
Xie, Meihua; Yan, Fengxia
2017-01-01
Compressed Sensing (CS) is an advanced theory on signal sampling and reconstruction. In CS theory, the reconstruction condition of signal is an important theory problem, and spark is a good index to study this problem. But the computation of spark is NP hard. In this paper, we study the problem of computing spark. For some special matrixes, for example, the Gaussian random matrix and 0-1 random matrix, we obtain some conclusions. Furthermore, for Gaussian random matrix with fewer rows than columns, we prove that its spark equals to the number of its rows plus one with probability 1. For general matrix, two methods are given to compute its spark. One is the method of directly searching and the other is the method of dual-tree searching. By simulating 24 Gaussian random matrixes and 18 0-1 random matrixes, we tested the computation time of these two methods. Numerical results showed that the dual-tree searching method had higher efficiency than directly searching, especially for those matrixes which has as much as rows and columns.
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Yura, Harold T; Hanson, Steen G
2012-04-01
Methods for simulation of two-dimensional signals with arbitrary power spectral densities and signal amplitude probability density functions are disclosed. The method relies on initially transforming a white noise sample set of random Gaussian distributed numbers into a corresponding set with the desired spectral distribution, after which this colored Gaussian probability distribution is transformed via an inverse transform into the desired probability distribution. In most cases the method provides satisfactory results and can thus be considered an engineering approach. Several illustrative examples with relevance for optics are given.
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Reduced Wiener Chaos representation of random fields via basis adaptation and projection
DOE Office of Scientific and Technical Information (OSTI.GOV)
Tsilifis, Panagiotis, E-mail: tsilifis@usc.edu; Department of Civil Engineering, University of Southern California, Los Angeles, CA 90089; Ghanem, Roger G., E-mail: ghanem@usc.edu
2017-07-15
A new characterization of random fields appearing in physical models is presented that is based on their well-known Homogeneous Chaos expansions. We take advantage of the adaptation capabilities of these expansions where the core idea is to rotate the basis of the underlying Gaussian Hilbert space, in order to achieve reduced functional representations that concentrate the induced probability measure in a lower dimensional subspace. For a smooth family of rotations along the domain of interest, the uncorrelated Gaussian inputs are transformed into a Gaussian process, thus introducing a mesoscale that captures intermediate characteristics of the quantity of interest.
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Reduced Wiener Chaos representation of random fields via basis adaptation and projection
NASA Astrophysics Data System (ADS)
Tsilifis, Panagiotis; Ghanem, Roger G.
2017-07-01
A new characterization of random fields appearing in physical models is presented that is based on their well-known Homogeneous Chaos expansions. We take advantage of the adaptation capabilities of these expansions where the core idea is to rotate the basis of the underlying Gaussian Hilbert space, in order to achieve reduced functional representations that concentrate the induced probability measure in a lower dimensional subspace. For a smooth family of rotations along the domain of interest, the uncorrelated Gaussian inputs are transformed into a Gaussian process, thus introducing a mesoscale that captures intermediate characteristics of the quantity of interest.
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On the numbers of images of two stochastic gravitational lensing models
NASA Astrophysics Data System (ADS)
Wei, Ang
2017-02-01
We study two gravitational lensing models with Gaussian randomness: the continuous mass fluctuation model and the floating black hole model. The lens equations of these models are related to certain random harmonic functions. Using Rice's formula and Gaussian techniques, we obtain the expected numbers of zeros of these functions, which indicate the amounts of images in the corresponding lens systems.
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Random Process Simulation for stochastic fatigue analysis. Ph.D. Thesis - Rice Univ., Houston, Tex.
NASA Technical Reports Server (NTRS)
Larsen, Curtis E.
1988-01-01
A simulation technique is described which directly synthesizes the extrema of a random process and is more efficient than the Gaussian simulation method. Such a technique is particularly useful in stochastic fatigue analysis because the required stress range moment E(R sup m), is a function only of the extrema of the random stress process. The family of autoregressive moving average (ARMA) models is reviewed and an autoregressive model is presented for modeling the extrema of any random process which has a unimodal power spectral density (psd). The proposed autoregressive technique is found to produce rainflow stress range moments which compare favorably with those computed by the Gaussian technique and to average 11.7 times faster than the Gaussian technique. The autoregressive technique is also adapted for processes having bimodal psd's. The adaptation involves using two autoregressive processes to simulate the extrema due to each mode and the superposition of these two extrema sequences. The proposed autoregressive superposition technique is 9 to 13 times faster than the Gaussian technique and produces comparable values for E(R sup m) for bimodal psd's having the frequency of one mode at least 2.5 times that of the other mode.
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Testing for a Signal with Unknown Location and Scale in a Stationary Gaussian Random Field
1994-01-07
Secondary 60D05, 52A22. Key words and phrases. Euler characteristic, integral geometry, image analysis , Gaussian fields, volume of tubes. SUMMARY We...words and phrases. Euler characteristic, integral geometry. image analysis . Gaussian fields. volume of tubes. 20. AMST RACT (Coith..o an revmreo ef* It
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Detection of nonlinear transfer functions by the use of Gaussian statistics
NASA Technical Reports Server (NTRS)
Sheppard, J. G.
1972-01-01
The possibility of using on-line signal statistics to detect electronic equipment nonlinearities is discussed. The results of an investigation using Gaussian statistics are presented, and a nonlinearity test that uses ratios of the moments of a Gaussian random variable is developed and discussed. An outline for further investigation is presented.
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Bayesian approach to non-Gaussian field statistics for diffusive broadband terahertz pulses.
Pearce, Jeremy; Jian, Zhongping; Mittleman, Daniel M
2005-11-01
We develop a closed-form expression for the probability distribution function for the field components of a diffusive broadband wave propagating through a random medium. We consider each spectral component to provide an individual observation of a random variable, the configurationally averaged spectral intensity. Since the intensity determines the variance of the field distribution at each frequency, this random variable serves as the Bayesian prior that determines the form of the non-Gaussian field statistics. This model agrees well with experimental results.
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NASA Astrophysics Data System (ADS)
Brekhna, Brekhna; Mahmood, Arif; Zhou, Yuanfeng; Zhang, Caiming
2017-11-01
Superpixels have gradually become popular in computer vision and image processing applications. However, no comprehensive study has been performed to evaluate the robustness of superpixel algorithms in regard to common forms of noise in natural images. We evaluated the robustness of 11 recently proposed algorithms to different types of noise. The images were corrupted with various degrees of Gaussian blur, additive white Gaussian noise, and impulse noise that either made the object boundaries weak or added extra information to it. We performed a robustness analysis of simple linear iterative clustering (SLIC), Voronoi Cells (VCells), flooding-based superpixel generation (FCCS), bilateral geodesic distance (Bilateral-G), superpixel via geodesic distance (SSS-G), manifold SLIC (M-SLIC), Turbopixels, superpixels extracted via energy-driven sampling (SEEDS), lazy random walk (LRW), real-time superpixel segmentation by DBSCAN clustering, and video supervoxels using partially absorbing random walks (PARW) algorithms. The evaluation process was carried out both qualitatively and quantitatively. For quantitative performance comparison, we used achievable segmentation accuracy (ASA), compactness, under-segmentation error (USE), and boundary recall (BR) on the Berkeley image database. The results demonstrated that all algorithms suffered performance degradation due to noise. For Gaussian blur, Bilateral-G exhibited optimal results for ASA and USE measures, SLIC yielded optimal compactness, whereas FCCS and DBSCAN remained optimal for BR. For the case of additive Gaussian and impulse noises, FCCS exhibited optimal results for ASA, USE, and BR, whereas Bilateral-G remained a close competitor in ASA and USE for Gaussian noise only. Additionally, Turbopixel demonstrated optimal performance for compactness for both types of noise. Thus, no single algorithm was able to yield optimal results for all three types of noise across all performance measures. Conclusively, to solve real-world problems effectively, more robust superpixel algorithms must be developed.
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Efficiency-enhanced photon sieve using Gaussian/overlapping distribution of pinholes
DOE Office of Scientific and Technical Information (OSTI.GOV)
Sabatyan, A.; Mirzaie, S.
2011-04-10
A class of photon sieve is introduced whose structure is based on the overlapping pinholes in the innermost zones. This kind of distribution is produced by, for example, a particular form of Gaussian function. The focusing property of the proposed model was examined theoretically and experimentally. It is shown that under He-Ne laser and white light illumination, the focal spot size of this novel structure has considerably smaller FWHM than a photon sieve with randomly distributed pinholes and a Fresnel zone plate. In addition, secondary maxima have been suppressed effectively.
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Modeling and statistical analysis of non-Gaussian random fields with heavy-tailed distributions.
Nezhadhaghighi, Mohsen Ghasemi; Nakhlband, Abbas
2017-04-01
In this paper, we investigate and develop an alternative approach to the numerical analysis and characterization of random fluctuations with the heavy-tailed probability distribution function (PDF), such as turbulent heat flow and solar flare fluctuations. We identify the heavy-tailed random fluctuations based on the scaling properties of the tail exponent of the PDF, power-law growth of qth order correlation function, and the self-similar properties of the contour lines in two-dimensional random fields. Moreover, this work leads to a substitution for the fractional Edwards-Wilkinson (EW) equation that works in the presence of μ-stable Lévy noise. Our proposed model explains the configuration dynamics of the systems with heavy-tailed correlated random fluctuations. We also present an alternative solution to the fractional EW equation in the presence of μ-stable Lévy noise in the steady state, which is implemented numerically, using the μ-stable fractional Lévy motion. Based on the analysis of the self-similar properties of contour loops, we numerically show that the scaling properties of contour loop ensembles can qualitatively and quantitatively distinguish non-Gaussian random fields from Gaussian random fluctuations.
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Discretisation Schemes for Level Sets of Planar Gaussian Fields
NASA Astrophysics Data System (ADS)
Beliaev, D.; Muirhead, S.
2018-01-01
Smooth random Gaussian functions play an important role in mathematical physics, a main example being the random plane wave model conjectured by Berry to give a universal description of high-energy eigenfunctions of the Laplacian on generic compact manifolds. Our work is motivated by questions about the geometry of such random functions, in particular relating to the structure of their nodal and level sets. We study four discretisation schemes that extract information about level sets of planar Gaussian fields. Each scheme recovers information up to a different level of precision, and each requires a maximum mesh-size in order to be valid with high probability. The first two schemes are generalisations and enhancements of similar schemes that have appeared in the literature (Beffara and Gayet in Publ Math IHES, 2017. https://doi.org/10.1007/s10240-017-0093-0; Mischaikow and Wanner in Ann Appl Probab 17:980-1018, 2007); these give complete topological information about the level sets on either a local or global scale. As an application, we improve the results in Beffara and Gayet (2017) on Russo-Seymour-Welsh estimates for the nodal set of positively-correlated planar Gaussian fields. The third and fourth schemes are, to the best of our knowledge, completely new. The third scheme is specific to the nodal set of the random plane wave, and provides global topological information about the nodal set up to `visible ambiguities'. The fourth scheme gives a way to approximate the mean number of excursion domains of planar Gaussian fields.
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Weakly anomalous diffusion with non-Gaussian propagators
NASA Astrophysics Data System (ADS)
Cressoni, J. C.; Viswanathan, G. M.; Ferreira, A. S.; da Silva, M. A. A.
2012-08-01
A poorly understood phenomenon seen in complex systems is diffusion characterized by Hurst exponent H≈1/2 but with non-Gaussian statistics. Motivated by such empirical findings, we report an exact analytical solution for a non-Markovian random walk model that gives rise to weakly anomalous diffusion with H=1/2 but with a non-Gaussian propagator.
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Non-Gaussian microwave background fluctuations from nonlinear gravitational effects
NASA Technical Reports Server (NTRS)
Salopek, D. S.; Kunstatter, G. (Editor)
1991-01-01
Whether the statistics of primordial fluctuations for structure formation are Gaussian or otherwise may be determined if the Cosmic Background Explorer (COBE) Satellite makes a detection of the cosmic microwave-background temperature anisotropy delta T(sub CMB)/T(sub CMB). Non-Gaussian fluctuations may be generated in the chaotic inflationary model if two scalar fields interact nonlinearly with gravity. Theoretical contour maps are calculated for the resulting Sachs-Wolfe temperature fluctuations at large angular scales (greater than 3 degrees). In the long-wavelength approximation, one can confidently determine the nonlinear evolution of quantum noise with gravity during the inflationary epoch because: (1) different spatial points are no longer in causal contact; and (2) quantum gravity corrections are typically small-- it is sufficient to model the system using classical random fields. If the potential for two scalar fields V(phi sub 1, phi sub 2) possesses a sharp feature, then non-Gaussian fluctuations may arise. An explicit model is given where cold spots in delta T(sub CMB)/T(sub CMB) maps are suppressed as compared to the Gaussian case. The fluctuations are essentially scale-invariant.
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NASA Astrophysics Data System (ADS)
Troncossi, M.; Di Sante, R.; Rivola, A.
2016-10-01
In the field of vibration qualification testing, random excitations are typically imposed on the tested system in terms of a power spectral density (PSD) profile. This is the one of the most popular ways to control the shaker or slip table for durability tests. However, these excitations (and the corresponding system responses) exhibit a Gaussian probability distribution, whereas not all real-life excitations are Gaussian, causing the response to be also non-Gaussian. In order to introduce non-Gaussian peaks, a further parameter, i.e., kurtosis, has to be controlled in addition to the PSD. However, depending on the specimen behaviour and input signal characteristics, the use of non-Gaussian excitations with high kurtosis and a given PSD does not automatically imply a non-Gaussian stress response. For an experimental investigation of these coupled features, suitable measurement methods need to be developed in order to estimate the stress amplitude response at critical failure locations and consequently evaluate the input signals most representative for real-life, non-Gaussian excitations. In this paper, a simple test rig with a notched cantilevered specimen was developed to measure the response and examine the kurtosis values in the case of stationary Gaussian, stationary non-Gaussian, and burst non-Gaussian excitation signals. The laser Doppler vibrometry technique was used in this type of test for the first time, in order to estimate the specimen stress amplitude response as proportional to the differential displacement measured at the notch section ends. A method based on the use of measurements using accelerometers to correct for the occasional signal dropouts occurring during the experiment is described. The results demonstrate the ability of the test procedure to evaluate the output signal features and therefore to select the most appropriate input signal for the fatigue test.
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NASA Astrophysics Data System (ADS)
Selim, M. M.; Bezák, V.
2003-06-01
The one-dimensional version of the radiative transfer problem (i.e. the so-called rod model) is analysed with a Gaussian random extinction function (x). Then the optical length X = 0 Ldx(x) is a Gaussian random variable. The transmission and reflection coefficients, T(X) and R(X), are taken as infinite series. When these series (and also when the series representing T 2(X), T 2(X), R(X)T(X), etc.) are averaged, term by term, according to the Gaussian statistics, the series become divergent after averaging. As it was shown in a former paper by the authors (in Acta Physica Slovaca (2003)), a rectification can be managed when a `modified' Gaussian probability density function is used, equal to zero for X > 0 and proportional to the standard Gaussian probability density for X > 0. In the present paper, the authors put forward an alternative, showing that if the m.s.r. of X is sufficiently small in comparison with & $bar X$ ; , the standard Gaussian averaging is well functional provided that the summation in the series representing the variable T m-j (X)R j (X) (m = 1,2,..., j = 1,...,m) is truncated at a well-chosen finite term. The authors exemplify their analysis by some numerical calculations.
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Extended q -Gaussian and q -exponential distributions from gamma random variables
NASA Astrophysics Data System (ADS)
Budini, Adrián A.
2015-05-01
The family of q -Gaussian and q -exponential probability densities fit the statistical behavior of diverse complex self-similar nonequilibrium systems. These distributions, independently of the underlying dynamics, can rigorously be obtained by maximizing Tsallis "nonextensive" entropy under appropriate constraints, as well as from superstatistical models. In this paper we provide an alternative and complementary scheme for deriving these objects. We show that q -Gaussian and q -exponential random variables can always be expressed as a function of two statistically independent gamma random variables with the same scale parameter. Their shape index determines the complexity q parameter. This result also allows us to define an extended family of asymmetric q -Gaussian and modified q -exponential densities, which reduce to the standard ones when the shape parameters are the same. Furthermore, we demonstrate that a simple change of variables always allows relating any of these distributions with a beta stochastic variable. The extended distributions are applied in the statistical description of different complex dynamics such as log-return signals in financial markets and motion of point defects in a fluid flow.
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The influence of statistical properties of Fourier coefficients on random Gaussian surfaces.
de Castro, C P; Luković, M; Andrade, R F S; Herrmann, H J
2017-05-16
Many examples of natural systems can be described by random Gaussian surfaces. Much can be learned by analyzing the Fourier expansion of the surfaces, from which it is possible to determine the corresponding Hurst exponent and consequently establish the presence of scale invariance. We show that this symmetry is not affected by the distribution of the modulus of the Fourier coefficients. Furthermore, we investigate the role of the Fourier phases of random surfaces. In particular, we show how the surface is affected by a non-uniform distribution of phases.
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Non-Gaussian Multi-resolution Modeling of Magnetosphere-Ionosphere Coupling Processes
NASA Astrophysics Data System (ADS)
Fan, M.; Paul, D.; Lee, T. C. M.; Matsuo, T.
2016-12-01
The most dynamic coupling between the magnetosphere and ionosphere occurs in the Earth's polar atmosphere. Our objective is to model scale-dependent stochastic characteristics of high-latitude ionospheric electric fields that originate from solar wind magnetosphere-ionosphere interactions. The Earth's high-latitude ionospheric electric field exhibits considerable variability, with increasing non-Gaussian characteristics at decreasing spatio-temporal scales. Accurately representing the underlying stochastic physical process through random field modeling is crucial not only for scientific understanding of the energy, momentum and mass exchanges between the Earth's magnetosphere and ionosphere, but also for modern technological systems including telecommunication, navigation, positioning and satellite tracking. While a lot of efforts have been made to characterize the large-scale variability of the electric field in the context of Gaussian processes, no attempt has been made so far to model the small-scale non-Gaussian stochastic process observed in the high-latitude ionosphere. We construct a novel random field model using spherical needlets as building blocks. The double localization of spherical needlets in both spatial and frequency domains enables the model to capture the non-Gaussian and multi-resolutional characteristics of the small-scale variability. The estimation procedure is computationally feasible due to the utilization of an adaptive Gibbs sampler. We apply the proposed methodology to the computational simulation output from the Lyon-Fedder-Mobarry (LFM) global magnetohydrodynamics (MHD) magnetosphere model. Our non-Gaussian multi-resolution model results in characterizing significantly more energy associated with the small-scale ionospheric electric field variability in comparison to Gaussian models. By accurately representing unaccounted-for additional energy and momentum sources to the Earth's upper atmosphere, our novel random field modeling approach will provide a viable remedy to the current numerical models' systematic biases resulting from the underestimation of high-latitude energy and momentum sources.
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Log-normal distribution from a process that is not multiplicative but is additive.
Mouri, Hideaki
2013-10-01
The central limit theorem ensures that a sum of random variables tends to a Gaussian distribution as their total number tends to infinity. However, for a class of positive random variables, we find that the sum tends faster to a log-normal distribution. Although the sum tends eventually to a Gaussian distribution, the distribution of the sum is always close to a log-normal distribution rather than to any Gaussian distribution if the summands are numerous enough. This is in contrast to the current consensus that any log-normal distribution is due to a product of random variables, i.e., a multiplicative process, or equivalently to nonlinearity of the system. In fact, the log-normal distribution is also observable for a sum, i.e., an additive process that is typical of linear systems. We show conditions for such a sum, an analytical example, and an application to random scalar fields such as those of turbulence.
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NASA Astrophysics Data System (ADS)
Hu, D. L.; Liu, X. B.
Both periodic loading and random forces commonly co-exist in real engineering applications. However, the dynamic behavior, especially dynamic stability of systems under parametric periodic and random excitations has been reported little in the literature. In this study, the moment Lyapunov exponent and stochastic stability of binary airfoil under combined harmonic and non-Gaussian colored noise excitations are investigated. The noise is simplified to an Ornstein-Uhlenbeck process by applying the path-integral method. Via the singular perturbation method, the second-order expansions of the moment Lyapunov exponent are obtained, which agree well with the results obtained by the Monte Carlo simulation. Finally, the effects of the noise and parametric resonance (such as subharmonic resonance and combination additive resonance) on the stochastic stability of the binary airfoil system are discussed.
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A New Algorithm with Plane Waves and Wavelets for Random Velocity Fields with Many Spatial Scales
NASA Astrophysics Data System (ADS)
Elliott, Frank W.; Majda, Andrew J.
1995-03-01
A new Monte Carlo algorithm for constructing and sampling stationary isotropic Gaussian random fields with power-law energy spectrum, infrared divergence, and fractal self-similar scaling is developed here. The theoretical basis for this algorithm involves the fact that such a random field is well approximated by a superposition of random one-dimensional plane waves involving a fixed finite number of directions. In general each one-dimensional plane wave is the sum of a random shear layer and a random acoustical wave. These one-dimensional random plane waves are then simulated by a wavelet Monte Carlo method for a single space variable developed recently by the authors. The computational results reported in this paper demonstrate remarkable low variance and economical representation of such Gaussian random fields through this new algorithm. In particular, the velocity structure function for an imcorepressible isotropic Gaussian random field in two space dimensions with the Kolmogoroff spectrum can be simulated accurately over 12 decades with only 100 realizations of the algorithm with the scaling exponent accurate to 1.1% and the constant prefactor accurate to 6%; in fact, the exponent of the velocity structure function can be computed over 12 decades within 3.3% with only 10 realizations. Furthermore, only 46,592 active computational elements are utilized in each realization to achieve these results for 12 decades of scaling behavior.
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A stochastic-geometric model of soil variation in Pleistocene patterned ground
NASA Astrophysics Data System (ADS)
Lark, Murray; Meerschman, Eef; Van Meirvenne, Marc
2013-04-01
In this paper we examine the spatial variability of soil in parent material with complex spatial structure which arises from complex non-linear geomorphic processes. We show that this variability can be better-modelled by a stochastic-geometric model than by a standard Gaussian random field. The benefits of the new model are seen in the reproduction of features of the target variable which influence processes like water movement and pollutant dispersal. Complex non-linear processes in the soil give rise to properties with non-Gaussian distributions. Even under a transformation to approximate marginal normality, such variables may have a more complex spatial structure than the Gaussian random field model of geostatistics can accommodate. In particular the extent to which extreme values of the variable are connected in spatially coherent regions may be misrepresented. As a result, for example, geostatistical simulation generally fails to reproduce the pathways for preferential flow in an environment where coarse infill of former fluvial channels or coarse alluvium of braided streams creates pathways for rapid movement of water. Multiple point geostatistics has been developed to deal with this problem. Multiple point methods proceed by sampling from a set of training images which can be assumed to reproduce the non-Gaussian behaviour of the target variable. The challenge is to identify appropriate sources of such images. In this paper we consider a mode of soil variation in which the soil varies continuously, exhibiting short-range lateral trends induced by local effects of the factors of soil formation which vary across the region of interest in an unpredictable way. The trends in soil variation are therefore only apparent locally, and the soil variation at regional scale appears random. We propose a stochastic-geometric model for this mode of soil variation called the Continuous Local Trend (CLT) model. We consider a case study of soil formed in relict patterned ground with pronounced lateral textural variations arising from the presence of infilled ice-wedges of Pleistocene origin. We show how knowledge of the pedogenetic processes in this environment, along with some simple descriptive statistics, can be used to select and fit a CLT model for the apparent electrical conductivity (ECa) of the soil. We use the model to simulate realizations of the CLT process, and compare these with realizations of a fitted Gaussian random field. We show how statistics that summarize the spatial coherence of regions with small values of ECa, which are expected to have coarse texture and so larger saturated hydraulic conductivity, are better reproduced by the CLT model than by the Gaussian random field. This suggests that the CLT model could be used to generate an unlimited supply of training images to allow multiple point geostatistical simulation or prediction of this or similar variables.
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DOE Office of Scientific and Technical Information (OSTI.GOV)
Smallwood, D.O.
It is recognized that some dynamic and noise environments are characterized by time histories which are not Gaussian. An example is high intensity acoustic noise. Another example is some transportation vibration. A better simulation of these environments can be generated if a zero mean non-Gaussian time history can be reproduced with a specified auto (or power) spectral density (ASD or PSD) and a specified probability density function (pdf). After the required time history is synthesized, the waveform can be used for simulation purposes. For example, modem waveform reproduction techniques can be used to reproduce the waveform on electrodynamic or electrohydraulicmore » shakers. Or the waveforms can be used in digital simulations. A method is presented for the generation of realizations of zero mean non-Gaussian random time histories with a specified ASD, and pdf. First a Gaussian time history with the specified auto (or power) spectral density (ASD) is generated. A monotonic nonlinear function relating the Gaussian waveform to the desired realization is then established based on the Cumulative Distribution Function (CDF) of the desired waveform and the known CDF of a Gaussian waveform. The established function is used to transform the Gaussian waveform to a realization of the desired waveform. Since the transformation preserves the zero-crossings and peaks of the original Gaussian waveform, and does not introduce any substantial discontinuities, the ASD is not substantially changed. Several methods are available to generate a realization of a Gaussian distributed waveform with a known ASD. The method of Smallwood and Paez (1993) is an example. However, the generation of random noise with a specified ASD but with a non-Gaussian distribution is less well known.« less
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Virial expansion for almost diagonal random matrices
NASA Astrophysics Data System (ADS)
Yevtushenko, Oleg; Kravtsov, Vladimir E.
2003-08-01
Energy level statistics of Hermitian random matrices hat H with Gaussian independent random entries Higeqj is studied for a generic ensemble of almost diagonal random matrices with langle|Hii|2rangle ~ 1 and langle|Hi\
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Entropy of level-cut random Gaussian structures at different volume fractions
NASA Astrophysics Data System (ADS)
Marčelja, Stjepan
2017-10-01
Cutting random Gaussian fields at a given level can create a variety of morphologically different two- or several-phase structures that have often been used to describe physical systems. The entropy of such structures depends on the covariance function of the generating Gaussian random field, which in turn depends on its spectral density. But the entropy of level-cut structures also depends on the volume fractions of different phases, which is determined by the selection of the cutting level. This dependence has been neglected in earlier work. We evaluate the entropy of several lattice models to show that, even in the cases of strongly coupled systems, the dependence of the entropy of level-cut structures on molar fractions of the constituents scales with the simple ideal noninteracting system formula. In the last section, we discuss the application of the results to binary or ternary fluids and microemulsions.
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Superdiffusion in a non-Markovian random walk model with a Gaussian memory profile
NASA Astrophysics Data System (ADS)
Borges, G. M.; Ferreira, A. S.; da Silva, M. A. A.; Cressoni, J. C.; Viswanathan, G. M.; Mariz, A. M.
2012-09-01
Most superdiffusive Non-Markovian random walk models assume that correlations are maintained at all time scales, e.g., fractional Brownian motion, Lévy walks, the Elephant walk and Alzheimer walk models. In the latter two models the random walker can always "remember" the initial times near t = 0. Assuming jump size distributions with finite variance, the question naturally arises: is superdiffusion possible if the walker is unable to recall the initial times? We give a conclusive answer to this general question, by studying a non-Markovian model in which the walker's memory of the past is weighted by a Gaussian centered at time t/2, at which time the walker had one half the present age, and with a standard deviation σt which grows linearly as the walker ages. For large widths we find that the model behaves similarly to the Elephant model, but for small widths this Gaussian memory profile model behaves like the Alzheimer walk model. We also report that the phenomenon of amnestically induced persistence, known to occur in the Alzheimer walk model, arises in the Gaussian memory profile model. We conclude that memory of the initial times is not a necessary condition for generating (log-periodic) superdiffusion. We show that the phenomenon of amnestically induced persistence extends to the case of a Gaussian memory profile.
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Robustifying blind image deblurring methods by simple filters
NASA Astrophysics Data System (ADS)
Liu, Yan; Zeng, Xiangrong; Huangpeng, Qizi; Fan, Jun; Zhou, Jinglun; Feng, Jing
2016-07-01
The state-of-the-art blind image deblurring (BID) methods are sensitive to noise, and most of them can deal with only small levels of Gaussian noise. In this paper, we use simple filters to present a robust BID framework which is able to robustify exiting BID methods to high-level Gaussian noise or/and Non-Gaussian noise. Experiments on images in presence of Gaussian noise, impulse noise (salt-and-pepper noise and random-valued noise) and mixed Gaussian-impulse noise, and a real-world blurry and noisy image show that the proposed method can faster estimate sharper kernels and better images, than that obtained by other methods.
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Ali, S. M.; Mehmood, C. A; Khan, B.; Jawad, M.; Farid, U; Jadoon, J. K.; Ali, M.; Tareen, N. K.; Usman, S.; Majid, M.; Anwar, S. M.
2016-01-01
In smart grid paradigm, the consumer demands are random and time-dependent, owning towards stochastic probabilities. The stochastically varying consumer demands have put the policy makers and supplying agencies in a demanding position for optimal generation management. The utility revenue functions are highly dependent on the consumer deterministic stochastic demand models. The sudden drifts in weather parameters effects the living standards of the consumers that in turn influence the power demands. Considering above, we analyzed stochastically and statistically the effect of random consumer demands on the fixed and variable revenues of the electrical utilities. Our work presented the Multi-Variate Gaussian Distribution Function (MVGDF) probabilistic model of the utility revenues with time-dependent consumer random demands. Moreover, the Gaussian probabilities outcome of the utility revenues is based on the varying consumer n demands data-pattern. Furthermore, Standard Monte Carlo (SMC) simulations are performed that validated the factor of accuracy in the aforesaid probabilistic demand-revenue model. We critically analyzed the effect of weather data parameters on consumer demands using correlation and multi-linear regression schemes. The statistical analysis of consumer demands provided a relationship between dependent (demand) and independent variables (weather data) for utility load management, generation control, and network expansion. PMID:27314229
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Ali, S M; Mehmood, C A; Khan, B; Jawad, M; Farid, U; Jadoon, J K; Ali, M; Tareen, N K; Usman, S; Majid, M; Anwar, S M
2016-01-01
In smart grid paradigm, the consumer demands are random and time-dependent, owning towards stochastic probabilities. The stochastically varying consumer demands have put the policy makers and supplying agencies in a demanding position for optimal generation management. The utility revenue functions are highly dependent on the consumer deterministic stochastic demand models. The sudden drifts in weather parameters effects the living standards of the consumers that in turn influence the power demands. Considering above, we analyzed stochastically and statistically the effect of random consumer demands on the fixed and variable revenues of the electrical utilities. Our work presented the Multi-Variate Gaussian Distribution Function (MVGDF) probabilistic model of the utility revenues with time-dependent consumer random demands. Moreover, the Gaussian probabilities outcome of the utility revenues is based on the varying consumer n demands data-pattern. Furthermore, Standard Monte Carlo (SMC) simulations are performed that validated the factor of accuracy in the aforesaid probabilistic demand-revenue model. We critically analyzed the effect of weather data parameters on consumer demands using correlation and multi-linear regression schemes. The statistical analysis of consumer demands provided a relationship between dependent (demand) and independent variables (weather data) for utility load management, generation control, and network expansion.
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Normal and tumoral melanocytes exhibit q-Gaussian random search patterns.
da Silva, Priscila C A; Rosembach, Tiago V; Santos, Anésia A; Rocha, Márcio S; Martins, Marcelo L
2014-01-01
In multicellular organisms, cell motility is central in all morphogenetic processes, tissue maintenance, wound healing and immune surveillance. Hence, failures in its regulation potentiates numerous diseases. Here, cell migration assays on plastic 2D surfaces were performed using normal (Melan A) and tumoral (B16F10) murine melanocytes in random motility conditions. The trajectories of the centroids of the cell perimeters were tracked through time-lapse microscopy. The statistics of these trajectories was analyzed by building velocity and turn angle distributions, as well as velocity autocorrelations and the scaling of mean-squared displacements. We find that these cells exhibit a crossover from a normal to a super-diffusive motion without angular persistence at long time scales. Moreover, these melanocytes move with non-Gaussian velocity distributions. This major finding indicates that amongst those animal cells supposedly migrating through Lévy walks, some of them can instead perform q-Gaussian walks. Furthermore, our results reveal that B16F10 cells infected by mycoplasmas exhibit essentially the same diffusivity than their healthy counterparts. Finally, a q-Gaussian random walk model was proposed to account for these melanocytic migratory traits. Simulations based on this model correctly describe the crossover to super-diffusivity in the cell migration tracks.
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On Nonlinear Functionals of Random Spherical Eigenfunctions
NASA Astrophysics Data System (ADS)
Marinucci, Domenico; Wigman, Igor
2014-05-01
We prove central limit theorems and Stein-like bounds for the asymptotic behaviour of nonlinear functionals of spherical Gaussian eigenfunctions. Our investigation combines asymptotic analysis of higher order moments for Legendre polynomials and, in addition, recent results on Malliavin calculus and total variation bounds for Gaussian subordinated fields. We discuss applications to geometric functionals like the defect and invariant statistics, e.g., polyspectra of isotropic spherical random fields. Both of these have relevance for applications, especially in an astrophysical environment.
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NASA Astrophysics Data System (ADS)
Buldyrev, S.; Davis, A.; Marshak, A.; Stanley, H. E.
2001-12-01
Two-stream radiation transport models, as used in all current GCM parameterization schemes, are mathematically equivalent to ``standard'' diffusion theory where the physical picture is a slow propagation of the diffuse radiation by Gaussian random walks. The space/time spread (technically, the Green function) of this diffusion process is described exactly by a Gaussian distribution; from the statistical physics viewpoint, this follows from the convergence of the sum of many (rescaled) steps between scattering events with a finite variance. This Gaussian picture follows directly from first principles (the radiative transfer equation) under the assumptions of horizontal uniformity and large optical depth, i.e., there is a homogeneous plane-parallel cloud somewhere in the column. The first-order effect of 3D variability of cloudiness, the main source of scattering, is to perturb the distribution of single steps between scatterings which, modulo the ``1-g'' rescaling, can be assumed effectively isotropic. The most natural generalization of the Gaussian distribution is the 1-parameter family of symmetric Lévy-stable distributions because the sum of many zero-mean random variables with infinite variance, but finite moments of order q < α (0 < α < 2), converge to them. It has been shown on heuristic grounds that for these Lévy-based random walks the typical number of scatterings is now (1-g)τ α for transmitted light. The appearance of a non-rational exponent is why this is referred to as ``anomalous'' diffusion. Note that standard/Gaussian diffusion is retrieved in the limit α = 2-. Lévy transport theory has been successfully used in the statistical physics literature to investigate a wide variety of systems with strongly nonlinear dynamics; these applications range from random advection in turbulent fluids to the erratic behavior of financial time-series and, most recently, self-regulating ecological systems. We will briefly survey the state-of-the-art observations that offer compelling empirical support for the Lévy/anomalous diffusion model in atmospheric radiation: (1) high-resolution spectroscopy of differential absorption in the O2 A-band from ground; (2) temporal transient records of lightning strokes transmitted through clouds to a sensitive detector in space; and (3) the Gamma-distributions of optical depths derived from Landsat cloud scenes at 30-m resolution. We will then introduce a rigorous analytical formulation of Lévy/anomalous transport through finite media based on fractional derivatives and Sonin calculus. A remarkable result from this new theoretical development is an extremal property of the α = 1+ case (divergent mean-free-path), as is observed in the cloudy atmosphere. Finally, we will discuss the implications of anomalous transport theory for bulk 3D effects on the current enhanced absorption problem as well as its role as the basis of a next-generation GCM radiation parameterization.
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Bayesian Genomic Prediction with Genotype × Environment Interaction Kernel Models
Cuevas, Jaime; Crossa, José; Montesinos-López, Osval A.; Burgueño, Juan; Pérez-Rodríguez, Paulino; de los Campos, Gustavo
2016-01-01
The phenomenon of genotype × environment (G × E) interaction in plant breeding decreases selection accuracy, thereby negatively affecting genetic gains. Several genomic prediction models incorporating G × E have been recently developed and used in genomic selection of plant breeding programs. Genomic prediction models for assessing multi-environment G × E interaction are extensions of a single-environment model, and have advantages and limitations. In this study, we propose two multi-environment Bayesian genomic models: the first model considers genetic effects (u) that can be assessed by the Kronecker product of variance–covariance matrices of genetic correlations between environments and genomic kernels through markers under two linear kernel methods, linear (genomic best linear unbiased predictors, GBLUP) and Gaussian (Gaussian kernel, GK). The other model has the same genetic component as the first model (u) plus an extra component, f, that captures random effects between environments that were not captured by the random effects u. We used five CIMMYT data sets (one maize and four wheat) that were previously used in different studies. Results show that models with G × E always have superior prediction ability than single-environment models, and the higher prediction ability of multi-environment models with u and f over the multi-environment model with only u occurred 85% of the time with GBLUP and 45% of the time with GK across the five data sets. The latter result indicated that including the random effect f is still beneficial for increasing prediction ability after adjusting by the random effect u. PMID:27793970
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Bayesian Genomic Prediction with Genotype × Environment Interaction Kernel Models.
Cuevas, Jaime; Crossa, José; Montesinos-López, Osval A; Burgueño, Juan; Pérez-Rodríguez, Paulino; de Los Campos, Gustavo
2017-01-05
The phenomenon of genotype × environment (G × E) interaction in plant breeding decreases selection accuracy, thereby negatively affecting genetic gains. Several genomic prediction models incorporating G × E have been recently developed and used in genomic selection of plant breeding programs. Genomic prediction models for assessing multi-environment G × E interaction are extensions of a single-environment model, and have advantages and limitations. In this study, we propose two multi-environment Bayesian genomic models: the first model considers genetic effects [Formula: see text] that can be assessed by the Kronecker product of variance-covariance matrices of genetic correlations between environments and genomic kernels through markers under two linear kernel methods, linear (genomic best linear unbiased predictors, GBLUP) and Gaussian (Gaussian kernel, GK). The other model has the same genetic component as the first model [Formula: see text] plus an extra component, F: , that captures random effects between environments that were not captured by the random effects [Formula: see text] We used five CIMMYT data sets (one maize and four wheat) that were previously used in different studies. Results show that models with G × E always have superior prediction ability than single-environment models, and the higher prediction ability of multi-environment models with [Formula: see text] over the multi-environment model with only u occurred 85% of the time with GBLUP and 45% of the time with GK across the five data sets. The latter result indicated that including the random effect f is still beneficial for increasing prediction ability after adjusting by the random effect [Formula: see text]. Copyright © 2017 Cuevas et al.
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NASA Astrophysics Data System (ADS)
Wolfsteiner, Peter; Breuer, Werner
2013-10-01
The assessment of fatigue load under random vibrations is usually based on load spectra. Typically they are computed with counting methods (e.g. Rainflow) based on a time domain signal. Alternatively methods are available (e.g. Dirlik) enabling the estimation of load spectra directly from power spectral densities (PSDs) of the corresponding time signals; the knowledge of the time signal is then not necessary. These PSD based methods have the enormous advantage that if for example the signal to assess results from a finite element method based vibration analysis, the computation time of the simulation of PSDs in the frequency domain outmatches by far the simulation of time signals in the time domain. This is especially true for random vibrations with very long signals in the time domain. The disadvantage of the PSD based simulation of vibrations and also the PSD based load spectra estimation is their limitation to Gaussian distributed time signals. Deviations from this Gaussian distribution cause relevant deviations in the estimated load spectra. In these cases usually only computation time intensive time domain calculations produce accurate results. This paper presents a method dealing with non-Gaussian signals with real statistical properties that is still able to use the efficient PSD approach with its computation time advantages. Essentially it is based on a decomposition of the non-Gaussian signal in Gaussian distributed parts. The PSDs of these rearranged signals are then used to perform usual PSD analyses. In particular, detailed methods are described for the decomposition of time signals and the derivation of PSDs and cross power spectral densities (CPSDs) from multiple real measurements without using inaccurate standard procedures. Furthermore the basic intention is to design a general and integrated method that is not just able to analyse a certain single load case for a small time interval, but to generate representative PSD and CPSD spectra replacing extensive measured loads in time domain without losing the necessary accuracy for the fatigue load results. These long measurements may even represent the whole application range of the railway vehicle. The presented work demonstrates the application of this method to railway vehicle components subjected to random vibrations caused by the wheel rail contact. Extensive measurements of axle box accelerations have been used to verify the proposed procedure for this class of railway vehicle applications. The linearity is not a real limitation, because the structural vibrations caused by the random excitations are usually small for rail vehicle applications. The impact of nonlinearities is usually covered by separate nonlinear models and only needed for the deterministic part of the loads. Linear vibration systems subjected to Gaussian vibrations respond with vibrations having also a Gaussian distribution. A non-Gaussian distribution in the excitation signal produces also a non-Gaussian response with statistical properties different from these excitations. A drawback is the fact that there is no simple mathematical relation between excitation and response concerning these deviations from the Gaussian distribution (see e.g. Ito calculus [6], which is usually not part of commercial codes!). There are a couple of well-established procedures for the prediction of fatigue load spectra from PSDs designed for Gaussian loads (see [4]); the question of the impact of non-Gaussian distributions on the fatigue load prediction has been studied for decades (see e.g. [3,4,11-13]) and is still subject of the ongoing research; e.g. [13] proposed a procedure, capable of considering non-Gaussian broadbanded loads. It is based on the knowledge of the response PSD and some statistical data, defining the non-Gaussian character of the underlying time signal. As already described above, these statistical data are usually not available for a PSD vibration response that has been calculated in the frequency domain. Summarizing the above and considering the fact of having highly non-Gaussian excitations on railway vehicles caused by the wheel rail contact means that the fast PSD analysis in the frequency domain cannot be combined with load spectra prediction methods for PSDs.
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Inflation in random Gaussian landscapes
DOE Office of Scientific and Technical Information (OSTI.GOV)
Masoumi, Ali; Vilenkin, Alexander; Yamada, Masaki, E-mail: ali@cosmos.phy.tufts.edu, E-mail: vilenkin@cosmos.phy.tufts.edu, E-mail: Masaki.Yamada@tufts.edu
2017-05-01
We develop analytic and numerical techniques for studying the statistics of slow-roll inflation in random Gaussian landscapes. As an illustration of these techniques, we analyze small-field inflation in a one-dimensional landscape. We calculate the probability distributions for the maximal number of e-folds and for the spectral index of density fluctuations n {sub s} and its running α {sub s} . These distributions have a universal form, insensitive to the correlation function of the Gaussian ensemble. We outline possible extensions of our methods to a large number of fields and to models of large-field inflation. These methods do not suffer frommore » potential inconsistencies inherent in the Brownian motion technique, which has been used in most of the earlier treatments.« less
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Direct Simulation of Multiple Scattering by Discrete Random Media Illuminated by Gaussian Beams
NASA Technical Reports Server (NTRS)
Mackowski, Daniel W.; Mishchenko, Michael I.
2011-01-01
The conventional orientation-averaging procedure developed in the framework of the superposition T-matrix approach is generalized to include the case of illumination by a Gaussian beam (GB). The resulting computer code is parallelized and used to perform extensive numerically exact calculations of electromagnetic scattering by volumes of discrete random medium consisting of monodisperse spherical particles. The size parameters of the scattering volumes are 40, 50, and 60, while their packing density is fixed at 5%. We demonstrate that all scattering patterns observed in the far-field zone of a random multisphere target and their evolution with decreasing width of the incident GB can be interpreted in terms of idealized theoretical concepts such as forward-scattering interference, coherent backscattering (CB), and diffuse multiple scattering. It is shown that the increasing violation of electromagnetic reciprocity with decreasing GB width suppresses and eventually eradicates all observable manifestations of CB. This result supplements the previous demonstration of the effects of broken reciprocity in the case of magneto-optically active particles subjected to an external magnetic field.
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Castillo-Barnes, Diego; Peis, Ignacio; Martínez-Murcia, Francisco J.; Segovia, Fermín; Illán, Ignacio A.; Górriz, Juan M.; Ramírez, Javier; Salas-Gonzalez, Diego
2017-01-01
A wide range of segmentation approaches assumes that intensity histograms extracted from magnetic resonance images (MRI) have a distribution for each brain tissue that can be modeled by a Gaussian distribution or a mixture of them. Nevertheless, intensity histograms of White Matter and Gray Matter are not symmetric and they exhibit heavy tails. In this work, we present a hidden Markov random field model with expectation maximization (EM-HMRF) modeling the components using the α-stable distribution. The proposed model is a generalization of the widely used EM-HMRF algorithm with Gaussian distributions. We test the α-stable EM-HMRF model in synthetic data and brain MRI data. The proposed methodology presents two main advantages: Firstly, it is more robust to outliers. Secondly, we obtain similar results than using Gaussian when the Gaussian assumption holds. This approach is able to model the spatial dependence between neighboring voxels in tomographic brain MRI. PMID:29209194
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Thermodynamical Limit for Correlated Gaussian Random Energy Models
NASA Astrophysics Data System (ADS)
Contucci, P.; Esposti, M. Degli; Giardinà, C.; Graffi, S.
Let {EΣ(N)}ΣΣN be a family of |ΣN|=2N centered unit Gaussian random variables defined by the covariance matrix CN of elements cN(Σ,τ):=Av(EΣ(N)Eτ(N)) and the corresponding random Hamiltonian. Then the quenched thermodynamical limit exists if, for every decomposition N=N1+N2, and all pairs (Σ,τ)ΣN×ΣN:
where πk(Σ),k=1,2 are the projections of ΣΣN into ΣNk. The condition is explicitly verified for the Sherrington-Kirkpatrick, the even p-spin, the Derrida REM and the Derrida-Gardner GREM models. -
Mean first-passage times of non-Markovian random walkers in confinement.
Guérin, T; Levernier, N; Bénichou, O; Voituriez, R
2016-06-16
The first-passage time, defined as the time a random walker takes to reach a target point in a confining domain, is a key quantity in the theory of stochastic processes. Its importance comes from its crucial role in quantifying the efficiency of processes as varied as diffusion-limited reactions, target search processes or the spread of diseases. Most methods of determining the properties of first-passage time in confined domains have been limited to Markovian (memoryless) processes. However, as soon as the random walker interacts with its environment, memory effects cannot be neglected: that is, the future motion of the random walker does not depend only on its current position, but also on its past trajectory. Examples of non-Markovian dynamics include single-file diffusion in narrow channels, or the motion of a tracer particle either attached to a polymeric chain or diffusing in simple or complex fluids such as nematics, dense soft colloids or viscoelastic solutions. Here we introduce an analytical approach to calculate, in the limit of a large confining volume, the mean first-passage time of a Gaussian non-Markovian random walker to a target. The non-Markovian features of the dynamics are encompassed by determining the statistical properties of the fictitious trajectory that the random walker would follow after the first-passage event takes place, which are shown to govern the first-passage time kinetics. This analysis is applicable to a broad range of stochastic processes, which may be correlated at long times. Our theoretical predictions are confirmed by numerical simulations for several examples of non-Markovian processes, including the case of fractional Brownian motion in one and higher dimensions. These results reveal, on the basis of Gaussian processes, the importance of memory effects in first-passage statistics of non-Markovian random walkers in confinement.
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Mean first-passage times of non-Markovian random walkers in confinement
NASA Astrophysics Data System (ADS)
Guérin, T.; Levernier, N.; Bénichou, O.; Voituriez, R.
2016-06-01
The first-passage time, defined as the time a random walker takes to reach a target point in a confining domain, is a key quantity in the theory of stochastic processes. Its importance comes from its crucial role in quantifying the efficiency of processes as varied as diffusion-limited reactions, target search processes or the spread of diseases. Most methods of determining the properties of first-passage time in confined domains have been limited to Markovian (memoryless) processes. However, as soon as the random walker interacts with its environment, memory effects cannot be neglected: that is, the future motion of the random walker does not depend only on its current position, but also on its past trajectory. Examples of non-Markovian dynamics include single-file diffusion in narrow channels, or the motion of a tracer particle either attached to a polymeric chain or diffusing in simple or complex fluids such as nematics, dense soft colloids or viscoelastic solutions. Here we introduce an analytical approach to calculate, in the limit of a large confining volume, the mean first-passage time of a Gaussian non-Markovian random walker to a target. The non-Markovian features of the dynamics are encompassed by determining the statistical properties of the fictitious trajectory that the random walker would follow after the first-passage event takes place, which are shown to govern the first-passage time kinetics. This analysis is applicable to a broad range of stochastic processes, which may be correlated at long times. Our theoretical predictions are confirmed by numerical simulations for several examples of non-Markovian processes, including the case of fractional Brownian motion in one and higher dimensions. These results reveal, on the basis of Gaussian processes, the importance of memory effects in first-passage statistics of non-Markovian random walkers in confinement.
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NASA Astrophysics Data System (ADS)
Rychlik, Igor; Mao, Wengang
2018-02-01
The wind speed variability in the North Atlantic has been successfully modelled using a spatio-temporal transformed Gaussian field. However, this type of model does not correctly describe the extreme wind speeds attributed to tropical storms and hurricanes. In this study, the transformed Gaussian model is further developed to include the occurrence of severe storms. In this new model, random components are added to the transformed Gaussian field to model rare events with extreme wind speeds. The resulting random field is locally stationary and homogeneous. The localized dependence structure is described by time- and space-dependent parameters. The parameters have a natural physical interpretation. To exemplify its application, the model is fitted to the ECMWF ERA-Interim reanalysis data set. The model is applied to compute long-term wind speed distributions and return values, e.g., 100- or 1000-year extreme wind speeds, and to simulate random wind speed time series at a fixed location or spatio-temporal wind fields around that location.
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A Bayesian, generalized frailty model for comet assays.
Ghebretinsae, Aklilu Habteab; Faes, Christel; Molenberghs, Geert; De Boeck, Marlies; Geys, Helena
2013-05-01
This paper proposes a flexible modeling approach for so-called comet assay data regularly encountered in preclinical research. While such data consist of non-Gaussian outcomes in a multilevel hierarchical structure, traditional analyses typically completely or partly ignore this hierarchical nature by summarizing measurements within a cluster. Non-Gaussian outcomes are often modeled using exponential family models. This is true not only for binary and count data, but also for, example, time-to-event outcomes. Two important reasons for extending this family are for (1) the possible occurrence of overdispersion, meaning that the variability in the data may not be adequately described by the models, which often exhibit a prescribed mean-variance link, and (2) the accommodation of a hierarchical structure in the data, owing to clustering in the data. The first issue is dealt with through so-called overdispersion models. Clustering is often accommodated through the inclusion of random subject-specific effects. Though not always, one conventionally assumes such random effects to be normally distributed. In the case of time-to-event data, one encounters, for example, the gamma frailty model (Duchateau and Janssen, 2007 ). While both of these issues may occur simultaneously, models combining both are uncommon. Molenberghs et al. ( 2010 ) proposed a broad class of generalized linear models accommodating overdispersion and clustering through two separate sets of random effects. Here, we use this method to model data from a comet assay with a three-level hierarchical structure. Although a conjugate gamma random effect is used for the overdispersion random effect, both gamma and normal random effects are considered for the hierarchical random effect. Apart from model formulation, we place emphasis on Bayesian estimation. Our proposed method has an upper hand over the traditional analysis in that it (1) uses the appropriate distribution stipulated in the literature; (2) deals with the complete hierarchical nature; and (3) uses all information instead of summary measures. The fit of the model to the comet assay is compared against the background of more conventional model fits. Results indicate the toxicity of 1,2-dimethylhydrazine dihydrochloride at different dose levels (low, medium, and high).
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Wilhelm, Jan; Seewald, Patrick; Del Ben, Mauro; Hutter, Jürg
2016-12-13
We present an algorithm for computing the correlation energy in the random phase approximation (RPA) in a Gaussian basis requiring [Formula: see text] operations and [Formula: see text] memory. The method is based on the resolution of the identity (RI) with the overlap metric, a reformulation of RI-RPA in the Gaussian basis, imaginary time, and imaginary frequency integration techniques, and the use of sparse linear algebra. Additional memory reduction without extra computations can be achieved by an iterative scheme that overcomes the memory bottleneck of canonical RPA implementations. We report a massively parallel implementation that is the key for the application to large systems. Finally, cubic-scaling RPA is applied to a thousand water molecules using a correlation-consistent triple-ζ quality basis.
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NASA Astrophysics Data System (ADS)
Cascio, David M.
1988-05-01
States of nature or observed data are often stochastically modelled as Gaussian random variables. At times it is desirable to transmit this information from a source to a destination with minimal distortion. Complicating this objective is the possible presence of an adversary attempting to disrupt this communication. In this report, solutions are provided to a class of minimax and maximin decision problems, which involve the transmission of a Gaussian random variable over a communications channel corrupted by both additive Gaussian noise and probabilistic jamming noise. The jamming noise is termed probabilistic in the sense that with nonzero probability 1-P, the jamming noise is prevented from corrupting the channel. We shall seek to obtain optimal linear encoder-decoder policies which minimize given quadratic distortion measures.
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Work distributions for random sudden quantum quenches
NASA Astrophysics Data System (ADS)
Łobejko, Marcin; Łuczka, Jerzy; Talkner, Peter
2017-05-01
The statistics of work performed on a system by a sudden random quench is investigated. Considering systems with finite dimensional Hilbert spaces we model a sudden random quench by randomly choosing elements from a Gaussian unitary ensemble (GUE) consisting of Hermitian matrices with identically, Gaussian distributed matrix elements. A probability density function (pdf) of work in terms of initial and final energy distributions is derived and evaluated for a two-level system. Explicit results are obtained for quenches with a sharply given initial Hamiltonian, while the work pdfs for quenches between Hamiltonians from two independent GUEs can only be determined in explicit form in the limits of zero and infinite temperature. The same work distribution as for a sudden random quench is obtained for an adiabatic, i.e., infinitely slow, protocol connecting the same initial and final Hamiltonians.
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Is the Non-Dipole Magnetic Field Random?
NASA Technical Reports Server (NTRS)
Walker, Andrew D.; Backus, George E.
1996-01-01
Statistical modelling of the Earth's magnetic field B has a long history. In particular, the spherical harmonic coefficients of scalar fields derived from B can be treated as Gaussian random variables. In this paper, we give examples of highly organized fields whose spherical harmonic coefficients pass tests for independent Gaussian random variables. The fact that coefficients at some depth may be usefully summarized as independent samples from a normal distribution need not imply that there really is some physical, random process at that depth. In fact, the field can be extremely structured and still be regarded for some purposes as random. In this paper, we examined the radial magnetic field B(sub r) produced by the core, but the results apply to any scalar field on the core-mantle boundary (CMB) which determines B outside the CMB.
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Gaussian covariance graph models accounting for correlated marker effects in genome-wide prediction.
Martínez, C A; Khare, K; Rahman, S; Elzo, M A
2017-10-01
Several statistical models used in genome-wide prediction assume uncorrelated marker allele substitution effects, but it is known that these effects may be correlated. In statistics, graphical models have been identified as a useful tool for covariance estimation in high-dimensional problems and it is an area that has recently experienced a great expansion. In Gaussian covariance graph models (GCovGM), the joint distribution of a set of random variables is assumed to be Gaussian and the pattern of zeros of the covariance matrix is encoded in terms of an undirected graph G. In this study, methods adapting the theory of GCovGM to genome-wide prediction were developed (Bayes GCov, Bayes GCov-KR and Bayes GCov-H). In simulated data sets, improvements in correlation between phenotypes and predicted breeding values and accuracies of predicted breeding values were found. Our models account for correlation of marker effects and permit to accommodate general structures as opposed to models proposed in previous studies, which consider spatial correlation only. In addition, they allow incorporation of biological information in the prediction process through its use when constructing graph G, and their extension to the multi-allelic loci case is straightforward. © 2017 Blackwell Verlag GmbH.
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NASA Astrophysics Data System (ADS)
Granato, Enzo
2017-11-01
We study numerically the superconductor-insulator transition in two-dimensional inhomogeneous superconductors with gauge disorder, described by four different quantum rotor models: a gauge glass, a flux glass, a binary phase glass, and a Gaussian phase glass. The first two models describe the combined effect of geometrical disorder in the array of local superconducting islands and a uniform external magnetic field, while the last two describe the effects of random negative Josephson-junction couplings or π junctions. Monte Carlo simulations in the path-integral representation of the models are used to determine the critical exponents and the universal conductivity at the quantum phase transition. The gauge- and flux-glass models display the same critical behavior, within the estimated numerical uncertainties. Similar agreement is found for the binary and Gaussian phase-glass models. Despite the different symmetries and disorder correlations, we find that the universal conductivity of these models is approximately the same. In particular, the ratio of this value to that of the pure model agrees with recent experiments on nanohole thin-film superconductors in a magnetic field, in the large disorder limit.
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Modeling complex systems in the geosciences
NASA Astrophysics Data System (ADS)
Balcerak, Ernie
2013-03-01
Many geophysical phenomena can be described as complex systems, involving phenomena such as extreme or "wild" events that often do not follow the Gaussian distribution that would be expected if the events were simply random and uncorrelated. For instance, some geophysical phenomena like earthquakes show a much higher occurrence of relatively large values than would a Gaussian distribution and so are examples of the "Noah effect" (named by Benoit Mandelbrot for the exceptionally heavy rain in the biblical flood). Other geophysical phenomena are examples of the "Joseph effect," in which a state is especially persistent, such as a spell of multiple consecutive hot days (heat waves) or several dry summers in a row. The Joseph effect was named after the biblical story in which Joseph's dream of seven fat cows and seven thin ones predicted 7 years of plenty followed by 7 years of drought.
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Topology in two dimensions. II - The Abell and ACO cluster catalogues
NASA Astrophysics Data System (ADS)
Plionis, Manolis; Valdarnini, Riccardo; Coles, Peter
1992-09-01
We apply a method for quantifying the topology of projected galaxy clustering to the Abell and ACO catalogues of rich clusters. We use numerical simulations to quantify the statistical bias involved in using high peaks to define the large-scale structure, and we use the results obtained to correct our observational determinations for this known selection effect and also for possible errors introduced by boundary effects. We find that the Abell cluster sample is consistent with clusters being identified with high peaks of a Gaussian random field, but that the ACO shows a slight meatball shift away from the Gaussian behavior over and above that expected purely from the high-peak selection. The most conservative explanation of this effect is that it is caused by some artefact of the procedure used to select the clusters in the two samples.
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Dimension from covariance matrices.
Carroll, T L; Byers, J M
2017-02-01
We describe a method to estimate embedding dimension from a time series. This method includes an estimate of the probability that the dimension estimate is valid. Such validity estimates are not common in algorithms for calculating the properties of dynamical systems. The algorithm described here compares the eigenvalues of covariance matrices created from an embedded signal to the eigenvalues for a covariance matrix of a Gaussian random process with the same dimension and number of points. A statistical test gives the probability that the eigenvalues for the embedded signal did not come from the Gaussian random process.
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Accretion rates of protoplanets. II - Gaussian distributions of planetesimal velocities
NASA Technical Reports Server (NTRS)
Greenzweig, Yuval; Lissauer, Jack J.
1992-01-01
In the present growth-rate calculations for a protoplanet that is embedded in a disk of planetesimals with triaxial Gaussian velocity dispersion and uniform surface density, the protoplanet is on a circular orbit. The accretion rate in the two-body approximation is found to be enhanced by a factor of about 3 relative to the case where all planetesimals' eccentricities and inclinations are equal to the rms values of those disk variables having locally Gaussian velocity dispersion. This accretion-rate enhancement should be incorporated by all models that assume a single random velocity for all planetesimals in lieu of a Gaussian distribution.
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Backscattering from a Gaussian distributed, perfectly conducting, rough surface
NASA Technical Reports Server (NTRS)
Brown, G. S.
1977-01-01
The problem of scattering by random surfaces possessing many scales of roughness is analyzed. The approach is applicable to bistatic scattering from dielectric surfaces, however, this specific analysis is restricted to backscattering from a perfectly conducting surface in order to more clearly illustrate the method. The surface is assumed to be Gaussian distributed so that the surface height can be split into large and small scale components, relative to the electromagnetic wavelength. A first order perturbation approach is employed wherein the scattering solution for the large scale structure is perturbed by the small scale diffraction effects. The scattering from the large scale structure is treated via geometrical optics techniques. The effect of the large scale surface structure is shown to be equivalent to a convolution in k-space of the height spectrum with the following: the shadowing function, a polarization and surface slope dependent function, and a Gaussian factor resulting from the unperturbed geometrical optics solution. This solution provides a continuous transition between the near normal incidence geometrical optics and wide angle Bragg scattering results.
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Kota, V K B; Chavda, N D; Sahu, R
2006-04-01
Interacting many-particle systems with a mean-field one-body part plus a chaos generating random two-body interaction having strength lambda exhibit Poisson to Gaussian orthogonal ensemble and Breit-Wigner (BW) to Gaussian transitions in level fluctuations and strength functions with transition points marked by lambda = lambda c and lambda = lambda F, respectively; lambda F > lambda c. For these systems a theory for the matrix elements of one-body transition operators is available, as valid in the Gaussian domain, with lambda > lambda F, in terms of orbital occupation numbers, level densities, and an integral involving a bivariate Gaussian in the initial and final energies. Here we show that, using a bivariate-t distribution, the theory extends below from the Gaussian regime to the BW regime up to lambda = lambda c. This is well tested in numerical calculations for 6 spinless fermions in 12 single-particle states.
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NASA Technical Reports Server (NTRS)
Kogut, A.; Banday, A. J.; Bennett, C. L.; Hinshaw, G.; Lubin, P. M.; Smoot, G. F.
1995-01-01
We use the two-point correlation function of the extrema points (peaks and valleys) in the Cosmic Background Explorer (COBE) Differential Microwave Radiometers (DMR) 2 year sky maps as a test for non-Gaussian temperature distribution in the cosmic microwave background anisotropy. A maximum-likelihood analysis compares the DMR data to n = 1 toy models whose random-phase spherical harmonic components a(sub lm) are drawn from either Gaussian, chi-square, or log-normal parent populations. The likelihood of the 53 GHz (A+B)/2 data is greatest for the exact Gaussian model. There is less than 10% chance that the non-Gaussian models tested describe the DMR data, limited primarily by type II errors in the statistical inference. The extrema correlation function is a stronger test for this class of non-Gaussian models than topological statistics such as the genus.
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Superstatistical generalised Langevin equation: non-Gaussian viscoelastic anomalous diffusion
NASA Astrophysics Data System (ADS)
Ślęzak, Jakub; Metzler, Ralf; Magdziarz, Marcin
2018-02-01
Recent advances in single particle tracking and supercomputing techniques demonstrate the emergence of normal or anomalous, viscoelastic diffusion in conjunction with non-Gaussian distributions in soft, biological, and active matter systems. We here formulate a stochastic model based on a generalised Langevin equation in which non-Gaussian shapes of the probability density function and normal or anomalous diffusion have a common origin, namely a random parametrisation of the stochastic force. We perform a detailed analysis demonstrating how various types of parameter distributions for the memory kernel result in exponential, power law, or power-log law tails of the memory functions. The studied system is also shown to exhibit a further unusual property: the velocity has a Gaussian one point probability density but non-Gaussian joint distributions. This behaviour is reflected in the relaxation from a Gaussian to a non-Gaussian distribution observed for the position variable. We show that our theoretical results are in excellent agreement with stochastic simulations.
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Analysis of overdispersed count data by mixtures of Poisson variables and Poisson processes.
Hougaard, P; Lee, M L; Whitmore, G A
1997-12-01
Count data often show overdispersion compared to the Poisson distribution. Overdispersion is typically modeled by a random effect for the mean, based on the gamma distribution, leading to the negative binomial distribution for the count. This paper considers a larger family of mixture distributions, including the inverse Gaussian mixture distribution. It is demonstrated that it gives a significantly better fit for a data set on the frequency of epileptic seizures. The same approach can be used to generate counting processes from Poisson processes, where the rate or the time is random. A random rate corresponds to variation between patients, whereas a random time corresponds to variation within patients.
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Understanding Past Population Dynamics: Bayesian Coalescent-Based Modeling with Covariates
Gill, Mandev S.; Lemey, Philippe; Bennett, Shannon N.; Biek, Roman; Suchard, Marc A.
2016-01-01
Effective population size characterizes the genetic variability in a population and is a parameter of paramount importance in population genetics and evolutionary biology. Kingman’s coalescent process enables inference of past population dynamics directly from molecular sequence data, and researchers have developed a number of flexible coalescent-based models for Bayesian nonparametric estimation of the effective population size as a function of time. Major goals of demographic reconstruction include identifying driving factors of effective population size, and understanding the association between the effective population size and such factors. Building upon Bayesian nonparametric coalescent-based approaches, we introduce a flexible framework that incorporates time-varying covariates that exploit Gaussian Markov random fields to achieve temporal smoothing of effective population size trajectories. To approximate the posterior distribution, we adapt efficient Markov chain Monte Carlo algorithms designed for highly structured Gaussian models. Incorporating covariates into the demographic inference framework enables the modeling of associations between the effective population size and covariates while accounting for uncertainty in population histories. Furthermore, it can lead to more precise estimates of population dynamics. We apply our model to four examples. We reconstruct the demographic history of raccoon rabies in North America and find a significant association with the spatiotemporal spread of the outbreak. Next, we examine the effective population size trajectory of the DENV-4 virus in Puerto Rico along with viral isolate count data and find similar cyclic patterns. We compare the population history of the HIV-1 CRF02_AG clade in Cameroon with HIV incidence and prevalence data and find that the effective population size is more reflective of incidence rate. Finally, we explore the hypothesis that the population dynamics of musk ox during the Late Quaternary period were related to climate change. [Coalescent; effective population size; Gaussian Markov random fields; phylodynamics; phylogenetics; population genetics. PMID:27368344
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NASA Astrophysics Data System (ADS)
Goodman, J. W.
This book is based on the thesis that some training in the area of statistical optics should be included as a standard part of any advanced optics curriculum. Random variables are discussed, taking into account definitions of probability and random variables, distribution functions and density functions, an extension to two or more random variables, statistical averages, transformations of random variables, sums of real random variables, Gaussian random variables, complex-valued random variables, and random phasor sums. Other subjects examined are related to random processes, some first-order properties of light waves, the coherence of optical waves, some problems involving high-order coherence, effects of partial coherence on imaging systems, imaging in the presence of randomly inhomogeneous media, and fundamental limits in photoelectric detection of light. Attention is given to deterministic versus statistical phenomena and models, the Fourier transform, and the fourth-order moment of the spectrum of a detected speckle image.
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NASA Astrophysics Data System (ADS)
Sallah, M.
2014-03-01
The problem of monoenergetic radiative transfer in a finite planar stochastic atmospheric medium with polarized (vector) Rayleigh scattering is proposed. The solution is presented for an arbitrary absorption and scattering cross sections. The extinction function of the medium is assumed to be a continuous random function of position, with fluctuations about the mean taken as Gaussian distributed. The joint probability distribution function of these Gaussian random variables is used to calculate the ensemble-averaged quantities, such as reflectivity and transmissivity, for an arbitrary correlation function. A modified Gaussian probability distribution function is also used to average the solution in order to exclude the probable negative values of the optical variable. Pomraning-Eddington approximation is used, at first, to obtain the deterministic analytical solution for both the total intensity and the difference function used to describe the polarized radiation. The problem is treated with specular reflecting boundaries and angular-dependent externally incident flux upon the medium from one side and with no flux from the other side. For the sake of comparison, two different forms of the weight function, which introduced to force the boundary conditions to be fulfilled, are used. Numerical results of the average reflectivity and average transmissivity are obtained for both Gaussian and modified Gaussian probability density functions at the different degrees of polarization.
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Pinning time statistics for vortex lines in disordered environments.
Dobramysl, Ulrich; Pleimling, Michel; Täuber, Uwe C
2014-12-01
We study the pinning dynamics of magnetic flux (vortex) lines in a disordered type-II superconductor. Using numerical simulations of a directed elastic line model, we extract the pinning time distributions of vortex line segments. We compare different model implementations for the disorder in the surrounding medium: discrete, localized pinning potential wells that are either attractive and repulsive or purely attractive, and whose strengths are drawn from a Gaussian distribution; as well as continuous Gaussian random potential landscapes. We find that both schemes yield power-law distributions in the pinned phase as predicted by extreme-event statistics, yet they differ significantly in their effective scaling exponents and their short-time behavior.
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Statistics and topology of the COBE differential microwave radiometer first-year sky maps
NASA Technical Reports Server (NTRS)
Smoot, G. F.; Tenorio, L.; Banday, A. J.; Kogut, A.; Wright, E. L.; Hinshaw, G.; Bennett, C. L.
1994-01-01
We use statistical and topological quantities to test the Cosmic Background Explorer (COBE) Differential Microwave Radiometer (DMR) first-year sky maps against the hypothesis that the observed temperature fluctuations reflect Gaussian initial density perturbations with random phases. Recent papers discuss specific quantities as discriminators between Gaussian and non-Gaussian behavior, but the treatment of instrumental noise on the data is largely ignored. The presence of noise in the data biases many statistical quantities in a manner dependent on both the noise properties and the unknown cosmic microwave background temperature field. Appropriate weighting schemes can minimize this effect, but it cannot be completely eliminated. Analytic expressions are presented for these biases, and Monte Carlo simulations are used to assess the best strategy for determining cosmologically interesting information from noisy data. The genus is a robust discriminator that can be used to estimate the power-law quadrupole-normalized amplitude, Q(sub rms-PS), independently of the two-point correlation function. The genus of the DMR data is consistent with Gaussian initial fluctuations with Q(sub rms-PS) = (15.7 +/- 2.2) - (6.6 +/- 0.3)(n - 1) micro-K, where n is the power-law index. Fitting the rms temperature variations at various smoothing angles gives Q(sub rms-PS) = 13.2 +/- 2.5 micro-K and n = 1.7(sup (+0.3) sub (-0.6)). While consistent with Gaussian fluctuations, the first year data are only sufficient to rule out strongly non-Gaussian distributions of fluctuations.
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Gaussian random bridges and a geometric model for information equilibrium
NASA Astrophysics Data System (ADS)
Mengütürk, Levent Ali
2018-03-01
The paper introduces a class of conditioned stochastic processes that we call Gaussian random bridges (GRBs) and proves some of their properties. Due to the anticipative representation of any GRB as the sum of a random variable and a Gaussian (T , 0) -bridge, GRBs can model noisy information processes in partially observed systems. In this spirit, we propose an asset pricing model with respect to what we call information equilibrium in a market with multiple sources of information. The idea is to work on a topological manifold endowed with a metric that enables us to systematically determine an equilibrium point of a stochastic system that can be represented by multiple points on that manifold at each fixed time. In doing so, we formulate GRB-based information diversity over a Riemannian manifold and show that it is pinned to zero over the boundary determined by Dirac measures. We then define an influence factor that controls the dominance of an information source in determining the best estimate of a signal in the L2-sense. When there are two sources, this allows us to construct information equilibrium as a functional of a geodesic-valued stochastic process, which is driven by an equilibrium convergence rate representing the signal-to-noise ratio. This leads us to derive price dynamics under what can be considered as an equilibrium probability measure. We also provide a semimartingale representation of Markovian GRBs associated with Gaussian martingales and a non-anticipative representation of fractional Brownian random bridges that can incorporate degrees of information coupling in a given system via the Hurst exponent.
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Generation of Stationary Non-Gaussian Time Histories with a Specified Cross-spectral Density
Smallwood, David O.
1997-01-01
The paper reviews several methods for the generation of stationary realizations of sampled time histories with non-Gaussian distributions and introduces a new method which can be used to control the cross-spectral density matrix and the probability density functions (pdfs) of the multiple input problem. Discussed first are two methods for the specialized case of matching the auto (power) spectrum, the skewness, and kurtosis using generalized shot noise and using polynomial functions. It is then shown that the skewness and kurtosis can also be controlled by the phase of a complex frequency domain description of the random process. The general casemore » of matching a target probability density function using a zero memory nonlinear (ZMNL) function is then covered. Next methods for generating vectors of random variables with a specified covariance matrix for a class of spherically invariant random vectors (SIRV) are discussed. Finally the general case of matching the cross-spectral density matrix of a vector of inputs with non-Gaussian marginal distributions is presented.« less
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An approximate generalized linear model with random effects for informative missing data.
Follmann, D; Wu, M
1995-03-01
This paper develops a class of models to deal with missing data from longitudinal studies. We assume that separate models for the primary response and missingness (e.g., number of missed visits) are linked by a common random parameter. Such models have been developed in the econometrics (Heckman, 1979, Econometrica 47, 153-161) and biostatistics (Wu and Carroll, 1988, Biometrics 44, 175-188) literature for a Gaussian primary response. We allow the primary response, conditional on the random parameter, to follow a generalized linear model and approximate the generalized linear model by conditioning on the data that describes missingness. The resultant approximation is a mixed generalized linear model with possibly heterogeneous random effects. An example is given to illustrate the approximate approach, and simulations are performed to critique the adequacy of the approximation for repeated binary data.
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Multi-field inflation with a random potential
NASA Astrophysics Data System (ADS)
Tye, S.-H. Henry; Xu, Jiajun; Zhang, Yang
2009-04-01
Motivated by the possibility of inflation in the cosmic landscape, which may be approximated by a complicated potential, we study the density perturbations in multi-field inflation with a random potential. The random potential causes the inflaton to undergo a Brownian-like motion with a drift in the D-dimensional field space, allowing entropic perturbation modes to continuously and randomly feed into the adiabatic mode. To quantify such an effect, we employ a stochastic approach to evaluate the two-point and three-point functions of primordial perturbations. We find that in the weakly random scenario where the stochastic scatterings are frequent but mild, the resulting power spectrum resembles that of the single field slow-roll case, with up to 2% more red tilt. The strongly random scenario, in which the coarse-grained motion of the inflaton is significantly slowed down by the scatterings, leads to rich phenomenologies. The power spectrum exhibits primordial fluctuations on all angular scales. Such features may already be hiding in the error bars of observed CMB TT (as well as TE and EE) power spectrum and have been smoothed out by binning of data points. With more data coming in the future, we expect these features can be detected or falsified. On the other hand the tensor power spectrum itself is free of fluctuations and the tensor to scalar ratio is enhanced by the large ratio of the Brownian-like motion speed over the drift speed. In addition a large negative running of the power spectral index is possible. Non-Gaussianity is generically suppressed by the growth of adiabatic perturbations on super-horizon scales, and is negligible in the weakly random scenario. However, non-Gaussianity can possibly be enhanced by resonant effects in the strongly random scenario or arise from the entropic perturbations during the onset of (p)reheating if the background inflaton trajectory exhibits particular properties. The formalism developed in this paper can be applied to a wide class of multi-field inflation models including, e.g. the N-flation scenario.
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NASA Astrophysics Data System (ADS)
Guadagnini, A.; Riva, M.; Neuman, S. P.
2016-12-01
Environmental quantities such as log hydraulic conductivity (or transmissivity), Y(x) = ln K(x), and their spatial (or temporal) increments, ΔY, are known to be generally non-Gaussian. Documented evidence of such behavior includes symmetry of increment distributions at all separation scales (or lags) between incremental values of Y with sharp peaks and heavy tails that decay asymptotically as lag increases. This statistical scaling occurs in porous as well as fractured media characterized by either one or a hierarchy of spatial correlation scales. In hierarchical media one observes a range of additional statistical ΔY scaling phenomena, all of which are captured comprehensibly by a novel generalized sub-Gaussian (GSG) model. In this model Y forms a mixture Y(x) = U(x) G(x) of single- or multi-scale Gaussian processes G having random variances, U being a non-negative subordinator independent of G. Elsewhere we developed ways to generate unconditional and conditional random realizations of isotropic or anisotropic GSG fields which can be embedded in numerical Monte Carlo flow and transport simulations. Here we present and discuss expressions for probability distribution functions of Y and ΔY as well as their lead statistical moments. We then focus on a simple flow setting of mean uniform steady state flow in an unbounded, two-dimensional domain, exploring ways in which non-Gaussian heterogeneity affects stochastic flow and transport descriptions. Our expressions represent (a) lead order autocovariance and cross-covariance functions of hydraulic head, velocity and advective particle displacement as well as (b) analogues of preasymptotic and asymptotic Fickian dispersion coefficients. We compare them with corresponding expressions developed in the literature for Gaussian Y.
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NASA Astrophysics Data System (ADS)
Kenfack, Lionel Tenemeza; Tchoffo, Martin; Fai, Lukong Cornelius; Fouokeng, Georges Collince
2017-04-01
We address the entanglement dynamics of a three-qubit system interacting with a classical fluctuating environment described either by a Gaussian or non-Gaussian noise in three different configurations namely: common, independent and mixed environments. Specifically, we focus on the Ornstein-Uhlenbeck (OU) noise and the random telegraph noise (RTN). The qubits are prepared in a state composed of a Greenberger-Horne-Zeilinger (GHZ) and a W state. With the help of the tripartite negativity, we show that the entanglement evolution is not only affected by the type of system-environment coupling but also by the kind and the memory properties of the considered noise. We also compared the dynamics induced by the two kinds of noise and we find that even if both noises have a Lorentzian spectrum, the effects of the OU noise cannot be in a simple way deduced from those of the RTN and vice-versa. In addition, we show that the entanglement can be indefinitely preserved when the qubits are coupled to the environmental noise in a common environment (CE). Finally, the presence or absence of peculiar phenomena such as entanglement revivals (ER) and entanglement sudden death (ESD) is observed.
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Emergence of Multiscaling in a Random-Force Stirred Fluid
NASA Astrophysics Data System (ADS)
Yakhot, Victor; Donzis, Diego
2017-07-01
We consider the transition to strong turbulence in an infinite fluid stirred by a Gaussian random force. The transition is defined as a first appearance of anomalous scaling of normalized moments of velocity derivatives (dissipation rates) emerging from the low-Reynolds-number Gaussian background. It is shown that, due to multiscaling, strongly intermittent rare events can be quantitatively described in terms of an infinite number of different "Reynolds numbers" reflecting a multitude of anomalous scaling exponents. The theoretically predicted transition disappears at Rλ≤3 . The developed theory is in quantitative agreement with the outcome of large-scale numerical simulations.
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Dynamical transition for a particle in a squared Gaussian potential
NASA Astrophysics Data System (ADS)
Touya, C.; Dean, D. S.
2007-02-01
We study the problem of a Brownian particle diffusing in finite dimensions in a potential given by ψ = phi2/2 where phi is Gaussian random field. Exact results for the diffusion constant in the high temperature phase are given in one and two dimensions and it is shown to vanish in a power-law fashion at the dynamical transition temperature. Our results are confronted with numerical simulations where the Gaussian field is constructed, in a standard way, as a sum over random Fourier modes. We show that when the number of Fourier modes is finite the low temperature diffusion constant becomes non-zero and has an Arrhenius form. Thus we have a simple model with a fully understood finite size scaling theory for the dynamical transition. In addition we analyse the nature of the anomalous diffusion in the low temperature regime and show that the anomalous exponent agrees with that predicted by a trap model.
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Scattering of Gaussian Beams by Disordered Particulate Media
NASA Technical Reports Server (NTRS)
Mishchenko, Michael I.; Dlugach, Janna M.
2016-01-01
A frequently observed characteristic of electromagnetic scattering by a disordered particulate medium is the absence of pronounced speckles in angular patterns of the scattered light. It is known that such diffuse speckle-free scattering patterns can be caused by averaging over randomly changing particle positions and/or over a finite spectral range. To get further insight into the possible physical causes of the absence of speckles, we use the numerically exact superposition T-matrix solver of the Maxwell equations and analyze the scattering of plane-wave and Gaussian beams by representative multi-sphere groups. We show that phase and amplitude variations across an incident Gaussian beam do not serve to extinguish the pronounced speckle pattern typical of plane-wave illumination of a fixed multi-particle group. Averaging over random particle positions and/or over a finite spectral range is still required to generate the classical diffuse speckle-free regime.
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NASA Astrophysics Data System (ADS)
Musenge, Eustasius; Chirwa, Tobias Freeman; Kahn, Kathleen; Vounatsou, Penelope
2013-06-01
Longitudinal mortality data with few deaths usually have problems of zero-inflation. This paper presents and applies two Bayesian models which cater for zero-inflation, spatial and temporal random effects. To reduce the computational burden experienced when a large number of geo-locations are treated as a Gaussian field (GF) we transformed the field to a Gaussian Markov Random Fields (GMRF) by triangulation. We then modelled the spatial random effects using the Stochastic Partial Differential Equations (SPDEs). Inference was done using a computationally efficient alternative to Markov chain Monte Carlo (MCMC) called Integrated Nested Laplace Approximation (INLA) suited for GMRF. The models were applied to data from 71,057 children aged 0 to under 10 years from rural north-east South Africa living in 15,703 households over the years 1992-2010. We found protective effects on HIV/TB mortality due to greater birth weight, older age and more antenatal clinic visits during pregnancy (adjusted RR (95% CI)): 0.73(0.53;0.99), 0.18(0.14;0.22) and 0.96(0.94;0.97) respectively. Therefore childhood HIV/TB mortality could be reduced if mothers are better catered for during pregnancy as this can reduce mother-to-child transmissions and contribute to improved birth weights. The INLA and SPDE approaches are computationally good alternatives in modelling large multilevel spatiotemporal GMRF data structures.
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Assessment of DPOAE test-retest difference curves via hierarchical Gaussian processes.
Bao, Junshu; Hanson, Timothy; McMillan, Garnett P; Knight, Kristin
2017-03-01
Distortion product otoacoustic emissions (DPOAE) testing is a promising alternative to behavioral hearing tests and auditory brainstem response testing of pediatric cancer patients. The central goal of this study is to assess whether significant changes in the DPOAE frequency/emissions curve (DP-gram) occur in pediatric patients in a test-retest scenario. This is accomplished through the construction of normal reference charts, or credible regions, that DP-gram differences lie in, as well as contour probabilities that measure how abnormal (or in a certain sense rare) a test-retest difference is. A challenge is that the data were collected over varying frequencies, at different time points from baseline, and on possibly one or both ears. A hierarchical structural equation Gaussian process model is proposed to handle the different sources of correlation in the emissions measurements, wherein both subject-specific random effects and variance components governing the smoothness and variability of each child's Gaussian process are coupled together. © 2016, The International Biometric Society.
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Speech Enhancement Using Gaussian Scale Mixture Models
Hao, Jiucang; Lee, Te-Won; Sejnowski, Terrence J.
2011-01-01
This paper presents a novel probabilistic approach to speech enhancement. Instead of a deterministic logarithmic relationship, we assume a probabilistic relationship between the frequency coefficients and the log-spectra. The speech model in the log-spectral domain is a Gaussian mixture model (GMM). The frequency coefficients obey a zero-mean Gaussian whose covariance equals to the exponential of the log-spectra. This results in a Gaussian scale mixture model (GSMM) for the speech signal in the frequency domain, since the log-spectra can be regarded as scaling factors. The probabilistic relation between frequency coefficients and log-spectra allows these to be treated as two random variables, both to be estimated from the noisy signals. Expectation-maximization (EM) was used to train the GSMM and Bayesian inference was used to compute the posterior signal distribution. Because exact inference of this full probabilistic model is computationally intractable, we developed two approaches to enhance the efficiency: the Laplace method and a variational approximation. The proposed methods were applied to enhance speech corrupted by Gaussian noise and speech-shaped noise (SSN). For both approximations, signals reconstructed from the estimated frequency coefficients provided higher signal-to-noise ratio (SNR) and those reconstructed from the estimated log-spectra produced lower word recognition error rate because the log-spectra fit the inputs to the recognizer better. Our algorithms effectively reduced the SSN, which algorithms based on spectral analysis were not able to suppress. PMID:21359139
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Connectivity ranking of heterogeneous random conductivity models
NASA Astrophysics Data System (ADS)
Rizzo, C. B.; de Barros, F.
2017-12-01
To overcome the challenges associated with hydrogeological data scarcity, the hydraulic conductivity (K) field is often represented by a spatial random process. The state-of-the-art provides several methods to generate 2D or 3D random K-fields, such as the classic multi-Gaussian fields or non-Gaussian fields, training image-based fields and object-based fields. We provide a systematic comparison of these models based on their connectivity. We use the minimum hydraulic resistance as a connectivity measure, which it has been found to be strictly correlated with early time arrival of dissolved contaminants. A computationally efficient graph-based algorithm is employed, allowing a stochastic treatment of the minimum hydraulic resistance through a Monte-Carlo approach and therefore enabling the computation of its uncertainty. The results show the impact of geostatistical parameters on the connectivity for each group of random fields, being able to rank the fields according to their minimum hydraulic resistance.
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NASA Astrophysics Data System (ADS)
Pfeilsticker, K.; Davis, A.; Marshak, A.; Suszcynsky, D. M.; Buldryrev, S.; Barker, H.
2001-12-01
2-stream RT models, as used in all current GCMs, are mathematically equivalent to standard diffusion theory where the physical picture is a slow propagation of the diffuse radiation by Gaussian random walks. In other words, after the conventional van de Hulst rescaling by 1/(1-g) in R3 and also by (1-g) in t, solar photons follow convoluted fractal trajectories in the atmosphere. For instance, we know that transmitted light is typically scattered about (1-g)τ 2 times while reflected light is scattered on average about τ times, where τ is the optical depth of the column. The space/time spread of this diffusion process is described exactly by a Gaussian distribution; from the statistical physics viewpoint, this follows from the convergence of the sum of many (rescaled) steps between scattering events with a finite variance. This Gaussian picture follows from directly from first principles (the RT equation) under the assumptions of horizontal uniformity and large optical depth, i.e., there is a homogeneous plane-parallel cloud somewhere in the column. The first-order effect of 3D variability of cloudiness, the main source of scattering, is to perturb the distribution of single steps between scatterings which, modulo the '1-g' rescaling, can be assumed effectively isotropic. The most natural generalization of the Gaussian distribution is the 1-parameter family of symmetric Lévy-stable distributions because the sum of many zero-mean random variables with infinite variance, but finite moments of order q < α (0 < α < 2), converge to them. It has been shown on heuristic grounds that for these Lévy-based random walks the typical number of scatterings is now (1-g)τ α for transmitted light. The appearance of a non-rational exponent is why this is referred to as anomalous diffusion. Note that standard/Gaussian diffusion is retrieved in the limit α = 2-. Lévy transport theory has been successfully used in the statistical physics to investigate a wide variety of systems with strongly nonlinear dynamics; these applications range from random advection in turbulent fluids to the erratic behavior of financial time-series and, most recently, self-regulating ecological systems. We will briefly survey the state-of-the-art observations that offer compelling empirical support for the Lévy/anomalous diffusion model in atmospheric radiation: (1) high-resolution spectroscopy of differential absorption in the O2 A-band from ground; (2) temporal transient records of lightning strokes transmitted through clouds to a sensitive detector in space; and (3) the Gamma-distributions of optical depths derived from Landsat cloud scenes at 30-m resolution. We will then introduce a rigorous analytical formulation of anomalous transport through finite media based on fractional derivatives and Sonin calculus. A remarkable result from this new theoretical development is an extremal property of the α = 1+ case (divergent mean-free-path), as is observed in the cloudy atmosphere. Finally, we will discuss the implications of anomalous transport theory for bulk 3D effects on the current enhanced absorption problem as well as its role as the basis of a next-generation GCM RT parameterization.
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Gibbs sampling on large lattice with GMRF
NASA Astrophysics Data System (ADS)
Marcotte, Denis; Allard, Denis
2018-02-01
Gibbs sampling is routinely used to sample truncated Gaussian distributions. These distributions naturally occur when associating latent Gaussian fields to category fields obtained by discrete simulation methods like multipoint, sequential indicator simulation and object-based simulation. The latent Gaussians are often used in data assimilation and history matching algorithms. When the Gibbs sampling is applied on a large lattice, the computing cost can become prohibitive. The usual practice of using local neighborhoods is unsatisfying as it can diverge and it does not reproduce exactly the desired covariance. A better approach is to use Gaussian Markov Random Fields (GMRF) which enables to compute the conditional distributions at any point without having to compute and invert the full covariance matrix. As the GMRF is locally defined, it allows simultaneous updating of all points that do not share neighbors (coding sets). We propose a new simultaneous Gibbs updating strategy on coding sets that can be efficiently computed by convolution and applied with an acceptance/rejection method in the truncated case. We study empirically the speed of convergence, the effect of choice of boundary conditions, of the correlation range and of GMRF smoothness. We show that the convergence is slower in the Gaussian case on the torus than for the finite case studied in the literature. However, in the truncated Gaussian case, we show that short scale correlation is quickly restored and the conditioning categories at each lattice point imprint the long scale correlation. Hence our approach enables to realistically apply Gibbs sampling on large 2D or 3D lattice with the desired GMRF covariance.
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Possible Statistics of Two Coupled Random Fields: Application to Passive Scalar
NASA Technical Reports Server (NTRS)
Dubrulle, B.; He, Guo-Wei; Bushnell, Dennis M. (Technical Monitor)
2000-01-01
We use the relativity postulate of scale invariance to derive the similarity transformations between two coupled scale-invariant random elds at different scales. We nd the equations leading to the scaling exponents. This formulation is applied to the case of passive scalars advected i) by a random Gaussian velocity field; and ii) by a turbulent velocity field. In the Gaussian case, we show that the passive scalar increments follow a log-Levy distribution generalizing Kraichnan's solution and, in an appropriate limit, a log-normal distribution. In the turbulent case, we show that when the velocity increments follow a log-Poisson statistics, the passive scalar increments follow a statistics close to log-Poisson. This result explains the experimental observations of Ruiz et al. about the temperature increments.
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Random medium model for cusping of plane waves.
Li, Jia; Korotkova, Olga
2017-09-01
We introduce a model for a three-dimensional (3D) Schell-type stationary medium whose degree of potential's correlation satisfies the Fractional Multi-Gaussian (FMG) function. Compared with the scattered profile produced by the Gaussian Schell-model (GSM) medium, the Fractional Multi-Gaussian Schell-model (FMGSM) medium gives rise to a sharp concave intensity apex in the scattered field. This implies that the FMGSM medium also accounts for a larger than Gaussian's power in the bucket (PIB) in the forward scattering direction, hence being a better candidate than the GSM medium for generating highly-focused (cusp-like) scattered profiles in the far zone. Compared to other mathematical models for the medium's correlation function which can produce similar cusped scattered profiles the FMG function offers unprecedented tractability being the weighted superposition of Gaussian functions. Our results provide useful applications to energy counter problems and particle manipulation by weakly scattered fields.
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A topological analysis of large-scale structure, studied using the CMASS sample of SDSS-III
DOE Office of Scientific and Technical Information (OSTI.GOV)
Parihar, Prachi; Gott, J. Richard III; Vogeley, Michael S.
2014-12-01
We study the three-dimensional genus topology of large-scale structure using the northern region of the CMASS Data Release 10 (DR10) sample of the SDSS-III Baryon Oscillation Spectroscopic Survey. We select galaxies with redshift 0.452 < z < 0.625 and with a stellar mass M {sub stellar} > 10{sup 11.56} M {sub ☉}. We study the topology at two smoothing lengths: R {sub G} = 21 h {sup –1} Mpc and R {sub G} = 34 h {sup –1} Mpc. The genus topology studied at the R {sub G} = 21 h {sup –1} Mpc scale results in the highest genusmore » amplitude observed to date. The CMASS sample yields a genus curve that is characteristic of one produced by Gaussian random phase initial conditions. The data thus support the standard model of inflation where random quantum fluctuations in the early universe produced Gaussian random phase initial conditions. Modest deviations in the observed genus from random phase are as expected from shot noise effects and the nonlinear evolution of structure. We suggest the use of a fitting formula motivated by perturbation theory to characterize the shift and asymmetries in the observed genus curve with a single parameter. We construct 54 mock SDSS CMASS surveys along the past light cone from the Horizon Run 3 (HR3) N-body simulations, where gravitationally bound dark matter subhalos are identified as the sites of galaxy formation. We study the genus topology of the HR3 mock surveys with the same geometry and sampling density as the observational sample and find the observed genus topology to be consistent with ΛCDM as simulated by the HR3 mock samples. We conclude that the topology of the large-scale structure in the SDSS CMASS sample is consistent with cosmological models having primordial Gaussian density fluctuations growing in accordance with general relativity to form galaxies in massive dark matter halos.« less
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Some Metric Properties of Planar Gaussian Free Field
NASA Astrophysics Data System (ADS)
Goswami, Subhajit
In this thesis we study the properties of some metrics arising from two-dimensional Gaussian free field (GFF), namely the Liouville first-passage percolation (Liouville FPP), the Liouville graph distance and an effective resistance metric. In Chapter 1, we define these metrics as well as discuss the motivations for studying them. Roughly speaking, Liouville FPP is the shortest path metric in a planar domain D where the length of a path P is given by ∫Pe gammah(z)|dz| where h is the GFF on D and gamma > 0. In Chapter 2, we present an upper bound on the expected Liouville FPP distance between two typical points for small values of gamma (the near-Euclidean regime). A similar upper bound is derived in Chapter 3 for the Liouville graph distance which is, roughly, the minimal number of Euclidean balls with comparable Liouville quantum gravity (LQG) measure whose union contains a continuous path between two endpoints. Our bounds seem to be in disagreement with Watabiki's prediction (1993) on the random metric of Liouville quantum gravity in this regime. The contents of these two chapters are based on a joint work with Jian Ding. In Chapter 4, we derive some asymptotic estimates for effective resistances on a random network which is defined as follows. Given any gamma > 0 and for eta = {etav}v∈Z2 denoting a sample of the two-dimensional discrete Gaussian free field on Z2 pinned at the origin, we equip the edge ( u, v) with conductance egamma(etau + eta v). The metric structure of effective resistance plays a crucial role in our proof of the main result in Chapter 4. The primary motivation behind this metric is to understand the random walk on Z 2 where the edge (u, v) has weight egamma(etau + etav). Using the estimates from Chapter 4 we show in Chapter 5 that for almost every eta, this random walk is recurrent and that, with probability tending to 1 as T → infinity, the return probability at time 2T decays as T-1+o(1). In addition, we prove a version of subdiffusive behavior by showing that the expected exit time from a ball of radius N scales as Npsi(gamma)+o(1) with psi(gamma) > 2 for all gamma > 0. The contents of these chapters are based on a joint work with Marek Biskup and Jian Ding.
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Time reversibility of intracranial human EEG recordings in mesial temporal lobe epilepsy
NASA Astrophysics Data System (ADS)
van der Heyden, M. J.; Diks, C.; Pijn, J. P. M.; Velis, D. N.
1996-02-01
Intracranial electroencephalograms from patients suffering from mesial temporal lobe epilepsy were tested for time reversibility. If the recorded time series is irreversible, the input of the recording system cannot be a realisation of a linear Gaussian random process. We confirmed experimentally that the measurement equipment did not introduce irreversibility in the recorded output when the input was a realisation of a linear Gaussian random process. In general, the non-seizure recordings are reversible, whereas the seizure recordings are irreversible. These results suggest that time reversibility is a useful property for the characterisation of human intracranial EEG recordings in mesial temporal lobe epilepsy.
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An analytical approach to gravitational lensing by an ensemble of axisymmetric lenses
NASA Technical Reports Server (NTRS)
Lee, Man Hoi; Spergel, David N.
1990-01-01
The problem of gravitational lensing by an ensemble of identical axisymmetric lenses randomly distributed on a single lens plane is considered and a formal expression is derived for the joint probability density of finding shear and convergence at a random point on the plane. The amplification probability for a source can be accurately estimated from the distribution in shear and convergence. This method is applied to two cases: lensing by an ensemble of point masses and by an ensemble of objects with Gaussian surface mass density. There is no convergence for point masses whereas shear is negligible for wide Gaussian lenses.
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Tian, Yuzhen; Guo, Jin; Wang, Rui; Wang, Tingfeng
2011-09-12
In order to research the statistical properties of Gaussian beam propagation through an arbitrary thickness random phase screen for adaptive optics and laser communication application in the laboratory, we establish mathematic models of statistical quantities, which are based on the Rytov method and the thin phase screen model, involved in the propagation process. And the analytic results are developed for an arbitrary thickness phase screen based on the Kolmogorov power spectrum. The comparison between the arbitrary thickness phase screen and the thin phase screen shows that it is more suitable for our results to describe the generalized case, especially the scintillation index.
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NASA Technical Reports Server (NTRS)
Frehlich, Rod
1993-01-01
Calculations of the exact Cramer-Rao Bound (CRB) for unbiased estimates of the mean frequency, signal power, and spectral width of Doppler radar/lidar signals (a Gaussian random process) are presented. Approximate CRB's are derived using the Discrete Fourier Transform (DFT). These approximate results are equal to the exact CRB when the DFT coefficients are mutually uncorrelated. Previous high SNR limits for CRB's are shown to be inaccurate because the discrete summations cannot be approximated with integration. The performance of an approximate maximum likelihood estimator for mean frequency approaches the exact CRB for moderate signal to noise ratio and moderate spectral width.
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Nosedal-Sanchez, Alvaro; Jackson, Charles S.; Huerta, Gabriel
2016-07-20
A new test statistic for climate model evaluation has been developed that potentially mitigates some of the limitations that exist for observing and representing field and space dependencies of climate phenomena. Traditionally such dependencies have been ignored when climate models have been evaluated against observational data, which makes it difficult to assess whether any given model is simulating observed climate for the right reasons. The new statistic uses Gaussian Markov random fields for estimating field and space dependencies within a first-order grid point neighborhood structure. We illustrate the ability of Gaussian Markov random fields to represent empirical estimates of fieldmore » and space covariances using "witch hat" graphs. We further use the new statistic to evaluate the tropical response of a climate model (CAM3.1) to changes in two parameters important to its representation of cloud and precipitation physics. Overall, the inclusion of dependency information did not alter significantly the recognition of those regions of parameter space that best approximated observations. However, there were some qualitative differences in the shape of the response surface that suggest how such a measure could affect estimates of model uncertainty.« less
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NASA Astrophysics Data System (ADS)
Sposini, Vittoria; Chechkin, Aleksei V.; Seno, Flavio; Pagnini, Gianni; Metzler, Ralf
2018-04-01
A considerable number of systems have recently been reported in which Brownian yet non-Gaussian dynamics was observed. These are processes characterised by a linear growth in time of the mean squared displacement, yet the probability density function of the particle displacement is distinctly non-Gaussian, and often of exponential (Laplace) shape. This apparently ubiquitous behaviour observed in very different physical systems has been interpreted as resulting from diffusion in inhomogeneous environments and mathematically represented through a variable, stochastic diffusion coefficient. Indeed different models describing a fluctuating diffusivity have been studied. Here we present a new view of the stochastic basis describing time-dependent random diffusivities within a broad spectrum of distributions. Concretely, our study is based on the very generic class of the generalised Gamma distribution. Two models for the particle spreading in such random diffusivity settings are studied. The first belongs to the class of generalised grey Brownian motion while the second follows from the idea of diffusing diffusivities. The two processes exhibit significant characteristics which reproduce experimental results from different biological and physical systems. We promote these two physical models for the description of stochastic particle motion in complex environments.
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DOE Office of Scientific and Technical Information (OSTI.GOV)
Nosedal-Sanchez, Alvaro; Jackson, Charles S.; Huerta, Gabriel
A new test statistic for climate model evaluation has been developed that potentially mitigates some of the limitations that exist for observing and representing field and space dependencies of climate phenomena. Traditionally such dependencies have been ignored when climate models have been evaluated against observational data, which makes it difficult to assess whether any given model is simulating observed climate for the right reasons. The new statistic uses Gaussian Markov random fields for estimating field and space dependencies within a first-order grid point neighborhood structure. We illustrate the ability of Gaussian Markov random fields to represent empirical estimates of fieldmore » and space covariances using "witch hat" graphs. We further use the new statistic to evaluate the tropical response of a climate model (CAM3.1) to changes in two parameters important to its representation of cloud and precipitation physics. Overall, the inclusion of dependency information did not alter significantly the recognition of those regions of parameter space that best approximated observations. However, there were some qualitative differences in the shape of the response surface that suggest how such a measure could affect estimates of model uncertainty.« less
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Model-independent test for scale-dependent non-Gaussianities in the cosmic microwave background.
Räth, C; Morfill, G E; Rossmanith, G; Banday, A J; Górski, K M
2009-04-03
We present a model-independent method to test for scale-dependent non-Gaussianities in combination with scaling indices as test statistics. Therefore, surrogate data sets are generated, in which the power spectrum of the original data is preserved, while the higher order correlations are partly randomized by applying a scale-dependent shuffling procedure to the Fourier phases. We apply this method to the Wilkinson Microwave Anisotropy Probe data of the cosmic microwave background and find signatures for non-Gaussianities on large scales. Further tests are required to elucidate the origin of the detected anomalies.
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NASA Astrophysics Data System (ADS)
Gharekhan, Anita H.; Biswal, Nrusingh C.; Gupta, Sharad; Pradhan, Asima; Sureshkumar, M. B.; Panigrahi, Prasanta K.
2008-02-01
The statistical and characteristic features of the polarized fluorescence spectra from cancer, normal and benign human breast tissues are studied through wavelet transform and singular value decomposition. The discrete wavelets enabled one to isolate high and low frequency spectral fluctuations, which revealed substantial randomization in the cancerous tissues, not present in the normal cases. In particular, the fluctuations fitted well with a Gaussian distribution for the cancerous tissues in the perpendicular component. One finds non-Gaussian behavior for normal and benign tissues' spectral variations. The study of the difference of intensities in parallel and perpendicular channels, which is free from the diffusive component, revealed weak fluorescence activity in the 630nm domain, for the cancerous tissues. This may be ascribable to porphyrin emission. The role of both scatterers and fluorophores in the observed minor intensity peak for the cancer case is experimentally confirmed through tissue-phantom experiments. Continuous Morlet wavelet also highlighted this domain for the cancerous tissue fluorescence spectra. Correlation in the spectral fluctuation is further studied in different tissue types through singular value decomposition. Apart from identifying different domains of spectral activity for diseased and non-diseased tissues, we found random matrix support for the spectral fluctuations. The small eigenvalues of the perpendicular polarized fluorescence spectra of cancerous tissues fitted remarkably well with random matrix prediction for Gaussian random variables, confirming our observations about spectral fluctuations in the wavelet domain.
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Integral momenta of vortex Bessel-Gaussian beams in turbulent atmosphere.
Lukin, Igor P
2016-04-20
The orbital angular momentum of vortex Bessel-Gaussian beams propagating in turbulent atmosphere is studied theoretically. The field of an optical beam is determined through the solution of the paraxial wave equation for a randomly inhomogeneous medium with fluctuations of the refraction index of the turbulent atmosphere. Peculiarities in the behavior of the total power of the vortex Bessel-Gaussian beam at the receiver (or transmitter) are examined. The dependence of the total power of the vortex Bessel-Gaussian beam on optical beam parameters, namely, the transverse wave number of optical radiation, amplitude factor radius, and, especially, topological charge of the optical beam, is analyzed in detail. It turns out that the mean value of the orbital angular momentum of the vortex Bessel-Gaussian beam remains constant during propagation in the turbulent atmosphere. It is shown that the variance of fluctuations of the orbital angular momentum of the vortex Bessel-Gaussian beam propagating in turbulent atmosphere calculated with the "mean-intensity" approximation is equal to zero identically. Thus, it is possible to declare confidently that the variance of fluctuations of the orbital angular momentum of the vortex Bessel-Gaussian beam in turbulent atmosphere is not very large.
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Topology of large-scale structure in seeded hot dark matter models
NASA Technical Reports Server (NTRS)
Beaky, Matthew M.; Scherrer, Robert J.; Villumsen, Jens V.
1992-01-01
The topology of the isodensity surfaces in seeded hot dark matter models, in which static seed masses provide the density perturbations in a universe dominated by massive neutrinos is examined. When smoothed with a Gaussian window, the linear initial conditions in these models show no trace of non-Gaussian behavior for r0 equal to or greater than 5 Mpc (h = 1/2), except for very low seed densities, which show a shift toward isolated peaks. An approximate analytic expression is given for the genus curve expected in linear density fields from randomly distributed seed masses. The evolved models have a Gaussian topology for r0 = 10 Mpc, but show a shift toward a cellular topology with r0 = 5 Mpc; Gaussian models with an identical power spectrum show the same behavior.
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Renyi entropy measures of heart rate Gaussianity.
Lake, Douglas E
2006-01-01
Sample entropy and approximate entropy are measures that have been successfully utilized to study the deterministic dynamics of heart rate (HR). A complementary stochastic point of view and a heuristic argument using the Central Limit Theorem suggests that the Gaussianity of HR is a complementary measure of the physiological complexity of the underlying signal transduction processes. Renyi entropy (or q-entropy) is a widely used measure of Gaussianity in many applications. Particularly important members of this family are differential (or Shannon) entropy (q = 1) and quadratic entropy (q = 2). We introduce the concepts of differential and conditional Renyi entropy rate and, in conjunction with Burg's theorem, develop a measure of the Gaussianity of a linear random process. Robust algorithms for estimating these quantities are presented along with estimates of their standard errors.
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Accretion rates of protoplanets 2: Gaussian distribution of planestesimal velocities
NASA Technical Reports Server (NTRS)
Greenzweig, Yuval; Lissauer, Jack J.
1991-01-01
The growth rate of a protoplanet embedded in a uniform surface density disk of planetesimals having a triaxial Gaussian velocity distribution was calculated. The longitudes of the aspses and nodes of the planetesimals are uniformly distributed, and the protoplanet is on a circular orbit. The accretion rate in the two body approximation is enhanced by a factor of approximately 3, compared to the case where all planetesimals have eccentricity and inclination equal to the root mean square (RMS) values of those variables in the Gaussian distribution disk. Numerical three body integrations show comparable enhancements, except when the RMS initial planetesimal eccentricities are extremely small. This enhancement in accretion rate should be incorporated by all models, analytical or numerical, which assume a single random velocity for all planetesimals, in lieu of a Gaussian distribution.
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The statistics of peaks of Gaussian random fields. [cosmological density fluctuations
NASA Technical Reports Server (NTRS)
Bardeen, J. M.; Bond, J. R.; Kaiser, N.; Szalay, A. S.
1986-01-01
A set of new mathematical results on the theory of Gaussian random fields is presented, and the application of such calculations in cosmology to treat questions of structure formation from small-amplitude initial density fluctuations is addressed. The point process equation is discussed, giving the general formula for the average number density of peaks. The problem of the proper conditional probability constraints appropriate to maxima are examined using a one-dimensional illustration. The average density of maxima of a general three-dimensional Gaussian field is calculated as a function of heights of the maxima, and the average density of 'upcrossing' points on density contour surfaces is computed. The number density of peaks subject to the constraint that the large-scale density field be fixed is determined and used to discuss the segregation of high peaks from the underlying mass distribution. The machinery to calculate n-point peak-peak correlation functions is determined, as are the shapes of the profiles about maxima.
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A Comparison of Three Random Number Generators for Aircraft Dynamic Modeling Applications
NASA Technical Reports Server (NTRS)
Grauer, Jared A.
2017-01-01
Three random number generators, which produce Gaussian white noise sequences, were compared to assess their suitability in aircraft dynamic modeling applications. The first generator considered was the MATLAB (registered) implementation of the Mersenne-Twister algorithm. The second generator was a website called Random.org, which processes atmospheric noise measured using radios to create the random numbers. The third generator was based on synthesis of the Fourier series, where the random number sequences are constructed from prescribed amplitude and phase spectra. A total of 200 sequences, each having 601 random numbers, for each generator were collected and analyzed in terms of the mean, variance, normality, autocorrelation, and power spectral density. These sequences were then applied to two problems in aircraft dynamic modeling, namely estimating stability and control derivatives from simulated onboard sensor data, and simulating flight in atmospheric turbulence. In general, each random number generator had good performance and is well-suited for aircraft dynamic modeling applications. Specific strengths and weaknesses of each generator are discussed. For Monte Carlo simulation, the Fourier synthesis method is recommended because it most accurately and consistently approximated Gaussian white noise and can be implemented with reasonable computational effort.
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Genus Topology of Structure in the Sloan Digital Sky Survey: Model Testing
NASA Astrophysics Data System (ADS)
Gott, J. Richard, III; Hambrick, D. Clay; Vogeley, Michael S.; Kim, Juhan; Park, Changbom; Choi, Yun-Young; Cen, Renyue; Ostriker, Jeremiah P.; Nagamine, Kentaro
2008-03-01
We measure the three-dimensional topology of large-scale structure in the Sloan Digital Sky Survey (SDSS). This allows the genus statistic to be measured with unprecedented statistical accuracy. The sample size is now sufficiently large to allow the topology to be an important tool for testing galaxy formation models. For comparison, we make mock SDSS samples using several state-of-the-art N-body simulations: the Millennium run of Springel et al. (10 billion particles), the Kim & Park CDM models (1.1 billion particles), and the Cen & Ostriker hydrodynamic code models (8.6 billion cell hydro mesh). Each of these simulations uses a different method for modeling galaxy formation. The SDSS data show a genus curve that is broadly characteristic of that produced by Gaussian random-phase initial conditions. Thus, the data strongly support the standard model of inflation where Gaussian random-phase initial conditions are produced by random quantum fluctuations in the early universe. But on top of this general shape there are measurable differences produced by nonlinear gravitational effects and biasing connected with galaxy formation. The N-body simulations have been tuned to reproduce the power spectrum and multiplicity function but not topology, so topology is an acid test for these models. The data show a "meatball" shift (only partly due to the Sloan Great Wall of galaxies) that differs at the 2.5 σ level from the results of the Millenium run and the Kim & Park dark halo models, even including the effects of cosmic variance.
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Propagation properties of cylindrical sinc Gaussian beam
NASA Astrophysics Data System (ADS)
Eyyuboğlu, Halil T.; Bayraktar, Mert
2016-09-01
We investigate the propagation properties of cylindrical sinc Gaussian beam in turbulent atmosphere. Since an analytic solution is hardly derivable, the study is carried out with the aid of random phase screens. Evolutions of the beam intensity profile, beam size and kurtosis parameter are analysed. It is found that on the source plane, cylindrical sinc Gaussian beam has a dark hollow appearance, where the side lobes also start to emerge with increase in width parameter and Gaussian source size. During propagation, beams with small width and Gaussian source size exhibit off-axis behaviour, losing the dark hollow shape, accumulating the intensity asymmetrically on one side, whereas those with large width and Gaussian source size retain dark hollow appearance even at long propagation distances. It is seen that the beams with large widths expand more in beam size than the ones with small widths. The structure constant values chosen do not seem to alter this situation. The kurtosis parameters of the beams having small widths are seen to be larger than the ones with the small widths. Again the choice of the structure constant does not change this trend.
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NASA Astrophysics Data System (ADS)
Vianello, Giacomo
2018-05-01
Several experiments in high-energy physics and astrophysics can be treated as on/off measurements, where an observation potentially containing a new source or effect (“on” measurement) is contrasted with a background-only observation free of the effect (“off” measurement). In counting experiments, the significance of the new source or effect can be estimated with a widely used formula from Li & Ma, which assumes that both measurements are Poisson random variables. In this paper we study three other cases: (i) the ideal case where the background measurement has no uncertainty, which can be used to study the maximum sensitivity that an instrument can achieve, (ii) the case where the background estimate b in the off measurement has an additional systematic uncertainty, and (iii) the case where b is a Gaussian random variable instead of a Poisson random variable. The latter case applies when b comes from a model fitted on archival or ancillary data, or from the interpolation of a function fitted on data surrounding the candidate new source/effect. Practitioners typically use a formula that is only valid when b is large and when its uncertainty is very small, while we derive a general formula that can be applied in all regimes. We also develop simple methods that can be used to assess how much an estimate of significance is sensitive to systematic uncertainties on the efficiency or on the background. Examples of applications include the detection of short gamma-ray bursts and of new X-ray or γ-ray sources. All the techniques presented in this paper are made available in a Python code that is ready to use.
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Micromagnetic Simulation of Thermal Effects in Magnetic Nanostructures
2003-01-01
NiFe magnetic nano- elements are calculated. INTRODUCTION With decreasing size of magnetic nanostructures thermal effects become increasingly important...thermal field. The thermal field is assumed to be a Gaussian random process with the following statistical properties : (H,,,(t))=0 and (H,I.(t),H,.1(t...following property DI " =VE(M’’) - [VE(M"’)• t] t =0, for k =1.m (12) 186 The optimal path can be found using an iterative scheme. In each iteration step the
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Sevillano, David; Mínguez, Cristina; Sánchez, Alicia; Sánchez-Reyes, Alberto
2016-01-01
To obtain specific margin recipes that take into account the dosimetric characteristics of the treatment plans used in a single institution. We obtained dose-population histograms (DPHs) of 20 helical tomotherapy treatment plans for prostate cancer by simulating the effects of different systematic errors (Σ) and random errors (σ) on these plans. We obtained dosimetric margins and margin reductions due to random errors (random margins) by fitting the theoretical results of coverages for Gaussian distributions with coverages of the planned D99% obtained from the DPHs. The dosimetric margins obtained for helical tomotherapy prostate treatments were 3.3 mm, 3 mm, and 1 mm in the lateral (Lat), anterior-posterior (AP), and superior-inferior (SI) directions. Random margins showed parabolic dependencies, yielding expressions of 0.16σ(2), 0.13σ(2), and 0.15σ(2) for the Lat, AP, and SI directions, respectively. When focusing on values up to σ = 5 mm, random margins could be fitted considering Gaussian penumbras with standard deviations (σp) equal to 4.5 mm Lat, 6 mm AP, and 5.5 mm SI. Despite complex dose distributions in helical tomotherapy treatment plans, we were able to simplify the behaviour of our plans against treatment errors to single values of dosimetric and random margins for each direction. These margins allowed us to develop specific margin recipes for the respective treatment technique. The method is general and could be used for any treatment technique provided that DPHs can be obtained. Copyright © 2015 Associazione Italiana di Fisica Medica. Published by Elsevier Ltd. All rights reserved.
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Common inputs in subthreshold membrane potential: The role of quiescent states in neuronal activity
NASA Astrophysics Data System (ADS)
Montangie, Lisandro; Montani, Fernando
2018-06-01
Experiments in certain regions of the cerebral cortex suggest that the spiking activity of neuronal populations is regulated by common non-Gaussian inputs across neurons. We model these deviations from random-walk processes with q -Gaussian distributions into simple threshold neurons, and investigate the scaling properties in large neural populations. We show that deviations from the Gaussian statistics provide a natural framework to regulate population statistics such as sparsity, entropy, and specific heat. This type of description allows us to provide an adequate strategy to explain the information encoding in the case of low neuronal activity and its possible implications on information transmission.
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Stochastic uncertainty analysis for unconfined flow systems
Liu, Gaisheng; Zhang, Dongxiao; Lu, Zhiming
2006-01-01
A new stochastic approach proposed by Zhang and Lu (2004), called the Karhunen‐Loeve decomposition‐based moment equation (KLME), has been extended to solving nonlinear, unconfined flow problems in randomly heterogeneous aquifers. This approach is on the basis of an innovative combination of Karhunen‐Loeve decomposition, polynomial expansion, and perturbation methods. The random log‐transformed hydraulic conductivity field (lnKS) is first expanded into a series in terms of orthogonal Gaussian standard random variables with their coefficients obtained as the eigenvalues and eigenfunctions of the covariance function of lnKS. Next, head h is decomposed as a perturbation expansion series Σh(m), where h(m) represents the mth‐order head term with respect to the standard deviation of lnKS. Then h(m) is further expanded into a polynomial series of m products of orthogonal Gaussian standard random variables whose coefficients hi1,i2,...,im(m) are deterministic and solved sequentially from low to high expansion orders using MODFLOW‐2000. Finally, the statistics of head and flux are computed using simple algebraic operations on hi1,i2,...,im(m). A series of numerical test results in 2‐D and 3‐D unconfined flow systems indicated that the KLME approach is effective in estimating the mean and (co)variance of both heads and fluxes and requires much less computational effort as compared to the traditional Monte Carlo simulation technique.
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Stable Lévy motion with inverse Gaussian subordinator
NASA Astrophysics Data System (ADS)
Kumar, A.; Wyłomańska, A.; Gajda, J.
2017-09-01
In this paper we study the stable Lévy motion subordinated by the so-called inverse Gaussian process. This process extends the well known normal inverse Gaussian (NIG) process introduced by Barndorff-Nielsen, which arises by subordinating ordinary Brownian motion (with drift) with inverse Gaussian process. The NIG process found many interesting applications, especially in financial data description. We discuss here the main features of the introduced subordinated process, such as distributional properties, existence of fractional order moments and asymptotic tail behavior. We show the connection of the process with continuous time random walk. Further, the governing fractional partial differential equations for the probability density function is also obtained. Moreover, we discuss the asymptotic distribution of sample mean square displacement, the main tool in detection of anomalous diffusion phenomena (Metzler et al., 2014). In order to apply the stable Lévy motion time-changed by inverse Gaussian subordinator we propose a step-by-step procedure of parameters estimation. At the end, we show how the examined process can be useful to model financial time series.
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NASA Astrophysics Data System (ADS)
Voss, Sebastian; Zimmermann, Beate; Zimmermann, Alexander
2016-04-01
In the last three decades, an increasing number of studies analyzed spatial patterns in throughfall to investigate the consequences of rainfall redistribution for biogeochemical and hydrological processes in forests. In the majority of cases, variograms were used to characterize the spatial properties of the throughfall data. The estimation of the variogram from sample data requires an appropriate sampling scheme: most importantly, a large sample and an appropriate layout of sampling locations that often has to serve both variogram estimation and geostatistical prediction. While some recommendations on these aspects exist, they focus on Gaussian data and high ratios of the variogram range to the extent of the study area. However, many hydrological data, and throughfall data in particular, do not follow a Gaussian distribution. In this study, we examined the effect of extent, sample size, sampling design, and calculation methods on variogram estimation of throughfall data. For our investigation, we first generated non-Gaussian random fields based on throughfall data with heavy outliers. Subsequently, we sampled the fields with three extents (plots with edge lengths of 25 m, 50 m, and 100 m), four common sampling designs (two grid-based layouts, transect and random sampling), and five sample sizes (50, 100, 150, 200, 400). We then estimated the variogram parameters by method-of-moments and residual maximum likelihood. Our key findings are threefold. First, the choice of the extent has a substantial influence on the estimation of the variogram. A comparatively small ratio of the extent to the correlation length is beneficial for variogram estimation. Second, a combination of a minimum sample size of 150, a design that ensures the sampling of small distances and variogram estimation by residual maximum likelihood offers a good compromise between accuracy and efficiency. Third, studies relying on method-of-moments based variogram estimation may have to employ at least 200 sampling points for reliable variogram estimates. These suggested sample sizes exceed the numbers recommended by studies dealing with Gaussian data by up to 100 %. Given that most previous throughfall studies relied on method-of-moments variogram estimation and sample sizes << 200, our current knowledge about throughfall spatial variability stands on shaky ground.
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NASA Astrophysics Data System (ADS)
Voss, Sebastian; Zimmermann, Beate; Zimmermann, Alexander
2016-09-01
In the last decades, an increasing number of studies analyzed spatial patterns in throughfall by means of variograms. The estimation of the variogram from sample data requires an appropriate sampling scheme: most importantly, a large sample and a layout of sampling locations that often has to serve both variogram estimation and geostatistical prediction. While some recommendations on these aspects exist, they focus on Gaussian data and high ratios of the variogram range to the extent of the study area. However, many hydrological data, and throughfall data in particular, do not follow a Gaussian distribution. In this study, we examined the effect of extent, sample size, sampling design, and calculation method on variogram estimation of throughfall data. For our investigation, we first generated non-Gaussian random fields based on throughfall data with large outliers. Subsequently, we sampled the fields with three extents (plots with edge lengths of 25 m, 50 m, and 100 m), four common sampling designs (two grid-based layouts, transect and random sampling) and five sample sizes (50, 100, 150, 200, 400). We then estimated the variogram parameters by method-of-moments (non-robust and robust estimators) and residual maximum likelihood. Our key findings are threefold. First, the choice of the extent has a substantial influence on the estimation of the variogram. A comparatively small ratio of the extent to the correlation length is beneficial for variogram estimation. Second, a combination of a minimum sample size of 150, a design that ensures the sampling of small distances and variogram estimation by residual maximum likelihood offers a good compromise between accuracy and efficiency. Third, studies relying on method-of-moments based variogram estimation may have to employ at least 200 sampling points for reliable variogram estimates. These suggested sample sizes exceed the number recommended by studies dealing with Gaussian data by up to 100 %. Given that most previous throughfall studies relied on method-of-moments variogram estimation and sample sizes ≪200, currently available data are prone to large uncertainties.
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Stochastic inflation lattice simulations - Ultra-large scale structure of the universe
NASA Technical Reports Server (NTRS)
Salopek, D. S.
1991-01-01
Non-Gaussian fluctuations for structure formation may arise in inflation from the nonlinear interaction of long wavelength gravitational and scalar fields. Long wavelength fields have spatial gradients, a (exp -1), small compared to the Hubble radius, and they are described in terms of classical random fields that are fed by short wavelength quantum noise. Lattice Langevin calculations are given for a toy model with a scalar field interacting with an exponential potential where one can obtain exact analytic solutions of the Fokker-Planck equation. For single scalar field models that are consistent with current microwave background fluctuations, the fluctuations are Gaussian. However, for scales much larger than our observable Universe, one expects large metric fluctuations that are non-Gaussian. This example illuminates non-Gaussian models involving multiple scalar fields which are consistent with current microwave background limits.
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A Gaussian random field model for similarity-based smoothing in Bayesian disease mapping.
Baptista, Helena; Mendes, Jorge M; MacNab, Ying C; Xavier, Miguel; Caldas-de-Almeida, José
2016-08-01
Conditionally specified Gaussian Markov random field (GMRF) models with adjacency-based neighbourhood weight matrix, commonly known as neighbourhood-based GMRF models, have been the mainstream approach to spatial smoothing in Bayesian disease mapping. In the present paper, we propose a conditionally specified Gaussian random field (GRF) model with a similarity-based non-spatial weight matrix to facilitate non-spatial smoothing in Bayesian disease mapping. The model, named similarity-based GRF, is motivated for modelling disease mapping data in situations where the underlying small area relative risks and the associated determinant factors do not vary systematically in space, and the similarity is defined by "similarity" with respect to the associated disease determinant factors. The neighbourhood-based GMRF and the similarity-based GRF are compared and accessed via a simulation study and by two case studies, using new data on alcohol abuse in Portugal collected by the World Mental Health Survey Initiative and the well-known lip cancer data in Scotland. In the presence of disease data with no evidence of positive spatial correlation, the simulation study showed a consistent gain in efficiency from the similarity-based GRF, compared with the adjacency-based GMRF with the determinant risk factors as covariate. This new approach broadens the scope of the existing conditional autocorrelation models. © The Author(s) 2016.
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Zhang, Peng; Luo, Dandan; Li, Pengfei; Sharpsten, Lucie; Medeiros, Felipe A.
2015-01-01
Glaucoma is a progressive disease due to damage in the optic nerve with associated functional losses. Although the relationship between structural and functional progression in glaucoma is well established, there is disagreement on how this association evolves over time. In addressing this issue, we propose a new class of non-Gaussian linear-mixed models to estimate the correlations among subject-specific effects in multivariate longitudinal studies with a skewed distribution of random effects, to be used in a study of glaucoma. This class provides an efficient estimation of subject-specific effects by modeling the skewed random effects through the log-gamma distribution. It also provides more reliable estimates of the correlations between the random effects. To validate the log-gamma assumption against the usual normality assumption of the random effects, we propose a lack-of-fit test using the profile likelihood function of the shape parameter. We apply this method to data from a prospective observation study, the Diagnostic Innovations in Glaucoma Study, to present a statistically significant association between structural and functional change rates that leads to a better understanding of the progression of glaucoma over time. PMID:26075565
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Optimal random search for a single hidden target.
Snider, Joseph
2011-01-01
A single target is hidden at a location chosen from a predetermined probability distribution. Then, a searcher must find a second probability distribution from which random search points are sampled such that the target is found in the minimum number of trials. Here it will be shown that if the searcher must get very close to the target to find it, then the best search distribution is proportional to the square root of the target distribution regardless of dimension. For a Gaussian target distribution, the optimum search distribution is approximately a Gaussian with a standard deviation that varies inversely with how close the searcher must be to the target to find it. For a network where the searcher randomly samples nodes and looks for the fixed target along edges, the optimum is either to sample a node with probability proportional to the square root of the out-degree plus 1 or not to do so at all.
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An analysis of random projection for changeable and privacy-preserving biometric verification.
Wang, Yongjin; Plataniotis, Konstantinos N
2010-10-01
Changeability and privacy protection are important factors for widespread deployment of biometrics-based verification systems. This paper presents a systematic analysis of a random-projection (RP)-based method for addressing these problems. The employed method transforms biometric data using a random matrix with each entry an independent and identically distributed Gaussian random variable. The similarity- and privacy-preserving properties, as well as the changeability of the biometric information in the transformed domain, are analyzed in detail. Specifically, RP on both high-dimensional image vectors and dimensionality-reduced feature vectors is discussed and compared. A vector translation method is proposed to improve the changeability of the generated templates. The feasibility of the introduced solution is well supported by detailed theoretical analyses. Extensive experimentation on a face-based biometric verification problem shows the effectiveness of the proposed method.
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Linear Space-Variant Image Restoration of Photon-Limited Images
1978-03-01
levels of performance of the wavefront seisor. The parameter ^ represents the residual rms wavefront error ^measurement noise plus ♦ttting error...known to be optimum only when the signal and noise are uncorrelated stationary random processes «nd when the noise statistics are gaussian. In the...regime of photon-Iimited imaging, the noise is non-gaussian and signaI-dependent, and it is therefore reasonable to assume that tome form of linear
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Gasbarra, Dario; Pajevic, Sinisa; Basser, Peter J
2017-01-01
Tensor-valued and matrix-valued measurements of different physical properties are increasingly available in material sciences and medical imaging applications. The eigenvalues and eigenvectors of such multivariate data provide novel and unique information, but at the cost of requiring a more complex statistical analysis. In this work we derive the distributions of eigenvalues and eigenvectors in the special but important case of m×m symmetric random matrices, D , observed with isotropic matrix-variate Gaussian noise. The properties of these distributions depend strongly on the symmetries of the mean tensor/matrix, D̄ . When D̄ has repeated eigenvalues, the eigenvalues of D are not asymptotically Gaussian, and repulsion is observed between the eigenvalues corresponding to the same D̄ eigenspaces. We apply these results to diffusion tensor imaging (DTI), with m = 3, addressing an important problem of detecting the symmetries of the diffusion tensor, and seeking an experimental design that could potentially yield an isotropic Gaussian distribution. In the 3-dimensional case, when the mean tensor is spherically symmetric and the noise is Gaussian and isotropic, the asymptotic distribution of the first three eigenvalue central moment statistics is simple and can be used to test for isotropy. In order to apply such tests, we use quadrature rules of order t ≥ 4 with constant weights on the unit sphere to design a DTI-experiment with the property that isotropy of the underlying true tensor implies isotropy of the Fisher information. We also explain the potential implications of the methods using simulated DTI data with a Rician noise model.
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Gasbarra, Dario; Pajevic, Sinisa; Basser, Peter J.
2017-01-01
Tensor-valued and matrix-valued measurements of different physical properties are increasingly available in material sciences and medical imaging applications. The eigenvalues and eigenvectors of such multivariate data provide novel and unique information, but at the cost of requiring a more complex statistical analysis. In this work we derive the distributions of eigenvalues and eigenvectors in the special but important case of m×m symmetric random matrices, D, observed with isotropic matrix-variate Gaussian noise. The properties of these distributions depend strongly on the symmetries of the mean tensor/matrix, D̄. When D̄ has repeated eigenvalues, the eigenvalues of D are not asymptotically Gaussian, and repulsion is observed between the eigenvalues corresponding to the same D̄ eigenspaces. We apply these results to diffusion tensor imaging (DTI), with m = 3, addressing an important problem of detecting the symmetries of the diffusion tensor, and seeking an experimental design that could potentially yield an isotropic Gaussian distribution. In the 3-dimensional case, when the mean tensor is spherically symmetric and the noise is Gaussian and isotropic, the asymptotic distribution of the first three eigenvalue central moment statistics is simple and can be used to test for isotropy. In order to apply such tests, we use quadrature rules of order t ≥ 4 with constant weights on the unit sphere to design a DTI-experiment with the property that isotropy of the underlying true tensor implies isotropy of the Fisher information. We also explain the potential implications of the methods using simulated DTI data with a Rician noise model. PMID:28989561
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Stochastic analysis of a pulse-type prey-predator model
NASA Astrophysics Data System (ADS)
Wu, Y.; Zhu, W. Q.
2008-04-01
A stochastic Lotka-Volterra model, a so-called pulse-type model, for the interaction between two species and their random natural environment is investigated. The effect of a random environment is modeled as random pulse trains in the birth rate of the prey and the death rate of the predator. The generalized cell mapping method is applied to calculate the probability distributions of the species populations at a state of statistical quasistationarity. The time evolution of the population densities is studied, and the probability of the near extinction time, from an initial state to a critical state, is obtained. The effects on the ecosystem behaviors of the prey self-competition term and of the pulse mean arrival rate are also discussed. Our results indicate that the proposed pulse-type model shows obviously distinguishable characteristics from a Gaussian-type model, and may confer a significant advantage for modeling the prey-predator system under discrete environmental fluctuations.
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Stochastic analysis of a pulse-type prey-predator model.
Wu, Y; Zhu, W Q
2008-04-01
A stochastic Lotka-Volterra model, a so-called pulse-type model, for the interaction between two species and their random natural environment is investigated. The effect of a random environment is modeled as random pulse trains in the birth rate of the prey and the death rate of the predator. The generalized cell mapping method is applied to calculate the probability distributions of the species populations at a state of statistical quasistationarity. The time evolution of the population densities is studied, and the probability of the near extinction time, from an initial state to a critical state, is obtained. The effects on the ecosystem behaviors of the prey self-competition term and of the pulse mean arrival rate are also discussed. Our results indicate that the proposed pulse-type model shows obviously distinguishable characteristics from a Gaussian-type model, and may confer a significant advantage for modeling the prey-predator system under discrete environmental fluctuations.
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Kernel-Correlated Levy Field Driven Forward Rate and Application to Derivative Pricing
DOE Office of Scientific and Technical Information (OSTI.GOV)
Bo Lijun; Wang Yongjin; Yang Xuewei, E-mail: xwyangnk@yahoo.com.cn
2013-08-01
We propose a term structure of forward rates driven by a kernel-correlated Levy random field under the HJM framework. The kernel-correlated Levy random field is composed of a kernel-correlated Gaussian random field and a centered Poisson random measure. We shall give a criterion to preclude arbitrage under the risk-neutral pricing measure. As applications, an interest rate derivative with general payoff functional is priced under this pricing measure.
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Theoretical analysis of non-Gaussian heterogeneity effects on subsurface flow and transport
NASA Astrophysics Data System (ADS)
Riva, Monica; Guadagnini, Alberto; Neuman, Shlomo P.
2017-04-01
Much of the stochastic groundwater literature is devoted to the analysis of flow and transport in Gaussian or multi-Gaussian log hydraulic conductivity (or transmissivity) fields, Y(x)=ln\\func K(x) (x being a position vector), characterized by one or (less frequently) a multiplicity of spatial correlation scales. Yet Y and many other variables and their (spatial or temporal) increments, ΔY, are known to be generally non-Gaussian. One common manifestation of non-Gaussianity is that whereas frequency distributions of Y often exhibit mild peaks and light tails, those of increments ΔY are generally symmetric with peaks that grow sharper, and tails that become heavier, as separation scale or lag between pairs of Y values decreases. A statistical model that captures these disparate, scale-dependent distributions of Y and ΔY in a unified and consistent manner has been recently proposed by us. This new "generalized sub-Gaussian (GSG)" model has the form Y(x)=U(x)G(x) where G(x) is (generally, but not necessarily) a multiscale Gaussian random field and U(x) is a nonnegative subordinator independent of G. The purpose of this paper is to explore analytically, in an elementary manner, lead-order effects that non-Gaussian heterogeneity described by the GSG model have on the stochastic description of flow and transport. Recognizing that perturbation expansion of hydraulic conductivity K=eY diverges when Y is sub-Gaussian, we render the expansion convergent by truncating Y's domain of definition. We then demonstrate theoretically and illustrate by way of numerical examples that, as the domain of truncation expands, (a) the variance of truncated Y (denoted by Yt) approaches that of Y and (b) the pdf (and thereby moments) of Yt increments approach those of Y increments and, as a consequence, the variogram of Yt approaches that of Y. This in turn guarantees that perturbing Kt=etY to second order in σYt (the standard deviation of Yt) yields results which approach those we obtain upon perturbing K=eY to second order in σY even as the corresponding series diverges. Our analysis is rendered mathematically tractable by considering mean-uniform steady state flow in an unbounded, two-dimensional domain of mildly heterogeneous Y with a single-scale function G having an isotropic exponential covariance. Results consist of expressions for (a) lead-order autocovariance and cross-covariance functions of hydraulic head, velocity, and advective particle displacement and (b) analogues of preasymptotic as well as asymptotic Fickian dispersion coefficients. We compare these theoretically and graphically with corresponding expressions developed in the literature for Gaussian Y. We find the former to differ from the latter by a factor k =
/2 ( <> denoting ensemble expectation) and the GSG covariance of longitudinal velocity to contain an additional nugget term depending on this same factor. In the limit as Y becomes Gaussian, k reduces to one and the nugget term drops out. -
Ni, Hsing-Chang; Hwang Gu, Shoou-Lian; Lin, Hsiang-Yuan; Lin, Yu-Ju; Yang, Li-Kuang; Huang, Hui-Chun; Gau, Susan Shur-Fen
2016-05-01
Intra-individual variability in reaction time (IIV-RT) is common in individuals with attention-deficit/hyperactivity disorder (ADHD). It can be improved by stimulants. However, the effects of atomoxetine on IIV-RT are inconclusive. We aimed to investigate the effects of atomoxetine on IIV-RT, and directly compared its efficacy with methylphenidate in adults with ADHD. An 8-10 week, open-label, head-to-head, randomized clinical trial was conducted in 52 drug-naïve adults with ADHD, who were randomly assigned to two treatment groups: immediate-release methylphenidate (n=26) thrice daily (10-20 mg per dose) and atomoxetine once daily (n=26) (0.5-1.2 mg/kg/day). IIV-RT, derived from the Conners' continuous performance test (CCPT), was represented by the Gaussian (reaction time standard error, RTSE) and ex-Gaussian models (sigma and tau). Other neuropsychological functions, including response errors and mean of reaction time, were also measured. Participants received CCPT assessments at baseline and week 8-10 (60.4±6.3 days). We found comparable improvements in performances of CCPT between the immediate-release methylphenidate- and atomoxetine-treated groups. Both medications significantly improved IIV-RT in terms of reducing tau values with comparable efficacy. In addition, both medications significantly improved inhibitory control by reducing commission errors. Our results provide evidence to support that atomoxetine could improve IIV-RT and inhibitory control, of comparable efficacy with immediate-release methylphenidate, in drug-naïve adults with ADHD. Shared and unique mechanisms underpinning these medication effects on IIV-RT awaits further investigation. © The Author(s) 2016.
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Symmetry Transition Preserving Chirality in QCD: A Versatile Random Matrix Model
NASA Astrophysics Data System (ADS)
Kanazawa, Takuya; Kieburg, Mario
2018-06-01
We consider a random matrix model which interpolates between the chiral Gaussian unitary ensemble and the Gaussian unitary ensemble while preserving chiral symmetry. This ensemble describes flavor symmetry breaking for staggered fermions in 3D QCD as well as in 4D QCD at high temperature or in 3D QCD at a finite isospin chemical potential. Our model is an Osborn-type two-matrix model which is equivalent to the elliptic ensemble but we consider the singular value statistics rather than the complex eigenvalue statistics. We report on exact results for the partition function and the microscopic level density of the Dirac operator in the ɛ regime of QCD. We compare these analytical results with Monte Carlo simulations of the matrix model.
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Robustly Aligning a Shape Model and Its Application to Car Alignment of Unknown Pose.
Li, Yan; Gu, Leon; Kanade, Takeo
2011-09-01
Precisely localizing in an image a set of feature points that form a shape of an object, such as car or face, is called alignment. Previous shape alignment methods attempted to fit a whole shape model to the observed data, based on the assumption of Gaussian observation noise and the associated regularization process. However, such an approach, though able to deal with Gaussian noise in feature detection, turns out not to be robust or precise because it is vulnerable to gross feature detection errors or outliers resulting from partial occlusions or spurious features from the background or neighboring objects. We address this problem by adopting a randomized hypothesis-and-test approach. First, a Bayesian inference algorithm is developed to generate a shape-and-pose hypothesis of the object from a partial shape or a subset of feature points. For alignment, a large number of hypotheses are generated by randomly sampling subsets of feature points, and then evaluated to find the one that minimizes the shape prediction error. This method of randomized subset-based matching can effectively handle outliers and recover the correct object shape. We apply this approach on a challenging data set of over 5,000 different-posed car images, spanning a wide variety of car types, lighting, background scenes, and partial occlusions. Experimental results demonstrate favorable improvements over previous methods on both accuracy and robustness.
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Cluster mass inference via random field theory.
Zhang, Hui; Nichols, Thomas E; Johnson, Timothy D
2009-01-01
Cluster extent and voxel intensity are two widely used statistics in neuroimaging inference. Cluster extent is sensitive to spatially extended signals while voxel intensity is better for intense but focal signals. In order to leverage strength from both statistics, several nonparametric permutation methods have been proposed to combine the two methods. Simulation studies have shown that of the different cluster permutation methods, the cluster mass statistic is generally the best. However, to date, there is no parametric cluster mass inference available. In this paper, we propose a cluster mass inference method based on random field theory (RFT). We develop this method for Gaussian images, evaluate it on Gaussian and Gaussianized t-statistic images and investigate its statistical properties via simulation studies and real data. Simulation results show that the method is valid under the null hypothesis and demonstrate that it can be more powerful than the cluster extent inference method. Further, analyses with a single subject and a group fMRI dataset demonstrate better power than traditional cluster size inference, and good accuracy relative to a gold-standard permutation test.
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Dynamic heterogeneity and non-Gaussian statistics for acetylcholine receptors on live cell membrane
NASA Astrophysics Data System (ADS)
He, W.; Song, H.; Su, Y.; Geng, L.; Ackerson, B. J.; Peng, H. B.; Tong, P.
2016-05-01
The Brownian motion of molecules at thermal equilibrium usually has a finite correlation time and will eventually be randomized after a long delay time, so that their displacement follows the Gaussian statistics. This is true even when the molecules have experienced a complex environment with a finite correlation time. Here, we report that the lateral motion of the acetylcholine receptors on live muscle cell membranes does not follow the Gaussian statistics for normal Brownian diffusion. From a careful analysis of a large volume of the protein trajectories obtained over a wide range of sampling rates and long durations, we find that the normalized histogram of the protein displacements shows an exponential tail, which is robust and universal for cells under different conditions. The experiment indicates that the observed non-Gaussian statistics and dynamic heterogeneity are inherently linked to the slow-active remodelling of the underlying cortical actin network.
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Recurrence plots of discrete-time Gaussian stochastic processes
NASA Astrophysics Data System (ADS)
Ramdani, Sofiane; Bouchara, Frédéric; Lagarde, Julien; Lesne, Annick
2016-09-01
We investigate the statistical properties of recurrence plots (RPs) of data generated by discrete-time stationary Gaussian random processes. We analytically derive the theoretical values of the probabilities of occurrence of recurrence points and consecutive recurrence points forming diagonals in the RP, with an embedding dimension equal to 1. These results allow us to obtain theoretical values of three measures: (i) the recurrence rate (REC) (ii) the percent determinism (DET) and (iii) RP-based estimation of the ε-entropy κ(ε) in the sense of correlation entropy. We apply these results to two Gaussian processes, namely first order autoregressive processes and fractional Gaussian noise. For these processes, we simulate a number of realizations and compare the RP-based estimations of the three selected measures to their theoretical values. These comparisons provide useful information on the quality of the estimations, such as the minimum required data length and threshold radius used to construct the RP.
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Schlomann, Brandon H
2018-06-06
A central problem in population ecology is understanding the consequences of stochastic fluctuations. Analytically tractable models with Gaussian driving noise have led to important, general insights, but they fail to capture rare, catastrophic events, which are increasingly observed at scales ranging from global fisheries to intestinal microbiota. Due to mathematical challenges, growth processes with random catastrophes are less well characterized and it remains unclear how their consequences differ from those of Gaussian processes. In the face of a changing climate and predicted increases in ecological catastrophes, as well as increased interest in harnessing microbes for therapeutics, these processes have never been more relevant. To better understand them, I revisit here a differential equation model of logistic growth coupled to density-independent catastrophes that arrive as a Poisson process, and derive new analytic results that reveal its statistical structure. First, I derive exact expressions for the model's stationary moments, revealing a single effective catastrophe parameter that largely controls low order statistics. Then, I use weak convergence theorems to construct its Gaussian analog in a limit of frequent, small catastrophes, keeping the stationary population mean constant for normalization. Numerically computing statistics along this limit shows how they transform as the dynamics shifts from catastrophes to diffusions, enabling quantitative comparisons. For example, the mean time to extinction increases monotonically by orders of magnitude, demonstrating significantly higher extinction risk under catastrophes than under diffusions. Together, these results provide insight into a wide range of stochastic dynamical systems important for ecology and conservation. Copyright © 2018 Elsevier Ltd. All rights reserved.
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Schweiner, Frank; Laturner, Jeanine; Main, Jörg; Wunner, Günter
2017-11-01
Until now only for specific crossovers between Poissonian statistics (P), the statistics of a Gaussian orthogonal ensemble (GOE), or the statistics of a Gaussian unitary ensemble (GUE) have analytical formulas for the level spacing distribution function been derived within random matrix theory. We investigate arbitrary crossovers in the triangle between all three statistics. To this aim we propose an according formula for the level spacing distribution function depending on two parameters. Comparing the behavior of our formula for the special cases of P→GUE, P→GOE, and GOE→GUE with the results from random matrix theory, we prove that these crossovers are described reasonably. Recent investigations by F. Schweiner et al. [Phys. Rev. E 95, 062205 (2017)2470-004510.1103/PhysRevE.95.062205] have shown that the Hamiltonian of magnetoexcitons in cubic semiconductors can exhibit all three statistics in dependence on the system parameters. Evaluating the numerical results for magnetoexcitons in dependence on the excitation energy and on a parameter connected with the cubic valence band structure and comparing the results with the formula proposed allows us to distinguish between regular and chaotic behavior as well as between existent or broken antiunitary symmetries. Increasing one of the two parameters, transitions between different crossovers, e.g., from the P→GOE to the P→GUE crossover, are observed and discussed.
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Random waves in the brain: Symmetries and defect generation in the visual cortex
NASA Astrophysics Data System (ADS)
Schnabel, M.; Kaschube, M.; Löwel, S.; Wolf, F.
2007-06-01
How orientation maps in the visual cortex of the brain develop is a matter of long standing debate. Experimental and theoretical evidence suggests that their development represents an activity-dependent self-organization process. Theoretical analysis [1] exploring this hypothesis predicted that maps at an early developmental stage are realizations of Gaussian random fields exhibiting a rigorous lower bound for their densities of topological defects, called pinwheels. As a consequence, lower pinwheel densities, if observed in adult animals, are predicted to develop through the motion and annihilation of pinwheel pairs. Despite of being valid for a large class of developmental models this result depends on the symmetries of the models and thus of the predicted random field ensembles. In [1] invariance of the orientation map's statistical properties under independent space rotations and orientation shifts was assumed. However, full rotation symmetry appears to be broken by interactions of cortical neurons, e.g. selective couplings between groups of neurons with collinear orientation preferences [2]. A recently proposed new symmetry, called shift-twist symmetry [3], stating that spatial rotations have to occur together with orientation shifts in order to be an appropriate symmetry transformation, is more consistent with this organization. Here we generalize our random field approach to this important symmetry class. We propose a new class of shift-twist symmetric Gaussian random fields and derive the general correlation functions of this ensemble. It turns out that despite strong effects of the shift-twist symmetry on the structure of the correlation functions and on the map layout the lower bound on the pinwheel densities remains unaffected, predicting pinwheel annihilation in systems with low pinwheel densities.
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Brownian motion on random dynamical landscapes
NASA Astrophysics Data System (ADS)
Suñé Simon, Marc; Sancho, José María; Lindenberg, Katja
2016-03-01
We present a study of overdamped Brownian particles moving on a random landscape of dynamic and deformable obstacles (spatio-temporal disorder). The obstacles move randomly, assemble, and dissociate following their own dynamics. This landscape may account for a soft matter or liquid environment in which large obstacles, such as macromolecules and organelles in the cytoplasm of a living cell, or colloids or polymers in a liquid, move slowly leading to crowding effects. This representation also constitutes a novel approach to the macroscopic dynamics exhibited by active matter media. We present numerical results on the transport and diffusion properties of Brownian particles under this disorder biased by a constant external force. The landscape dynamics are characterized by a Gaussian spatio-temporal correlation, with fixed time and spatial scales, and controlled obstacle concentrations.
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Continuous-variable phase estimation with unitary and random linear disturbance
NASA Astrophysics Data System (ADS)
Delgado de Souza, Douglas; Genoni, Marco G.; Kim, M. S.
2014-10-01
We address the problem of continuous-variable quantum phase estimation in the presence of linear disturbance at the Hamiltonian level by means of Gaussian probe states. In particular we discuss both unitary and random disturbance by considering the parameter which characterizes the unwanted linear term present in the Hamiltonian as fixed (unitary disturbance) or random with a given probability distribution (random disturbance). We derive the optimal input Gaussian states at fixed energy, maximizing the quantum Fisher information over the squeezing angle and the squeezing energy fraction, and we discuss the scaling of the quantum Fisher information in terms of the output number of photons, nout. We observe that, in the case of unitary disturbance, the optimal state is a squeezed vacuum state and the quadratic scaling is conserved. As regards the random disturbance, we observe that the optimal squeezing fraction may not be equal to one and, for any nonzero value of the noise parameter, the quantum Fisher information scales linearly with the average number of photons. Finally, we discuss the performance of homodyne measurement by comparing the achievable precision with the ultimate limit imposed by the quantum Cramér-Rao bound.
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Sassani, Farrokh
2014-01-01
The simulation results for electromagnetic energy harvesters (EMEHs) under broad band stationary Gaussian random excitations indicate the importance of both a high transformation factor and a high mechanical quality factor to achieve favourable mean power, mean square load voltage, and output spectral density. The optimum load is different for random vibrations and for sinusoidal vibration. Reducing the total damping ratio under band-limited random excitation yields a higher mean square load voltage. Reduced bandwidth resulting from decreased mechanical damping can be compensated by increasing the electrical damping (transformation factor) leading to a higher mean square load voltage and power. Nonlinear EMEHs with a Duffing spring and with linear plus cubic damping are modeled using the method of statistical linearization. These nonlinear EMEHs exhibit approximately linear behaviour under low levels of broadband stationary Gaussian random vibration; however, at higher levels of such excitation the central (resonant) frequency of the spectral density of the output voltage shifts due to the increased nonlinear stiffness and the bandwidth broadens slightly. Nonlinear EMEHs exhibit lower maximum output voltage and central frequency of the spectral density with nonlinear damping compared to linear damping. Stronger nonlinear damping yields broader bandwidths at stable resonant frequency. PMID:24605063
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Najafi, M N; Nezhadhaghighi, M Ghasemi
2017-03-01
We characterize the carrier density profile of the ground state of graphene in the presence of particle-particle interaction and random charged impurity in zero gate voltage. We provide detailed analysis on the resulting spatially inhomogeneous electron gas, taking into account the particle-particle interaction and the remote Coulomb disorder on an equal footing within the Thomas-Fermi-Dirac theory. We present some general features of the carrier density probability measure of the graphene sheet. We also show that, when viewed as a random surface, the electron-hole puddles at zero chemical potential show peculiar self-similar statistical properties. Although the disorder potential is chosen to be Gaussian, we show that the charge field is non-Gaussian with unusual Kondev relations, which can be regarded as a new class of two-dimensional random-field surfaces. Using Schramm-Loewner (SLE) evolution, we numerically demonstrate that the ungated graphene has conformal invariance and the random zero-charge density contours are SLE_{κ} with κ=1.8±0.2, consistent with c=-3 conformal field theory.
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NASA Astrophysics Data System (ADS)
Crevillén-García, D.; Power, H.
2017-08-01
In this study, we apply four Monte Carlo simulation methods, namely, Monte Carlo, quasi-Monte Carlo, multilevel Monte Carlo and multilevel quasi-Monte Carlo to the problem of uncertainty quantification in the estimation of the average travel time during the transport of particles through random heterogeneous porous media. We apply the four methodologies to a model problem where the only input parameter, the hydraulic conductivity, is modelled as a log-Gaussian random field by using direct Karhunen-Loéve decompositions. The random terms in such expansions represent the coefficients in the equations. Numerical calculations demonstrating the effectiveness of each of the methods are presented. A comparison of the computational cost incurred by each of the methods for three different tolerances is provided. The accuracy of the approaches is quantified via the mean square error.
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Crevillén-García, D; Power, H
2017-08-01
In this study, we apply four Monte Carlo simulation methods, namely, Monte Carlo, quasi-Monte Carlo, multilevel Monte Carlo and multilevel quasi-Monte Carlo to the problem of uncertainty quantification in the estimation of the average travel time during the transport of particles through random heterogeneous porous media. We apply the four methodologies to a model problem where the only input parameter, the hydraulic conductivity, is modelled as a log-Gaussian random field by using direct Karhunen-Loéve decompositions. The random terms in such expansions represent the coefficients in the equations. Numerical calculations demonstrating the effectiveness of each of the methods are presented. A comparison of the computational cost incurred by each of the methods for three different tolerances is provided. The accuracy of the approaches is quantified via the mean square error.
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Power, H.
2017-01-01
In this study, we apply four Monte Carlo simulation methods, namely, Monte Carlo, quasi-Monte Carlo, multilevel Monte Carlo and multilevel quasi-Monte Carlo to the problem of uncertainty quantification in the estimation of the average travel time during the transport of particles through random heterogeneous porous media. We apply the four methodologies to a model problem where the only input parameter, the hydraulic conductivity, is modelled as a log-Gaussian random field by using direct Karhunen–Loéve decompositions. The random terms in such expansions represent the coefficients in the equations. Numerical calculations demonstrating the effectiveness of each of the methods are presented. A comparison of the computational cost incurred by each of the methods for three different tolerances is provided. The accuracy of the approaches is quantified via the mean square error. PMID:28878974
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A Geostatistical Scaling Approach for the Generation of Non Gaussian Random Variables and Increments
NASA Astrophysics Data System (ADS)
Guadagnini, Alberto; Neuman, Shlomo P.; Riva, Monica; Panzeri, Marco
2016-04-01
We address manifestations of non-Gaussian statistical scaling displayed by many variables, Y, and their (spatial or temporal) increments. Evidence of such behavior includes symmetry of increment distributions at all separation distances (or lags) with sharp peaks and heavy tails which tend to decay asymptotically as lag increases. Variables reported to exhibit such distributions include quantities of direct relevance to hydrogeological sciences, e.g. porosity, log permeability, electrical resistivity, soil and sediment texture, sediment transport rate, rainfall, measured and simulated turbulent fluid velocity, and other. No model known to us captures all of the documented statistical scaling behaviors in a unique and consistent manner. We recently proposed a generalized sub-Gaussian model (GSG) which reconciles within a unique theoretical framework the probability distributions of a target variable and its increments. We presented an algorithm to generate unconditional random realizations of statistically isotropic or anisotropic GSG functions and illustrated it in two dimensions. In this context, we demonstrated the feasibility of estimating all key parameters of a GSG model underlying a single realization of Y by analyzing jointly spatial moments of Y data and corresponding increments. Here, we extend our GSG model to account for noisy measurements of Y at a discrete set of points in space (or time), present an algorithm to generate conditional realizations of corresponding isotropic or anisotropic random field, and explore them on one- and two-dimensional synthetic test cases.
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Links between causal effects and causal association for surrogacy evaluation in a gaussian setting.
Conlon, Anna; Taylor, Jeremy; Li, Yun; Diaz-Ordaz, Karla; Elliott, Michael
2017-11-30
Two paradigms for the evaluation of surrogate markers in randomized clinical trials have been proposed: the causal effects paradigm and the causal association paradigm. Each of these paradigms rely on assumptions that must be made to proceed with estimation and to validate a candidate surrogate marker (S) for the true outcome of interest (T). We consider the setting in which S and T are Gaussian and are generated from structural models that include an unobserved confounder. Under the assumed structural models, we relate the quantities used to evaluate surrogacy within both the causal effects and causal association frameworks. We review some of the common assumptions made to aid in estimating these quantities and show that assumptions made within one framework can imply strong assumptions within the alternative framework. We demonstrate that there is a similarity, but not exact correspondence between the quantities used to evaluate surrogacy within each framework, and show that the conditions for identifiability of the surrogacy parameters are different from the conditions, which lead to a correspondence of these quantities. Copyright © 2017 John Wiley & Sons, Ltd.
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Subcritical Multiplicative Chaos for Regularized Counting Statistics from Random Matrix Theory
NASA Astrophysics Data System (ADS)
Lambert, Gaultier; Ostrovsky, Dmitry; Simm, Nick
2018-05-01
For an {N × N} Haar distributed random unitary matrix U N , we consider the random field defined by counting the number of eigenvalues of U N in a mesoscopic arc centered at the point u on the unit circle. We prove that after regularizing at a small scale {ɛN > 0}, the renormalized exponential of this field converges as N \\to ∞ to a Gaussian multiplicative chaos measure in the whole subcritical phase. We discuss implications of this result for obtaining a lower bound on the maximum of the field. We also show that the moments of the total mass converge to a Selberg-like integral and by taking a further limit as the size of the arc diverges, we establish part of the conjectures in Ostrovsky (Nonlinearity 29(2):426-464, 2016). By an analogous construction, we prove that the multiplicative chaos measure coming from the sine process has the same distribution, which strongly suggests that this limiting object should be universal. Our approach to the L 1-phase is based on a generalization of the construction in Berestycki (Electron Commun Probab 22(27):12, 2017) to random fields which are only asymptotically Gaussian. In particular, our method could have applications to other random fields coming from either random matrix theory or a different context.
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Fokker-Planck equation for the non-Markovian Brownian motion in the presence of a magnetic field
NASA Astrophysics Data System (ADS)
Das, Joydip; Mondal, Shrabani; Bag, Bidhan Chandra
2017-10-01
In the present study, we have proposed the Fokker-Planck equation in a simple way for a Langevin equation of motion having ordinary derivative (OD), the Gaussian random force and a generalized frictional memory kernel. The equation may be associated with or without conservative force field from harmonic potential. We extend this method for a charged Brownian particle in the presence of a magnetic field. Thus, the present method is applicable for a Langevin equation of motion with OD, the Gaussian colored thermal noise and any kind of linear force field that may be conservative or not. It is also simple to apply this method for the colored Gaussian noise that is not related to the damping strength.
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Parameter estimation for slit-type scanning sensors
NASA Technical Reports Server (NTRS)
Fowler, J. W.; Rolfe, E. G.
1981-01-01
The Infrared Astronomical Satellite, scheduled for launch into a 900 km near-polar orbit in August 1982, will perform an infrared point source survey by scanning the sky with slit-type sensors. The description of position information is shown to require the use of a non-Gaussian random variable. Methods are described for deciding whether separate detections stem from a single common source, and a formulism is developed for the scan-to-scan problems of identifying multiple sightings of inertially fixed point sources for combining their individual measurements into a refined estimate. Several cases are given where the general theory yields results which are quite different from the corresponding Gaussian applications, showing that argument by Gaussian analogy would lead to error.
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Fokker-Planck equation for the non-Markovian Brownian motion in the presence of a magnetic field.
Das, Joydip; Mondal, Shrabani; Bag, Bidhan Chandra
2017-10-28
In the present study, we have proposed the Fokker-Planck equation in a simple way for a Langevin equation of motion having ordinary derivative (OD), the Gaussian random force and a generalized frictional memory kernel. The equation may be associated with or without conservative force field from harmonic potential. We extend this method for a charged Brownian particle in the presence of a magnetic field. Thus, the present method is applicable for a Langevin equation of motion with OD, the Gaussian colored thermal noise and any kind of linear force field that may be conservative or not. It is also simple to apply this method for the colored Gaussian noise that is not related to the damping strength.
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The Effect of Drive Signal Limiting on High Cycle Fatigue Life Analysis
NASA Technical Reports Server (NTRS)
Kihm, Frederic; Rizzi, Stephen A.
2014-01-01
It is common practice to assume a Gaussian distribution of both the input acceleration and the response when modeling random vibration tests. In the laboratory, however, shaker controllers often limit the drive signal to prevent high amplitude peaks. The high amplitudes may either be truncated at a given level (socalled brick wall limiting or abrupt clipping), or compressed (soft limiting), resulting in drive signals which are no longer Gaussian. The paper first introduces several methods for limiting a drive signal, including brick wall limiting and compression. The limited signal is then passed through a linear time-invariant system representing a device under test. High cycle fatigue life predictions are subsequently made using spectral fatigue and rainflow cycle counting schemes. The life predictions are compared with those obtained from unclipped input signals. Some guidelines are provided to help the test engineer decide how clipping should be applied under different test scenarios.
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Quantum key distribution using basis encoding of Gaussian-modulated coherent states
NASA Astrophysics Data System (ADS)
Huang, Peng; Huang, Jingzheng; Zhang, Zheshen; Zeng, Guihua
2018-04-01
The continuous-variable quantum key distribution (CVQKD) has been demonstrated to be available in practical secure quantum cryptography. However, its performance is restricted strongly by the channel excess noise and the reconciliation efficiency. In this paper, we present a quantum key distribution (QKD) protocol by encoding the secret keys on the random choices of two measurement bases: the conjugate quadratures X and P . The employed encoding method can dramatically weaken the effects of channel excess noise and reconciliation efficiency on the performance of the QKD protocol. Subsequently, the proposed scheme exhibits the capability to tolerate much higher excess noise and enables us to reach a much longer secure transmission distance even at lower reconciliation efficiency. The proposal can work alternatively to strengthen significantly the performance of the known Gaussian-modulated CVQKD protocol and serve as a multiplier for practical secure quantum cryptography with continuous variables.
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NASA Astrophysics Data System (ADS)
Yeung, Chuck
2018-06-01
The assumption that the local order parameter is related to an underlying spatially smooth auxiliary field, u (r ⃗,t ) , is a common feature in theoretical approaches to non-conserved order parameter phase separation dynamics. In particular, the ansatz that u (r ⃗,t ) is a Gaussian random field leads to predictions for the decay of the autocorrelation function which are consistent with observations, but distinct from predictions using alternative theoretical approaches. In this paper, the auxiliary field is obtained directly from simulations of the time-dependent Ginzburg-Landau equation in two and three dimensions. The results show that u (r ⃗,t ) is equivalent to the distance to the nearest interface. In two dimensions, the probability distribution, P (u ) , is well approximated as Gaussian except for small values of u /L (t ) , where L (t ) is the characteristic length-scale of the patterns. The behavior of P (u ) in three dimensions is more complicated; the non-Gaussian region for small u /L (t ) is much larger than that in two dimensions but the tails of P (u ) begin to approach a Gaussian form at intermediate times. However, at later times, the tails of the probability distribution appear to decay faster than a Gaussian distribution.
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Monte Carlo based toy model for fission process
NASA Astrophysics Data System (ADS)
Kurniadi, R.; Waris, A.; Viridi, S.
2014-09-01
There are many models and calculation techniques to obtain visible image of fission yield process. In particular, fission yield can be calculated by using two calculations approach, namely macroscopic approach and microscopic approach. This work proposes another calculation approach in which the nucleus is treated as a toy model. Hence, the fission process does not represent real fission process in nature completely. The toy model is formed by Gaussian distribution of random number that randomizes distance likesthe distance between particle and central point. The scission process is started by smashing compound nucleus central point into two parts that are left central and right central points. These three points have different Gaussian distribution parameters such as mean (μCN, μL, μR), and standard deviation (σCN, σL, σR). By overlaying of three distributions, the number of particles (NL, NR) that are trapped by central points can be obtained. This process is iterated until (NL, NR) become constant numbers. Smashing process is repeated by changing σL and σR, randomly.
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Kim, Yoonsang; Choi, Young-Ku; Emery, Sherry
2013-08-01
Several statistical packages are capable of estimating generalized linear mixed models and these packages provide one or more of three estimation methods: penalized quasi-likelihood, Laplace, and Gauss-Hermite. Many studies have investigated these methods' performance for the mixed-effects logistic regression model. However, the authors focused on models with one or two random effects and assumed a simple covariance structure between them, which may not be realistic. When there are multiple correlated random effects in a model, the computation becomes intensive, and often an algorithm fails to converge. Moreover, in our analysis of smoking status and exposure to anti-tobacco advertisements, we have observed that when a model included multiple random effects, parameter estimates varied considerably from one statistical package to another even when using the same estimation method. This article presents a comprehensive review of the advantages and disadvantages of each estimation method. In addition, we compare the performances of the three methods across statistical packages via simulation, which involves two- and three-level logistic regression models with at least three correlated random effects. We apply our findings to a real dataset. Our results suggest that two packages-SAS GLIMMIX Laplace and SuperMix Gaussian quadrature-perform well in terms of accuracy, precision, convergence rates, and computing speed. We also discuss the strengths and weaknesses of the two packages in regard to sample sizes.
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Kim, Yoonsang; Emery, Sherry
2013-01-01
Several statistical packages are capable of estimating generalized linear mixed models and these packages provide one or more of three estimation methods: penalized quasi-likelihood, Laplace, and Gauss-Hermite. Many studies have investigated these methods’ performance for the mixed-effects logistic regression model. However, the authors focused on models with one or two random effects and assumed a simple covariance structure between them, which may not be realistic. When there are multiple correlated random effects in a model, the computation becomes intensive, and often an algorithm fails to converge. Moreover, in our analysis of smoking status and exposure to anti-tobacco advertisements, we have observed that when a model included multiple random effects, parameter estimates varied considerably from one statistical package to another even when using the same estimation method. This article presents a comprehensive review of the advantages and disadvantages of each estimation method. In addition, we compare the performances of the three methods across statistical packages via simulation, which involves two- and three-level logistic regression models with at least three correlated random effects. We apply our findings to a real dataset. Our results suggest that two packages—SAS GLIMMIX Laplace and SuperMix Gaussian quadrature—perform well in terms of accuracy, precision, convergence rates, and computing speed. We also discuss the strengths and weaknesses of the two packages in regard to sample sizes. PMID:24288415
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Chaos and random matrices in supersymmetric SYK
NASA Astrophysics Data System (ADS)
Hunter-Jones, Nicholas; Liu, Junyu
2018-05-01
We use random matrix theory to explore late-time chaos in supersymmetric quantum mechanical systems. Motivated by the recent study of supersymmetric SYK models and their random matrix classification, we consider the Wishart-Laguerre unitary ensemble and compute the spectral form factors and frame potentials to quantify chaos and randomness. Compared to the Gaussian ensembles, we observe the absence of a dip regime in the form factor and a slower approach to Haar-random dynamics. We find agreement between our random matrix analysis and predictions from the supersymmetric SYK model, and discuss the implications for supersymmetric chaotic systems.
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Linear mixed model for heritability estimation that explicitly addresses environmental variation.
Heckerman, David; Gurdasani, Deepti; Kadie, Carl; Pomilla, Cristina; Carstensen, Tommy; Martin, Hilary; Ekoru, Kenneth; Nsubuga, Rebecca N; Ssenyomo, Gerald; Kamali, Anatoli; Kaleebu, Pontiano; Widmer, Christian; Sandhu, Manjinder S
2016-07-05
The linear mixed model (LMM) is now routinely used to estimate heritability. Unfortunately, as we demonstrate, LMM estimates of heritability can be inflated when using a standard model. To help reduce this inflation, we used a more general LMM with two random effects-one based on genomic variants and one based on easily measured spatial location as a proxy for environmental effects. We investigated this approach with simulated data and with data from a Uganda cohort of 4,778 individuals for 34 phenotypes including anthropometric indices, blood factors, glycemic control, blood pressure, lipid tests, and liver function tests. For the genomic random effect, we used identity-by-descent estimates from accurately phased genome-wide data. For the environmental random effect, we constructed a covariance matrix based on a Gaussian radial basis function. Across the simulated and Ugandan data, narrow-sense heritability estimates were lower using the more general model. Thus, our approach addresses, in part, the issue of "missing heritability" in the sense that much of the heritability previously thought to be missing was fictional. Software is available at https://github.com/MicrosoftGenomics/FaST-LMM.
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The Topology of Large-Scale Structure in the 1.2 Jy IRAS Redshift Survey
NASA Astrophysics Data System (ADS)
Protogeros, Zacharias A. M.; Weinberg, David H.
1997-11-01
We measure the topology (genus) of isodensity contour surfaces in volume-limited subsets of the 1.2 Jy IRAS redshift survey, for smoothing scales λ = 4, 7, and 12 h-1 Mpc. At 12 h-1 Mpc, the observed genus curve has a symmetric form similar to that predicted for a Gaussian random field. At the shorter smoothing lengths, the observed genus curve shows a modest shift in the direction of an isolated cluster or ``meatball'' topology. We use mock catalogs drawn from cosmological N-body simulations to investigate the systematic biases that affect topology measurements in samples of this size and to determine the full covariance matrix of the expected random errors. We incorporate the error correlations into our evaluations of theoretical models, obtaining both frequentist assessments of absolute goodness of fit and Bayesian assessments of models' relative likelihoods. We compare the observed topology of the 1.2 Jy survey to the predictions of dynamically evolved, unbiased, gravitational instability models that have Gaussian initial conditions. The model with an n = -1 power-law initial power spectrum achieves the best overall agreement with the data, though models with a low-density cold dark matter power spectrum and an n = 0 power-law spectrum are also consistent. The observed topology is inconsistent with an initially Gaussian model that has n = -2, and it is strongly inconsistent with a Voronoi foam model, which has a non-Gaussian, bubble topology.
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General immunity and superadditivity of two-way Gaussian quantum cryptography.
Ottaviani, Carlo; Pirandola, Stefano
2016-03-01
We consider two-way continuous-variable quantum key distribution, studying its security against general eavesdropping strategies. Assuming the asymptotic limit of many signals exchanged, we prove that two-way Gaussian protocols are immune to coherent attacks. More precisely we show the general superadditivity of the two-way security thresholds, which are proven to be higher than the corresponding one-way counterparts in all cases. We perform the security analysis first reducing the general eavesdropping to a two-mode coherent Gaussian attack, and then showing that the superadditivity is achieved by exploiting the random on/off switching of the two-way quantum communication. This allows the parties to choose the appropriate communication instances to prepare the key, accordingly to the tomography of the quantum channel. The random opening and closing of the circuit represents, in fact, an additional degree of freedom allowing the parties to convert, a posteriori, the two-mode correlations of the eavesdropping into noise. The eavesdropper is assumed to have no access to the on/off switching and, indeed, cannot adapt her attack. We explicitly prove that this mechanism enhances the security performance, no matter if the eavesdropper performs collective or coherent attacks.
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General immunity and superadditivity of two-way Gaussian quantum cryptography
Ottaviani, Carlo; Pirandola, Stefano
2016-01-01
We consider two-way continuous-variable quantum key distribution, studying its security against general eavesdropping strategies. Assuming the asymptotic limit of many signals exchanged, we prove that two-way Gaussian protocols are immune to coherent attacks. More precisely we show the general superadditivity of the two-way security thresholds, which are proven to be higher than the corresponding one-way counterparts in all cases. We perform the security analysis first reducing the general eavesdropping to a two-mode coherent Gaussian attack, and then showing that the superadditivity is achieved by exploiting the random on/off switching of the two-way quantum communication. This allows the parties to choose the appropriate communication instances to prepare the key, accordingly to the tomography of the quantum channel. The random opening and closing of the circuit represents, in fact, an additional degree of freedom allowing the parties to convert, a posteriori, the two-mode correlations of the eavesdropping into noise. The eavesdropper is assumed to have no access to the on/off switching and, indeed, cannot adapt her attack. We explicitly prove that this mechanism enhances the security performance, no matter if the eavesdropper performs collective or coherent attacks. PMID:26928053
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Pataky, Todd C; Vanrenterghem, Jos; Robinson, Mark A
2016-06-14
A false positive is the mistake of inferring an effect when none exists, and although α controls the false positive (Type I error) rate in classical hypothesis testing, a given α value is accurate only if the underlying model of randomness appropriately reflects experimentally observed variance. Hypotheses pertaining to one-dimensional (1D) (e.g. time-varying) biomechanical trajectories are most often tested using a traditional zero-dimensional (0D) Gaussian model of randomness, but variance in these datasets is clearly 1D. The purpose of this study was to determine the likelihood that analyzing smooth 1D data with a 0D model of variance will produce false positives. We first used random field theory (RFT) to predict the probability of false positives in 0D analyses. We then validated RFT predictions via numerical simulations of smooth Gaussian 1D trajectories. Results showed that, across a range of public kinematic, force/moment and EMG datasets, the median false positive rate was 0.382 and not the assumed α=0.05, even for a simple two-sample t test involving N=10 trajectories per group. The median false positive rate for experiments involving three-component vector trajectories was p=0.764. This rate increased to p=0.945 for two three-component vector trajectories, and to p=0.999 for six three-component vectors. This implies that experiments involving vector trajectories have a high probability of yielding 0D statistical significance when there is, in fact, no 1D effect. Either (a) explicit a priori identification of 0D variables or (b) adoption of 1D methods can more tightly control α. Copyright © 2016 Elsevier Ltd. All rights reserved.
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Multipole Vectors: Decomposing Functions on a Sphere
NASA Astrophysics Data System (ADS)
Copi, C. J.; Huterer, D.; Starkman, G. D.
2011-09-01
We propose a novel representation of cosmic microwave anisotropy maps, where each multipole order l is represented by l unit vectors pointing in directions on the sky and an overall magnitude. These "multipole vectors and scalars" transform as vectors under rotations. Like the usual spherical harmonics, multipole vectors form an irreducible representation of the proper rotation group SO(3). However, they are related to the familiar spherical harmonic coefficients, alm, in a nonlinear way, and are therefore sensitive to different aspects of the CMB anisotropy. Nevertheless, it is straightforward to determine the multipole vectors for a given CMB map and we present an algorithm to compute them. Using the WMAP full-sky maps, we perform several tests of the hypothesis that the CMB anisotropy is statistically isotropic and Gaussian random. We find that the result from comparing the oriented area of planes defined by these vectors between multipole pairs 2<=l1!=l2<=8 is inconsistent with the isotropic Gaussian hypothesis at the 99.4% level for the ILC map and at 98.9% level for the cleaned map of Tegmark et al. A particular correlation is suggested between the l=3 and l=8 multipoles, as well as several other pairs. This effect is entirely different from the now familiar planarity and alignment of the quadrupole and octupole: while the aforementioned is fairly unlikely, the multipole vectors indicate correlations not expected in Gaussian random skies that make them unusually likely. The result persists after accounting for pixel noise and after assuming a residual 10% dust contamination in the cleaned WMAP map. While the definitive analysis of these results will require more work, we hope that multipole vectors will become a valuable tool for various cosmological tests, in particular those of cosmic isotropy.
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Ionospheric scintillation by a random phase screen Spectral approach
NASA Technical Reports Server (NTRS)
Rufenach, C. L.
1975-01-01
The theory developed by Briggs and Parkin, given in terms of an anisotropic gaussian correlation function, is extended to a spectral description specified as a continuous function of spatial wavenumber with an intrinsic outer scale as would be expected from a turbulent medium. Two spectral forms were selected for comparison: (1) a power-law variation in wavenumber with a constant three-dimensional index equal to 4, and (2) Gaussian spectral variation. The results are applied to the F-region ionosphere with an outer-scale wavenumber of 2 per km (approximately equal to the Fresnel wavenumber) for the power-law variation, and 0.2 per km for the Gaussian spectral variation. The power-law form with a small outer-scale wavenumber is consistent with recent F-region in-situ measurements, whereas the gaussian form is mathematically convenient and, hence, mostly used in the previous developments before the recent in-situ measurements. Some comparison with microwave scintillation in equatorial areas is made.
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Kang; Ih; Kim; Kim
2000-03-01
In this study, a new prediction method is suggested for sound transmission loss (STL) of multilayered panels of infinite extent. Conventional methods such as random or field incidence approach often given significant discrepancies in predicting STL of multilayered panels when compared with the experiments. In this paper, appropriate directional distributions of incident energy to predict the STL of multilayered panels are proposed. In order to find a weighting function to represent the directional distribution of incident energy on the wall in a reverberation chamber, numerical simulations by using a ray-tracing technique are carried out. Simulation results reveal that the directional distribution can be approximately expressed by the Gaussian distribution function in terms of the angle of incidence. The Gaussian function is applied to predict the STL of various multilayered panel configurations as well as single panels. The compared results between the measurement and the prediction show good agreements, which validate the proposed Gaussian function approach.
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DOE Office of Scientific and Technical Information (OSTI.GOV)
Ruban, V. P., E-mail: ruban@itp.ac.ru
2015-05-15
The nonlinear dynamics of an obliquely oriented wave packet on a sea surface is analyzed analytically and numerically for various initial parameters of the packet in relation to the problem of the so-called rogue waves. Within the Gaussian variational ansatz applied to the corresponding (1+2)-dimensional hyperbolic nonlinear Schrödinger equation (NLSE), a simplified Lagrangian system of differential equations is derived that describes the evolution of the coefficients of the real and imaginary quadratic forms appearing in the Gaussian. This model provides a semi-quantitative description of the process of nonlinear spatiotemporal focusing, which is one of the most probable mechanisms of roguemore » wave formation in random wave fields. The system of equations is integrated in quadratures, which allows one to better understand the qualitative differences between linear and nonlinear focusing regimes of a wave packet. Predictions of the Gaussian model are compared with the results of direct numerical simulation of fully nonlinear long-crested waves.« less
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Measurement of damping and temperature: Precision bounds in Gaussian dissipative channels
DOE Office of Scientific and Technical Information (OSTI.GOV)
Monras, Alex; Illuminati, Fabrizio
2011-01-15
We present a comprehensive analysis of the performance of different classes of Gaussian states in the estimation of Gaussian phase-insensitive dissipative channels. In particular, we investigate the optimal estimation of the damping constant and reservoir temperature. We show that, for two-mode squeezed vacuum probe states, the quantum-limited accuracy of both parameters can be achieved simultaneously. Moreover, we show that for both parameters two-mode squeezed vacuum states are more efficient than coherent, thermal, or single-mode squeezed states. This suggests that at high-energy regimes, two-mode squeezed vacuum states are optimal within the Gaussian setup. This optimality result indicates a stronger form ofmore » compatibility for the estimation of the two parameters. Indeed, not only the minimum variance can be achieved at fixed probe states, but also the optimal state is common to both parameters. Additionally, we explore numerically the performance of non-Gaussian states for particular parameter values to find that maximally entangled states within d-dimensional cutoff subspaces (d{<=}6) perform better than any randomly sampled states with similar energy. However, we also find that states with very similar performance and energy exist with much less entanglement than the maximally entangled ones.« less
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Bayesian spatial transformation models with applications in neuroimaging data
Miranda, Michelle F.; Zhu, Hongtu; Ibrahim, Joseph G.
2013-01-01
Summary The aim of this paper is to develop a class of spatial transformation models (STM) to spatially model the varying association between imaging measures in a three-dimensional (3D) volume (or 2D surface) and a set of covariates. Our STMs include a varying Box-Cox transformation model for dealing with the issue of non-Gaussian distributed imaging data and a Gaussian Markov Random Field model for incorporating spatial smoothness of the imaging data. Posterior computation proceeds via an efficient Markov chain Monte Carlo algorithm. Simulations and real data analysis demonstrate that the STM significantly outperforms the voxel-wise linear model with Gaussian noise in recovering meaningful geometric patterns. Our STM is able to reveal important brain regions with morphological changes in children with attention deficit hyperactivity disorder. PMID:24128143
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NASA Astrophysics Data System (ADS)
Dwivedi, Prashant Povel; Kumar, Challa Sesha Sai Pavan; Choi, Hee Joo; Cha, Myoungsik
2016-02-01
Random duty-cycle error (RDE) is inherent in the fabrication of ferroelectric quasi-phase-matching (QPM) gratings. Although a small RDE may not affect the nonlinearity of QPM devices, it enhances non-phase-matched parasitic harmonic generations, limiting the device performance in some applications. Recently, we demonstrated a simple method for measuring the RDE in QPM gratings by analyzing the far-field diffraction pattern obtained by uniform illumination (Dwivedi et al. in Opt Express 21:30221-30226, 2013). In the present study, we used a Gaussian beam illumination for the diffraction experiment to measure noise spectra that are less affected by the pedestals of the strong diffraction orders. Our results were compared with our calculations based on a random grating model, demonstrating improved resolution in the RDE estimation.
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NASA Astrophysics Data System (ADS)
Dean, David S.; Majumdar, Satya N.
2002-08-01
We study a fragmentation problem where an initial object of size x is broken into m random pieces provided x > x0 where x0 is an atomic cut-off. Subsequently, the fragmentation process continues for each of those daughter pieces whose sizes are bigger than x0. The process stops when all the fragments have sizes smaller than x0. We show that the fluctuation of the total number of splitting events, characterized by the variance, generically undergoes a nontrivial phase transition as one tunes the branching number m through a critical value m = mc. For m < mc, the fluctuations are Gaussian where as for m > mc they are anomalously large and non-Gaussian. We apply this general result to analyse two different search algorithms in computer science.
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Lin, Chuan-Kai; Wang, Sheng-De
2004-11-01
A new autopilot design for bank-to-turn (BTT) missiles is presented. In the design of autopilot, a ridge Gaussian neural network with local learning capability and fewer tuning parameters than Gaussian neural networks is proposed to model the controlled nonlinear systems. We prove that the proposed ridge Gaussian neural network, which can be a universal approximator, equals the expansions of rotated and scaled Gaussian functions. Although ridge Gaussian neural networks can approximate the nonlinear and complex systems accurately, the small approximation errors may affect the tracking performance significantly. Therefore, by employing the Hinfinity control theory, it is easy to attenuate the effects of the approximation errors of the ridge Gaussian neural networks to a prescribed level. Computer simulation results confirm the effectiveness of the proposed ridge Gaussian neural networks-based autopilot with Hinfinity stabilization.
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Yang, Jingjing; Cox, Dennis D; Lee, Jong Soo; Ren, Peng; Choi, Taeryon
2017-12-01
Functional data are defined as realizations of random functions (mostly smooth functions) varying over a continuum, which are usually collected on discretized grids with measurement errors. In order to accurately smooth noisy functional observations and deal with the issue of high-dimensional observation grids, we propose a novel Bayesian method based on the Bayesian hierarchical model with a Gaussian-Wishart process prior and basis function representations. We first derive an induced model for the basis-function coefficients of the functional data, and then use this model to conduct posterior inference through Markov chain Monte Carlo methods. Compared to the standard Bayesian inference that suffers serious computational burden and instability in analyzing high-dimensional functional data, our method greatly improves the computational scalability and stability, while inheriting the advantage of simultaneously smoothing raw observations and estimating the mean-covariance functions in a nonparametric way. In addition, our method can naturally handle functional data observed on random or uncommon grids. Simulation and real studies demonstrate that our method produces similar results to those obtainable by the standard Bayesian inference with low-dimensional common grids, while efficiently smoothing and estimating functional data with random and high-dimensional observation grids when the standard Bayesian inference fails. In conclusion, our method can efficiently smooth and estimate high-dimensional functional data, providing one way to resolve the curse of dimensionality for Bayesian functional data analysis with Gaussian-Wishart processes. © 2017, The International Biometric Society.
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Transition in the decay rates of stationary distributions of Lévy motion in an energy landscape.
Kaleta, Kamil; Lőrinczi, József
2016-02-01
The time evolution of random variables with Lévy statistics has the ability to develop jumps, displaying very different behaviors from continuously fluctuating cases. Such patterns appear in an ever broadening range of examples including random lasers, non-Gaussian kinetics, or foraging strategies. The penalizing or reinforcing effect of the environment, however, has been little explored so far. We report a new phenomenon which manifests as a qualitative transition in the spatial decay behavior of the stationary measure of a jump process under an external potential, occurring on a combined change in the characteristics of the process and the lowest eigenvalue resulting from the effect of the potential. This also provides insight into the fundamental question of what is the mechanism of the spatial decay of a ground state.
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Propagation of Ince-Gaussian beams in uniaxial crystals orthogonal to the optical axis
NASA Astrophysics Data System (ADS)
Xu, Y. Q.; Zhou, G. Q.
2012-03-01
An analytical propagation expression of an Ince-Gaussian beam in uniaxial crystals orthogonal to the optical axis is derived. The uniaxial crystal considered here has the property of the extraordinary refractive index being larger than the ordinary refractive index. The Ince-Gaussian beam in the transversal direction along the optical axis spreads more rapidly than that in the other transversal direction. With increasing the ratio of the extraordinary refractive index to the ordinary refractive index, the spreading of the Ince-Gaussian beam in the transversal direction along the optical axis increases and the spreading of the Ince-Gaussian beam in the other transversal direction decreases. The effective beam size in the transversal direction along the optical axis is always larger than that in the other transversal direction. When the even and odd modes of Ince-Gaussian beams exist simultaneously, the effective beam size in the direction along the optical axis of the odd Ince-Gaussian beam is smaller than that of the even Ince-Gaussian beam in the corresponding direction, and the effective beam size in the transversal direction orthogonal to the optical axis of the odd Ince-Gaussian beam is larger than that of the even Ince-Gaussian beam in the corresponding direction.
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Antonov, N V; Kostenko, M M
2014-12-01
The field theoretic renormalization group and the operator product expansion are applied to two models of passive scalar quantities (the density and the tracer fields) advected by a random turbulent velocity field. The latter is governed by the Navier-Stokes equation for compressible fluid, subject to external random force with the covariance ∝δ(t-t')k(4-d-y), where d is the dimension of space and y is an arbitrary exponent. The original stochastic problems are reformulated as multiplicatively renormalizable field theoretic models; the corresponding renormalization group equations possess infrared attractive fixed points. It is shown that various correlation functions of the scalar field, its powers and gradients, demonstrate anomalous scaling behavior in the inertial-convective range already for small values of y. The corresponding anomalous exponents, identified with scaling (critical) dimensions of certain composite fields ("operators" in the quantum-field terminology), can be systematically calculated as series in y. The practical calculation is performed in the leading one-loop approximation, including exponents in anisotropic contributions. It should be emphasized that, in contrast to Gaussian ensembles with finite correlation time, the model and the perturbation theory presented here are manifestly Galilean covariant. The validity of the one-loop approximation and comparison with Gaussian models are briefly discussed.
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NASA Astrophysics Data System (ADS)
Sokołowski, Damian; Kamiński, Marcin
2018-01-01
This study proposes a framework for determination of basic probabilistic characteristics of the orthotropic homogenized elastic properties of the periodic composite reinforced with ellipsoidal particles and a high stiffness contrast between the reinforcement and the matrix. Homogenization problem, solved by the Iterative Stochastic Finite Element Method (ISFEM) is implemented according to the stochastic perturbation, Monte Carlo simulation and semi-analytical techniques with the use of cubic Representative Volume Element (RVE) of this composite containing single particle. The given input Gaussian random variable is Young modulus of the matrix, while 3D homogenization scheme is based on numerical determination of the strain energy of the RVE under uniform unit stretches carried out in the FEM system ABAQUS. The entire series of several deterministic solutions with varying Young modulus of the matrix serves for the Weighted Least Squares Method (WLSM) recovery of polynomial response functions finally used in stochastic Taylor expansions inherent for the ISFEM. A numerical example consists of the High Density Polyurethane (HDPU) reinforced with the Carbon Black particle. It is numerically investigated (1) if the resulting homogenized characteristics are also Gaussian and (2) how the uncertainty in matrix Young modulus affects the effective stiffness tensor components and their PDF (Probability Density Function).
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Dynamic laser speckle analyzed considering inhomogeneities in the biological sample
NASA Astrophysics Data System (ADS)
Braga, Roberto A.; González-Peña, Rolando J.; Viana, Dimitri Campos; Rivera, Fernando Pujaico
2017-04-01
Dynamic laser speckle phenomenon allows a contactless and nondestructive way to monitor biological changes that are quantified by second-order statistics applied in the images in time using a secondary matrix known as time history of the speckle pattern (THSP). To avoid being time consuming, the traditional way to build the THSP restricts the data to a line or column. Our hypothesis is that the spatial restriction of the information could compromise the results, particularly when undesirable and unexpected optical inhomogeneities occur, such as in cell culture media. It tested a spatial random approach to collect the points to form a THSP. Cells in a culture medium and in drying paint, representing homogeneous samples in different levels, were tested, and a comparison with the traditional method was carried out. An alternative random selection based on a Gaussian distribution around a desired position was also presented. The results showed that the traditional protocol presented higher variation than the outcomes using the random method. The higher the inhomogeneity of the activity map, the higher the efficiency of the proposed method using random points. The Gaussian distribution proved to be useful when there was a well-defined area to monitor.
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Hopping Conduction in Polymers
NASA Astrophysics Data System (ADS)
Bässler, Heinz
The concept of hopping within a Gaussian density of localized states introduced earlier to rationalize charge transport in random organic photoconductors is developed further to account for temporal features of time of flight (TOF) signals. At moderate degree of energetic disorder (σ/kT~3.5…4.5) there is a transport regime intermediate between dispersive and quasi-Gaussian type whose signatures are (i) universal TOF signals that can appear weakly dispersive despite yielding a well defined carrier mobility and (ii) an asymmetric propagator of the carrier packet yielding a time dependent diffusivity.
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NASA Astrophysics Data System (ADS)
Copi, Craig J.; Huterer, Dragan; Starkman, Glenn D.
2004-08-01
We propose a novel representation of cosmic microwave anisotropy maps, where each multipole order l is represented by l unit vectors pointing in directions on the sky and an overall magnitude. These “multipole vectors and scalars” transform as vectors under rotations. Like the usual spherical harmonics, multipole vectors form an irreducible representation of the proper rotation group SO(3). However, they are related to the familiar spherical harmonic coefficients alm in a nonlinear way and are therefore sensitive to different aspects of the cosmic microwave background (CMB) anisotropy. Nevertheless, it is straightforward to determine the multipole vectors for a given CMB map and we present an algorithm to compute them. A code implementing this algorithm is available at http://www.phys.cwru.edu/projects/mpvectors/. Using the Wilkinson Microwave Anisotropy Probe (WMAP) full-sky maps, we perform several tests of the hypothesis that the CMB anisotropy is statistically isotropic and Gaussian random. We find that the result from comparing the oriented area of planes defined by these vectors between multipole pairs 2⩽l1≠l2⩽8 is inconsistent with the isotropic Gaussian hypothesis at the 99.4% level for the internal linear combination map and at 98.9% level for the cleaned map of Tegmark et al. A particular correlation is suggested between the l=3 and l=8 multipoles, as well as several other pairs. This effect is entirely different from the now familiar planarity and alignment of the quadrupole and octupole: while the aforementioned is fairly unlikely, the multipole vectors indicate correlations not expected in Gaussian random skies that make them unusually likely. The result persists after accounting for pixel noise and after assuming a residual 10% dust contamination in the cleaned WMAP map. While the definitive analysis of these results will require more work, we hope that multipole vectors will become a valuable tool for various cosmological tests, in particular those of cosmic isotropy.
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Two-dimensional Topology of the Two-Degree Field Galaxy Redshift Survey
NASA Astrophysics Data System (ADS)
Hoyle, Fiona; Vogeley, Michael S.; Gott, J. Richard, III
2002-05-01
We study the topology of the publicly available data released by the Two Degree Field Galaxy Redshift Survey team (2dF GRS). The 2dF GRS data contain over 100,000 galaxy redshifts with a magnitude limit of bJ=19.45 and is the largest such survey to date. The data lie over a wide range of right ascension (75° strips) but only within a narrow range of declination (10° and 15° strips). This allows measurements of the two-dimensional genus to be made. We find that the genus curves of the north Galactic pole (NGP) and south Galactic pole (SGP) are slightly different. The NGP displays a slight meatball shift topology, whereas the SGP displays a bubble-like topology. The current SGP data also have a slightly higher genus amplitude. In both cases, a slight excess of overdense regions is found over underdense regions. We assess the significance of these features using mock catalogs drawn from the Virgo Consortium's Hubble volume ΛCDM z=0 simulation. We find that differences between the NGP and SGP genus curves are only significant at the 1 σ level. The average genus curve of the 2dF GRS agrees well with that extracted from the ΛCDM mock catalogs. We also use the simulations to assess how the current incompleteness of the survey (the strips are not completely filled in) affects the measurement of the genus and find that we are not sensitive to the geometry; there are enough data in the current sample to trace the isolated high- and low-density regions. We compare the amplitude of the 2dF GRS genus curve to the amplitude of the genus curve of a Gaussian random field that we construct to have the same power spectrum as the 2dF GRS. In previous three-dimensional analyses, it was found that the genus curve of observed samples was lower than the Gaussian random field curve, presumably because of high-order correlations present in the data. However, we find that the 2dF GRS genus curve has an amplitude that is slightly higher than that of the power-spectrum-matched Gaussian random field. We suggest that in two dimensions the genus measurement is less sensitive to nonlinear effects because of the effective smoothing over the thickness of the slice.
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Li, Baoyue; Bruyneel, Luk; Lesaffre, Emmanuel
2014-05-20
A traditional Gaussian hierarchical model assumes a nested multilevel structure for the mean and a constant variance at each level. We propose a Bayesian multivariate multilevel factor model that assumes a multilevel structure for both the mean and the covariance matrix. That is, in addition to a multilevel structure for the mean we also assume that the covariance matrix depends on covariates and random effects. This allows to explore whether the covariance structure depends on the values of the higher levels and as such models heterogeneity in the variances and correlation structure of the multivariate outcome across the higher level values. The approach is applied to the three-dimensional vector of burnout measurements collected on nurses in a large European study to answer the research question whether the covariance matrix of the outcomes depends on recorded system-level features in the organization of nursing care, but also on not-recorded factors that vary with countries, hospitals, and nursing units. Simulations illustrate the performance of our modeling approach. Copyright © 2013 John Wiley & Sons, Ltd.
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On fatigue crack growth under random loading
NASA Astrophysics Data System (ADS)
Zhu, W. Q.; Lin, Y. K.; Lei, Y.
1992-09-01
A probabilistic analysis of the fatigue crack growth, fatigue life and reliability of a structural or mechanical component is presented on the basis of fracture mechanics and theory of random processes. The material resistance to fatigue crack growth and the time-history of the stress are assumed to be random. Analytical expressions are obtained for the special case in which the random stress is a stationary narrow-band Gaussian random process, and a randomized Paris-Erdogan law is applicable. As an example, the analytical method is applied to a plate with a central crack, and the results are compared with those obtained from digital Monte Carlo simulations.
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Generating synthetic wave climates for coastal modelling: a linear mixed modelling approach
NASA Astrophysics Data System (ADS)
Thomas, C.; Lark, R. M.
2013-12-01
Numerical coastline morphological evolution models require wave climate properties to drive morphological change through time. Wave climate properties (typically wave height, period and direction) may be temporally fixed, culled from real wave buoy data, or allowed to vary in some way defined by a Gaussian or other pdf. However, to examine sensitivity of coastline morphologies to wave climate change, it seems desirable to be able to modify wave climate time series from a current to some new state along a trajectory, but in a way consistent with, or initially conditioned by, the properties of existing data, or to generate fully synthetic data sets with realistic time series properties. For example, mean or significant wave height time series may have underlying periodicities, as revealed in numerous analyses of wave data. Our motivation is to develop a simple methodology to generate synthetic wave climate time series that can change in some stochastic way through time. We wish to use such time series in a coastline evolution model to test sensitivities of coastal landforms to changes in wave climate over decadal and centennial scales. We have worked initially on time series of significant wave height, based on data from a Waverider III buoy located off the coast of Yorkshire, England. The statistical framework for the simulation is the linear mixed model. The target variable, perhaps after transformation (Box-Cox), is modelled as a multivariate Gaussian, the mean modelled as a function of a fixed effect, and two random components, one of which is independently and identically distributed (iid) and the second of which is temporally correlated. The model was fitted to the data by likelihood methods. We considered the option of a periodic mean, the period either fixed (e.g. at 12 months) or estimated from the data. We considered two possible correlation structures for the second random effect. In one the correlation decays exponentially with time. In the second (spherical) model, it cuts off at a temporal range. Having fitted the model, multiple realisations were generated; the random effects were simulated by specifying a covariance matrix for the simulated values, with the estimated parameters. The Cholesky factorisation of the covariance matrix was computed and realizations of the random component of the model generated by pre-multiplying a vector of iid standard Gaussian variables by the lower triangular factor. The resulting random variate was added to the mean value computed from the fixed effects, and the result back-transformed to the original scale of the measurement. Realistic simulations result from approach described above. Background exploratory data analysis was undertaken on 20-day sets of 30-minute buoy data, selected from days 5-24 of months January, April, July, October, 2011, to elucidate daily to weekly variations, and to keep numerical analysis tractable computationally. Work remains to be undertaken to develop suitable models for synthetic directional data. We suggest that the general principles of the method will have applications in other geomorphological modelling endeavours requiring time series of stochastically variable environmental parameters.
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Horizon in random matrix theory, the Hawking radiation, and flow of cold atoms.
Franchini, Fabio; Kravtsov, Vladimir E
2009-10-16
We propose a Gaussian scalar field theory in a curved 2D metric with an event horizon as the low-energy effective theory for a weakly confined, invariant random matrix ensemble (RME). The presence of an event horizon naturally generates a bath of Hawking radiation, which introduces a finite temperature in the model in a nontrivial way. A similar mapping with a gravitational analogue model has been constructed for a Bose-Einstein condensate (BEC) pushed to flow at a velocity higher than its speed of sound, with Hawking radiation as sound waves propagating over the cold atoms. Our work suggests a threefold connection between a moving BEC system, black-hole physics and unconventional RMEs with possible experimental applications.
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Bourlier, Christophe
2006-08-20
The emissivity from a stationary random rough surface is derived by taking into account the multiple reflections and the shadowing effect. The model is applied to the ocean surface. The geometric optics approximation is assumed to be valid, which means that the rough surface is modeled as a collection of facets reflecting locally the light in the specular direction. In particular, the emissivity with zero, single, and double reflections are analytically calculated, and each contribution is studied numerically by considering a 1D sea surface observed in the near infrared band. The model is also compared with results computed from a Monte Carlo ray-tracing method.
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NASA Astrophysics Data System (ADS)
Wen, Xian-Huan; Gómez-Hernández, J. Jaime
1998-03-01
The macrodispersion of an inert solute in a 2-D heterogeneous porous media is estimated numerically in a series of fields of varying heterogeneity. Four different random function (RF) models are used to model log-transmissivity (ln T) spatial variability, and for each of these models, ln T variance is varied from 0.1 to 2.0. The four RF models share the same univariate Gaussian histogram and the same isotropic covariance, but differ from one another in terms of the spatial connectivity patterns at extreme transmissivity values. More specifically, model A is a multivariate Gaussian model for which, by definition, extreme values (both high and low) are spatially uncorrelated. The other three models are non-multi-Gaussian: model B with high connectivity of high extreme values, model C with high connectivity of low extreme values, and model D with high connectivities of both high and low extreme values. Residence time distributions (RTDs) and macrodispersivities (longitudinal and transverse) are computed on ln T fields corresponding to the different RF models, for two different flow directions and at several scales. They are compared with each other, as well as with predicted values based on first-order analytical results. Numerically derived RTDs and macrodispersivities for the multi-Gaussian model are in good agreement with analytically derived values using first-order theories for log-transmissivity variance up to 2.0. The results from the non-multi-Gaussian models differ from each other and deviate largely from the multi-Gaussian results even when ln T variance is small. RTDs in non-multi-Gaussian realizations with high connectivity at high extreme values display earlier breakthrough than in multi-Gaussian realizations, whereas later breakthrough and longer tails are observed for RTDs from non-multi-Gaussian realizations with high connectivity at low extreme values. Longitudinal macrodispersivities in the non-multi-Gaussian realizations are, in general, larger than in the multi-Gaussian ones, while transverse macrodispersivities in the non-multi-Gaussian realizations can be larger or smaller than in the multi-Gaussian ones depending on the type of connectivity at extreme values. Comparing the numerical results for different flow directions, it is confirmed that macrodispersivities in multi-Gaussian realizations with isotropic spatial correlation are not flow direction-dependent. Macrodispersivities in the non-multi-Gaussian realizations, however, are flow direction-dependent although the covariance of ln T is isotropic (the same for all four models). It is important to account for high connectivities at extreme transmissivity values, a likely situation in some geological formations. Some of the discrepancies between first-order-based analytical results and field-scale tracer test data may be due to the existence of highly connected paths of extreme conductivity values.
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2012-01-01
Background With the current focus on personalized medicine, patient/subject level inference is often of key interest in translational research. As a result, random effects models (REM) are becoming popular for patient level inference. However, for very large data sets that are characterized by large sample size, it can be difficult to fit REM using commonly available statistical software such as SAS since they require inordinate amounts of computer time and memory allocations beyond what are available preventing model convergence. For example, in a retrospective cohort study of over 800,000 Veterans with type 2 diabetes with longitudinal data over 5 years, fitting REM via generalized linear mixed modeling using currently available standard procedures in SAS (e.g. PROC GLIMMIX) was very difficult and same problems exist in Stata’s gllamm or R’s lme packages. Thus, this study proposes and assesses the performance of a meta regression approach and makes comparison with methods based on sampling of the full data. Data We use both simulated and real data from a national cohort of Veterans with type 2 diabetes (n=890,394) which was created by linking multiple patient and administrative files resulting in a cohort with longitudinal data collected over 5 years. Methods and results The outcome of interest was mean annual HbA1c measured over a 5 years period. Using this outcome, we compared parameter estimates from the proposed random effects meta regression (REMR) with estimates based on simple random sampling and VISN (Veterans Integrated Service Networks) based stratified sampling of the full data. Our results indicate that REMR provides parameter estimates that are less likely to be biased with tighter confidence intervals when the VISN level estimates are homogenous. Conclusion When the interest is to fit REM in repeated measures data with very large sample size, REMR can be used as a good alternative. It leads to reasonable inference for both Gaussian and non-Gaussian responses if parameter estimates are homogeneous across VISNs. PMID:23095325
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A mathematical study of a random process proposed as an atmospheric turbulence model
NASA Technical Reports Server (NTRS)
Sidwell, K.
1977-01-01
A random process is formed by the product of a local Gaussian process and a random amplitude process, and the sum of that product with an independent mean value process. The mathematical properties of the resulting process are developed, including the first and second order properties and the characteristic function of general order. An approximate method for the analysis of the response of linear dynamic systems to the process is developed. The transition properties of the process are also examined.
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Mechanical properties of 3D printed warped membranes
NASA Astrophysics Data System (ADS)
Kosmrlj, Andrej; Xiao, Kechao; Weaver, James C.; Vlassak, Joost J.; Nelson, David R.
2015-03-01
We explore how a frozen background metric affects the mechanical properties of solid planar membranes. Our focus is a special class of ``warped membranes'' with a preferred random height profile characterized by random Gaussian variables h (q) in Fourier space with zero mean and variance < | h (q) | 2 > q-m . It has been shown theoretically that in the linear response regime, this quenched random disorder increases the effective bending rigidity, while the Young's and shear moduli are reduced. Compared to flat plates of the same thickness t, the bending rigidity of warped membranes is increased by a factor hv / t while the in-plane elastic moduli are reduced by t /hv , where hv =√{< | h (x) | 2 > } describes the frozen height fluctuations. Interestingly, hv is system size dependent for warped membranes characterized with m > 2 . We present experimental tests of these predictions, using warped membranes prepared via high resolution 3D printing.
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Palacios, Julia A; Minin, Vladimir N
2013-03-01
Changes in population size influence genetic diversity of the population and, as a result, leave a signature of these changes in individual genomes in the population. We are interested in the inverse problem of reconstructing past population dynamics from genomic data. We start with a standard framework based on the coalescent, a stochastic process that generates genealogies connecting randomly sampled individuals from the population of interest. These genealogies serve as a glue between the population demographic history and genomic sequences. It turns out that only the times of genealogical lineage coalescences contain information about population size dynamics. Viewing these coalescent times as a point process, estimating population size trajectories is equivalent to estimating a conditional intensity of this point process. Therefore, our inverse problem is similar to estimating an inhomogeneous Poisson process intensity function. We demonstrate how recent advances in Gaussian process-based nonparametric inference for Poisson processes can be extended to Bayesian nonparametric estimation of population size dynamics under the coalescent. We compare our Gaussian process (GP) approach to one of the state-of-the-art Gaussian Markov random field (GMRF) methods for estimating population trajectories. Using simulated data, we demonstrate that our method has better accuracy and precision. Next, we analyze two genealogies reconstructed from real sequences of hepatitis C and human Influenza A viruses. In both cases, we recover more believed aspects of the viral demographic histories than the GMRF approach. We also find that our GP method produces more reasonable uncertainty estimates than the GMRF method. Copyright © 2013, The International Biometric Society.
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Gravitational lensing by eigenvalue distributions of random matrix models
NASA Astrophysics Data System (ADS)
Martínez Alonso, Luis; Medina, Elena
2018-05-01
We propose to use eigenvalue densities of unitary random matrix ensembles as mass distributions in gravitational lensing. The corresponding lens equations reduce to algebraic equations in the complex plane which can be treated analytically. We prove that these models can be applied to describe lensing by systems of edge-on galaxies. We illustrate our analysis with the Gaussian and the quartic unitary matrix ensembles.
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Symmetry Breaking in a random passive scalar
NASA Astrophysics Data System (ADS)
Kilic, Zeliha; McLaughlin, Richard; Camassa, Roberto
2017-11-01
We consider the evolution of a decaying passive scalar in the presence of a gaussian white noise fluctuating shear flow. We focus on deterministic initial data and establish the short, intermediate, and long time symmetry properties of the evolving point wise probability measure for the random passive scalar. Analytical results are compared directly to Monte Carlo simulations. Time permitting we will compare the predictions to experimental observations.
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Bayesian spatial transformation models with applications in neuroimaging data.
Miranda, Michelle F; Zhu, Hongtu; Ibrahim, Joseph G
2013-12-01
The aim of this article is to develop a class of spatial transformation models (STM) to spatially model the varying association between imaging measures in a three-dimensional (3D) volume (or 2D surface) and a set of covariates. The proposed STM include a varying Box-Cox transformation model for dealing with the issue of non-Gaussian distributed imaging data and a Gaussian Markov random field model for incorporating spatial smoothness of the imaging data. Posterior computation proceeds via an efficient Markov chain Monte Carlo algorithm. Simulations and real data analysis demonstrate that the STM significantly outperforms the voxel-wise linear model with Gaussian noise in recovering meaningful geometric patterns. Our STM is able to reveal important brain regions with morphological changes in children with attention deficit hyperactivity disorder. © 2013, The International Biometric Society.
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On an Additive Semigraphoid Model for Statistical Networks With Application to Pathway Analysis.
Li, Bing; Chun, Hyonho; Zhao, Hongyu
2014-09-01
We introduce a nonparametric method for estimating non-gaussian graphical models based on a new statistical relation called additive conditional independence, which is a three-way relation among random vectors that resembles the logical structure of conditional independence. Additive conditional independence allows us to use one-dimensional kernel regardless of the dimension of the graph, which not only avoids the curse of dimensionality but also simplifies computation. It also gives rise to a parallel structure to the gaussian graphical model that replaces the precision matrix by an additive precision operator. The estimators derived from additive conditional independence cover the recently introduced nonparanormal graphical model as a special case, but outperform it when the gaussian copula assumption is violated. We compare the new method with existing ones by simulations and in genetic pathway analysis.
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Michiels, Bart; Heyvaert, Mieke; Onghena, Patrick
2018-04-01
The conditional power (CP) of the randomization test (RT) was investigated in a simulation study in which three different single-case effect size (ES) measures were used as the test statistics: the mean difference (MD), the percentage of nonoverlapping data (PND), and the nonoverlap of all pairs (NAP). Furthermore, we studied the effect of the experimental design on the RT's CP for three different single-case designs with rapid treatment alternation: the completely randomized design (CRD), the randomized block design (RBD), and the restricted randomized alternation design (RRAD). As a third goal, we evaluated the CP of the RT for three types of simulated data: data generated from a standard normal distribution, data generated from a uniform distribution, and data generated from a first-order autoregressive Gaussian process. The results showed that the MD and NAP perform very similarly in terms of CP, whereas the PND performs substantially worse. Furthermore, the RRAD yielded marginally higher power in the RT, followed by the CRD and then the RBD. Finally, the power of the RT was almost unaffected by the type of the simulated data. On the basis of the results of the simulation study, we recommend at least 20 measurement occasions for single-case designs with a randomized treatment order that are to be evaluated with an RT using a 5% significance level. Furthermore, we do not recommend use of the PND, because of its low power in the RT.
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An Interactive Image Segmentation Method in Hand Gesture Recognition
Chen, Disi; Li, Gongfa; Sun, Ying; Kong, Jianyi; Jiang, Guozhang; Tang, Heng; Ju, Zhaojie; Yu, Hui; Liu, Honghai
2017-01-01
In order to improve the recognition rate of hand gestures a new interactive image segmentation method for hand gesture recognition is presented, and popular methods, e.g., Graph cut, Random walker, Interactive image segmentation using geodesic star convexity, are studied in this article. The Gaussian Mixture Model was employed for image modelling and the iteration of Expectation Maximum algorithm learns the parameters of Gaussian Mixture Model. We apply a Gibbs random field to the image segmentation and minimize the Gibbs Energy using Min-cut theorem to find the optimal segmentation. The segmentation result of our method is tested on an image dataset and compared with other methods by estimating the region accuracy and boundary accuracy. Finally five kinds of hand gestures in different backgrounds are tested on our experimental platform, and the sparse representation algorithm is used, proving that the segmentation of hand gesture images helps to improve the recognition accuracy. PMID:28134818
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Spectra of empirical autocorrelation matrices: A random-matrix-theory-inspired perspective
NASA Astrophysics Data System (ADS)
Jamali, Tayeb; Jafari, G. R.
2015-07-01
We construct an autocorrelation matrix of a time series and analyze it based on the random-matrix theory (RMT) approach. The autocorrelation matrix is capable of extracting information which is not easily accessible by the direct analysis of the autocorrelation function. In order to provide a precise conclusion based on the information extracted from the autocorrelation matrix, the results must be first evaluated. In other words they need to be compared with some sort of criterion to provide a basis for the most suitable and applicable conclusions. In the context of the present study, the criterion is selected to be the well-known fractional Gaussian noise (fGn). We illustrate the applicability of our method in the context of stock markets. For the former, despite the non-Gaussianity in returns of the stock markets, a remarkable agreement with the fGn is achieved.
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Almost sure convergence in quantum spin glasses
DOE Office of Scientific and Technical Information (OSTI.GOV)
Buzinski, David, E-mail: dab197@case.edu; Meckes, Elizabeth, E-mail: elizabeth.meckes@case.edu
2015-12-15
Recently, Keating, Linden, and Wells [Markov Processes Relat. Fields 21(3), 537-555 (2015)] showed that the density of states measure of a nearest-neighbor quantum spin glass model is approximately Gaussian when the number of particles is large. The density of states measure is the ensemble average of the empirical spectral measure of a random matrix; in this paper, we use concentration of measure and entropy techniques together with the result of Keating, Linden, and Wells to show that in fact the empirical spectral measure of such a random matrix is almost surely approximately Gaussian itself with no ensemble averaging. We alsomore » extend this result to a spherical quantum spin glass model and to the more general coupling geometries investigated by Erdős and Schröder [Math. Phys., Anal. Geom. 17(3-4), 441–464 (2014)].« less
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NASA Astrophysics Data System (ADS)
Guo, Yongfeng; Shen, Yajun; Tan, Jianguo
2016-09-01
The phenomenon of stochastic resonance (SR) in a piecewise nonlinear model driven by a periodic signal and correlated noises for the cases of a multiplicative non-Gaussian noise and an additive Gaussian white noise is investigated. Applying the path integral approach, the unified colored noise approximation and the two-state model theory, the analytical expression of the signal-to-noise ratio (SNR) is derived. It is found that conventional stochastic resonance exists in this system. From numerical computations we obtain that: (i) As a function of the non-Gaussian noise intensity, the SNR is increased when the non-Gaussian noise deviation parameter q is increased. (ii) As a function of the Gaussian noise intensity, the SNR is decreased when q is increased. This demonstrates that the effect of the non-Gaussian noise on SNR is different from that of the Gaussian noise in this system. Moreover, we further discuss the effect of the correlation time of the non-Gaussian noise, cross-correlation strength, the amplitude and frequency of the periodic signal on SR.
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A novel approach to assess the treatment response using Gaussian random field in PET
DOE Office of Scientific and Technical Information (OSTI.GOV)
Wang, Mengdie; Guo, Ning; Hu, Guangshu
2016-02-15
Purpose: The assessment of early therapeutic response to anticancer therapy is vital for treatment planning and patient management in clinic. With the development of personal treatment plan, the early treatment response, especially before any anatomically apparent changes after treatment, becomes urgent need in clinic. Positron emission tomography (PET) imaging serves an important role in clinical oncology for tumor detection, staging, and therapy response assessment. Many studies on therapy response involve interpretation of differences between two PET images, usually in terms of standardized uptake values (SUVs). However, the quantitative accuracy of this measurement is limited. This work proposes a statistically robustmore » approach for therapy response assessment based on Gaussian random field (GRF) to provide a statistically more meaningful scale to evaluate therapy effects. Methods: The authors propose a new criterion for therapeutic assessment by incorporating image noise into traditional SUV method. An analytical method based on the approximate expressions of the Fisher information matrix was applied to model the variance of individual pixels in reconstructed images. A zero mean unit variance GRF under the null hypothesis (no response to therapy) was obtained by normalizing each pixel of the post-therapy image with the mean and standard deviation of the pretherapy image. The performance of the proposed method was evaluated by Monte Carlo simulation, where XCAT phantoms (128{sup 2} pixels) with lesions of various diameters (2–6 mm), multiple tumor-to-background contrasts (3–10), and different changes in intensity (6.25%–30%) were used. The receiver operating characteristic curves and the corresponding areas under the curve were computed for both the proposed method and the traditional methods whose figure of merit is the percentage change of SUVs. The formula for the false positive rate (FPR) estimation was developed for the proposed therapy response assessment utilizing local average method based on random field. The accuracy of the estimation was validated in terms of Euler distance and correlation coefficient. Results: It is shown that the performance of therapy response assessment is significantly improved by the introduction of variance with a higher area under the curve (97.3%) than SUVmean (91.4%) and SUVmax (82.0%). In addition, the FPR estimation serves as a good prediction for the specificity of the proposed method, consistent with simulation outcome with ∼1 correlation coefficient. Conclusions: In this work, the authors developed a method to evaluate therapy response from PET images, which were modeled as Gaussian random field. The digital phantom simulations demonstrated that the proposed method achieved a large reduction in statistical variability through incorporating knowledge of the variance of the original Gaussian random field. The proposed method has the potential to enable prediction of early treatment response and shows promise for application to clinical practice. In future work, the authors will report on the robustness of the estimation theory for application to clinical practice of therapy response evaluation, which pertains to binary discrimination tasks at a fixed location in the image such as detection of small and weak lesion.« less
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Football fever: goal distributions and non-Gaussian statistics
NASA Astrophysics Data System (ADS)
Bittner, E.; Nußbaumer, A.; Janke, W.; Weigel, M.
2009-02-01
Analyzing football score data with statistical techniques, we investigate how the not purely random, but highly co-operative nature of the game is reflected in averaged properties such as the probability distributions of scored goals for the home and away teams. As it turns out, especially the tails of the distributions are not well described by the Poissonian or binomial model resulting from the assumption of uncorrelated random events. Instead, a good effective description of the data is provided by less basic distributions such as the negative binomial one or the probability densities of extreme value statistics. To understand this behavior from a microscopical point of view, however, no waiting time problem or extremal process need be invoked. Instead, modifying the Bernoulli random process underlying the Poissonian model to include a simple component of self-affirmation seems to describe the data surprisingly well and allows to understand the observed deviation from Gaussian statistics. The phenomenological distributions used before can be understood as special cases within this framework. We analyzed historical football score data from many leagues in Europe as well as from international tournaments, including data from all past tournaments of the “FIFA World Cup” series, and found the proposed models to be applicable rather universally. In particular, here we analyze the results of the German women’s premier football league and consider the two separate German men’s premier leagues in the East and West during the cold war times as well as the unified league after 1990 to see how scoring in football and the component of self-affirmation depend on cultural and political circumstances.
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Adzhemyan, L Ts; Antonov, N V; Honkonen, J; Kim, T L
2005-01-01
The field theoretic renormalization group and operator-product expansion are applied to the model of a passive scalar quantity advected by a non-Gaussian velocity field with finite correlation time. The velocity is governed by the Navier-Stokes equation, subject to an external random stirring force with the correlation function proportional to delta(t- t')k(4-d-2epsilon). It is shown that the scalar field is intermittent already for small epsilon, its structure functions display anomalous scaling behavior, and the corresponding exponents can be systematically calculated as series in epsilon. The practical calculation is accomplished to order epsilon2 (two-loop approximation), including anisotropic sectors. As for the well-known Kraichnan rapid-change model, the anomalous scaling results from the existence in the model of composite fields (operators) with negative scaling dimensions, identified with the anomalous exponents. Thus the mechanism of the origin of anomalous scaling appears similar for the Gaussian model with zero correlation time and the non-Gaussian model with finite correlation time. It should be emphasized that, in contrast to Gaussian velocity ensembles with finite correlation time, the model and the perturbation theory discussed here are manifestly Galilean covariant. The relevance of these results for real passive advection and comparison with the Gaussian models and experiments are briefly discussed.
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Fixing convergence of Gaussian belief propagation
DOE Office of Scientific and Technical Information (OSTI.GOV)
Johnson, Jason K; Bickson, Danny; Dolev, Danny
Gaussian belief propagation (GaBP) is an iterative message-passing algorithm for inference in Gaussian graphical models. It is known that when GaBP converges it converges to the correct MAP estimate of the Gaussian random vector and simple sufficient conditions for its convergence have been established. In this paper we develop a double-loop algorithm for forcing convergence of GaBP. Our method computes the correct MAP estimate even in cases where standard GaBP would not have converged. We further extend this construction to compute least-squares solutions of over-constrained linear systems. We believe that our construction has numerous applications, since the GaBP algorithm ismore » linked to solution of linear systems of equations, which is a fundamental problem in computer science and engineering. As a case study, we discuss the linear detection problem. We show that using our new construction, we are able to force convergence of Montanari's linear detection algorithm, in cases where it would originally fail. As a consequence, we are able to increase significantly the number of users that can transmit concurrently.« less
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Efficient Stochastic Inversion Using Adjoint Models and Kernel-PCA
DOE Office of Scientific and Technical Information (OSTI.GOV)
Thimmisetty, Charanraj A.; Zhao, Wenju; Chen, Xiao
2017-10-18
Performing stochastic inversion on a computationally expensive forward simulation model with a high-dimensional uncertain parameter space (e.g. a spatial random field) is computationally prohibitive even when gradient information can be computed efficiently. Moreover, the ‘nonlinear’ mapping from parameters to observables generally gives rise to non-Gaussian posteriors even with Gaussian priors, thus hampering the use of efficient inversion algorithms designed for models with Gaussian assumptions. In this paper, we propose a novel Bayesian stochastic inversion methodology, which is characterized by a tight coupling between the gradient-based Langevin Markov Chain Monte Carlo (LMCMC) method and a kernel principal component analysis (KPCA). Thismore » approach addresses the ‘curse-of-dimensionality’ via KPCA to identify a low-dimensional feature space within the high-dimensional and nonlinearly correlated parameter space. In addition, non-Gaussian posterior distributions are estimated via an efficient LMCMC method on the projected low-dimensional feature space. We will demonstrate this computational framework by integrating and adapting our recent data-driven statistics-on-manifolds constructions and reduction-through-projection techniques to a linear elasticity model.« less
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Eberhard, Wynn L
2017-04-01
The maximum likelihood estimator (MLE) is derived for retrieving the extinction coefficient and zero-range intercept in the lidar slope method in the presence of random and independent Gaussian noise. Least-squares fitting, weighted by the inverse of the noise variance, is equivalent to the MLE. Monte Carlo simulations demonstrate that two traditional least-squares fitting schemes, which use different weights, are less accurate. Alternative fitting schemes that have some positive attributes are introduced and evaluated. The principal factors governing accuracy of all these schemes are elucidated. Applying these schemes to data with Poisson rather than Gaussian noise alters accuracy little, even when the signal-to-noise ratio is low. Methods to estimate optimum weighting factors in actual data are presented. Even when the weighting estimates are coarse, retrieval accuracy declines only modestly. Mathematical tools are described for predicting retrieval accuracy. Least-squares fitting with inverse variance weighting has optimum accuracy for retrieval of parameters from single-wavelength lidar measurements when noise, errors, and uncertainties are Gaussian distributed, or close to optimum when only approximately Gaussian.
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Effects of scale-dependent non-Gaussianity on cosmological structures
DOE Office of Scientific and Technical Information (OSTI.GOV)
LoVerde, Marilena; Miller, Amber; Shandera, Sarah
2008-04-15
The detection of primordial non-Gaussianity could provide a powerful means to test various inflationary scenarios. Although scale-invariant non-Gaussianity (often described by the f{sub NL} formalism) is currently best constrained by the CMB, single-field models with changing sound speed can have strongly scale-dependent non-Gaussianity. Such models could evade the CMB constraints but still have important effects at scales responsible for the formation of cosmological objects such as clusters and galaxies. We compute the effect of scale-dependent primordial non-Gaussianity on cluster number counts as a function of redshift, using a simple ansatz to model scale-dependent features. We forecast constraints on these modelsmore » achievable with forthcoming datasets. We also examine consequences for the galaxy bispectrum. Our results are relevant for the Dirac-Born-Infeld model of brane inflation, where the scale dependence of the non-Gaussianity is directly related to the geometry of the extra dimensions.« less
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On the Bar Pattern Speed Determination of NGC 3367
NASA Astrophysics Data System (ADS)
Gabbasov, R. F.; Repetto, P.; Rosado, M.
2009-09-01
An important dynamic parameter of barred galaxies is the bar pattern speed, Ω P . Among several methods that are used for the determination of Ω P , the Tremaine-Weinberg method has the advantage of model independence and accuracy. In this work, we apply the method to a simulated bar including gas dynamics and study the effect of two-dimensional spectroscopy data quality on robustness of the method. We added white noise and a Gaussian random field to the data and measured the corresponding errors in Ω P . We found that a signal to noise ratio in surface density ~5 introduces errors of ~20% for the Gaussian noise, while for the white noise the corresponding errors reach ~50%. At the same time, the velocity field is less sensitive to contamination. On the basis of the performed study, we applied the method to the NGC 3367 spiral galaxy using Hα Fabry-Pérot interferometry data. We found Ω P = 43 ± 6 km s-1 kpc-1 for this galaxy.
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Semistochastic approach to many electron systems
NASA Astrophysics Data System (ADS)
Grossjean, M. K.; Grossjean, M. F.; Schulten, K.; Tavan, P.
1992-08-01
A Pariser-Parr-Pople (PPP) Hamiltonian of an 8π electron system of the molecule octatetraene, represented in a configuration-interaction basis (CI basis), is analyzed with respect to the statistical properties of its matrix elements. Based on this analysis we develop an effective Hamiltonian, which represents virtual excitations by a Gaussian orthogonal ensemble (GOE). We also examine numerical approaches which replace the original Hamiltonian by a semistochastically generated CI matrix. In that CI matrix, the matrix elements of high energy excitations are choosen randomly according to distributions reflecting the statistics of the original CI matrix.
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Propagation of a general-type beam through a truncated fractional Fourier transform optical system.
Zhao, Chengliang; Cai, Yangjian
2010-03-01
Paraxial propagation of a general-type beam through a truncated fractional Fourier transform (FRT) optical system is investigated. Analytical formulas for the electric field and effective beam width of a general-type beam in the FRT plane are derived based on the Collins formula. Our formulas can be used to study the propagation of a variety of laser beams--such as Gaussian, cos-Gaussian, cosh-Gaussian, sine-Gaussian, sinh-Gaussian, flat-topped, Hermite-cosh-Gaussian, Hermite-sine-Gaussian, higher-order annular Gaussian, Hermite-sinh-Gaussian and Hermite-cos-Gaussian beams--through a FRT optical system with or without truncation. The propagation properties of a Hermite-cos-Gaussian beam passing through a rectangularly truncated FRT optical system are studied as a numerical example. Our results clearly show that the truncated FRT optical system provides a convenient way for laser beam shaping.
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Central Limit Theorem for Exponentially Quasi-local Statistics of Spin Models on Cayley Graphs
NASA Astrophysics Data System (ADS)
Reddy, Tulasi Ram; Vadlamani, Sreekar; Yogeshwaran, D.
2018-04-01
Central limit theorems for linear statistics of lattice random fields (including spin models) are usually proven under suitable mixing conditions or quasi-associativity. Many interesting examples of spin models do not satisfy mixing conditions, and on the other hand, it does not seem easy to show central limit theorem for local statistics via quasi-associativity. In this work, we prove general central limit theorems for local statistics and exponentially quasi-local statistics of spin models on discrete Cayley graphs with polynomial growth. Further, we supplement these results by proving similar central limit theorems for random fields on discrete Cayley graphs taking values in a countable space, but under the stronger assumptions of α -mixing (for local statistics) and exponential α -mixing (for exponentially quasi-local statistics). All our central limit theorems assume a suitable variance lower bound like many others in the literature. We illustrate our general central limit theorem with specific examples of lattice spin models and statistics arising in computational topology, statistical physics and random networks. Examples of clustering spin models include quasi-associated spin models with fast decaying covariances like the off-critical Ising model, level sets of Gaussian random fields with fast decaying covariances like the massive Gaussian free field and determinantal point processes with fast decaying kernels. Examples of local statistics include intrinsic volumes, face counts, component counts of random cubical complexes while exponentially quasi-local statistics include nearest neighbour distances in spin models and Betti numbers of sub-critical random cubical complexes.
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DOE Office of Scientific and Technical Information (OSTI.GOV)
Kitagawa, Akira; Takeoka, Masahiro; Sasaki, Masahide
2005-08-15
We study the measurement-induced non-Gaussian operation on the single- and two-mode Gaussian squeezed vacuum states with beam splitters and on-off type photon detectors, with which mixed non-Gaussian states are generally obtained in the conditional process. It is known that the entanglement can be enhanced via this non-Gaussian operation on the two-mode squeezed vacuum state. We show that, in the range of practical squeezing parameters, the conditional outputs are still close to Gaussian states, but their second order variances of quantum fluctuations and correlations are effectively suppressed and enhanced, respectively. To investigate an operational meaning of these states, especially entangled states,more » we also evaluate the quantum dense coding scheme from the viewpoint of the mutual information, and we show that non-Gaussian entangled state can be advantageous compared with the original two-mode squeezed state.« less
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NASA Astrophysics Data System (ADS)
Xiang, Yu; Xu, Buqing; Mišta, Ladislav; Tufarelli, Tommaso; He, Qiongyi; Adesso, Gerardo
2017-10-01
Einstein-Podolsky-Rosen (EPR) steering is an asymmetric form of correlations which is intermediate between quantum entanglement and Bell nonlocality, and can be exploited as a resource for quantum communication with one untrusted party. In particular, steering of continuous-variable Gaussian states has been extensively studied theoretically and experimentally, as a fundamental manifestation of the EPR paradox. While most of these studies focused on quadrature measurements for steering detection, two recent works revealed that there exist Gaussian states which are only steerable by suitable non-Gaussian measurements. In this paper we perform a systematic investigation of EPR steering of bipartite Gaussian states by pseudospin measurements, complementing and extending previous findings. We first derive the density-matrix elements of two-mode squeezed thermal Gaussian states in the Fock basis, which may be of independent interest. We then use such a representation to investigate steering of these states as detected by a simple nonlinear criterion, based on second moments of the correlation matrix constructed from pseudospin operators. This analysis reveals previously unexplored regimes where non-Gaussian measurements are shown to be more effective than Gaussian ones to witness steering of Gaussian states in the presence of local noise. We further consider an alternative set of pseudospin observables, whose expectation value can be expressed more compactly in terms of Wigner functions for all two-mode Gaussian states. However, according to the adopted criterion, these observables are found to be always less sensitive than conventional Gaussian observables for steering detection. Finally, we investigate continuous-variable Werner states, which are non-Gaussian mixtures of Gaussian states, and find that pseudospin measurements are always more effective than Gaussian ones to reveal their steerability. Our results provide useful insights on the role of non-Gaussian measurements in characterizing quantum correlations of Gaussian and non-Gaussian states of continuous-variable quantum systems.
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NASA Technical Reports Server (NTRS)
Mashiku, Alinda; Garrison, James L.; Carpenter, J. Russell
2012-01-01
The tracking of space objects requires frequent and accurate monitoring for collision avoidance. As even collision events with very low probability are important, accurate prediction of collisions require the representation of the full probability density function (PDF) of the random orbit state. Through representing the full PDF of the orbit state for orbit maintenance and collision avoidance, we can take advantage of the statistical information present in the heavy tailed distributions, more accurately representing the orbit states with low probability. The classical methods of orbit determination (i.e. Kalman Filter and its derivatives) provide state estimates based on only the second moments of the state and measurement errors that are captured by assuming a Gaussian distribution. Although the measurement errors can be accurately assumed to have a Gaussian distribution, errors with a non-Gaussian distribution could arise during propagation between observations. Moreover, unmodeled dynamics in the orbit model could introduce non-Gaussian errors into the process noise. A Particle Filter (PF) is proposed as a nonlinear filtering technique that is capable of propagating and estimating a more complete representation of the state distribution as an accurate approximation of a full PDF. The PF uses Monte Carlo runs to generate particles that approximate the full PDF representation. The PF is applied in the estimation and propagation of a highly eccentric orbit and the results are compared to the Extended Kalman Filter and Splitting Gaussian Mixture algorithms to demonstrate its proficiency.
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NASA Astrophysics Data System (ADS)
Pires, Carlos A. L.; Ribeiro, Andreia F. S.
2017-02-01
We develop an expansion of space-distributed time series into statistically independent uncorrelated subspaces (statistical sources) of low-dimension and exhibiting enhanced non-Gaussian probability distributions with geometrically simple chosen shapes (projection pursuit rationale). The method relies upon a generalization of the principal component analysis that is optimal for Gaussian mixed signals and of the independent component analysis (ICA), optimized to split non-Gaussian scalar sources. The proposed method, supported by information theory concepts and methods, is the independent subspace analysis (ISA) that looks for multi-dimensional, intrinsically synergetic subspaces such as dyads (2D) and triads (3D), not separable by ICA. Basically, we optimize rotated variables maximizing certain nonlinear correlations (contrast functions) coming from the non-Gaussianity of the joint distribution. As a by-product, it provides nonlinear variable changes `unfolding' the subspaces into nearly Gaussian scalars of easier post-processing. Moreover, the new variables still work as nonlinear data exploratory indices of the non-Gaussian variability of the analysed climatic and geophysical fields. The method (ISA, followed by nonlinear unfolding) is tested into three datasets. The first one comes from the Lorenz'63 three-dimensional chaotic model, showing a clear separation into a non-Gaussian dyad plus an independent scalar. The second one is a mixture of propagating waves of random correlated phases in which the emergence of triadic wave resonances imprints a statistical signature in terms of a non-Gaussian non-separable triad. Finally the method is applied to the monthly variability of a high-dimensional quasi-geostrophic (QG) atmospheric model, applied to the Northern Hemispheric winter. We find that quite enhanced non-Gaussian dyads of parabolic shape, perform much better than the unrotated variables in which concerns the separation of the four model's centroid regimes (positive and negative phases of the Arctic Oscillation and of the North Atlantic Oscillation). Triads are also likely in the QG model but of weaker expression than dyads due to the imposed shape and dimension. The study emphasizes the existence of nonlinear dyadic and triadic nonlinear teleconnections.
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On the theory of Brownian motion with the Alder-Wainwright effect
NASA Astrophysics Data System (ADS)
Okabe, Yasunori
1986-12-01
The Stokes-Boussinesq-Langevin equation, which describes the time evolution of Brownian motion with the Alder-Wainwright effect, can be treated in the framework of the theory of KMO-Langevin equations which describe the time evolution of a real, stationary Gaussian process with T-positivity (reflection positivity) originating in axiomatic quantum field theory. After proving the fluctuation-dissipation theorems for KMO-Langevin equations, we obtain an explicit formula for the deviation from the classical Einstein relation that occurs in the Stokes-Boussinesq-Langevin equation with a white noise as its random force. We are interested in whether or not it can be measured experimentally.
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Response of space shuttle insulation panels to acoustic noise pressure
NASA Technical Reports Server (NTRS)
Vaicaitis, R.
1976-01-01
The response of reusable space shuttle insulation panels to random acoustic pressure fields are studied. The basic analytical approach in formulating the governing equations of motion uses a Rayleigh-Ritz technique. The input pressure field is modeled as a stationary Gaussian random process for which the cross-spectral density function is known empirically from experimental measurements. The response calculations are performed in both frequency and time domain.
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NASA Astrophysics Data System (ADS)
Avendaño-Valencia, Luis David; Fassois, Spilios D.
2017-07-01
The study focuses on vibration response based health monitoring for an operating wind turbine, which features time-dependent dynamics under environmental and operational uncertainty. A Gaussian Mixture Model Random Coefficient (GMM-RC) model based Structural Health Monitoring framework postulated in a companion paper is adopted and assessed. The assessment is based on vibration response signals obtained from a simulated offshore 5 MW wind turbine. The non-stationarity in the vibration signals originates from the continually evolving, due to blade rotation, inertial properties, as well as the wind characteristics, while uncertainty is introduced by random variations of the wind speed within the range of 10-20 m/s. Monte Carlo simulations are performed using six distinct structural states, including the healthy state and five types of damage/fault in the tower, the blades, and the transmission, with each one of them characterized by four distinct levels. Random vibration response modeling and damage diagnosis are illustrated, along with pertinent comparisons with state-of-the-art diagnosis methods. The results demonstrate consistently good performance of the GMM-RC model based framework, offering significant performance improvements over state-of-the-art methods. Most damage types and levels are shown to be properly diagnosed using a single vibration sensor.
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Horizon in Random Matrix Theory, the Hawking Radiation, and Flow of Cold Atoms
DOE Office of Scientific and Technical Information (OSTI.GOV)
Franchini, Fabio; Kravtsov, Vladimir E.
2009-10-16
We propose a Gaussian scalar field theory in a curved 2D metric with an event horizon as the low-energy effective theory for a weakly confined, invariant random matrix ensemble (RME). The presence of an event horizon naturally generates a bath of Hawking radiation, which introduces a finite temperature in the model in a nontrivial way. A similar mapping with a gravitational analogue model has been constructed for a Bose-Einstein condensate (BEC) pushed to flow at a velocity higher than its speed of sound, with Hawking radiation as sound waves propagating over the cold atoms. Our work suggests a threefold connectionmore » between a moving BEC system, black-hole physics and unconventional RMEs with possible experimental applications.« less
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NASA Astrophysics Data System (ADS)
Mazzoleni, Paolo; Matta, Fabio; Zappa, Emanuele; Sutton, Michael A.; Cigada, Alfredo
2015-03-01
This paper discusses the effect of pre-processing image blurring on the uncertainty of two-dimensional digital image correlation (DIC) measurements for the specific case of numerically-designed speckle patterns having particles with well-defined and consistent shape, size and spacing. Such patterns are more suitable for large measurement surfaces on large-scale specimens than traditional spray-painted random patterns without well-defined particles. The methodology consists of numerical simulations where Gaussian digital filters with varying standard deviation are applied to a reference speckle pattern. To simplify the pattern application process for large areas and increase contrast to reduce measurement uncertainty, the speckle shape, mean size and on-center spacing were selected to be representative of numerically-designed patterns that can be applied on large surfaces through different techniques (e.g., spray-painting through stencils). Such 'designer patterns' are characterized by well-defined regions of non-zero frequency content and non-zero peaks, and are fundamentally different from typical spray-painted patterns whose frequency content exhibits near-zero peaks. The effect of blurring filters is examined for constant, linear, quadratic and cubic displacement fields. Maximum strains between ±250 and ±20,000 με are simulated, thus covering a relevant range for structural materials subjected to service and ultimate stresses. The robustness of the simulation procedure is verified experimentally using a physical speckle pattern subjected to constant displacements. The stability of the relation between standard deviation of the Gaussian filter and measurement uncertainty is assessed for linear displacement fields at varying image noise levels, subset size, and frequency content of the speckle pattern. It is shown that bias error as well as measurement uncertainty are minimized through Gaussian pre-filtering. This finding does not apply to typical spray-painted patterns without well-defined particles, for which image blurring is only beneficial in reducing bias errors.
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NASA Technical Reports Server (NTRS)
Tessarzik, J. M.; Chiang, T.; Badgley, R. H.
1973-01-01
The random vibration response of a gas bearing rotor support system has been experimentally and analytically investigated in the amplitude and frequency domains. The NASA Brayton Rotating Unit (BRU), a 36,000 rpm, 10 KWe turbogenerator had previously been subjected in the laboratory to external random vibrations, and the response data recorded on magnetic tape. This data has now been experimentally analyzed for amplitude distribution and magnetic tape. This data has now been experimentally analyzed for amplitude distribution and frequency content. The results of the power spectral density analysis indicate strong vibration responses for the major rotor-bearing system components at frequencies which correspond closely to their resonant frequencies obtained under periodic vibration testing. The results of amplitude analysis indicate an increasing shift towards non-Gaussian distributions as the input level of external vibrations is raised. Analysis of axial random vibration response of the BRU was performed by using a linear three-mass model. Power spectral densities, the root-mean-square value of the thrust bearing surface contact were calculated for specified input random excitation.
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School system evaluation by value added analysis under endogeneity.
Manzi, Jorge; San Martín, Ernesto; Van Bellegem, Sébastien
2014-01-01
Value added is a common tool in educational research on effectiveness. It is often modeled as a (prediction of a) random effect in a specific hierarchical linear model. This paper shows that this modeling strategy is not valid when endogeneity is present. Endogeneity stems, for instance, from a correlation between the random effect in the hierarchical model and some of its covariates. This paper shows that this phenomenon is far from exceptional and can even be a generic problem when the covariates contain the prior score attainments, a typical situation in value added modeling. Starting from a general, model-free definition of value added, the paper derives an explicit expression of the value added in an endogeneous hierarchical linear Gaussian model. Inference on value added is proposed using an instrumental variable approach. The impact of endogeneity on the value added and the estimated value added is calculated accurately. This is also illustrated on a large data set of individual scores of about 200,000 students in Chile.
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SU-E-T-558: Assessing the Effect of Inter-Fractional Motion in Esophageal Sparing Plans.
Williamson, R; Bluett, J; Niedzielski, J; Liao, Z; Gomez, D; Court, L
2012-06-01
To compare esophageal dose distributions in esophageal sparing IMRT plans with predicted dose distributions which include the effect of inter-fraction motion. Seven lung cancer patients were used, each with a standard and an esophageal sparing plan (74Gy, 2Gy fractions). The average max dose to esophagus was 8351cGy and 7758cGy for the standard and sparing plans, respectively. The average length of esophagus for which the total circumference was treated above 60Gy (LETT60) was 9.4cm in the standard plans and 5.8cm in the sparing plans. In order to simulate inter-fractional motion, a three-dimensional rigid shift was applied to the calculated dose field. A simulated course of treatment consisted of a single systematic shift applied throughout the treatment as well a random shift for each of the 37 fractions. Both systematic and random shifts were generated from Gaussian distributions of 3mm and 5mm standard deviation. Each treatment course was simulated 1000 times to obtain an expected distribution of the delivered dose. Simulated treatment dose received by the esophagus was less than dose seen in the treatment plan. The average reduction in maximum esophageal dose for the standard plans was 234cGy and 386cGY for the 3mm and 5mm Gaussian distributions, respectively. The average reduction in LETT60 was 0.6cm and 1.7cm, for the 3mm and 5mm distributions respectively. For the esophageal sparing plans, the average reduction in maximum esophageal dose was 94cGy and 202cGy for 3mm and 5mm Gaussian distributions, respectively. The average change in LETT60 for the esophageal sparing plans was smaller, at 0.1cm (increase) and 0.6cm (reduction), for the 3mm and 5mm distributions, respectively. Interfraction motion consistently reduced the maximum doses to the esophagus for both standard and esophageal sparing plans. © 2012 American Association of Physicists in Medicine.
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Effect of lensing non-Gaussianity on the CMB power spectra
DOE Office of Scientific and Technical Information (OSTI.GOV)
Lewis, Antony; Pratten, Geraint, E-mail: antony@cosmologist.info, E-mail: geraint.pratten@gmail.com
2016-12-01
Observed CMB anisotropies are lensed, and the lensed power spectra can be calculated accurately assuming the lensing deflections are Gaussian. However, the lensing deflections are actually slightly non-Gaussian due to both non-linear large-scale structure growth and post-Born corrections. We calculate the leading correction to the lensed CMB power spectra from the non-Gaussianity, which is determined by the lensing bispectrum. Assuming no primordial non-Gaussianity, the lowest-order result gives ∼ 0.3% corrections to the BB and EE polarization spectra on small-scales. However we show that the effect on EE is reduced by about a factor of two by higher-order Gaussian lensing smoothing,more » rendering the total effect safely negligible for the foreseeable future. We give a simple analytic model for the signal expected from skewness of the large-scale lensing field; the effect is similar to a net demagnification and hence a small change in acoustic scale (and therefore out of phase with the dominant lensing smoothing that predominantly affects the peaks and troughs of the power spectrum).« less
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Spectral statistics of random geometric graphs
NASA Astrophysics Data System (ADS)
Dettmann, C. P.; Georgiou, O.; Knight, G.
2017-04-01
We use random matrix theory to study the spectrum of random geometric graphs, a fundamental model of spatial networks. Considering ensembles of random geometric graphs we look at short-range correlations in the level spacings of the spectrum via the nearest-neighbour and next-nearest-neighbour spacing distribution and long-range correlations via the spectral rigidity Δ3 statistic. These correlations in the level spacings give information about localisation of eigenvectors, level of community structure and the level of randomness within the networks. We find a parameter-dependent transition between Poisson and Gaussian orthogonal ensemble statistics. That is the spectral statistics of spatial random geometric graphs fits the universality of random matrix theory found in other models such as Erdős-Rényi, Barabási-Albert and Watts-Strogatz random graphs.
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The statistical mechanics of relativistic orbits around a massive black hole
NASA Astrophysics Data System (ADS)
Bar-Or, Ben; Alexander, Tal
2014-12-01
Stars around a massive black hole (MBH) move on nearly fixed Keplerian orbits, in a centrally-dominated potential. The random fluctuations of the discrete stellar background cause small potential perturbations, which accelerate the evolution of orbital angular momentum by resonant relaxation. This drives many phenomena near MBHs, such as extreme mass-ratio gravitational wave inspirals, the warping of accretion disks, and the formation of exotic stellar populations. We present here a formal statistical mechanics framework to analyze such systems, where the background potential is described as a correlated Gaussian noise. We derive the leading order, phase-averaged 3D stochastic Hamiltonian equations of motion, for evolving the orbital elements of a test star, and obtain the effective Fokker-Planck equation for a general correlated Gaussian noise, for evolving the stellar distribution function. We show that the evolution of angular momentum depends critically on the temporal smoothness of the background potential fluctuations. Smooth noise has a maximal variability frequency {{ν }max }. We show that in the presence of such noise, the evolution of the normalized angular momentum j=\\sqrt{1-{{e}2}} of a relativistic test star, undergoing Schwarzschild (in-plane) general relativistic precession with frequency {{ν }GR}/{{j}2}, is exponentially suppressed for j\\lt {{j}b}, where {{ν }GR}/jb2˜ {{ν }max }, due to the adiabatic invariance of the precession against the slowly varying random background torques. This results in an effective Schwarzschild precession-induced barrier in angular momentum. When jb is large enough, this barrier can have significant dynamical implications for processes near the MBH.
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Nonperturbative quantization of the electroweak model's electrodynamic sector
NASA Astrophysics Data System (ADS)
Fry, M. P.
2015-04-01
Consider the Euclidean functional integral representation of any physical process in the electroweak model. Integrating out the fermion degrees of freedom introduces 24 fermion determinants. These multiply the Gaussian functional measures of the Maxwell, Z , W , and Higgs fields to give an effective functional measure. Suppose the functional integral over the Maxwell field is attempted first. This paper is concerned with the large amplitude behavior of the Maxwell effective measure. It is assumed that the large amplitude variation of this measure is insensitive to the presence of the Z , W , and H fields; they are assumed to be a subdominant perturbation of the large amplitude Maxwell sector. Accordingly, we need only examine the large amplitude variation of a single QED fermion determinant. To facilitate this the Schwinger proper time representation of this determinant is decomposed into a sum of three terms. The advantage of this is that the separate terms can be nonperturbatively estimated for a measurable class of large amplitude random fields in four dimensions. It is found that the QED fermion determinant grows faster than exp [c e2∫d4x Fμν 2] , c >0 , in the absence of zero mode supporting random background potentials. This raises doubt on whether the QED fermion determinant is integrable with any Gaussian measure whose support does not include zero mode supporting potentials. Including zero mode supporting background potentials can result in a decaying exponential growth of the fermion determinant. This is prima facie evidence that Maxwellian zero modes are necessary for the nonperturbative quantization of QED and, by implication, for the nonperturbative quantization of the electroweak model.
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Liu, Chengyu; Zhao, Lina; Liu, Changchun
2014-01-01
An early return of the reflected component in the arterial pulse has been recognized as an important indicator of cardiovascular risk. This study aimed to determine the effects of blood pressure and sex factor on the change of wave reflection using Gaussian fitting method. One hundred and ninety subjects were enrolled. They were classified into four blood pressure categories based on the systolic blood pressures (i.e., ≤ 110, 111-120, 121-130 and ≥ 131 mmHg). Each blood pressure category was also stratified for sex factor. Electrocardiogram (ECG) and radial artery pressure waveforms (RAPW) signals were recorded for each subject. Ten consecutive pulse episodes from the RAPW signal were extracted and normalized. Each normalized pulse episode was fitted by three Gaussian functions. Both the peak position and peak height of the first and second Gaussian functions, as well as the peak position interval and peak height ratio, were used as the evaluation indices of wave reflection. Two-way ANOVA results showed that with the increased blood pressure, the peak position of the second Gaussian significantly shorten (P < 0.01), the peak height of the first Gaussian significantly decreased (P < 0.01) and the peak height of the second Gaussian significantly increased (P < 0.01), inducing the significantly decreased peak position interval and significantly increased peak height ratio (both P < 0.01). Sex factor had no significant effect on all evaluation indices (all P > 0.05). Moreover, the interaction between sex and blood pressure factors also had no significant effect on all evaluation indices (all P > 0.05). These results showed that blood pressure has significant effect on the change of wave reflection when using the recently developed Gaussian fitting method, whereas sex has no significant effect. The results also suggested that the Gaussian fitting method could be used as a new approach for assessing the arterial wave reflection.
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Impact of spurious shear on cosmological parameter estimates from weak lensing observables
Petri, Andrea; May, Morgan; Haiman, Zoltán; ...
2014-12-30
We research, residual errors in shear measurements, after corrections for instrument systematics and atmospheric effects, can impact cosmological parameters derived from weak lensing observations. Here we combine convergence maps from our suite of ray-tracing simulations with random realizations of spurious shear. This allows us to quantify the errors and biases of the triplet (Ω m,w,σ 8) derived from the power spectrum (PS), as well as from three different sets of non-Gaussian statistics of the lensing convergence field: Minkowski functionals (MFs), low-order moments (LMs), and peak counts (PKs). Our main results are as follows: (i) We find an order of magnitudemore » smaller biases from the PS than in previous work. (ii) The PS and LM yield biases much smaller than the morphological statistics (MF, PK). (iii) For strictly Gaussian spurious shear with integrated amplitude as low as its current estimate of σ sys 2 ≈ 10 -7, biases from the PS and LM would be unimportant even for a survey with the statistical power of Large Synoptic Survey Telescope. However, we find that for surveys larger than ≈ 100 deg 2, non-Gaussianity in the noise (not included in our analysis) will likely be important and must be quantified to assess the biases. (iv) The morphological statistics (MF, PK) introduce important biases even for Gaussian noise, which must be corrected in large surveys. The biases are in different directions in (Ωm,w,σ8) parameter space, allowing self-calibration by combining multiple statistics. Our results warrant follow-up studies with more extensive lensing simulations and more accurate spurious shear estimates.« less
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NASA Astrophysics Data System (ADS)
Park, Subok; Badano, Aldo; Gallas, Brandon D.; Myers, Kyle J.
2007-03-01
Previously, a non-prewhitening matched filter (NPWMF) incorporating a model for the contrast sensitivity of the human visual system was introduced for modeling human performance in detection tasks with different viewing angles and white-noise backgrounds by Badano et al. But NPWMF observers do not perform well detection tasks involving complex backgrounds since they do not account for random backgrounds. A channelized-Hotelling observer (CHO) using difference-of-Gaussians (DOG) channels has been shown to track human performance well in detection tasks using lumpy backgrounds. In this work, a CHO with DOG channels, incorporating the model of the human contrast sensitivity, was developed similarly. We call this new observer a contrast-sensitive CHO (CS-CHO). The Barten model was the basis of our human contrast sensitivity model. A scalar was multiplied to the Barten model and varied to control the thresholding effect of the contrast sensitivity on luminance-valued images and hence the performance-prediction ability of the CS-CHO. The performance of the CS-CHO was compared to the average human performance from the psychophysical study by Park et al., where the task was to detect a known Gaussian signal in non-Gaussian distributed lumpy backgrounds. Six different signal-intensity values were used in this study. We chose the free parameter of our model to match the mean human performance in the detection experiment at the strongest signal intensity. Then we compared the model to the human at five different signal-intensity values in order to see if the performance of the CS-CHO matched human performance. Our results indicate that the CS-CHO with the chosen scalar for the contrast sensitivity predicts human performance closely as a function of signal intensity.
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Divergence instability of pipes conveying fluid with uncertain flow velocity
NASA Astrophysics Data System (ADS)
Rahmati, Mehdi; Mirdamadi, Hamid Reza; Goli, Sareh
2018-02-01
This article deals with investigation of probabilistic stability of pipes conveying fluid with stochastic flow velocity in time domain. As a matter of fact, this study has focused on the randomness effects of flow velocity on stability of pipes conveying fluid while most of research efforts have only focused on the influences of deterministic parameters on the system stability. The Euler-Bernoulli beam and plug flow theory are employed to model pipe structure and internal flow, respectively. In addition, flow velocity is considered as a stationary random process with Gaussian distribution. Afterwards, the stochastic averaging method and Routh's stability criterion are used so as to investigate the stability conditions of system. Consequently, the effects of boundary conditions, viscoelastic damping, mass ratio, and elastic foundation on the stability regions are discussed. Results delineate that the critical mean flow velocity decreases by increasing power spectral density (PSD) of the random velocity. Moreover, by increasing PSD from zero, the type effects of boundary condition and presence of elastic foundation are diminished, while the influences of viscoelastic damping and mass ratio could increase. Finally, to have a more applicable study, regression analysis is utilized to develop design equations and facilitate further analyses for design purposes.
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Gaussian vs non-Gaussian turbulence: impact on wind turbine loads
NASA Astrophysics Data System (ADS)
Berg, J.; Mann, J.; Natarajan, A.; Patton, E. G.
2014-12-01
In wind energy applications the turbulent velocity field of the Atmospheric Boundary Layer (ABL) is often characterised by Gaussian probability density functions. When estimating the dynamical loads on wind turbines this has been the rule more than anything else. From numerous studies in the laboratory, in Direct Numerical Simulations, and from in-situ measurements of the ABL we know, however, that turbulence is not purely Gaussian: the smallest and fastest scales often exhibit extreme behaviour characterised by strong non-Gaussian statistics. In this contribution we want to investigate whether these non-Gaussian effects are important when determining wind turbine loads, and hence of utmost importance to the design criteria and lifetime of a wind turbine. We devise a method based on Principal Orthogonal Decomposition where non-Gaussian velocity fields generated by high-resolution pseudo-spectral Large-Eddy Simulation (LES) of the ABL are transformed so that they maintain the exact same second-order statistics including variations of the statistics with height, but are otherwise Gaussian. In that way we can investigate in isolation the question whether it is important for wind turbine loads to include non-Gaussian properties of atmospheric turbulence. As an illustration the Figure show both a non-Gaussian velocity field (left) from our LES, and its transformed Gaussian Counterpart (right). Whereas the horizontal velocity components (top) look close to identical, the vertical components (bottom) are not: the non-Gaussian case is much more fluid-like (like in a sketch by Michelangelo). The question is then: Does the wind turbine see this? Using the load simulation software HAWC2 with both the non-Gaussian and newly constructed Gaussian fields, respectively, we show that the Fatigue loads and most of the Extreme loads are unaltered when using non-Gaussian velocity fields. The turbine thus acts like a low-pass filter which average out the non-Gaussian behaviour on time scales close to and faster than the revolution time of the turbine. For a few of the Extreme load estimations there is, on the other hand, a tendency that non-Gaussian effects increase the overall dynamical load, and hence can be of importance in wind energy load estimations.
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Relativistic diffusive motion in random electromagnetic fields
NASA Astrophysics Data System (ADS)
Haba, Z.
2011-08-01
We show that the relativistic dynamics in a Gaussian random electromagnetic field can be approximated by the relativistic diffusion of Schay and Dudley. Lorentz invariant dynamics in the proper time leads to the diffusion in the proper time. The dynamics in the laboratory time gives the diffusive transport equation corresponding to the Jüttner equilibrium at the inverse temperature β-1 = mc2. The diffusion constant is expressed by the field strength correlation function (Kubo's formula).
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Analytical and Experimental Random Vibration of Nonlinear Aeroelastic Structures.
1987-01-28
firstorder differential equations. In view of the system complexi- ty an attempt s made to close the infinite hierarchy by using a Gaussian scheme. This sc...year of this project-. When the first normal mode is externally excited by a band-limited random excitation, the system mean square response is found...governed mainly by the internal detuning parameter and the system damping ratios. The results are completely different when the second normal mode is
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Coherent pulse position modulation quantum cipher
DOE Office of Scientific and Technical Information (OSTI.GOV)
Sohma, Masaki; Hirota, Osamu
2014-12-04
On the basis of fundamental idea of Yuen, we present a new type of quantum random cipher, where pulse position modulated signals are encrypted in the picture of quantum Gaussian wave form. We discuss the security of our proposed system with a phase mask encryption.
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Effect of beam types on the scintillations: a review
NASA Astrophysics Data System (ADS)
Baykal, Yahya; Eyyuboglu, Halil T.; Cai, Yangjian
2009-02-01
When different incidences are launched in atmospheric turbulence, it is known that the intensity fluctuations exhibit different characteristics. In this paper we review our work done in the evaluations of the scintillation index of general beam types when such optical beams propagate in horizontal atmospheric links in the weak fluctuations regime. Variation of scintillation indices versus the source and medium parameters are examined for flat-topped-Gaussian, cosh- Gaussian, cos-Gaussian, annular, elliptical Gaussian, circular (i.e., stigmatic) and elliptical (i.e., astigmatic) dark hollow, lowest order Bessel-Gaussian and laser array beams. For flat-topped-Gaussian beam, scintillation is larger than the single Gaussian beam scintillation, when the source sizes are much less than the Fresnel zone but becomes smaller for source sizes much larger than the Fresnel zone. Cosh-Gaussian beam has lower on-axis scintillations at smaller source sizes and longer propagation distances as compared to Gaussian beams where focusing imposes more reduction on the cosh- Gaussian beam scintillations than that of the Gaussian beam. Intensity fluctuations of a cos-Gaussian beam show favorable behaviour against a Gaussian beam at lower propagation lengths. At longer propagation lengths, annular beam becomes advantageous. In focused cases, the scintillation index of annular beam is lower than the scintillation index of Gaussian and cos-Gaussian beams starting at earlier propagation distances. Cos-Gaussian beams are advantages at relatively large source sizes while the reverse is valid for annular beams. Scintillations of a stigmatic or astigmatic dark hollow beam can be smaller when compared to stigmatic or astigmatic Gaussian, annular and flat-topped beams under conditions that are closely related to the beam parameters. Intensity fluctuation of an elliptical Gaussian beam can also be smaller than a circular Gaussian beam depending on the propagation length and the ratio of the beam waist size along the long axis to that along the short axis (i.e., astigmatism). Comparing against the fundamental Gaussian beam on equal source size and equal power basis, it is observed that the scintillation index of the lowest order Bessel-Gaussian beam is lower at large source sizes and large width parameters. However, for excessively large width parameters and beyond certain propagation lengths, the advantage of the lowest order Bessel-Gaussian beam seems to be lost. Compared to Gaussian beam, laser array beam exhibits less scintillations at long propagation ranges and at some midrange radial displacement parameters. When compared among themselves, laser array beams tend to have reduced scintillations for larger number of beamlets, longer wavelengths, midrange radial displacement parameters, intermediate Gaussian source sizes, larger inner scales and smaller outer scales of turbulence. The number of beamlets used does not seem to be so effective in this improvement of the scintillations.
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MIXREG: a computer program for mixed-effects regression analysis with autocorrelated errors.
Hedeker, D; Gibbons, R D
1996-05-01
MIXREG is a program that provides estimates for a mixed-effects regression model (MRM) for normally-distributed response data including autocorrelated errors. This model can be used for analysis of unbalanced longitudinal data, where individuals may be measured at a different number of timepoints, or even at different timepoints. Autocorrelated errors of a general form or following an AR(1), MA(1), or ARMA(1,1) form are allowable. This model can also be used for analysis of clustered data, where the mixed-effects model assumes data within clusters are dependent. The degree of dependency is estimated jointly with estimates of the usual model parameters, thus adjusting for clustering. MIXREG uses maximum marginal likelihood estimation, utilizing both the EM algorithm and a Fisher-scoring solution. For the scoring solution, the covariance matrix of the random effects is expressed in its Gaussian decomposition, and the diagonal matrix reparameterized using the exponential transformation. Estimation of the individual random effects is accomplished using an empirical Bayes approach. Examples illustrating usage and features of MIXREG are provided.
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Surrogacy Assessment Using Principal Stratification and a Gaussian Copula Model
Taylor, J.M.G.; Elliott, M.R.
2014-01-01
In clinical trials, a surrogate outcome (S) can be measured before the outcome of interest (T) and may provide early information regarding the treatment (Z) effect on T. Many methods of surrogacy validation rely on models for the conditional distribution of T given Z and S. However, S is a post-randomization variable, and unobserved, simultaneous predictors of S and T may exist, resulting in a non-causal interpretation. Frangakis and Rubin1 developed the concept of principal surrogacy, stratifying on the joint distribution of the surrogate marker under treatment and control to assess the association between the causal effects of treatment on the marker and the causal effects of treatment on the clinical outcome. Working within the principal surrogacy framework, we address the scenario of an ordinal categorical variable as a surrogate for a censored failure time true endpoint. A Gaussian copula model is used to model the joint distribution of the potential outcomes of T, given the potential outcomes of S. Because the proposed model cannot be fully identified from the data, we use a Bayesian estimation approach with prior distributions consistent with reasonable assumptions in the surrogacy assessment setting. The method is applied to data from a colorectal cancer clinical trial, previously analyzed by Burzykowski et al..2 PMID:24947559
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Surrogacy assessment using principal stratification and a Gaussian copula model.
Conlon, Asc; Taylor, Jmg; Elliott, M R
2017-02-01
In clinical trials, a surrogate outcome ( S) can be measured before the outcome of interest ( T) and may provide early information regarding the treatment ( Z) effect on T. Many methods of surrogacy validation rely on models for the conditional distribution of T given Z and S. However, S is a post-randomization variable, and unobserved, simultaneous predictors of S and T may exist, resulting in a non-causal interpretation. Frangakis and Rubin developed the concept of principal surrogacy, stratifying on the joint distribution of the surrogate marker under treatment and control to assess the association between the causal effects of treatment on the marker and the causal effects of treatment on the clinical outcome. Working within the principal surrogacy framework, we address the scenario of an ordinal categorical variable as a surrogate for a censored failure time true endpoint. A Gaussian copula model is used to model the joint distribution of the potential outcomes of T, given the potential outcomes of S. Because the proposed model cannot be fully identified from the data, we use a Bayesian estimation approach with prior distributions consistent with reasonable assumptions in the surrogacy assessment setting. The method is applied to data from a colorectal cancer clinical trial, previously analyzed by Burzykowski et al.
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PyGlobal: A toolkit for automated compilation of DFT-based descriptors.
Nath, Shilpa R; Kurup, Sudheer S; Joshi, Kaustubh A
2016-06-15
Density Functional Theory (DFT)-based Global reactivity descriptor calculations have emerged as powerful tools for studying the reactivity, selectivity, and stability of chemical and biological systems. A Python-based module, PyGlobal has been developed for systematically parsing a typical Gaussian outfile and extracting the relevant energies of the HOMO and LUMO. Corresponding global reactivity descriptors are further calculated and the data is saved into a spreadsheet compatible with applications like Microsoft Excel and LibreOffice. The efficiency of the module has been accounted by measuring the time interval for randomly selected Gaussian outfiles for 1000 molecules. © 2016 Wiley Periodicals, Inc. © 2016 Wiley Periodicals, Inc.
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Universal quantum computation with temporal-mode bilayer square lattices
NASA Astrophysics Data System (ADS)
Alexander, Rafael N.; Yokoyama, Shota; Furusawa, Akira; Menicucci, Nicolas C.
2018-03-01
We propose an experimental design for universal continuous-variable quantum computation that incorporates recent innovations in linear-optics-based continuous-variable cluster state generation and cubic-phase gate teleportation. The first ingredient is a protocol for generating the bilayer-square-lattice cluster state (a universal resource state) with temporal modes of light. With this state, measurement-based implementation of Gaussian unitary gates requires only homodyne detection. Second, we describe a measurement device that implements an adaptive cubic-phase gate, up to a random phase-space displacement. It requires a two-step sequence of homodyne measurements and consumes a (non-Gaussian) cubic-phase state.
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Eulerian Mapping Closure Approach for Probability Density Function of Concentration in Shear Flows
NASA Technical Reports Server (NTRS)
He, Guowei; Bushnell, Dennis M. (Technical Monitor)
2002-01-01
The Eulerian mapping closure approach is developed for uncertainty propagation in computational fluid mechanics. The approach is used to study the Probability Density Function (PDF) for the concentration of species advected by a random shear flow. An analytical argument shows that fluctuation of the concentration field at one point in space is non-Gaussian and exhibits stretched exponential form. An Eulerian mapping approach provides an appropriate approximation to both convection and diffusion terms and leads to a closed mapping equation. The results obtained describe the evolution of the initial Gaussian field, which is in agreement with direct numerical simulations.
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NASA Astrophysics Data System (ADS)
Cao, Xiangyu; Fyodorov, Yan V.; Le Doussal, Pierre
2018-02-01
We address systematically an apparent nonphysical behavior of the free-energy moment generating function for several instances of the logarithmically correlated models: the fractional Brownian motion with Hurst index H =0 (fBm0) (and its bridge version), a one-dimensional model appearing in decaying Burgers turbulence with log-correlated initial conditions and, finally, the two-dimensional log-correlated random-energy model (logREM) introduced in Cao et al. [Phys. Rev. Lett. 118, 090601 (2017), 10.1103/PhysRevLett.118.090601] based on the two-dimensional Gaussian free field with background charges and directly related to the Liouville field theory. All these models share anomalously large fluctuations of the associated free energy, with a variance proportional to the log of the system size. We argue that a seemingly nonphysical vanishing of the moment generating function for some values of parameters is related to the termination point transition (i.e., prefreezing). We study the associated universal log corrections in the frozen phase, both for logREMs and for the standard REM, filling a gap in the literature. For the above mentioned integrable instances of logREMs, we predict the nontrivial free-energy cumulants describing non-Gaussian fluctuations on the top of the Gaussian with extensive variance. Some of the predictions are tested numerically.
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Osborn, Sarah; Zulian, Patrick; Benson, Thomas; ...
2018-01-30
This work describes a domain embedding technique between two nonmatching meshes used for generating realizations of spatially correlated random fields with applications to large-scale sampling-based uncertainty quantification. The goal is to apply the multilevel Monte Carlo (MLMC) method for the quantification of output uncertainties of PDEs with random input coefficients on general and unstructured computational domains. We propose a highly scalable, hierarchical sampling method to generate realizations of a Gaussian random field on a given unstructured mesh by solving a reaction–diffusion PDE with a stochastic right-hand side. The stochastic PDE is discretized using the mixed finite element method on anmore » embedded domain with a structured mesh, and then, the solution is projected onto the unstructured mesh. This work describes implementation details on how to efficiently transfer data from the structured and unstructured meshes at coarse levels, assuming that this can be done efficiently on the finest level. We investigate the efficiency and parallel scalability of the technique for the scalable generation of Gaussian random fields in three dimensions. An application of the MLMC method is presented for quantifying uncertainties of subsurface flow problems. Here, we demonstrate the scalability of the sampling method with nonmatching mesh embedding, coupled with a parallel forward model problem solver, for large-scale 3D MLMC simulations with up to 1.9·109 unknowns.« less
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DOE Office of Scientific and Technical Information (OSTI.GOV)
Osborn, Sarah; Zulian, Patrick; Benson, Thomas
This work describes a domain embedding technique between two nonmatching meshes used for generating realizations of spatially correlated random fields with applications to large-scale sampling-based uncertainty quantification. The goal is to apply the multilevel Monte Carlo (MLMC) method for the quantification of output uncertainties of PDEs with random input coefficients on general and unstructured computational domains. We propose a highly scalable, hierarchical sampling method to generate realizations of a Gaussian random field on a given unstructured mesh by solving a reaction–diffusion PDE with a stochastic right-hand side. The stochastic PDE is discretized using the mixed finite element method on anmore » embedded domain with a structured mesh, and then, the solution is projected onto the unstructured mesh. This work describes implementation details on how to efficiently transfer data from the structured and unstructured meshes at coarse levels, assuming that this can be done efficiently on the finest level. We investigate the efficiency and parallel scalability of the technique for the scalable generation of Gaussian random fields in three dimensions. An application of the MLMC method is presented for quantifying uncertainties of subsurface flow problems. Here, we demonstrate the scalability of the sampling method with nonmatching mesh embedding, coupled with a parallel forward model problem solver, for large-scale 3D MLMC simulations with up to 1.9·109 unknowns.« less
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NASA Astrophysics Data System (ADS)
Cheraghalizadeh, Jafar; Najafi, Morteza N.; Mohammadzadeh, Hossein
2018-05-01
The effect of metallic nano-particles (MNPs) on the electrostatic potential of a disordered 2D dielectric media is considered. The disorder in the media is assumed to be white-noise Coulomb impurities with normal distribution. To realize the correlations between the MNPs we have used the Ising model with an artificial temperature T that controls the number of MNPs as well as their correlations. In the T → 0 limit, one retrieves the Gaussian free field (GFF), and in the finite temperature the problem is equivalent to a GFF in iso-potential islands. The problem is argued to be equivalent to a scale-invariant random surface with some critical exponents which vary with T and correspondingly are correlation-dependent. Two type of observables have been considered: local and global quantities. We have observed that the MNPs soften the random potential and reduce its statistical fluctuations. This softening is observed in the local as well as the geometrical quantities. The correlation function of the electrostatic and its total variance are observed to be logarithmic just like the GFF, i.e. the roughness exponent remains zero for all temperatures, whereas the proportionality constants scale with T - T c . The fractal dimension of iso-potential lines ( D f ), the exponent of the distribution function of the gyration radius ( τ r ), and the loop lengths ( τ l ), and also the exponent of the loop Green function x l change in terms of T - T c in a power-law fashion, with some critical exponents reported in the text. Importantly we have observed that D f ( T) - D f ( T c ) 1/√ ξ( T), in which ξ( T) is the spin correlation length in the Ising model.
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Frank, Steven A.
2010-01-01
We typically observe large-scale outcomes that arise from the interactions of many hidden, small-scale processes. Examples include age of disease onset, rates of amino acid substitutions, and composition of ecological communities. The macroscopic patterns in each problem often vary around a characteristic shape that can be generated by neutral processes. A neutral generative model assumes that each microscopic process follows unbiased or random stochastic fluctuations: random connections of network nodes; amino acid substitutions with no effect on fitness; species that arise or disappear from communities randomly. These neutral generative models often match common patterns of nature. In this paper, I present the theoretical background by which we can understand why these neutral generative models are so successful. I show where the classic patterns come from, such as the Poisson pattern, the normal or Gaussian pattern, and many others. Each classic pattern was often discovered by a simple neutral generative model. The neutral patterns share a special characteristic: they describe the patterns of nature that follow from simple constraints on information. For example, any aggregation of processes that preserves information only about the mean and variance attracts to the Gaussian pattern; any aggregation that preserves information only about the mean attracts to the exponential pattern; any aggregation that preserves information only about the geometric mean attracts to the power law pattern. I present a simple and consistent informational framework of the common patterns of nature based on the method of maximum entropy. This framework shows that each neutral generative model is a special case that helps to discover a particular set of informational constraints; those informational constraints define a much wider domain of non-neutral generative processes that attract to the same neutral pattern. PMID:19538344
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Spatial Analysis of “Crazy Quilts”, a Class of Potentially Random Aesthetic Artefacts
Westphal-Fitch, Gesche; Fitch, W. Tecumseh
2013-01-01
Human artefacts in general are highly structured and often display ordering principles such as translational, reflectional or rotational symmetry. In contrast, human artefacts that are intended to appear random and non symmetrical are very rare. Furthermore, many studies show that humans find it extremely difficult to recognize or reproduce truly random patterns or sequences. Here, we attempt to model two-dimensional decorative spatial patterns produced by humans that show no obvious order. “Crazy quilts” represent a historically important style of quilt making that became popular in the 1870s, and lasted about 50 years. Crazy quilts are unusual because unlike most human artefacts, they are specifically intended to appear haphazard and unstructured. We evaluate the degree to which this intention was achieved by using statistical techniques of spatial point pattern analysis to compare crazy quilts with regular quilts from the same region and era and to evaluate the fit of various random distributions to these two quilt classes. We found that the two quilt categories exhibit fundamentally different spatial characteristics: The patch areas of crazy quilts derive from a continuous random distribution, while area distributions of regular quilts consist of Gaussian mixtures. These Gaussian mixtures derive from regular pattern motifs that are repeated and we suggest that such a mixture is a distinctive signature of human-made visual patterns. In contrast, the distribution found in crazy quilts is shared with many other naturally occurring spatial patterns. Centroids of patches in the two quilt classes are spaced differently and in general, crazy quilts but not regular quilts are well-fitted by a random Strauss process. These results indicate that, within the constraints of the quilt format, Victorian quilters indeed achieved their goal of generating random structures. PMID:24066095
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Spatial analysis of "crazy quilts", a class of potentially random aesthetic artefacts.
Westphal-Fitch, Gesche; Fitch, W Tecumseh
2013-01-01
Human artefacts in general are highly structured and often display ordering principles such as translational, reflectional or rotational symmetry. In contrast, human artefacts that are intended to appear random and non symmetrical are very rare. Furthermore, many studies show that humans find it extremely difficult to recognize or reproduce truly random patterns or sequences. Here, we attempt to model two-dimensional decorative spatial patterns produced by humans that show no obvious order. "Crazy quilts" represent a historically important style of quilt making that became popular in the 1870s, and lasted about 50 years. Crazy quilts are unusual because unlike most human artefacts, they are specifically intended to appear haphazard and unstructured. We evaluate the degree to which this intention was achieved by using statistical techniques of spatial point pattern analysis to compare crazy quilts with regular quilts from the same region and era and to evaluate the fit of various random distributions to these two quilt classes. We found that the two quilt categories exhibit fundamentally different spatial characteristics: The patch areas of crazy quilts derive from a continuous random distribution, while area distributions of regular quilts consist of Gaussian mixtures. These Gaussian mixtures derive from regular pattern motifs that are repeated and we suggest that such a mixture is a distinctive signature of human-made visual patterns. In contrast, the distribution found in crazy quilts is shared with many other naturally occurring spatial patterns. Centroids of patches in the two quilt classes are spaced differently and in general, crazy quilts but not regular quilts are well-fitted by a random Strauss process. These results indicate that, within the constraints of the quilt format, Victorian quilters indeed achieved their goal of generating random structures.
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Goerg, Georg M.
2015-01-01
I present a parametric, bijective transformation to generate heavy tail versions of arbitrary random variables. The tail behavior of this heavy tail Lambert W × F X random variable depends on a tail parameter δ ≥ 0: for δ = 0, Y ≡ X, for δ > 0 Y has heavier tails than X. For X being Gaussian it reduces to Tukey's h distribution. The Lambert W function provides an explicit inverse transformation, which can thus remove heavy tails from observed data. It also provides closed-form expressions for the cumulative distribution (cdf) and probability density function (pdf). As a special case, these yield analytic expression for Tukey's h pdf and cdf. Parameters can be estimated by maximum likelihood and applications to S&P 500 log-returns demonstrate the usefulness of the presented methodology. The R package LambertW implements most of the introduced methodology and is publicly available on CRAN. PMID:26380372
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Wear, Keith A
2002-11-01
For a wide range of applications in medical ultrasound, power spectra of received signals are approximately Gaussian. It has been established previously that an ultrasound beam with a Gaussian spectrum propagating through a medium with linear attenuation remains Gaussian. In this paper, Gaussian transformations are derived to model the effects of scattering (according to a power law, as is commonly applicable in soft tissues, especially over limited frequency ranges) and gating (with a Hamming window, a commonly used gate function). These approximations are shown to be quite accurate even for relatively broad band systems with fractional bandwidths approaching 100%. The theory is validated by experiments in phantoms consisting of glass particles suspended in agar.
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The impact of non-Gaussianity upon cosmological forecasts
NASA Astrophysics Data System (ADS)
Repp, A.; Szapudi, I.; Carron, J.; Wolk, M.
2015-12-01
The primary science driver for 3D galaxy surveys is their potential to constrain cosmological parameters. Forecasts of these surveys' effectiveness typically assume Gaussian statistics for the underlying matter density, despite the fact that the actual distribution is decidedly non-Gaussian. To quantify the effect of this assumption, we employ an analytic expression for the power spectrum covariance matrix to calculate the Fisher information for Baryon Acoustic Oscillation (BAO)-type model surveys. We find that for typical number densities, at kmax = 0.5h Mpc-1, Gaussian assumptions significantly overestimate the information on all parameters considered, in some cases by up to an order of magnitude. However, after marginalizing over a six-parameter set, the form of the covariance matrix (dictated by N-body simulations) causes the majority of the effect to shift to the `amplitude-like' parameters, leaving the others virtually unaffected. We find that Gaussian assumptions at such wavenumbers can underestimate the dark energy parameter errors by well over 50 per cent, producing dark energy figures of merit almost three times too large. Thus, for 3D galaxy surveys probing the non-linear regime, proper consideration of non-Gaussian effects is essential.
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The Laplace method for probability measures in Banach spaces
NASA Astrophysics Data System (ADS)
Piterbarg, V. I.; Fatalov, V. R.
1995-12-01
Contents §1. Introduction Chapter I. Asymptotic analysis of continual integrals in Banach space, depending on a large parameter §2. The large deviation principle and logarithmic asymptotics of continual integrals §3. Exact asymptotics of Gaussian integrals in Banach spaces: the Laplace method 3.1. The Laplace method for Gaussian integrals taken over the whole Hilbert space: isolated minimum points ([167], I) 3.2. The Laplace method for Gaussian integrals in Hilbert space: the manifold of minimum points ([167], II) 3.3. The Laplace method for Gaussian integrals in Banach space ([90], [174], [176]) 3.4. Exact asymptotics of large deviations of Gaussian norms §4. The Laplace method for distributions of sums of independent random elements with values in Banach space 4.1. The case of a non-degenerate minimum point ([137], I) 4.2. A degenerate isolated minimum point and the manifold of minimum points ([137], II) §5. Further examples 5.1. The Laplace method for the local time functional of a Markov symmetric process ([217]) 5.2. The Laplace method for diffusion processes, a finite number of non-degenerate minimum points ([116]) 5.3. Asymptotics of large deviations for Brownian motion in the Hölder norm 5.4. Non-asymptotic expansion of a strong stable law in Hilbert space ([41]) Chapter II. The double sum method - a version of the Laplace method in the space of continuous functions §6. Pickands' method of double sums 6.1. General situations 6.2. Asymptotics of the distribution of the maximum of a Gaussian stationary process 6.3. Asymptotics of the probability of a large excursion of a Gaussian non-stationary process §7. Probabilities of large deviations of trajectories of Gaussian fields 7.1. Homogeneous fields and fields with constant dispersion 7.2. Finitely many maximum points of dispersion 7.3. Manifold of maximum points of dispersion 7.4. Asymptotics of distributions of maxima of Wiener fields §8. Exact asymptotics of large deviations of the norm of Gaussian vectors and processes with values in the spaces L_k^p and l^2. Gaussian fields with the set of parameters in Hilbert space 8.1 Exact asymptotics of the distribution of the l_k^p-norm of a Gaussian finite-dimensional vector with dependent coordinates, p > 1 8.2. Exact asymptotics of probabilities of high excursions of trajectories of processes of type \\chi^2 8.3. Asymptotics of the probabilities of large deviations of Gaussian processes with a set of parameters in Hilbert space [74] 8.4. Asymptotics of distributions of maxima of the norms of l^2-valued Gaussian processes 8.5. Exact asymptotics of large deviations for the l^2-valued Ornstein-Uhlenbeck process Bibliography
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Effects of simulated turbulence on aircraft handling qualities
NASA Technical Reports Server (NTRS)
Jacobson, I. D.; Joshi, D. S.
1977-01-01
The influence of simulated turbulence on aircraft handling qualities is presented. Pilot opinions of the handling qualities of a light general aviation aircraft were evaluated in a motion-base simulator using a simulated turbulence environment. A realistic representation of turbulence disturbances is described in terms of rms intensity and scale length and their random variations with time. The time histories generated by the proposed turbulence models showed characteristics which are more similar to real turbulence than the frequently-used Gaussian turbulence model. The proposed turbulence models flexibly accommodate changes in atmospheric conditions and are easily implemented in flight simulator studies.
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Neyman Pearson detection of K-distributed random variables
NASA Astrophysics Data System (ADS)
Tucker, J. Derek; Azimi-Sadjadi, Mahmood R.
2010-04-01
In this paper a new detection method for sonar imagery is developed in K-distributed background clutter. The equation for the log-likelihood is derived and compared to the corresponding counterparts derived for the Gaussian and Rayleigh assumptions. Test results of the proposed method on a data set of synthetic underwater sonar images is also presented. This database contains images with targets of different shapes inserted into backgrounds generated using a correlated K-distributed model. Results illustrating the effectiveness of the K-distributed detector are presented in terms of probability of detection, false alarm, and correct classification rates for various bottom clutter scenarios.
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Entanglement dynamics in random media
NASA Astrophysics Data System (ADS)
Menezes, G.; Svaiter, N. F.; Zarro, C. A. D.
2017-12-01
We study how the entanglement dynamics between two-level atoms is impacted by random fluctuations of the light cone. In our model the two-atom system is envisaged as an open system coupled with an electromagnetic field in the vacuum state. We employ the quantum master equation in the Born-Markov approximation in order to describe the completely positive time evolution of the atomic system. We restrict our investigations to the situation in which the atoms are coupled individually to two spatially separated cavities, one of which displays the emergence of light-cone fluctuations. In such a disordered cavity, we assume that the coefficients of the Klein-Gordon equation are random functions of the spatial coordinates. The disordered medium is modeled by a centered, stationary, and Gaussian process. We demonstrate that disorder has the effect of slowing down the entanglement decay. We conjecture that in a strong-disorder environment the mean life of entangled states can be enhanced in such a way as to almost completely suppress quantum nonlocal decoherence.
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Quasi-analytical treatment of spatially averaged radiation transfer in complex terrain
NASA Astrophysics Data System (ADS)
Löwe, H.; Helbig, N.
2012-04-01
We provide a new quasi-analytical method to compute the topographic influence on the effective albedo of complex topography as required for meteorological, land-surface or climate models. We investigate radiative transfer in complex terrain via the radiosity equation on isotropic Gaussian random fields. Under controlled approximations we derive expressions for domain averages of direct, diffuse and terrain radiation and the sky view factor. Domain averaged quantities are related to a type of level-crossing probability of the random field which is approximated by longstanding results developed for acoustic scattering at ocean boundaries. This allows us to express all non-local horizon effects in terms of a local terrain parameter, namely the mean squared slope. Emerging integrals are computed numerically and fit formulas are given for practical purposes. As an implication of our approach we provide an expression for the effective albedo of complex terrain in terms of the sun elevation angle, mean squared slope, the area averaged surface albedo, and the direct-to-diffuse ratio of solar radiation. As an application, we compute the effective albedo for the Swiss Alps and discuss possible generalizations of the method.
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Loop corrections to primordial non-Gaussianity
NASA Astrophysics Data System (ADS)
Boran, Sibel; Kahya, E. O.
2018-02-01
We discuss quantum gravitational loop effects to observable quantities such as curvature power spectrum and primordial non-Gaussianity of cosmic microwave background (CMB) radiation. We first review the previously shown case where one gets a time dependence for zeta-zeta correlator due to loop corrections. Then we investigate the effect of loop corrections to primordial non-Gaussianity of CMB. We conclude that, even with a single scalar inflaton, one might get a huge value for non-Gaussianity which would exceed the observed value by at least 30 orders of magnitude. Finally we discuss the consequences of this result for scalar driven inflationary models.
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Effect of surface roughness on contact line dynamics of a thin droplet
NASA Astrophysics Data System (ADS)
Bhattacharjee, Debanik; Soltannia, Babak; Nazaripoor, Hadi; Sadrzadeh, Mohtada
2017-11-01
Any surface possesses inherent roughness. Droplet spreading on a surface is an example of a contact line problem. The tri-phase contact line is prone to stress singularity which can be relieved by using precursor film assumption and disjoining pressure. In this study, an axisymmetric, incompressible, Newtonian droplet spreading on a surface was investigated. An evolution equation which tracks the droplet height over time was obtained considering the lubrication approximation. The nonlinear PDE of evolution equation was solved using finite difference scheme. A simplified Gaussian model was used as a starting point to assess the role of roughness in the dynamics of contact line. The preliminary results revealed that, for both impermeable and permeable surfaces, the apparent contact angle increased in the presence of defects whereas the equilibrium stage remained unaffected. The apparent contact angle, however, was more strongly dependent on the nature and density of defects for impermeable surfaces due to the longer droplet lifetime. Furthermore, random self-affine and non-Gaussian models are employed. The mathematical model results are finally compared with theoretical models like the Cassie-Baxter, Wenzel, and Penetration modes. NSERC.
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Self-Consistent Field Theory of Gaussian Ring Polymers
NASA Astrophysics Data System (ADS)
Kim, Jaeup; Yang, Yong-Biao; Lee, Won Bo
2012-02-01
Ring polymers, being free from chain ends, have fundamental importance in understanding the polymer statics and dynamics which are strongly influenced by the chain end effects. At a glance, their theoretical treatment may not seem particularly difficult, but the absence of chain ends and the topological constraints make the problem non-trivial, which results in limited success in the analytical or semi-analytical formulation of ring polymer theory. Here, I present a self-consistent field theory (SCFT) formalism of Gaussian (topologically unconstrained) ring polymers for the first time. The resulting static property of homogeneous and inhomogeneous ring polymers are compared with the random phase approximation (RPA) results. The critical point for ring homopolymer system is exactly the same as the linear polymer case, χN = 2, since a critical point does not depend on local structures of polymers. The critical point for ring diblock copolymer melts is χN 17.795, which is approximately 1.7 times of that of linear diblock copolymer melts, χN 10.495. The difference is due to the ring structure constraint.
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Fang, Wai-Chi; Huang, Kuan-Ju; Chou, Chia-Ching; Chang, Jui-Chung; Cauwenberghs, Gert; Jung, Tzyy-Ping
2014-01-01
This is a proposal for an efficient very-large-scale integration (VLSI) design, 16-channel on-line recursive independent component analysis (ORICA) processor ASIC for real-time EEG system, implemented with TSMC 40 nm CMOS technology. ORICA is appropriate to be used in real-time EEG system to separate artifacts because of its highly efficient and real-time process features. The proposed ORICA processor is composed of an ORICA processing unit and a singular value decomposition (SVD) processing unit. Compared with previous work [1], this proposed ORICA processor has enhanced effectiveness and reduced hardware complexity by utilizing a deeper pipeline architecture, shared arithmetic processing unit, and shared registers. The 16-channel random signals which contain 8-channel super-Gaussian and 8-channel sub-Gaussian components are used to analyze the dependence of the source components, and the average correlation coefficient is 0.95452 between the original source signals and extracted ORICA signals. Finally, the proposed ORICA processor ASIC is implemented with TSMC 40 nm CMOS technology, and it consumes 15.72 mW at 100 MHz operating frequency.
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The properties of the anti-tumor model with coupling non-Gaussian noise and Gaussian colored noise
NASA Astrophysics Data System (ADS)
Guo, Qin; Sun, Zhongkui; Xu, Wei
2016-05-01
The anti-tumor model with correlation between multiplicative non-Gaussian noise and additive Gaussian-colored noise has been investigated in this paper. The behaviors of the stationary probability distribution demonstrate that the multiplicative non-Gaussian noise plays a dual role in the development of tumor and an appropriate additive Gaussian colored noise can lead to a minimum of the mean value of tumor cell population. The mean first passage time is calculated to quantify the effects of noises on the transition time of tumors between the stable states. An increase in both the non-Gaussian noise intensity and the departure from the Gaussian noise can accelerate the transition from the disease state to the healthy state. On the contrary, an increase in cross-correlated degree will slow down the transition. Moreover, the correlation time can enhance the stability of the disease state.
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A wavelet-based Gaussian method for energy dispersive X-ray fluorescence spectrum.
Liu, Pan; Deng, Xiaoyan; Tang, Xin; Shen, Shijian
2017-05-01
This paper presents a wavelet-based Gaussian method (WGM) for the peak intensity estimation of energy dispersive X-ray fluorescence (EDXRF). The relationship between the parameters of Gaussian curve and the wavelet coefficients of Gaussian peak point is firstly established based on the Mexican hat wavelet. It is found that the Gaussian parameters can be accurately calculated by any two wavelet coefficients at the peak point which has to be known. This fact leads to a local Gaussian estimation method for spectral peaks, which estimates the Gaussian parameters based on the detail wavelet coefficients of Gaussian peak point. The proposed method is tested via simulated and measured spectra from an energy X-ray spectrometer, and compared with some existing methods. The results prove that the proposed method can directly estimate the peak intensity of EDXRF free from the background information, and also effectively distinguish overlap peaks in EDXRF spectrum.
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Martínez, Carlos Alberto; Khare, Kshitij; Banerjee, Arunava; Elzo, Mauricio A
2017-03-21
This study corresponds to the second part of a companion paper devoted to the development of Bayesian multiple regression models accounting for randomness of genotypes in across population genome-wide prediction. This family of models considers heterogeneous and correlated marker effects and allelic frequencies across populations, and has the ability of considering records from non-genotyped individuals and individuals with missing genotypes in any subset of loci without the need for previous imputation, taking into account uncertainty about imputed genotypes. This paper extends this family of models by considering multivariate spike and slab conditional priors for marker allele substitution effects and contains derivations of approximate Bayes factors and fractional Bayes factors to compare models from part I and those developed here with their null versions. These null versions correspond to simpler models ignoring heterogeneity of populations, but still accounting for randomness of genotypes. For each marker loci, the spike component of priors corresponded to point mass at 0 in R S , where S is the number of populations, and the slab component was a S-variate Gaussian distribution, independent conditional priors were assumed. For the Gaussian components, covariance matrices were assumed to be either the same for all markers or different for each marker. For null models, the priors were simply univariate versions of these finite mixture distributions. Approximate algebraic expressions for Bayes factors and fractional Bayes factors were found using the Laplace approximation. Using the simulated datasets described in part I, these models were implemented and compared with models derived in part I using measures of predictive performance based on squared Pearson correlations, Deviance Information Criterion, Bayes factors, and fractional Bayes factors. The extensions presented here enlarge our family of genome-wide prediction models making it more flexible in the sense that it now offers more modeling options. Copyright © 2017 Elsevier Ltd. All rights reserved.
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Deterministic Mean-Field Ensemble Kalman Filtering
Law, Kody J. H.; Tembine, Hamidou; Tempone, Raul
2016-05-03
The proof of convergence of the standard ensemble Kalman filter (EnKF) from Le Gland, Monbet, and Tran [Large sample asymptotics for the ensemble Kalman filter, in The Oxford Handbook of Nonlinear Filtering, Oxford University Press, Oxford, UK, 2011, pp. 598--631] is extended to non-Gaussian state-space models. In this paper, a density-based deterministic approximation of the mean-field limit EnKF (DMFEnKF) is proposed, consisting of a PDE solver and a quadrature rule. Given a certain minimal order of convergence κ between the two, this extends to the deterministic filter approximation, which is therefore asymptotically superior to standard EnKF for dimension d
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Resampling methods in Microsoft Excel® for estimating reference intervals
Theodorsson, Elvar
2015-01-01
Computer- intensive resampling/bootstrap methods are feasible when calculating reference intervals from non-Gaussian or small reference samples. Microsoft Excel® in version 2010 or later includes natural functions, which lend themselves well to this purpose including recommended interpolation procedures for estimating 2.5 and 97.5 percentiles. The purpose of this paper is to introduce the reader to resampling estimation techniques in general and in using Microsoft Excel® 2010 for the purpose of estimating reference intervals in particular. Parametric methods are preferable to resampling methods when the distributions of observations in the reference samples is Gaussian or can transformed to that distribution even when the number of reference samples is less than 120. Resampling methods are appropriate when the distribution of data from the reference samples is non-Gaussian and in case the number of reference individuals and corresponding samples are in the order of 40. At least 500-1000 random samples with replacement should be taken from the results of measurement of the reference samples. PMID:26527366
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Resampling methods in Microsoft Excel® for estimating reference intervals.
Theodorsson, Elvar
2015-01-01
Computer-intensive resampling/bootstrap methods are feasible when calculating reference intervals from non-Gaussian or small reference samples. Microsoft Excel® in version 2010 or later includes natural functions, which lend themselves well to this purpose including recommended interpolation procedures for estimating 2.5 and 97.5 percentiles. The purpose of this paper is to introduce the reader to resampling estimation techniques in general and in using Microsoft Excel® 2010 for the purpose of estimating reference intervals in particular. Parametric methods are preferable to resampling methods when the distributions of observations in the reference samples is Gaussian or can transformed to that distribution even when the number of reference samples is less than 120. Resampling methods are appropriate when the distribution of data from the reference samples is non-Gaussian and in case the number of reference individuals and corresponding samples are in the order of 40. At least 500-1000 random samples with replacement should be taken from the results of measurement of the reference samples.
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Langevin dynamics for ramified structures
NASA Astrophysics Data System (ADS)
Méndez, Vicenç; Iomin, Alexander; Horsthemke, Werner; Campos, Daniel
2017-06-01
We propose a generalized Langevin formalism to describe transport in combs and similar ramified structures. Our approach consists of a Langevin equation without drift for the motion along the backbone. The motion along the secondary branches may be described either by a Langevin equation or by other types of random processes. The mean square displacement (MSD) along the backbone characterizes the transport through the ramified structure. We derive a general analytical expression for this observable in terms of the probability distribution function of the motion along the secondary branches. We apply our result to various types of motion along the secondary branches of finite or infinite length, such as subdiffusion, superdiffusion, and Langevin dynamics with colored Gaussian noise and with non-Gaussian white noise. Monte Carlo simulations show excellent agreement with the analytical results. The MSD for the case of Gaussian noise is shown to be independent of the noise color. We conclude by generalizing our analytical expression for the MSD to the case where each secondary branch is n dimensional.
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Deterministic Mean-Field Ensemble Kalman Filtering
DOE Office of Scientific and Technical Information (OSTI.GOV)
Law, Kody J. H.; Tembine, Hamidou; Tempone, Raul
The proof of convergence of the standard ensemble Kalman filter (EnKF) from Le Gland, Monbet, and Tran [Large sample asymptotics for the ensemble Kalman filter, in The Oxford Handbook of Nonlinear Filtering, Oxford University Press, Oxford, UK, 2011, pp. 598--631] is extended to non-Gaussian state-space models. In this paper, a density-based deterministic approximation of the mean-field limit EnKF (DMFEnKF) is proposed, consisting of a PDE solver and a quadrature rule. Given a certain minimal order of convergence κ between the two, this extends to the deterministic filter approximation, which is therefore asymptotically superior to standard EnKF for dimension d
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Recovering Galaxy Properties Using Gaussian Process SED Fitting
NASA Astrophysics Data System (ADS)
Iyer, Kartheik; Awan, Humna
2018-01-01
Information about physical quantities like the stellar mass, star formation rates, and ages for distant galaxies is contained in their spectral energy distributions (SEDs), obtained through photometric surveys like SDSS, CANDELS, LSST etc. However, noise in the photometric observations often is a problem, and using naive machine learning methods to estimate physical quantities can result in overfitting the noise, or converging on solutions that lie outside the physical regime of parameter space.We use Gaussian Process regression trained on a sample of SEDs corresponding to galaxies from a Semi-Analytic model (Somerville+15a) to estimate their stellar masses, and compare its performance to a variety of different methods, including simple linear regression, Random Forests, and k-Nearest Neighbours. We find that the Gaussian Process method is robust to noise and predicts not only stellar masses but also their uncertainties. The method is also robust in the cases where the distribution of the training data is not identical to the target data, which can be extremely useful when generalized to more subtle galaxy properties.
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Le Boedec, Kevin
2016-12-01
According to international guidelines, parametric methods must be chosen for RI construction when the sample size is small and the distribution is Gaussian. However, normality tests may not be accurate at small sample size. The purpose of the study was to evaluate normality test performance to properly identify samples extracted from a Gaussian population at small sample sizes, and assess the consequences on RI accuracy of applying parametric methods to samples that falsely identified the parent population as Gaussian. Samples of n = 60 and n = 30 values were randomly selected 100 times from simulated Gaussian, lognormal, and asymmetric populations of 10,000 values. The sensitivity and specificity of 4 normality tests were compared. Reference intervals were calculated using 6 different statistical methods from samples that falsely identified the parent population as Gaussian, and their accuracy was compared. Shapiro-Wilk and D'Agostino-Pearson tests were the best performing normality tests. However, their specificity was poor at sample size n = 30 (specificity for P < .05: .51 and .50, respectively). The best significance levels identified when n = 30 were 0.19 for Shapiro-Wilk test and 0.18 for D'Agostino-Pearson test. Using parametric methods on samples extracted from a lognormal population but falsely identified as Gaussian led to clinically relevant inaccuracies. At small sample size, normality tests may lead to erroneous use of parametric methods to build RI. Using nonparametric methods (or alternatively Box-Cox transformation) on all samples regardless of their distribution or adjusting, the significance level of normality tests depending on sample size would limit the risk of constructing inaccurate RI. © 2016 American Society for Veterinary Clinical Pathology.
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The meta-Gaussian Bayesian Processor of forecasts and associated preliminary experiments
NASA Astrophysics Data System (ADS)
Chen, Fajing; Jiao, Meiyan; Chen, Jing
2013-04-01
Public weather services are trending toward providing users with probabilistic weather forecasts, in place of traditional deterministic forecasts. Probabilistic forecasting techniques are continually being improved to optimize available forecasting information. The Bayesian Processor of Forecast (BPF), a new statistical method for probabilistic forecast, can transform a deterministic forecast into a probabilistic forecast according to the historical statistical relationship between observations and forecasts generated by that forecasting system. This technique accounts for the typical forecasting performance of a deterministic forecasting system in quantifying the forecast uncertainty. The meta-Gaussian likelihood model is suitable for a variety of stochastic dependence structures with monotone likelihood ratios. The meta-Gaussian BPF adopting this kind of likelihood model can therefore be applied across many fields, including meteorology and hydrology. The Bayes theorem with two continuous random variables and the normal-linear BPF are briefly introduced. The meta-Gaussian BPF for a continuous predictand using a single predictor is then presented and discussed. The performance of the meta-Gaussian BPF is tested in a preliminary experiment. Control forecasts of daily surface temperature at 0000 UTC at Changsha and Wuhan stations are used as the deterministic forecast data. These control forecasts are taken from ensemble predictions with a 96-h lead time generated by the National Meteorological Center of the China Meteorological Administration, the European Centre for Medium-Range Weather Forecasts, and the US National Centers for Environmental Prediction during January 2008. The results of the experiment show that the meta-Gaussian BPF can transform a deterministic control forecast of surface temperature from any one of the three ensemble predictions into a useful probabilistic forecast of surface temperature. These probabilistic forecasts quantify the uncertainty of the control forecast; accordingly, the performance of the probabilistic forecasts differs based on the source of the underlying deterministic control forecasts.
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DOE Office of Scientific and Technical Information (OSTI.GOV)
Giovannetti, Vittorio; Lloyd, Seth; Department of Mechanical Engineering, Massachusetts Institute of Technology, 77 Massachusetts Avenue, Cambridge, Massachusetts 02139
The Amosov-Holevo-Werner conjecture implies the additivity of the minimum Renyi entropies at the output of a channel. The conjecture is proven true for all Renyi entropies of integer order greater than two in a class of Gaussian bosonic channel where the input signal is randomly displaced or where it is coupled linearly to an external environment.
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Irradiation direction from texture
NASA Astrophysics Data System (ADS)
Koenderink, Jan J.; Pont, Sylvia C.
2003-10-01
We present a theory of image texture resulting from the shading of corrugated (three-dimensional textured) surfaces, Lambertian on the micro scale, in the domain of geometrical optics. The derivation applies to isotropic Gaussian random surfaces, under collimated illumination, in normal view. The theory predicts the structure tensors from either the gradient or the Hessian of the image intensity and allows inferences of the direction of irradiation of the surface. Although the assumptions appear prima facie rather restrictive, even for surfaces that are not at all Gaussian, with the bidirectional reflectance distribution function far from Lambertian and vignetting and multiple scattering present, we empirically recover the direction of irradiation with an accuracy of a few degrees.
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A new approach for beam hardening correction based on the local spectrum distributions
NASA Astrophysics Data System (ADS)
Rasoulpour, Naser; Kamali-Asl, Alireza; Hemmati, Hamidreza
2015-09-01
Energy dependence of material absorption and polychromatic nature of x-ray beams in the Computed Tomography (CT) causes a phenomenon which called "beam hardening". The purpose of this study is to provide a novel approach for Beam Hardening (BH) correction. This approach is based on the linear attenuation coefficients of Local Spectrum Distributions (LSDs) in the various depths of a phantom. The proposed method includes two steps. Firstly, the hardened spectra in various depths of the phantom (or LSDs) are estimated based on the Expectation Maximization (EM) algorithm for arbitrary thickness interval of known materials in the phantom. The performance of LSD estimation technique is evaluated by applying random Gaussian noise to transmission data. Then, the linear attenuation coefficients with regarding to the mean energy of LSDs are obtained. Secondly, a correction function based on the calculated attenuation coefficients is derived in order to correct polychromatic raw data. Since a correction function has been used for the conversion of the polychromatic data to the monochromatic data, the effect of BH in proposed reconstruction must be reduced in comparison with polychromatic reconstruction. The proposed approach has been assessed in the phantoms which involve less than two materials, but the correction function has been extended for using in the constructed phantoms with more than two materials. The relative mean energy difference in the LSDs estimations based on the noise-free transmission data was less than 1.5%. Also, it shows an acceptable value when a random Gaussian noise is applied to the transmission data. The amount of cupping artifact in the proposed reconstruction method has been effectively reduced and proposed reconstruction profile is uniform more than polychromatic reconstruction profile.
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NASA Astrophysics Data System (ADS)
Jimenez, Jose Ramón; González Anera, Rosario; Jiménez del Barco, Luis; Hita, Enrique; Pérez-Ocón, Francisco
2005-01-01
We provide a correction factor to be added in ablation algorithms when a Gaussian beam is used in photorefractive laser surgery. This factor, which quantifies the effect of pulse overlapping, depends on beam radius and spot size. We also deduce the expected post-surgical corneal radius and asphericity when considering this factor. Data on 141 eyes operated on LASIK (laser in situ keratomileusis) with a Gaussian profile show that the discrepancy between experimental and expected data on corneal power is significantly lower when using the correction factor. For an effective improvement of post-surgical visual quality, this factor should be applied in ablation algorithms that do not consider the effects of pulse overlapping with a Gaussian beam.
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NASA Astrophysics Data System (ADS)
Zhu, Tao; Wang, Anzhong; Kirsten, Klaus; Cleaver, Gerald; Sheng, Qin
2018-02-01
Loop quantum cosmology provides a resolution of the classical big bang singularity in the deep Planck era. The evolution, prior to the usual slow-roll inflation, naturally generates excited states at the onset of the slow-roll inflation. It is expected that these quantum gravitational effects could leave its fingerprints on the primordial perturbation spectrum and non-Gaussianity, and lead to some observational evidences in the cosmic microwave background. While the impact of the quantum effects on the primordial perturbation spectrum has been already studied and constrained by current data, in this paper we continue to study such effects but now on the non-Gaussianity of the primordial curvature perturbations. We present detailed and analytical calculations of the non-Gaussianity and show explicitly that the corrections due to the quantum effects are at the same magnitude of the slow-roll parameters in the observable scales and thus are well within current observational constraints. Despite this, we show that the non-Gaussianity in the squeezed limit can be enhanced at superhorizon scales and it is these effects that can yield a large statistical anisotropy on the power spectrum through the Erickcek-Kamionkowski-Carroll mechanism.
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Cameron, Donnie; Bouhrara, Mustapha; Reiter, David A; Fishbein, Kenneth W; Choi, Seongjin; Bergeron, Christopher M; Ferrucci, Luigi; Spencer, Richard G
2017-07-01
This work characterizes the effect of lipid and noise signals on muscle diffusion parameter estimation in several conventional and non-Gaussian models, the ultimate objectives being to characterize popular fat suppression approaches for human muscle diffusion studies, to provide simulations to inform experimental work and to report normative non-Gaussian parameter values. The models investigated in this work were the Gaussian monoexponential and intravoxel incoherent motion (IVIM) models, and the non-Gaussian kurtosis and stretched exponential models. These were evaluated via simulations, and in vitro and in vivo experiments. Simulations were performed using literature input values, modeling fat contamination as an additive baseline to data, whereas phantom studies used a phantom containing aliphatic and olefinic fats and muscle-like gel. Human imaging was performed in the hamstring muscles of 10 volunteers. Diffusion-weighted imaging was applied with spectral attenuated inversion recovery (SPAIR), slice-select gradient reversal and water-specific excitation fat suppression, alone and in combination. Measurement bias (accuracy) and dispersion (precision) were evaluated, together with intra- and inter-scan repeatability. Simulations indicated that noise in magnitude images resulted in <6% bias in diffusion coefficients and non-Gaussian parameters (α, K), whereas baseline fitting minimized fat bias for all models, except IVIM. In vivo, popular SPAIR fat suppression proved inadequate for accurate parameter estimation, producing non-physiological parameter estimates without baseline fitting and large biases when it was used. Combining all three fat suppression techniques and fitting data with a baseline offset gave the best results of all the methods studied for both Gaussian diffusion and, overall, for non-Gaussian diffusion. It produced consistent parameter estimates for all models, except IVIM, and highlighted non-Gaussian behavior perpendicular to muscle fibers (α ~ 0.95, K ~ 3.1). These results show that effective fat suppression is crucial for accurate measurement of non-Gaussian diffusion parameters, and will be an essential component of quantitative studies of human muscle quality. Published 2017. This article is a U.S. Government work and is in the public domain in the USA.
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Extinction time of a stochastic predator-prey model by the generalized cell mapping method
NASA Astrophysics Data System (ADS)
Han, Qun; Xu, Wei; Hu, Bing; Huang, Dongmei; Sun, Jian-Qiao
2018-03-01
The stochastic response and extinction time of a predator-prey model with Gaussian white noise excitations are studied by the generalized cell mapping (GCM) method based on the short-time Gaussian approximation (STGA). The methods for stochastic response probability density functions (PDFs) and extinction time statistics are developed. The Taylor expansion is used to deal with non-polynomial nonlinear terms of the model for deriving the moment equations with Gaussian closure, which are needed for the STGA in order to compute the one-step transition probabilities. The work is validated with direct Monte Carlo simulations. We have presented the transient responses showing the evolution from a Gaussian initial distribution to a non-Gaussian steady-state one. The effects of the model parameter and noise intensities on the steady-state PDFs are discussed. It is also found that the effects of noise intensities on the extinction time statistics are opposite to the effects on the limit probability distributions of the survival species.
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NASA Astrophysics Data System (ADS)
Mashhadi, L.
2017-12-01
Optical vortices are currently one of the most intensively studied topics in light-matter interaction. In this work, a three-step axial Doppler- and recoil-free Gaussian-Gaussian-Laguerre-Gaussian (GGLG) excitation of a localized atom to the highly excited Rydberg state is presented. By assuming a large detuning for intermediate states, an effective quadrupole excitation related to the Laguerre-Gaussian (LG) excitation to the highly excited Rydberg state is obtained. This special excitation system radially confines the single highly excited Rydberg atom independently of the trapping system into a sharp potential landscape into the so-called ‘far-off-resonance optical dipole-quadrupole trap’ (FORDQT). The key parameters of the Rydberg excitation to the highly excited state, namely the effective Rabi frequency and the effective detuning including a position-dependent AC Stark shift, are calculated in terms of the basic parameters of the LG beam and of the polarization of the excitation lasers. It is shown that the obtained parameters can be tuned to have a precise excitation of a single atom to the desired Rydberg state as well. The features of transferring the optical orbital and spin angular momentum of the polarized LG beam to the atom via quadrupole Rydberg excitation offer a long-lived and controllable qudit quantum memory. In addition, in contrast to the Gaussian laser beam, the doughnut-shaped LG beam makes it possible to use a high intensity laser beam to increase the signal-to-noise ratio in quadrupole excitation with minimized perturbations coming from stray light broadening in the last Rydberg excitation process.
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Yiu, Sean; Farewell, Vernon T; Tom, Brian D M
2017-08-01
Many psoriatic arthritis patients do not progress to permanent joint damage in any of the 28 hand joints, even under prolonged follow-up. This has led several researchers to fit models that estimate the proportion of stayers (those who do not have the propensity to experience the event of interest) and to characterize the rate of developing damaged joints in the movers (those who have the propensity to experience the event of interest). However, when fitted to the same data, the paper demonstrates that the choice of model for the movers can lead to widely varying conclusions on a stayer population, thus implying that, if interest lies in a stayer population, a single analysis should not generally be adopted. The aim of the paper is to provide greater understanding regarding estimation of a stayer population by comparing the inferences, performance and features of multiple fitted models to real and simulated data sets. The models for the movers are based on Poisson processes with patient level random effects and/or dynamic covariates, which are used to induce within-patient correlation, and observation level random effects are used to account for time varying unobserved heterogeneity. The gamma, inverse Gaussian and compound Poisson distributions are considered for the random effects.
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Passive state preparation in the Gaussian-modulated coherent-states quantum key distribution
DOE Office of Scientific and Technical Information (OSTI.GOV)
Qi, Bing; Evans, Philip G.; Grice, Warren P.
In the Gaussian-modulated coherent-states (GMCS) quantum key distribution (QKD) protocol, Alice prepares quantum states actively: For each transmission, Alice generates a pair of Gaussian-distributed random numbers, encodes them on a weak coherent pulse using optical amplitude and phase modulators, and then transmits the Gaussian-modulated weak coherent pulse to Bob. Here we propose a passive state preparation scheme using a thermal source. In our scheme, Alice splits the output of a thermal source into two spatial modes using a beam splitter. She measures one mode locally using conjugate optical homodyne detectors, and transmits the other mode to Bob after applying appropriatemore » optical attenuation. Under normal conditions, Alice's measurement results are correlated to Bob's, and they can work out a secure key, as in the active state preparation scheme. Given the initial thermal state generated by the source is strong enough, this scheme can tolerate high detector noise at Alice's side. Furthermore, the output of the source does not need to be single mode, since an optical homodyne detector can selectively measure a single mode determined by the local oscillator. Preliminary experimental results suggest that the proposed scheme could be implemented using an off-the-shelf amplified spontaneous emission source.« less
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Real-time model learning using Incremental Sparse Spectrum Gaussian Process Regression.
Gijsberts, Arjan; Metta, Giorgio
2013-05-01
Novel applications in unstructured and non-stationary human environments require robots that learn from experience and adapt autonomously to changing conditions. Predictive models therefore not only need to be accurate, but should also be updated incrementally in real-time and require minimal human intervention. Incremental Sparse Spectrum Gaussian Process Regression is an algorithm that is targeted specifically for use in this context. Rather than developing a novel algorithm from the ground up, the method is based on the thoroughly studied Gaussian Process Regression algorithm, therefore ensuring a solid theoretical foundation. Non-linearity and a bounded update complexity are achieved simultaneously by means of a finite dimensional random feature mapping that approximates a kernel function. As a result, the computational cost for each update remains constant over time. Finally, algorithmic simplicity and support for automated hyperparameter optimization ensures convenience when employed in practice. Empirical validation on a number of synthetic and real-life learning problems confirms that the performance of Incremental Sparse Spectrum Gaussian Process Regression is superior with respect to the popular Locally Weighted Projection Regression, while computational requirements are found to be significantly lower. The method is therefore particularly suited for learning with real-time constraints or when computational resources are limited. Copyright © 2012 Elsevier Ltd. All rights reserved.
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A Gaussian Mixture Model Representation of Endmember Variability in Hyperspectral Unmixing
NASA Astrophysics Data System (ADS)
Zhou, Yuan; Rangarajan, Anand; Gader, Paul D.
2018-05-01
Hyperspectral unmixing while considering endmember variability is usually performed by the normal compositional model (NCM), where the endmembers for each pixel are assumed to be sampled from unimodal Gaussian distributions. However, in real applications, the distribution of a material is often not Gaussian. In this paper, we use Gaussian mixture models (GMM) to represent the endmember variability. We show, given the GMM starting premise, that the distribution of the mixed pixel (under the linear mixing model) is also a GMM (and this is shown from two perspectives). The first perspective originates from the random variable transformation and gives a conditional density function of the pixels given the abundances and GMM parameters. With proper smoothness and sparsity prior constraints on the abundances, the conditional density function leads to a standard maximum a posteriori (MAP) problem which can be solved using generalized expectation maximization. The second perspective originates from marginalizing over the endmembers in the GMM, which provides us with a foundation to solve for the endmembers at each pixel. Hence, our model can not only estimate the abundances and distribution parameters, but also the distinct endmember set for each pixel. We tested the proposed GMM on several synthetic and real datasets, and showed its potential by comparing it to current popular methods.
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Passive state preparation in the Gaussian-modulated coherent-states quantum key distribution
Qi, Bing; Evans, Philip G.; Grice, Warren P.
2018-01-01
In the Gaussian-modulated coherent-states (GMCS) quantum key distribution (QKD) protocol, Alice prepares quantum states actively: For each transmission, Alice generates a pair of Gaussian-distributed random numbers, encodes them on a weak coherent pulse using optical amplitude and phase modulators, and then transmits the Gaussian-modulated weak coherent pulse to Bob. Here we propose a passive state preparation scheme using a thermal source. In our scheme, Alice splits the output of a thermal source into two spatial modes using a beam splitter. She measures one mode locally using conjugate optical homodyne detectors, and transmits the other mode to Bob after applying appropriatemore » optical attenuation. Under normal conditions, Alice's measurement results are correlated to Bob's, and they can work out a secure key, as in the active state preparation scheme. Given the initial thermal state generated by the source is strong enough, this scheme can tolerate high detector noise at Alice's side. Furthermore, the output of the source does not need to be single mode, since an optical homodyne detector can selectively measure a single mode determined by the local oscillator. Preliminary experimental results suggest that the proposed scheme could be implemented using an off-the-shelf amplified spontaneous emission source.« less
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Comparing fixed and variable-width Gaussian networks.
Kůrková, Věra; Kainen, Paul C
2014-09-01
The role of width of Gaussians in two types of computational models is investigated: Gaussian radial-basis-functions (RBFs) where both widths and centers vary and Gaussian kernel networks which have fixed widths but varying centers. The effect of width on functional equivalence, universal approximation property, and form of norms in reproducing kernel Hilbert spaces (RKHS) is explored. It is proven that if two Gaussian RBF networks have the same input-output functions, then they must have the same numbers of units with the same centers and widths. Further, it is shown that while sets of input-output functions of Gaussian kernel networks with two different widths are disjoint, each such set is large enough to be a universal approximator. Embedding of RKHSs induced by "flatter" Gaussians into RKHSs induced by "sharper" Gaussians is described and growth of the ratios of norms on these spaces with increasing input dimension is estimated. Finally, large sets of argminima of error functionals in sets of input-output functions of Gaussian RBFs are described. Copyright © 2014 Elsevier Ltd. All rights reserved.
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Lee, It Ee; Ghassemlooy, Zabih; Ng, Wai Pang; Khalighi, Mohammad-Ali; Liaw, Shien-Kuei
2016-01-01
Joint effects of aperture averaging and beam width on the performance of free-space optical communication links, under the impairments of atmospheric loss, turbulence, and pointing errors (PEs), are investigated from an information theory perspective. The propagation of a spatially partially coherent Gaussian-beam wave through a random turbulent medium is characterized, taking into account the diverging and focusing properties of the optical beam as well as the scintillation and beam wander effects. Results show that a noticeable improvement in the average channel capacity can be achieved with an enlarged receiver aperture in the moderate-to-strong turbulence regime, even without knowledge of the channel state information. In particular, it is observed that the optimum beam width can be reduced to improve the channel capacity, albeit the presence of scintillation and PEs, given that either one or both of these adverse effects are least dominant. We show that, under strong turbulence conditions, the beam width increases linearly with the Rytov variance for a relatively smaller PE loss but changes exponentially with steeper increments for higher PE losses. Our findings conclude that the optimal beam width is dependent on the combined effects of turbulence and PEs, and this parameter should be adjusted according to the varying atmospheric channel conditions. Therefore, we demonstrate that the maximum channel capacity is best achieved through the introduction of a larger receiver aperture and a beam-width optimization technique.
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Bi-spectrum based-EMD applied to the non-stationary vibration signals for bearing faults diagnosis.
Saidi, Lotfi; Ali, Jaouher Ben; Fnaiech, Farhat
2014-09-01
Empirical mode decomposition (EMD) has been widely applied to analyze vibration signals behavior for bearing failures detection. Vibration signals are almost always non-stationary since bearings are inherently dynamic (e.g., speed and load condition change over time). By using EMD, the complicated non-stationary vibration signal is decomposed into a number of stationary intrinsic mode functions (IMFs) based on the local characteristic time scale of the signal. Bi-spectrum, a third-order statistic, helps to identify phase coupling effects, the bi-spectrum is theoretically zero for Gaussian noise and it is flat for non-Gaussian white noise, consequently the bi-spectrum analysis is insensitive to random noise, which are useful for detecting faults in induction machines. Utilizing the advantages of EMD and bi-spectrum, this article proposes a joint method for detecting such faults, called bi-spectrum based EMD (BSEMD). First, original vibration signals collected from accelerometers are decomposed by EMD and a set of IMFs is produced. Then, the IMF signals are analyzed via bi-spectrum to detect outer race bearing defects. The procedure is illustrated with the experimental bearing vibration data. The experimental results show that BSEMD techniques can effectively diagnosis bearing failures. Copyright © 2014 ISA. Published by Elsevier Ltd. All rights reserved.
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Improving the power efficiency of SOA-based UWB over fiber systems via pulse shape randomization
NASA Astrophysics Data System (ADS)
Taki, H.; Azou, S.; Hamie, A.; Al Housseini, A.; Alaeddine, A.; Sharaiha, A.
2016-09-01
A simple pulse shape randomization scheme is considered in this paper for improving the performance of ultra wide band (UWB) communication systems using On Off Keying (OOK) or pulse position modulation (PPM) formats. The advantage of the proposed scheme, which can be either employed for impulse radio (IR) or for carrier-based systems, is first theoretically studied based on closed-form derivations of power spectral densities. Then, we investigate an application to an IR-UWB over optical fiber system, by utilizing the 4th and 5th orders of Gaussian derivatives. Our approach proves to be effective for 1 Gbps-PPM and 2 Gbps-OOK transmissions, with an advantage in terms of power efficiency for short distances. We also examine the performance for a system employing an in-line Semiconductor Optical Amplifier (SOA) with the view to achieve a reach extension, while limiting the cost and system complexity.
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A Bernoulli Gaussian Watermark for Detecting Integrity Attacks in Control Systems
DOE Office of Scientific and Technical Information (OSTI.GOV)
Weerakkody, Sean; Ozel, Omur; Sinopoli, Bruno
We examine the merit of Bernoulli packet drops in actively detecting integrity attacks on control systems. The aim is to detect an adversary who delivers fake sensor measurements to a system operator in order to conceal their effect on the plant. Physical watermarks, or noisy additive Gaussian inputs, have been previously used to detect several classes of integrity attacks in control systems. In this paper, we consider the analysis and design of Gaussian physical watermarks in the presence of packet drops at the control input. On one hand, this enables analysis in a more general network setting. On the othermore » hand, we observe that in certain cases, Bernoulli packet drops can improve detection performance relative to a purely Gaussian watermark. This motivates the joint design of a Bernoulli-Gaussian watermark which incorporates both an additive Gaussian input and a Bernoulli drop process. We characterize the effect of such a watermark on system performance as well as attack detectability in two separate design scenarios. Here, we consider a correlation detector for attack recognition. We then propose efficiently solvable optimization problems to intelligently select parameters of the Gaussian input and the Bernoulli drop process while addressing security and performance trade-offs. Finally, we provide numerical results which illustrate that a watermark with packet drops can indeed outperform a Gaussian watermark.« less
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The effects of induced heat loads on the propagation of Ince-Gaussian beams
NASA Astrophysics Data System (ADS)
Nadgaran, H.; Servatkhah, M.
2011-10-01
Thermal effects are very much influential in high power beam generators. Their impacts on special types of beams such as Helmholtz-Gauss beams have attracted special attentions. This work reports thermal effects on the generation and propagation of Ince-Gaussian beams. The results show considerable beam spot size variations for near fields under various induced heat loads. As Ince-Gaussian beams are directly related to cavity symmetry breaking, the results can greatly help system designers for circumventing these types of symmetry breaks usually encountered in high power lasers.
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Stochastic Modeling of CO2 Migrations and Chemical Reactions in Deep Saline Formations
NASA Astrophysics Data System (ADS)
Ni, C.; Lee, I.; Lin, C.
2013-12-01
Carbon capture and storage (CCS) has been recognized the feasible technology that can significant reduce the anthropogenic CO2 emissions from large point sources. The CO2 injection in geological formations is one of the options to permanently store the captured CO2. Based on this concept a large number of target formations have been identified and intensively investigated with different types of techniques such as the hydrogeophysical experiments or numerical simulations. The numerical simulations of CO2 migrations in saline formations recently gather much attention because a number of models are available for this purpose and there are potential sites existing in many countries. The lower part of Cholan Formation (CF) near Changhua Coastal Industrial Park (CCIP) in west central Taiwan was identified the largest potential site for CO2 sequestration. The top elevations of the KF in this area varies from 1300 to 1700m below the sea level. Laboratory experiment showed that the permeability of CF is 10-14 to 10-12 m2. Over the years the offshore seismic survey and limited onshore borehole logs have provided information for the simulation of CO2 migration in the CF although the original investigations might not focus on the purpose of CO2 sequestration. In this study we modify the TOUGHREACT model to consider the small-scale heterogeneity in target formation and the cap rock of upper CF. A Monte Carlo Simulation (MCS) approach based on the TOUGHREACT model is employed to quantify the effect of small-scale heterogeneity on the CO2 migrations and hydrochemical reactions in the CF. We assume that the small-scale variability of permeability in KF can be described with a known Gaussian distribution. Therefore, the Gaussian type random field generator such as Sequential Gaussian Simulation (SGSIM) in Geostatistical Software Library (GSLIB) can be used to provide the random permeability realizations for the MCS. A variety of statistical parameters such as the variances and correlation lengths in a Gaussian covariance model are varied in the MCS and the uncertainty of the CO2 and other chemical concentrations are evaluated based on 144 random realizations. In this study a constant injection rate of100Mt/year supercritical CO2 is applied in the bottom of CF. The continuous injection time is 20 years and the uncertainty results are evaluated at 100 years. By comparing with the case without small-scale variability simulation results show that the CO2 plume sizes in the horizontal direction increase from tens of meters to hundreds of meters when the variances of small-scale variability are varied from 1.0 to 4.0. The changes of correlation lengths (i.e., from 100m, 200m, to 400m) show small contribution on the size increases of CO2 plumes. Other uncertainties of chemical concentrations show behaviors similar to the CO2 plume patterns.
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NASA Astrophysics Data System (ADS)
Wang, Kai; Cao, Qing; Zhang, Huifang; Shen, Pengcheng; Xing, Lujing
2018-06-01
Based on the TE01 mode of a rectangular metal waveguide and the Gaussian mode of a fiber, we propose the cos-Gaussian mode of a terahertz rectangular metal waveguide filled with multiple slices of dielectric. First, we consider a rectangular metal waveguide filled with an ideal graded-index dielectric along one direction. Furthermore, we replace the graded-index dielectric with multiple slices of dielectric according to the effective medium theory. The modal field, the effective index, and the coupling efficiency of this waveguide are investigated. It is found that the approximately linearly polarized electric field is Gaussian along one dimensionality and cosine along the other one. In addition, the low loss and high coupling efficiency with a Gaussian beam can be acquired at 0.9 THz. By optimization, the coupling efficiency could reach 88.5%.
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NASA Astrophysics Data System (ADS)
Urunkar, T. U.; Valkunde, A. T.; Vhanmore, B. D.; Gavade, K. M.; Patil, S. D.; Takale, M. V.
2018-05-01
It is quite known that critical power of the laser plays vital role in the propagation of Gaussian laser beam in collisionless plasma. The nonlinearity in dielectric constant considered herein is due to the ponderomotive force. In the present analysis, the interval of critical beam power has been explored to sustain the competition between diffraction and self-focusing of Gaussian laser beam during propagation in collisionless magnetized plasma. Differential equation for beam-width parameter has been established by using WKB and paraxial approximations under parabolic equation approach. The effect of critical power on the propagation of Gaussian laser beam has been presented graphically and discussed.
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Distributed Monte Carlo Information Fusion and Distributed Particle Filtering
2014-08-24
Distributed Monte Carlo Information Fusion and Distributed Particle Filtering Isaac L. Manuel and Adrian N. Bishop Australian National University and...2 20 + vit , (21) where vit is Gaussian white noise with a random variance. We initialised the filters with the state xi0 = 0.1 for all i ∈ V . This
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Asymptotics of small deviations of the Bogoliubov processes with respect to a quadratic norm
NASA Astrophysics Data System (ADS)
Pusev, R. S.
2010-10-01
We obtain results on small deviations of Bogoliubov’s Gaussian measure occurring in the theory of the statistical equilibrium of quantum systems. For some random processes related to Bogoliubov processes, we find the exact asymptotic probability of their small deviations with respect to a Hilbert norm.
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Spin-Hall effect in the scattering of structured light from plasmonic nanowire
NASA Astrophysics Data System (ADS)
Sharma, Deepak K.; Kumar, Vijay; Vasista, Adarsh B.; Chaubey, Shailendra K.; Kumar, G. V. Pavan
2018-06-01
Spin-orbit interactions are subwavelength phenomena which can potentially lead to numerous device related applications in nanophotonics. Here, we report Spin-Hall effect in the forward scattering of Hermite-Gaussian and Gaussian beams from a plasmonic nanowire. Asymmetric scattered radiation distribution was observed for circularly polarized beams. Asymmetry in the scattered radiation distribution changes the sign when the polarization handedness inverts. We found a significant enhancement in the Spin-Hall effect for Hermite-Gaussian beam as compared to Gaussian beam for constant input power. The difference between scattered powers perpendicular to the long axis of the plasmonic nanowire was used to quantify the enhancement. In addition to it, nodal line of HG beam acts as the marker for the Spin-Hall shift. Numerical calculations corroborate experimental observations and suggest that the Spin flow component of Poynting vector associated with the circular polarization is responsible for the Spin-Hall effect and its enhancement.
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Adaptive detection of noise signal according to Neumann-Pearson criterion
NASA Astrophysics Data System (ADS)
Padiryakov, Y. A.
1985-03-01
Optimum detection according to the Neumann-Pearson criterion is considered in the case of a random Gaussian noise signal, stationary during measurement, and a stationary random Gaussian background interference. Detection is based on two samples, their statistics characterized by estimates of their spectral densities, it being a priori known that sample A from the signal channel is either the sum of signal and interference or interference alone and sample B from the reference interference channel is an interference with the same spectral density as that of the interference in sample A for both hypotheses. The probability of correct detection is maximized on the average, first in the 2N-dimensional space of signal spectral density and interference spectral density readings, by fixing the probability of false alarm at each point so as to stabilize it at a constant level against variation of the interference spectral density. Deterministic decision rules are established. The algorithm is then reduced to equivalent detection in the N-dimensional space of the ratio of sample A readings to sample B readings.
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Hessian eigenvalue distribution in a random Gaussian landscape
NASA Astrophysics Data System (ADS)
Yamada, Masaki; Vilenkin, Alexander
2018-03-01
The energy landscape of multiverse cosmology is often modeled by a multi-dimensional random Gaussian potential. The physical predictions of such models crucially depend on the eigenvalue distribution of the Hessian matrix at potential minima. In particular, the stability of vacua and the dynamics of slow-roll inflation are sensitive to the magnitude of the smallest eigenvalues. The Hessian eigenvalue distribution has been studied earlier, using the saddle point approximation, in the leading order of 1/ N expansion, where N is the dimensionality of the landscape. This approximation, however, is insufficient for the small eigenvalue end of the spectrum, where sub-leading terms play a significant role. We extend the saddle point method to account for the sub-leading contributions. We also develop a new approach, where the eigenvalue distribution is found as an equilibrium distribution at the endpoint of a stochastic process (Dyson Brownian motion). The results of the two approaches are consistent in cases where both methods are applicable. We discuss the implications of our results for vacuum stability and slow-roll inflation in the landscape.
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Circularly symmetric cusped random beams in free space and atmospheric turbulence.
Wang, Fei; Korotkova, Olga
2017-03-06
A class of random stationary, scalar sources producing cusped average intensity profiles (i.e. profiles with concave curvature) in the far field is introduced by modeling the source degree of coherence as a Fractional Multi-Gaussian-correlated Schell-Model (FMGSM) function with rotational symmetry. The average intensity (spectral density) generated by such sources is investigated on propagation in free space and isotropic and homogeneous atmospheric turbulence. It is found that the FMGSM beam can retain the cusped shape on propagation at least in weak or moderate turbulence regimes; however, strong turbulence completely suppresses the cusped intensity profile. Under the same atmospheric conditions the spectral density of the FMGSM beam at the receiver is found to be much higher than that of the conventional Gaussian Schell-model (GSM) beam within the narrow central area, implying that for relatively small collecting apertures the power-in-bucket of the FMGSM beam is higher than that of the GSM beam. Our results are of importance to energy delivery, Free-Space Optical communications and imaging in the atmosphere.
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Measurement Matrix Design for Phase Retrieval Based on Mutual Information
NASA Astrophysics Data System (ADS)
Shlezinger, Nir; Dabora, Ron; Eldar, Yonina C.
2018-01-01
In phase retrieval problems, a signal of interest (SOI) is reconstructed based on the magnitude of a linear transformation of the SOI observed with additive noise. The linear transform is typically referred to as a measurement matrix. Many works on phase retrieval assume that the measurement matrix is a random Gaussian matrix, which, in the noiseless scenario with sufficiently many measurements, guarantees invertability of the transformation between the SOI and the observations, up to an inherent phase ambiguity. However, in many practical applications, the measurement matrix corresponds to an underlying physical setup, and is therefore deterministic, possibly with structural constraints. In this work we study the design of deterministic measurement matrices, based on maximizing the mutual information between the SOI and the observations. We characterize necessary conditions for the optimality of a measurement matrix, and analytically obtain the optimal matrix in the low signal-to-noise ratio regime. Practical methods for designing general measurement matrices and masked Fourier measurements are proposed. Simulation tests demonstrate the performance gain achieved by the proposed techniques compared to random Gaussian measurements for various phase recovery algorithms.
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Raney Distributions and Random Matrix Theory
NASA Astrophysics Data System (ADS)
Forrester, Peter J.; Liu, Dang-Zheng
2015-03-01
Recent works have shown that the family of probability distributions with moments given by the Fuss-Catalan numbers permit a simple parameterized form for their density. We extend this result to the Raney distribution which by definition has its moments given by a generalization of the Fuss-Catalan numbers. Such computations begin with an algebraic equation satisfied by the Stieltjes transform, which we show can be derived from the linear differential equation satisfied by the characteristic polynomial of random matrix realizations of the Raney distribution. For the Fuss-Catalan distribution, an equilibrium problem characterizing the density is identified. The Stieltjes transform for the limiting spectral density of the singular values squared of the matrix product formed from inverse standard Gaussian matrices, and standard Gaussian matrices, is shown to satisfy a variant of the algebraic equation relating to the Raney distribution. Supported on , we show that it too permits a simple functional form upon the introduction of an appropriate choice of parameterization. As an application, the leading asymptotic form of the density as the endpoints of the support are approached is computed, and is shown to have some universal features.
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From plane waves to local Gaussians for the simulation of correlated periodic systems
DOE Office of Scientific and Technical Information (OSTI.GOV)
Booth, George H., E-mail: george.booth@kcl.ac.uk; Tsatsoulis, Theodoros; Grüneis, Andreas, E-mail: a.grueneis@fkf.mpg.de
2016-08-28
We present a simple, robust, and black-box approach to the implementation and use of local, periodic, atom-centered Gaussian basis functions within a plane wave code, in a computationally efficient manner. The procedure outlined is based on the representation of the Gaussians within a finite bandwidth by their underlying plane wave coefficients. The core region is handled within the projected augment wave framework, by pseudizing the Gaussian functions within a cutoff radius around each nucleus, smoothing the functions so that they are faithfully represented by a plane wave basis with only moderate kinetic energy cutoff. To mitigate the effects of themore » basis set superposition error and incompleteness at the mean-field level introduced by the Gaussian basis, we also propose a hybrid approach, whereby the complete occupied space is first converged within a large plane wave basis, and the Gaussian basis used to construct a complementary virtual space for the application of correlated methods. We demonstrate that these pseudized Gaussians yield compact and systematically improvable spaces with an accuracy comparable to their non-pseudized Gaussian counterparts. A key advantage of the described method is its ability to efficiently capture and describe electronic correlation effects of weakly bound and low-dimensional systems, where plane waves are not sufficiently compact or able to be truncated without unphysical artifacts. We investigate the accuracy of the pseudized Gaussians for the water dimer interaction, neon solid, and water adsorption on a LiH surface, at the level of second-order Møller–Plesset perturbation theory.« less
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Diffusion in randomly perturbed dissipative dynamics
NASA Astrophysics Data System (ADS)
Rodrigues, Christian S.; Chechkin, Aleksei V.; de Moura, Alessandro P. S.; Grebogi, Celso; Klages, Rainer
2014-11-01
Dynamical systems having many coexisting attractors present interesting properties from both fundamental theoretical and modelling points of view. When such dynamics is under bounded random perturbations, the basins of attraction are no longer invariant and there is the possibility of transport among them. Here we introduce a basic theoretical setting which enables us to study this hopping process from the perspective of anomalous transport using the concept of a random dynamical system with holes. We apply it to a simple model by investigating the role of hyperbolicity for the transport among basins. We show numerically that our system exhibits non-Gaussian position distributions, power-law escape times, and subdiffusion. Our simulation results are reproduced consistently from stochastic continuous time random walk theory.
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Haiwu, Rong; Wang, Xiangdong; Xu, Wei; Fang, Tong
2009-08-01
The subharmonic response of single-degree-of-freedom nonlinear vibro-impact oscillator with a one-sided barrier to narrow-band random excitation is investigated. The narrow-band random excitation used here is a filtered Gaussian white noise. The analysis is based on a special Zhuravlev transformation, which reduces the system to one without impacts, or velocity jumps, thereby permitting the applications of asymptotic averaging over the "fast" variables. The averaged stochastic equations are solved exactly by the method of moments for the mean-square response amplitude for the case of linear system with zero offset. A perturbation-based moment closure scheme is proposed and the formula of the mean-square amplitude is obtained approximately for the case of linear system with nonzero offset. The perturbation-based moment closure scheme is used once again to obtain the algebra equation of the mean-square amplitude of the response for the case of nonlinear system. The effects of damping, detuning, nonlinear intensity, bandwidth, and magnitudes of random excitations are analyzed. The theoretical analyses are verified by numerical results. Theoretical analyses and numerical simulations show that the peak amplitudes may be strongly reduced at large detunings or large nonlinear intensity.
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On the design and analysis of clinical trials with correlated outcomes
Follmann, Dean; Proschan, Michael
2014-01-01
SUMMARY The convention in clinical trials is to regard outcomes as independently distributed, but in some situations they may be correlated. For example, in infectious diseases, correlation may be induced if participants have contact with a common infectious source, or share hygienic tips that prevent infection. This paper discusses the design and analysis of randomized clinical trials that allow arbitrary correlation among all randomized volunteers. This perspective generalizes the traditional perspective of strata, where patients are exchangeable within strata, and independent across strata. For theoretical work, we focus on the test of no treatment effect μ1 − μ0 = 0 when the n dimensional vector of outcomes follows a Gaussian distribution with known n × n covariance matrix Σ, where the half randomized to treatment (placebo) have mean response μ1 (μ0). We show how the new test corresponds to familiar tests in simple situations for independent, exchangeable, paired, and clustered data. We also discuss the design of trials where Σ is known before or during randomization of patients and evaluate randomization schemes based on such knowledge. We provide two complex examples to illustrate the method, one for a study of 23 family clusters with cardiomyopathy, the other where the malaria attack rates vary within households and clusters of households in a Malian village. PMID:25111420
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White Gaussian Noise - Models for Engineers
NASA Astrophysics Data System (ADS)
Jondral, Friedrich K.
2018-04-01
This paper assembles some information about white Gaussian noise (WGN) and its applications. It starts from a description of thermal noise, i. e. the irregular motion of free charge carriers in electronic devices. In a second step, mathematical models of WGN processes and their most important parameters, especially autocorrelation functions and power spectrum densities, are introduced. In order to proceed from mathematical models to simulations, we discuss the generation of normally distributed random numbers. The signal-to-noise ratio as the most important quality measure used in communications, control or measurement technology is accurately introduced. As a practical application of WGN, the transmission of quadrature amplitude modulated (QAM) signals over additive WGN channels together with the optimum maximum likelihood (ML) detector is considered in a demonstrative and intuitive way.
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MAI statistics estimation and analysis in a DS-CDMA system
NASA Astrophysics Data System (ADS)
Alami Hassani, A.; Zouak, M.; Mrabti, M.; Abdi, F.
2018-05-01
A primary limitation of Direct Sequence Code Division Multiple Access DS-CDMA link performance and system capacity is multiple access interference (MAI). To examine the performance of CDMA systems in the presence of MAI, i.e., in a multiuser environment, several works assumed that the interference can be approximated by a Gaussian random variable. In this paper, we first develop a new and simple approach to characterize the MAI in a multiuser system. In addition to statistically quantifying the MAI power, the paper also proposes a statistical model for both variance and mean of the MAI for synchronous and asynchronous CDMA transmission. We show that the MAI probability density function (PDF) is Gaussian for the equal-received-energy case and validate it by computer simulations.
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Lognormal Assimilation of Water Vapor in a WRF-GSI Cycled System
NASA Astrophysics Data System (ADS)
Fletcher, S. J.; Kliewer, A.; Jones, A. S.; Forsythe, J. M.
2015-12-01
Recent publications have shown the viability of both detecting a lognormally-distributed signal for water vapor mixing ratio and the improved quality of satellite retrievals in a 1DVAR mixed lognormal-Gaussian assimilation scheme over a Gaussian-only system. This mixed scheme is incorporated into the Gridpoint Statistical Interpolation (GSI) assimilation scheme with the goal of improving forecasts from the Weather Research and Forecasting (WRF) Model in a cycled system. Results are presented of the impact of treating water vapor as a lognormal random variable. Included in the analysis are: 1) the evolution of Tropical Storm Chris from 2006, and 2) an analysis of a "Pineapple Express" water vapor event from 2005 where a lognormal signal has been previously detected.
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Peebles, P. J. E.
1998-01-01
It is argued that within the standard Big Bang cosmological model the bulk of the mass of the luminous parts of the large galaxies likely had been assembled by redshift z ∼ 10. Galaxy assembly this early would be difficult to fit in the widely discussed adiabatic cold dark matter model for structure formation, but it could agree with an isocurvature version in which the cold dark matter is the remnant of a massive scalar field frozen (or squeezed) from quantum fluctuations during inflation. The squeezed field fluctuations would be Gaussian with zero mean, and the distribution of the field mass therefore would be the square of a random Gaussian process. This offers a possibly interesting new direction for the numerical exploration of models for cosmic structure formation. PMID:9419326
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Aberration analysis and calculation in system of Gaussian beam illuminates lenslet array
NASA Astrophysics Data System (ADS)
Zhao, Zhu; Hui, Mei; Zhou, Ping; Su, Tianquan; Feng, Yun; Zhao, Yuejin
2014-09-01
Low order aberration was founded when focused Gaussian beam imaging at Kodak KAI -16000 image detector, which is integrated with lenslet array. Effect of focused Gaussian beam and numerical simulation calculation of the aberration were presented in this paper. First, we set up a model of optical imaging system based on previous experiment. Focused Gaussian beam passed through a pinhole and was received by Kodak KAI -16000 image detector whose microlenses of lenslet array were exactly focused on sensor surface. Then, we illustrated the characteristics of focused Gaussian beam and the effect of relative space position relations between waist of Gaussian beam and front spherical surface of microlenses to the aberration. Finally, we analyzed the main element of low order aberration and calculated the spherical aberration caused by lenslet array according to the results of above two steps. Our theoretical calculations shown that , the numerical simulation had a good agreement with the experimental result. Our research results proved that spherical aberration was the main element and made up about 93.44% of the 48 nm error, which was demonstrated in previous experiment. The spherical aberration is inversely proportional to the value of divergence distance between microlens and waist, and directly proportional to the value of the Gaussian beam waist radius.
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Propagation of a cosh-Gaussian beam through an optical system in turbulent atmosphere.
Chu, Xiuxiang
2007-12-24
The propagation of a cosh-Gaussian beam through an arbitrary ABCD optical system in turbulent atmosphere has been investigated. The analytical expressions for the average intensity at any receiver plane are obtained. As an elementary example, the average intensity and its radius at the image plane of a cosh-Gaussian beam through a thin lens are studied. To show the effects of a lens on the average intensity and the intensity radius of the laser beam in turbulent atmosphere, the properties of a collimated cosh-Gaussian beam and a focused cosh-Gaussian beam for direct propagation in turbulent atmosphere are studied and numerically calculated. The average intensity profiles of a cosh-Gaussian beam through a lens can have a shape similar to that of the initial beam for a longer propagation distance than that of a collimated cosh-Gaussian beam for direct propagation. With the increment in the propagation distance, the average intensity radius at the image plane of a cosh-Gaussian beam through a thin lens will be smaller than that at the focal plane of a focused cosh-Gaussian beam for direct propagation. Meanwhile, the intensity distributions at the image plane of a cosh-Gaussian beam through a lens with different w(0) and Omega(0) are also studied.
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Zhang, Lifu; Li, Chuxin; Zhong, Haizhe; Xu, Changwen; Lei, Dajun; Li, Ying; Fan, Dianyuan
2016-06-27
We have investigated the propagation dynamics of super-Gaussian optical beams in fractional Schrödinger equation. We have identified the difference between the propagation dynamics of super-Gaussian beams and that of Gaussian beams. We show that, the linear propagation dynamics of the super-Gaussian beams with order m > 1 undergo an initial compression phase before they split into two sub-beams. The sub-beams with saddle shape separate each other and their interval increases linearly with propagation distance. In the nonlinear regime, the super-Gaussian beams evolve to become a single soliton, breathing soliton or soliton pair depending on the order of super-Gaussian beams, nonlinearity, as well as the Lévy index. In two dimensions, the linear evolution of super-Gaussian beams is similar to that for one dimension case, but the initial compression of the input super-Gaussian beams and the diffraction of the splitting beams are much stronger than that for one dimension case. While the nonlinear propagation of the super-Gaussian beams becomes much more unstable compared with that for the case of one dimension. Our results show the nonlinear effects can be tuned by varying the Lévy index in the fractional Schrödinger equation for a fixed input power.
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Tracer diffusion in a sea of polymers with binding zones: mobile vs. frozen traps.
Samanta, Nairhita; Chakrabarti, Rajarshi
2016-10-19
We use molecular dynamics simulations to investigate the tracer diffusion in a sea of polymers with specific binding zones for the tracer. These binding zones act as traps. Our simulations show that the tracer can undergo normal yet non-Gaussian diffusion under certain circumstances, e.g., when the polymers with traps are frozen in space and the volume fraction and the binding strength of the traps are moderate. In this case, as the tracer moves, it experiences a heterogeneous environment and exhibits confined continuous time random walk (CTRW) like motion resulting in a non-Gaussian behavior. Also the long time dynamics becomes subdiffusive as the number or the binding strength of the traps increases. However, if the polymers are mobile then the tracer dynamics is Gaussian but could be normal or subdiffusive depending on the number and the binding strength of the traps. In addition, with increasing binding strength and number of polymer traps, the probability of the tracer being trapped increases. On the other hand, removing the binding zones does not result in trapping, even at comparatively high crowding. Our simulations also show that the trapping probability increases with the increasing size of the tracer and for a bigger tracer with the frozen polymer background the dynamics is only weakly non-Gaussian but highly subdiffusive. Our observations are in the same spirit as found in many recent experiments on tracer diffusion in polymeric materials and question the validity of using Gaussian theory to describe diffusion in a crowded environment in general.
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NASA Astrophysics Data System (ADS)
Siu-Siu, Guo; Qingxuan, Shi
2017-03-01
In this paper, single-degree-of-freedom (SDOF) systems combined to Gaussian white noise and Gaussian/non-Gaussian colored noise excitations are investigated. By expressing colored noise excitation as a second-order filtered white noise process and introducing colored noise as an additional state variable, the equation of motion for SDOF system under colored noise is then transferred artificially to multi-degree-of-freedom (MDOF) system under white noise excitations with four-coupled first-order differential equations. As a consequence, corresponding Fokker-Planck-Kolmogorov (FPK) equation governing the joint probabilistic density function (PDF) of state variables increases to 4-dimension (4-D). Solution procedure and computer programme become much more sophisticated. The exponential-polynomial closure (EPC) method, widely applied for cases of SDOF systems under white noise excitations, is developed and improved for cases of systems under colored noise excitations and for solving the complex 4-D FPK equation. On the other hand, Monte Carlo simulation (MCS) method is performed to test the approximate EPC solutions. Two examples associated with Gaussian and non-Gaussian colored noise excitations are considered. Corresponding band-limited power spectral densities (PSDs) for colored noise excitations are separately given. Numerical studies show that the developed EPC method provides relatively accurate estimates of the stationary probabilistic solutions, especially the ones in the tail regions of the PDFs. Moreover, statistical parameter of mean-up crossing rate (MCR) is taken into account, which is important for reliability and failure analysis. Hopefully, our present work could provide insights into the investigation of structures under random loadings.
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SU-F-BRD-09: A Random Walk Model Algorithm for Proton Dose Calculation
DOE Office of Scientific and Technical Information (OSTI.GOV)
Yao, W; Farr, J
2015-06-15
Purpose: To develop a random walk model algorithm for calculating proton dose with balanced computation burden and accuracy. Methods: Random walk (RW) model is sometimes referred to as a density Monte Carlo (MC) simulation. In MC proton dose calculation, the use of Gaussian angular distribution of protons due to multiple Coulomb scatter (MCS) is convenient, but in RW the use of Gaussian angular distribution requires an extremely large computation and memory. Thus, our RW model adopts spatial distribution from the angular one to accelerate the computation and to decrease the memory usage. From the physics and comparison with the MCmore » simulations, we have determined and analytically expressed those critical variables affecting the dose accuracy in our RW model. Results: Besides those variables such as MCS, stopping power, energy spectrum after energy absorption etc., which have been extensively discussed in literature, the following variables were found to be critical in our RW model: (1) inverse squared law that can significantly reduce the computation burden and memory, (2) non-Gaussian spatial distribution after MCS, and (3) the mean direction of scatters at each voxel. In comparison to MC results, taken as reference, for a water phantom irradiated by mono-energetic proton beams from 75 MeV to 221.28 MeV, the gamma test pass rate was 100% for the 2%/2mm/10% criterion. For a highly heterogeneous phantom consisting of water embedded by a 10 cm cortical bone and a 10 cm lung in the Bragg peak region of the proton beam, the gamma test pass rate was greater than 98% for the 3%/3mm/10% criterion. Conclusion: We have determined key variables in our RW model for proton dose calculation. Compared with commercial pencil beam algorithms, our RW model much improves the dose accuracy in heterogeneous regions, and is about 10 times faster than MC simulations.« less
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Synthetic Incoherence via Scanned Gaussian Beams
Levine, Zachary H.
2006-01-01
Tomography, in most formulations, requires an incoherent signal. For a conventional transmission electron microscope, the coherence of the beam often results in diffraction effects that limit the ability to perform a 3D reconstruction from a tilt series with conventional tomographic reconstruction algorithms. In this paper, an analytic solution is given to a scanned Gaussian beam, which reduces the beam coherence to be effectively incoherent for medium-size (of order 100 voxels thick) tomographic applications. The scanned Gaussian beam leads to more incoherence than hollow-cone illumination. PMID:27274945
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Fiori, Aldo; Volpi, Elena; Zarlenga, Antonio; Bohling, Geoffrey C
2015-08-01
The impact of the logconductivity (Y=ln K) distribution fY on transport at the MADE site is analyzed. Our principal interest is in non-Gaussian fY characterized by heavier tails than the Gaussian. Both the logconductivity moments and fY itself are inferred, taking advantage of the detailed measurements of Bohling et al. (2012). The resulting logconductivity distribution displays heavier tails than the Gaussian, although the departure from Gaussianity is not significant. The effect of the logconductivity distribution on the breakthrough curve (BTC) is studied through an analytical, physically based model. It is found that the non-Gaussianity of the MADE logconductivity distribution does not strongly affect the BTC. Counterintuitively, assuming heavier tailed distributions for Y, with same variance, leads to BTCs which are more symmetrical than those for the Gaussian fY, with less pronounced preferential flow. Results indicate that the impact of strongly non-Gaussian, heavy tailed distributions on solute transport in heterogeneous porous formations can be significant, especially in the presence of high heterogeneity, resulting in reduced preferential flow and retarded peak arrivals. Copyright © 2015 Elsevier B.V. All rights reserved.
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Recovering dark-matter clustering from galaxies with Gaussianization
NASA Astrophysics Data System (ADS)
McCullagh, Nuala; Neyrinck, Mark; Norberg, Peder; Cole, Shaun
2016-04-01
The Gaussianization transform has been proposed as a method to remove the issues of scale-dependent galaxy bias and non-linearity from galaxy clustering statistics, but these benefits have yet to be thoroughly tested for realistic galaxy samples. In this paper, we test the effectiveness of the Gaussianization transform for different galaxy types by applying it to realistic simulated blue and red galaxy samples. We show that in real space, the shapes of the Gaussianized power spectra of both red and blue galaxies agree with that of the underlying dark matter, with the initial power spectrum, and with each other to smaller scales than do the statistics of the usual (untransformed) density field. However, we find that the agreement in the Gaussianized statistics breaks down in redshift space. We attribute this to the fact that red and blue galaxies exhibit very different fingers of god in redshift space. After applying a finger-of-god compression, the agreement on small scales between the Gaussianized power spectra is restored. We also compare the Gaussianization transform to the clipped galaxy density field and find that while both methods are effective in real space, they have more complicated behaviour in redshift space. Overall, we find that Gaussianization can be useful in recovering the shape of the underlying dark-matter power spectrum to k ˜ 0.5 h Mpc-1 and of the initial power spectrum to k ˜ 0.4 h Mpc-1 in certain cases at z = 0.
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Discriminative Projection Selection Based Face Image Hashing
NASA Astrophysics Data System (ADS)
Karabat, Cagatay; Erdogan, Hakan
Face image hashing is an emerging method used in biometric verification systems. In this paper, we propose a novel face image hashing method based on a new technique called discriminative projection selection. We apply the Fisher criterion for selecting the rows of a random projection matrix in a user-dependent fashion. Moreover, another contribution of this paper is to employ a bimodal Gaussian mixture model at the quantization step. Our simulation results on three different databases demonstrate that the proposed method has superior performance in comparison to previously proposed random projection based methods.
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Non-equilibrium many-body dynamics following a quantum quench
NASA Astrophysics Data System (ADS)
Vyas, Manan
2017-12-01
We study analytically and numerically the non-equilibrium dynamics of an isolated interacting many-body quantum system following a random quench. We model the system Hamiltonian by Embedded Gaussian Orthogonal Ensemble (EGOE) of random matrices with one plus few-body interactions for fermions. EGOE are paradigmatic models to study the crossover from integrability to chaos in interacting many-body quantum systems. We obtain a generic formulation, based on spectral variances, for describing relaxation dynamics of survival probabilities as a function of rank of interactions. Our analytical results are in good agreement with numerics.
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Huh, Joonsuk; Yung, Man-Hong
2017-08-07
Molecular vibroic spectroscopy, where the transitions involve non-trivial Bosonic correlation due to the Duschinsky Rotation, is strongly believed to be in a similar complexity class as Boson Sampling. At finite temperature, the problem is represented as a Boson Sampling experiment with correlated Gaussian input states. This molecular problem with temperature effect is intimately related to the various versions of Boson Sampling sharing the similar computational complexity. Here we provide a full description to this relation in the context of Gaussian Boson Sampling. We find a hierarchical structure, which illustrates the relationship among various Boson Sampling schemes. Specifically, we show that every instance of Gaussian Boson Sampling with an initial correlation can be simulated by an instance of Gaussian Boson Sampling without initial correlation, with only a polynomial overhead. Since every Gaussian state is associated with a thermal state, our result implies that every sampling problem in molecular vibronic transitions, at any temperature, can be simulated by Gaussian Boson Sampling associated with a product of vacuum modes. We refer such a generalized Gaussian Boson Sampling motivated by the molecular sampling problem as Vibronic Boson Sampling.
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Measuring Symmetry, Asymmetry and Randomness in Neural Network Connectivity
Esposito, Umberto; Giugliano, Michele; van Rossum, Mark; Vasilaki, Eleni
2014-01-01
Cognitive functions are stored in the connectome, the wiring diagram of the brain, which exhibits non-random features, so-called motifs. In this work, we focus on bidirectional, symmetric motifs, i.e. two neurons that project to each other via connections of equal strength, and unidirectional, non-symmetric motifs, i.e. within a pair of neurons only one neuron projects to the other. We hypothesise that such motifs have been shaped via activity dependent synaptic plasticity processes. As a consequence, learning moves the distribution of the synaptic connections away from randomness. Our aim is to provide a global, macroscopic, single parameter characterisation of the statistical occurrence of bidirectional and unidirectional motifs. To this end we define a symmetry measure that does not require any a priori thresholding of the weights or knowledge of their maximal value. We calculate its mean and variance for random uniform or Gaussian distributions, which allows us to introduce a confidence measure of how significantly symmetric or asymmetric a specific configuration is, i.e. how likely it is that the configuration is the result of chance. We demonstrate the discriminatory power of our symmetry measure by inspecting the eigenvalues of different types of connectivity matrices. We show that a Gaussian weight distribution biases the connectivity motifs to more symmetric configurations than a uniform distribution and that introducing a random synaptic pruning, mimicking developmental regulation in synaptogenesis, biases the connectivity motifs to more asymmetric configurations, regardless of the distribution. We expect that our work will benefit the computational modelling community, by providing a systematic way to characterise symmetry and asymmetry in network structures. Further, our symmetry measure will be of use to electrophysiologists that investigate symmetry of network connectivity. PMID:25006663
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Measuring symmetry, asymmetry and randomness in neural network connectivity.
Esposito, Umberto; Giugliano, Michele; van Rossum, Mark; Vasilaki, Eleni
2014-01-01
Cognitive functions are stored in the connectome, the wiring diagram of the brain, which exhibits non-random features, so-called motifs. In this work, we focus on bidirectional, symmetric motifs, i.e. two neurons that project to each other via connections of equal strength, and unidirectional, non-symmetric motifs, i.e. within a pair of neurons only one neuron projects to the other. We hypothesise that such motifs have been shaped via activity dependent synaptic plasticity processes. As a consequence, learning moves the distribution of the synaptic connections away from randomness. Our aim is to provide a global, macroscopic, single parameter characterisation of the statistical occurrence of bidirectional and unidirectional motifs. To this end we define a symmetry measure that does not require any a priori thresholding of the weights or knowledge of their maximal value. We calculate its mean and variance for random uniform or Gaussian distributions, which allows us to introduce a confidence measure of how significantly symmetric or asymmetric a specific configuration is, i.e. how likely it is that the configuration is the result of chance. We demonstrate the discriminatory power of our symmetry measure by inspecting the eigenvalues of different types of connectivity matrices. We show that a Gaussian weight distribution biases the connectivity motifs to more symmetric configurations than a uniform distribution and that introducing a random synaptic pruning, mimicking developmental regulation in synaptogenesis, biases the connectivity motifs to more asymmetric configurations, regardless of the distribution. We expect that our work will benefit the computational modelling community, by providing a systematic way to characterise symmetry and asymmetry in network structures. Further, our symmetry measure will be of use to electrophysiologists that investigate symmetry of network connectivity.
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Characteristics of level-spacing statistics in chaotic graphene billiards.
Huang, Liang; Lai, Ying-Cheng; Grebogi, Celso
2011-03-01
A fundamental result in nonrelativistic quantum nonlinear dynamics is that the spectral statistics of quantum systems that possess no geometric symmetry, but whose classical dynamics are chaotic, are described by those of the Gaussian orthogonal ensemble (GOE) or the Gaussian unitary ensemble (GUE), in the presence or absence of time-reversal symmetry, respectively. For massless spin-half particles such as neutrinos in relativistic quantum mechanics in a chaotic billiard, the seminal work of Berry and Mondragon established the GUE nature of the level-spacing statistics, due to the combination of the chirality of Dirac particles and the confinement, which breaks the time-reversal symmetry. A question is whether the GOE or the GUE statistics can be observed in experimentally accessible, relativistic quantum systems. We demonstrate, using graphene confinements in which the quasiparticle motions are governed by the Dirac equation in the low-energy regime, that the level-spacing statistics are persistently those of GOE random matrices. We present extensive numerical evidence obtained from the tight-binding approach and a physical explanation for the GOE statistics. We also find that the presence of a weak magnetic field switches the statistics to those of GUE. For a strong magnetic field, Landau levels become influential, causing the level-spacing distribution to deviate markedly from the random-matrix predictions. Issues addressed also include the effects of a number of realistic factors on level-spacing statistics such as next nearest-neighbor interactions, different lattice orientations, enhanced hopping energy for atoms on the boundary, and staggered potential due to graphene-substrate interactions.
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Investigation of non-Gaussian effects in the Brazilian option market
NASA Astrophysics Data System (ADS)
Sosa-Correa, William O.; Ramos, Antônio M. T.; Vasconcelos, Giovani L.
2018-04-01
An empirical study of the Brazilian option market is presented in light of three option pricing models, namely the Black-Scholes model, the exponential model, and a model based on a power law distribution, the so-called q-Gaussian distribution or Tsallis distribution. It is found that the q-Gaussian model performs better than the Black-Scholes model in about one third of the option chains analyzed. But among these cases, the exponential model performs better than the q-Gaussian model in 75% of the time. The superiority of the exponential model over the q-Gaussian model is particularly impressive for options close to the expiration date, where its success rate rises above ninety percent.
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Random walks exhibiting anomalous diffusion: elephants, urns and the limits of normality
NASA Astrophysics Data System (ADS)
Kearney, Michael J.; Martin, Richard J.
2018-01-01
A random walk model is presented which exhibits a transition from standard to anomalous diffusion as a parameter is varied. The model is a variant on the elephant random walk and differs in respect of the treatment of the initial state, which in the present work consists of a given number N of fixed steps. This also links the elephant random walk to other types of history dependent random walk. As well as being amenable to direct analysis, the model is shown to be asymptotically equivalent to a non-linear urn process. This provides fresh insights into the limiting form of the distribution of the walker’s position at large times. Although the distribution is intrinsically non-Gaussian in the anomalous diffusion regime, it gradually reverts to normal form when N is large under quite general conditions.
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The location-, word-, and arrow-based Simon effects: An ex-Gaussian analysis.
Luo, Chunming; Proctor, Robert W
2018-04-01
Task-irrelevant spatial information, conveyed by stimulus location, location word, or arrow direction, can influence the response to task-relevant attributes, generating the location-, word-, and arrow-based Simon effects. We examined whether different mechanisms are involved in the generation of these Simon effects by fitting a mathematical ex-Gaussian function to empirical response time (RT) distributions. Specifically, we tested whether which ex-Gaussian parameters (μ, σ, and τ) show Simon effects and whether the location-, word, and arrow-based effects are on different parameters. Results show that the location-based Simon effect occurred on mean RT and μ but not on τ, and a reverse Simon effect occurred on σ. In contrast, a positive word-based Simon effect was obtained on all these measures (including σ), and a positive arrow-based Simon effect was evident on mean RT, σ, and τ but not μ. The arrow-based Simon effect was not different from the word-based Simon effect on τ or σ but was on μ and mean RT. These distinct results on mean RT and ex-Gaussian parameters provide evidence that spatial information conveyed by the various location modes are different in the time-course of activation.
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Generalized expectation-maximization segmentation of brain MR images
NASA Astrophysics Data System (ADS)
Devalkeneer, Arnaud A.; Robe, Pierre A.; Verly, Jacques G.; Phillips, Christophe L. M.
2006-03-01
Manual segmentation of medical images is unpractical because it is time consuming, not reproducible, and prone to human error. It is also very difficult to take into account the 3D nature of the images. Thus, semi- or fully-automatic methods are of great interest. Current segmentation algorithms based on an Expectation- Maximization (EM) procedure present some limitations. The algorithm by Ashburner et al., 2005, does not allow multichannel inputs, e.g. two MR images of different contrast, and does not use spatial constraints between adjacent voxels, e.g. Markov random field (MRF) constraints. The solution of Van Leemput et al., 1999, employs a simplified model (mixture coefficients are not estimated and only one Gaussian is used by tissue class, with three for the image background). We have thus implemented an algorithm that combines the features of these two approaches: multichannel inputs, intensity bias correction, multi-Gaussian histogram model, and Markov random field (MRF) constraints. Our proposed method classifies tissues in three iterative main stages by way of a Generalized-EM (GEM) algorithm: (1) estimation of the Gaussian parameters modeling the histogram of the images, (2) correction of image intensity non-uniformity, and (3) modification of prior classification knowledge by MRF techniques. The goal of the GEM algorithm is to maximize the log-likelihood across the classes and voxels. Our segmentation algorithm was validated on synthetic data (with the Dice metric criterion) and real data (by a neurosurgeon) and compared to the original algorithms by Ashburner et al. and Van Leemput et al. Our combined approach leads to more robust and accurate segmentation.
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Skewness in large-scale structure and non-Gaussian initial conditions
NASA Technical Reports Server (NTRS)
Fry, J. N.; Scherrer, Robert J.
1994-01-01
We compute the skewness of the galaxy distribution arising from the nonlinear evolution of arbitrary non-Gaussian intial conditions to second order in perturbation theory including the effects of nonlinear biasing. The result contains a term identical to that for a Gaussian initial distribution plus terms which depend on the skewness and kurtosis of the initial conditions. The results are model dependent; we present calculations for several toy models. At late times, the leading contribution from the initial skewness decays away relative to the other terms and becomes increasingly unimportant, but the contribution from initial kurtosis, previously overlooked, has the same time dependence as the Gaussian terms. Observations of a linear dependence of the normalized skewness on the rms density fluctuation therefore do not necessarily rule out initially non-Gaussian models. We also show that with non-Gaussian initial conditions the first correction to linear theory for the mean square density fluctuation is larger than for Gaussian models.
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Lu, Xinjiang; Liu, Wenbo; Zhou, Chuang; Huang, Minghui
2017-06-13
The least-squares support vector machine (LS-SVM) is a popular data-driven modeling method and has been successfully applied to a wide range of applications. However, it has some disadvantages, including being ineffective at handling non-Gaussian noise as well as being sensitive to outliers. In this paper, a robust LS-SVM method is proposed and is shown to have more reliable performance when modeling a nonlinear system under conditions where Gaussian or non-Gaussian noise is present. The construction of a new objective function allows for a reduction of the mean of the modeling error as well as the minimization of its variance, and it does not constrain the mean of the modeling error to zero. This differs from the traditional LS-SVM, which uses a worst-case scenario approach in order to minimize the modeling error and constrains the mean of the modeling error to zero. In doing so, the proposed method takes the modeling error distribution information into consideration and is thus less conservative and more robust in regards to random noise. A solving method is then developed in order to determine the optimal parameters for the proposed robust LS-SVM. An additional analysis indicates that the proposed LS-SVM gives a smaller weight to a large-error training sample and a larger weight to a small-error training sample, and is thus more robust than the traditional LS-SVM. The effectiveness of the proposed robust LS-SVM is demonstrated using both artificial and real life cases.
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NASA Astrophysics Data System (ADS)
Kelkboom, Emile J. C.; Breebaart, Jeroen; Buhan, Ileana; Veldhuis, Raymond N. J.
2010-04-01
Template protection techniques are used within biometric systems in order to protect the stored biometric template against privacy and security threats. A great portion of template protection techniques are based on extracting a key from or binding a key to a biometric sample. The achieved protection depends on the size of the key and its closeness to being random. In the literature it can be observed that there is a large variation on the reported key lengths at similar classification performance of the same template protection system, even when based on the same biometric modality and database. In this work we determine the analytical relationship between the system performance and the theoretical maximum key size given a biometric source modeled by parallel Gaussian channels. We consider the case where the source capacity is evenly distributed across all channels and the channels are independent. We also determine the effect of the parameters such as the source capacity, the number of enrolment and verification samples, and the operating point selection on the maximum key size. We show that a trade-off exists between the privacy protection of the biometric system and its convenience for its users.
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Ashrafi, Parivash; Sun, Yi; Davey, Neil; Adams, Roderick G; Wilkinson, Simon C; Moss, Gary Patrick
2018-03-01
The aim of this study was to investigate how to improve predictions from Gaussian Process models by optimising the model hyperparameters. Optimisation methods, including Grid Search, Conjugate Gradient, Random Search, Evolutionary Algorithm and Hyper-prior, were evaluated and applied to previously published data. Data sets were also altered in a structured manner to reduce their size, which retained the range, or 'chemical space' of the key descriptors to assess the effect of the data range on model quality. The Hyper-prior Smoothbox kernel results in the best models for the majority of data sets, and they exhibited significantly better performance than benchmark quantitative structure-permeability relationship (QSPR) models. When the data sets were systematically reduced in size, the different optimisation methods generally retained their statistical quality, whereas benchmark QSPR models performed poorly. The design of the data set, and possibly also the approach to validation of the model, is critical in the development of improved models. The size of the data set, if carefully controlled, was not generally a significant factor for these models and that models of excellent statistical quality could be produced from substantially smaller data sets. © 2018 Royal Pharmaceutical Society.
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Statistical segmentation of multidimensional brain datasets
NASA Astrophysics Data System (ADS)
Desco, Manuel; Gispert, Juan D.; Reig, Santiago; Santos, Andres; Pascau, Javier; Malpica, Norberto; Garcia-Barreno, Pedro
2001-07-01
This paper presents an automatic segmentation procedure for MRI neuroimages that overcomes part of the problems involved in multidimensional clustering techniques like partial volume effects (PVE), processing speed and difficulty of incorporating a priori knowledge. The method is a three-stage procedure: 1) Exclusion of background and skull voxels using threshold-based region growing techniques with fully automated seed selection. 2) Expectation Maximization algorithms are used to estimate the probability density function (PDF) of the remaining pixels, which are assumed to be mixtures of gaussians. These pixels can then be classified into cerebrospinal fluid (CSF), white matter and grey matter. Using this procedure, our method takes advantage of using the full covariance matrix (instead of the diagonal) for the joint PDF estimation. On the other hand, logistic discrimination techniques are more robust against violation of multi-gaussian assumptions. 3) A priori knowledge is added using Markov Random Field techniques. The algorithm has been tested with a dataset of 30 brain MRI studies (co-registered T1 and T2 MRI). Our method was compared with clustering techniques and with template-based statistical segmentation, using manual segmentation as a gold-standard. Our results were more robust and closer to the gold-standard.
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The semantic Stroop effect: An ex-Gaussian analysis.
White, Darcy; Risko, Evan F; Besner, Derek
2016-10-01
Previous analyses of the standard Stroop effect (which typically uses color words that form part of the response set) have documented effects on mean reaction times in hundreds of experiments in the literature. Less well known is the fact that ex-Gaussian analyses reveal that such effects are seen in (a) the mean of the normal distribution (mu), as well as in (b) the standard deviation of the normal distribution (sigma) and (c) the tail (tau). No ex-Gaussian analysis exists in the literature with respect to the semantically based Stroop effect (which contrasts incongruent color-associated words with, e.g., neutral controls). In the present experiments, we investigated whether the semantically based Stroop effect is also seen in the three ex-Gaussian parameters. Replicating previous reports, color naming was slower when the color was carried by an irrelevant (but incongruent) color-associated word (e.g., sky, tomato) than when the control items consisted of neutral words (e.g., keg, palace) in each of four experiments. An ex-Gaussian analysis revealed that this semantically based Stroop effect was restricted to the arithmetic mean and mu; no semantic Stroop effect was observed in tau. These data are consistent with the views (1) that there is a clear difference in the source of the semantic Stroop effect, as compared to the standard Stroop effect (evidenced by the presence vs. absence of an effect on tau), and (2) that interference associated with response competition on incongruent trials in tau is absent in the semantic Stroop effect.
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Statistics of Advective Stretching in Three-dimensional Incompressible Flows
NASA Astrophysics Data System (ADS)
Subramanian, Natarajan; Kellogg, Louise H.; Turcotte, Donald L.
2009-09-01
We present a method to quantify kinematic stretching in incompressible, unsteady, isoviscous, three-dimensional flows. We extend the method of Kellogg and Turcotte (J. Geophys. Res. 95:421-432, 1990) to compute the axial stretching/thinning experienced by infinitesimal ellipsoidal strain markers in arbitrary three-dimensional incompressible flows and discuss the differences between our method and the computation of Finite Time Lyapunov Exponent (FTLE). We use the cellular flow model developed in Solomon and Mezic (Nature 425:376-380, 2003) to study the statistics of stretching in a three-dimensional unsteady cellular flow. We find that the probability density function of the logarithm of normalised cumulative stretching (log S) for a globally chaotic flow, with spatially heterogeneous stretching behavior, is not Gaussian and that the coefficient of variation of the Gaussian distribution does not decrease with time as t^{-1/2} . However, it is observed that stretching becomes exponential log S˜ t and the probability density function of log S becomes Gaussian when the time dependence of the flow and its three-dimensionality are increased to make the stretching behaviour of the flow more spatially uniform. We term these behaviors weak and strong chaotic mixing respectively. We find that for strongly chaotic mixing, the coefficient of variation of the Gaussian distribution decreases with time as t^{-1/2} . This behavior is consistent with a random multiplicative stretching process.
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Probabilistic inference using linear Gaussian importance sampling for hybrid Bayesian networks
NASA Astrophysics Data System (ADS)
Sun, Wei; Chang, K. C.
2005-05-01
Probabilistic inference for Bayesian networks is in general NP-hard using either exact algorithms or approximate methods. However, for very complex networks, only the approximate methods such as stochastic sampling could be used to provide a solution given any time constraint. There are several simulation methods currently available. They include logic sampling (the first proposed stochastic method for Bayesian networks, the likelihood weighting algorithm) the most commonly used simulation method because of its simplicity and efficiency, the Markov blanket scoring method, and the importance sampling algorithm. In this paper, we first briefly review and compare these available simulation methods, then we propose an improved importance sampling algorithm called linear Gaussian importance sampling algorithm for general hybrid model (LGIS). LGIS is aimed for hybrid Bayesian networks consisting of both discrete and continuous random variables with arbitrary distributions. It uses linear function and Gaussian additive noise to approximate the true conditional probability distribution for continuous variable given both its parents and evidence in a Bayesian network. One of the most important features of the newly developed method is that it can adaptively learn the optimal important function from the previous samples. We test the inference performance of LGIS using a 16-node linear Gaussian model and a 6-node general hybrid model. The performance comparison with other well-known methods such as Junction tree (JT) and likelihood weighting (LW) shows that LGIS-GHM is very promising.
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NASA Astrophysics Data System (ADS)
Jeffs, Brian D.; Christou, Julian C.
1998-09-01
This paper addresses post processing for resolution enhancement of sequences of short exposure adaptive optics (AO) images of space objects. The unknown residual blur is removed using Bayesian maximum a posteriori blind image restoration techniques. In the problem formulation, both the true image and the unknown blur psf's are represented by the flexible generalized Gaussian Markov random field (GGMRF) model. The GGMRF probability density function provides a natural mechanism for expressing available prior information about the image and blur. Incorporating such prior knowledge in the deconvolution optimization is crucial for the success of blind restoration algorithms. For example, space objects often contain sharp edge boundaries and geometric structures, while the residual blur psf in the corresponding partially corrected AO image is spectrally band limited, and exhibits while the residual blur psf in the corresponding partially corrected AO image is spectrally band limited, and exhibits smoothed, random , texture-like features on a peaked central core. By properly choosing parameters, GGMRF models can accurately represent both the blur psf and the object, and serve to regularize the deconvolution problem. These two GGMRF models also serve as discriminator functions to separate blur and object in the solution. Algorithm performance is demonstrated with examples from synthetic AO images. Results indicate significant resolution enhancement when applied to partially corrected AO images. An efficient computational algorithm is described.
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NASA Astrophysics Data System (ADS)
Gott, J. Richard, III
1998-09-01
Topology may play an important role in cosmology in several different ways. First, Einstein's field equations tell us about the local geometry of the universe but not about its topology. Therefore, the universe may be multiply connected. Inflation predicts that the fluctuations that made clusters and groups of galaxies arose from random quantum fluctuations in the early universe. These should be Gaussian random phase. This can be tested by quantitatively measuring the topology of large-scale structure in the universe using the genus statistic. If the original fluctuations were Gaussian random phase then the structure we see today should have a spongelike topology. A number of studies by our group and others have shown that this is indeed the case. Future tests using the Sloan Digital Sky Survey should be possible. Microwave background fluctuations should also exhibit a characteristic symmetric pattern of hot and cold spots. The COBE data are consistent with this pattern and the MAP and PLANCK satellites should provide a definitive test. If the original inflationary state was metastable then it should decay by making an infinite number of open inflationary bubble universes. This model makes a specific prediction for the power spectrum of fluctuations in the microwave background which can be checked by the MAP and PLANCK satellites. Finally, Gott and Li have proposed how a multiply connected cosmology with an early epoch of closed timelike curves might allow the universe to be its own mother.
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Analysis of dynamic system response to product random processes
NASA Technical Reports Server (NTRS)
Sidwell, K.
1978-01-01
The response of dynamic systems to the product of two independent Gaussian random processes is developed by use of the Fokker-Planck and associated moment equations. The development is applied to the amplitude modulated process which is used to model atmospheric turbulence in aeronautical applications. The exact solution for the system response is compared with the solution obtained by the quasi-steady approximation which omits the dynamic properties of the random amplitude modulation. The quasi-steady approximation is valid as a limiting case of the exact solution for the dynamic response of linear systems to amplitude modulated processes. In the nonlimiting case the quasi-steady approximation can be invalid for dynamic systems with low damping.
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Mulkern, Robert V; Balasubramanian, Mukund; Mitsouras, Dimitrios
2014-07-30
To determine whether Lorentzian or Gaussian intra-voxel frequency distributions are better suited for modeling data acquired with gradient-echo sampling of single spin-echoes for the simultaneous characterization of irreversible and reversible relaxation rates. Clinical studies (e.g., of brain iron deposition) using such acquisition schemes have typically assumed Lorentzian distributions. Theoretical expressions of the time-domain spin-echo signal for intra-voxel Lorentzian and Gaussian distributions were used to fit data from a human brain scanned at both 1.5 Tesla (T) and 3T, resulting in maps of irreversible and reversible relaxation rates for each model. The relative merits of the Lorentzian versus Gaussian model were compared by means of quality of fit considerations. Lorentzian fits were equivalent to Gaussian fits primarily in regions of the brain where irreversible relaxation dominated. In the multiple brain regions where reversible relaxation effects become prominent, however, Gaussian fits were clearly superior. The widespread assumption that a Lorentzian distribution is suitable for quantitative transverse relaxation studies of the brain should be reconsidered, particularly at 3T and higher field strengths as reversible relaxation effects become more prominent. Gaussian distributions offer alternate fits of experimental data that should prove quite useful in general. Magn Reson Med, 2014. © 2014 Wiley Periodicals, Inc. © 2014 Wiley Periodicals, Inc.
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On Digital Simulation of Multicorrelated Random Processes and Its Applications. Ph.D. Thesis
NASA Technical Reports Server (NTRS)
Sinha, A. K.
1973-01-01
Two methods are described to simulate, on a digital computer, a set of correlated, stationary, and Gaussian time series with zero mean from the given matrix of power spectral densities and cross spectral densities. The first method is based upon trigonometric series with random amplitudes and deterministic phase angles. The random amplitudes are generated by using a standard random number generator subroutine. An example is given which corresponds to three components of wind velocities at two different spatial locations for a total of six correlated time series. In the second method, the whole process is carried out using the Fast Fourier Transform approach. This method gives more accurate results and works about twenty times faster for a set of six correlated time series.
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Financial Data Analysis by means of Coupled Continuous-Time Random Walk in Rachev-Rűschendorf Model
NASA Astrophysics Data System (ADS)
Jurlewicz, A.; Wyłomańska, A.; Żebrowski, P.
2008-09-01
We adapt the continuous-time random walk formalism to describe asset price evolution. We expand the idea proposed by Rachev and Rűschendorf who analyzed the binomial pricing model in the discrete time with randomization of the number of price changes. As a result, in the framework of the proposed model we obtain a mixture of the Gaussian and a generalized arcsine laws as the limiting distribution of log-returns. Moreover, we derive an European-call-option price that is an extension of the Black-Scholes formula. We apply the obtained theoretical results to model actual financial data and try to show that the continuous-time random walk offers alternative tools to deal with several complex issues of financial markets.
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Habyarimana, Faustin; Zewotir, Temesgen; Ramroop, Shaun
2018-03-01
The main objective of this study was to assess the risk factors and spatial correlates of domestic violence against women of reproductive age in Rwanda. A structured spatial approach was used to account for the nonlinear nature of some covariates and the spatial variability on domestic violence. The nonlinear effect was modeled through second-order random walk, and the structured spatial effect was modeled through Gaussian Markov Random Fields specified as an intrinsic conditional autoregressive model. The data from the Rwanda Demographic and Health Survey 2014/2015 were used as an application. The findings of this study revealed that the risk factors of domestic violence against women are the wealth quintile of the household, the size of the household, the husband or partner's age, the husband or partner's level of education, ownership of the house, polygamy, the alcohol consumption status of the husband or partner, the woman's perception of wife-beating attitude, and the use of contraceptive methods. The study also highlighted the significant spatial variation of domestic violence against women at district level.
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Dynamical Casimir Effect for Gaussian Boson Sampling.
Peropadre, Borja; Huh, Joonsuk; Sabín, Carlos
2018-02-28
We show that the Dynamical Casimir Effect (DCE), realized on two multimode coplanar waveg-uide resonators, implements a gaussian boson sampler (GBS). The appropriate choice of the mirror acceleration that couples both resonators translates into the desired initial gaussian state and many-boson interference in a boson sampling network. In particular, we show that the proposed quantum simulator naturally performs a classically hard task, known as scattershot boson sampling. Our result unveils an unprecedented computational power of DCE, and paves the way for using DCE as a resource for quantum simulation.
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The Characteristics of Vibration Isolation System with Damping and Stiffness Geometrically Nonlinear
NASA Astrophysics Data System (ADS)
Lu, Ze-Qi; Chen, Li-Qun; Brennan, Michael J.; Li, Jue-Ming; Ding, Hu
2016-09-01
The paper concerns an investigation into the use of both stiffness and damping nonlinearity in the vibration isolator to improve its effectiveness. The nonlinear damping and nonlinear stiffness are both achieved by horizontal damping and stiffness as the way of the geometrical nonlinearity. The harmonic balance method is used to analyze the force transmissibility of such vibration isolation system. It is found that as the horizontal damping increasing, the height of the force transmissibility peak is decreased and the high-frequency force transmissibility is almost the same. The results are also validated by some numerical method. Then the RMS of transmissibility under Gaussian white noise is calculated numerically, the results demonstrate that the beneficial effects of the damping nonlinearity can be achieved under random excitation.
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A curvature-corrected Kirchhoff formulation for radar sea-return from the near vertical
NASA Technical Reports Server (NTRS)
Jackson, F. C.
1974-01-01
A new theoretical treatment of the problem of electromagnetic wave scattering from a randomly rough surface is given. A high frequency correction to the Kirchhoff approximation is derived from a field integral equation for a perfectly conducting surface. The correction, which accounts for the effect of local surface curvature, is seen to be identical with an asymptotic form found by Fock (1945) for diffraction by a paraboloid. The corrected boundary values are substituted into the far field Stratton-Chu integral, and average backscattered powers are computed assuming the scattering surface is a homogeneous Gaussian process. Preliminary calculations for K(-4) ocean wave spectrum indicate a resonable modelling of polarization effects near the vertical, theta 45 deg. Correspondence with the results of small perturbation theory is shown.
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NASA Astrophysics Data System (ADS)
Tyagi, Neha; Cherayil, Binny J.
2018-03-01
The increasingly widespread occurrence in complex fluids of particle motion that is both Brownian and non-Gaussian has recently been found to be successfully modeled by a process (frequently referred to as ‘diffusing diffusivity’) in which the white noise that governs Brownian diffusion is itself stochastically modulated by either Ornstein–Uhlenbeck dynamics or by two-state noise. But the model has so far not been able to account for an aspect of non-Gaussian Brownian motion that is also commonly observed: a non-monotonic decay of the parameter that quantifies the extent of deviation from Gaussian behavior. In this paper, we show that the inclusion of memory effects in the model—via a generalized Langevin equation—can rationalise this phenomenon.
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Geostatistical risk estimation at waste disposal sites in the presence of hot spots.
Komnitsas, Kostas; Modis, Kostas
2009-05-30
The present paper aims to estimate risk by using geostatistics at the wider coal mining/waste disposal site of Belkovskaya, Tula region, in Russia. In this area the presence of hot spots causes a spatial trend in the mean value of the random field and a non-Gaussian data distribution. Prior to application of geostatistics, subtraction of trend and appropriate smoothing and transformation of the data into a Gaussian form were carried out; risk maps were then generated for the wider study area in order to assess the probability of exceeding risk thresholds. Finally, the present paper discusses the need for homogenization of soil risk thresholds regarding hazardous elements that will enhance reliability of risk estimation and enable application of appropriate rehabilitation actions in contaminated areas.
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Robust small area prediction for counts.
Tzavidis, Nikos; Ranalli, M Giovanna; Salvati, Nicola; Dreassi, Emanuela; Chambers, Ray
2015-06-01
A new semiparametric approach to model-based small area prediction for counts is proposed and used for estimating the average number of visits to physicians for Health Districts in Central Italy. The proposed small area predictor can be viewed as an outlier robust alternative to the more commonly used empirical plug-in predictor that is based on a Poisson generalized linear mixed model with Gaussian random effects. Results from the real data application and from a simulation experiment confirm that the proposed small area predictor has good robustness properties and in some cases can be more efficient than alternative small area approaches. © The Author(s) 2014 Reprints and permissions: sagepub.co.uk/journalsPermissions.nav.
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Quantization of Gaussian samples at very low SNR regime in continuous variable QKD applications
NASA Astrophysics Data System (ADS)
Daneshgaran, Fred; Mondin, Marina
2016-09-01
The main problem for information reconciliation in continuous variable Quantum Key Distribution (QKD) at low Signal to Noise Ratio (SNR) is quantization and assignment of labels to the samples of the Gaussian Random Variables (RVs) observed at Alice and Bob. Trouble is that most of the samples, assuming that the Gaussian variable is zero mean which is de-facto the case, tend to have small magnitudes and are easily disturbed by noise. Transmission over longer and longer distances increases the losses corresponding to a lower effective SNR exasperating the problem. This paper looks at the quantization problem of the Gaussian samples at very low SNR regime from an information theoretic point of view. We look at the problem of two bit per sample quantization of the Gaussian RVs at Alice and Bob and derive expressions for the mutual information between the bit strings as a result of this quantization. The quantization threshold for the Most Significant Bit (MSB) should be chosen based on the maximization of the mutual information between the quantized bit strings. Furthermore, while the LSB string at Alice and Bob are balanced in a sense that their entropy is close to maximum, this is not the case for the second most significant bit even under optimal threshold. We show that with two bit quantization at SNR of -3 dB we achieve 75.8% of maximal achievable mutual information between Alice and Bob, hence, as the number of quantization bits increases beyond 2-bits, the number of additional useful bits that can be extracted for secret key generation decreases rapidly. Furthermore, the error rates between the bit strings at Alice and Bob at the same significant bit level are rather high demanding very powerful error correcting codes. While our calculations and simulation shows that the mutual information between the LSB at Alice and Bob is 0.1044 bits, that at the MSB level is only 0.035 bits. Hence, it is only by looking at the bits jointly that we are able to achieve a mutual information of 0.2217 bits which is 75.8% of maximum achievable. The implication is that only by coding both MSB and LSB jointly can we hope to get close to this 75.8% limit. Hence, non-binary codes are essential to achieve acceptable performance.
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Structure of a financial cross-correlation matrix under attack
NASA Astrophysics Data System (ADS)
Lim, Gyuchang; Kim, SooYong; Kim, Junghwan; Kim, Pyungsoo; Kang, Yoonjong; Park, Sanghoon; Park, Inho; Park, Sang-Bum; Kim, Kyungsik
2009-09-01
We investigate the structure of a perturbed stock market in terms of correlation matrices. For the purpose of perturbing a stock market, two distinct methods are used, namely local and global perturbation. The former involves replacing a correlation coefficient of the cross-correlation matrix with one calculated from two Gaussian-distributed time series while the latter reconstructs the cross-correlation matrix just after replacing the original return series with Gaussian-distributed time series. Concerning the local case, it is a technical study only and there is no attempt to model reality. The term ‘global’ means the overall effect of the replacement on other untouched returns. Through statistical analyses such as random matrix theory (RMT), network theory, and the correlation coefficient distributions, we show that the global structure of a stock market is vulnerable to perturbation. However, apart from in the analysis of inverse participation ratios (IPRs), the vulnerability becomes dull under a small-scale perturbation. This means that these analysis tools are inappropriate for monitoring the whole stock market due to the low sensitivity of a stock market to a small-scale perturbation. In contrast, when going down to the structure of business sectors, we confirm that correlation-based business sectors are regrouped in terms of IPRs. This result gives a clue about monitoring the effect of hidden intentions, which are revealed via portfolios taken mostly by large investors.
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Diffusion of active chiral particles
NASA Astrophysics Data System (ADS)
Sevilla, Francisco J.
2016-12-01
The diffusion of chiral active Brownian particles in three-dimensional space is studied analytically, by consideration of the corresponding Fokker-Planck equation for the probability density of finding a particle at position x and moving along the direction v ̂ at time t , and numerically, by the use of Langevin dynamics simulations. The analysis is focused on the marginal probability density of finding a particle at a given location and at a given time (independently of its direction of motion), which is found from an infinite hierarchy of differential-recurrence relations for the coefficients that appear in the multipole expansion of the probability distribution, which contains the whole kinematic information. This approach allows the explicit calculation of the time dependence of the mean-squared displacement and the time dependence of the kurtosis of the marginal probability distribution, quantities from which the effective diffusion coefficient and the "shape" of the positions distribution are examined. Oscillations between two characteristic values were found in the time evolution of the kurtosis, namely, between the value that corresponds to a Gaussian and the one that corresponds to a distribution of spherical shell shape. In the case of an ensemble of particles, each one rotating around a uniformly distributed random axis, evidence is found of the so-called effect "anomalous, yet Brownian, diffusion," for which particles follow a non-Gaussian distribution for the positions yet the mean-squared displacement is a linear function of time.
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Non-Gaussianities due to relativistic corrections to the observed galaxy bispectrum
DOE Office of Scientific and Technical Information (OSTI.GOV)
Dio, E. Di; Perrier, H.; Durrer, R.
2017-03-01
High-precision constraints on primordial non-Gaussianity (PNG) will significantly improve our understanding of the physics of the early universe. Among all the subtleties in using large scale structure observables to constrain PNG, accounting for relativistic corrections to the clustering statistics is particularly important for the upcoming galaxy surveys covering progressively larger fraction of the sky. We focus on relativistic projection effects due to the fact that we observe the galaxies through the light that reaches the telescope on perturbed geodesics. These projection effects can give rise to an effective f {sub NL} that can be misinterpreted as the primordial non-Gaussianity signalmore » and hence is a systematic to be carefully computed and accounted for in modelling of the bispectrum. We develop the technique to properly account for relativistic effects in terms of purely observable quantities, namely angles and redshifts. We give some examples by applying this approach to a subset of the contributions to the tree-level bispectrum of the observed galaxy number counts calculated within perturbation theory and estimate the corresponding non-Gaussianity parameter, f {sub NL}, for the local, equilateral and orthogonal shapes. For the local shape, we also compute the local non-Gaussianity resulting from terms obtained using the consistency relation for observed number counts. Our goal here is not to give a precise estimate of f {sub NL} for each shape but rather we aim to provide a scheme to compute the non-Gaussian contamination due to relativistic projection effects. For the terms considered in this work, we obtain contamination of f {sub NL}{sup loc} ∼ O(1).« less
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Turbulence hierarchy in a random fibre laser
González, Iván R. Roa; Lima, Bismarck C.; Pincheira, Pablo I. R.; Brum, Arthur A.; Macêdo, Antônio M. S.; Vasconcelos, Giovani L.; de S. Menezes, Leonardo; Raposo, Ernesto P.; Gomes, Anderson S. L.; Kashyap, Raman
2017-01-01
Turbulence is a challenging feature common to a wide range of complex phenomena. Random fibre lasers are a special class of lasers in which the feedback arises from multiple scattering in a one-dimensional disordered cavity-less medium. Here we report on statistical signatures of turbulence in the distribution of intensity fluctuations in a continuous-wave-pumped erbium-based random fibre laser, with random Bragg grating scatterers. The distribution of intensity fluctuations in an extensive data set exhibits three qualitatively distinct behaviours: a Gaussian regime below threshold, a mixture of two distributions with exponentially decaying tails near the threshold and a mixture of distributions with stretched-exponential tails above threshold. All distributions are well described by a hierarchical stochastic model that incorporates Kolmogorov’s theory of turbulence, which includes energy cascade and the intermittence phenomenon. Our findings have implications for explaining the remarkably challenging turbulent behaviour in photonics, using a random fibre laser as the experimental platform. PMID:28561064
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Inflation with a graceful exit in a random landscape
NASA Astrophysics Data System (ADS)
Pedro, F. G.; Westphal, A.
2017-03-01
We develop a stochastic description of small-field inflationary histories with a graceful exit in a random potential whose Hessian is a Gaussian random matrix as a model of the unstructured part of the string landscape. The dynamical evolution in such a random potential from a small-field inflation region towards a viable late-time de Sitter (dS) minimum maps to the dynamics of Dyson Brownian motion describing the relaxation of non-equilibrium eigenvalue spectra in random matrix theory. We analytically compute the relaxation probability in a saddle point approximation of the partition function of the eigenvalue distribution of the Wigner ensemble describing the mass matrices of the critical points. When applied to small-field inflation in the landscape, this leads to an exponentially strong bias against small-field ranges and an upper bound N ≪ 10 on the number of light fields N participating during inflation from the non-observation of negative spatial curvature.
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DOE Office of Scientific and Technical Information (OSTI.GOV)
Giovannetti, Vittorio; Maccone, Lorenzo; Shapiro, Jeffrey H.
The minimum Renyi and Wehrl output entropies are found for bosonic channels in which the signal photons are either randomly displaced by a Gaussian distribution (classical-noise channel), or coupled to a thermal environment through lossy propagation (thermal-noise channel). It is shown that the Renyi output entropies of integer orders z{>=}2 and the Wehrl output entropy are minimized when the channel input is a coherent state.
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ERIC Educational Resources Information Center
Heinicke, Susanne; Heering, Peter
2013-01-01
The aim of this paper is to discuss different approaches to the quality (or uncertainty) of measurement data considering both historical examples and today's students' views. Today's teaching of data analysis is very much focussed on the application of statistical routines (often called the "Gaussian approach" to error analysis). Studies on…
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Vyas, Manan; Kota, V K B; Chavda, N D
2010-03-01
Finite interacting Fermi systems with a mean-field and a chaos generating two-body interaction are modeled by one plus two-body embedded Gaussian orthogonal ensemble of random matrices with spin degree of freedom [called EGOE(1+2)-s]. Numerical calculations are used to demonstrate that, as lambda , the strength of the interaction (measured in the units of the average spacing of the single-particle levels defining the mean-field), increases, generically there is Poisson to GOE transition in level fluctuations, Breit-Wigner to Gaussian transition in strength functions (also called local density of states) and also a duality region where information entropy will be the same in both the mean-field and interaction defined basis. Spin dependence of the transition points lambda_{c} , lambdaF, and lambdad , respectively, is described using the propagator for the spectral variances and the formula for the propagator is derived. We further establish that the duality region corresponds to a region of thermalization. For this purpose we compared the single-particle entropy defined by the occupancies of the single-particle orbitals with thermodynamic entropy and information entropy for various lambda values and they are very close to each other at lambda=lambdad.
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Moore, Jeremy; Martin, Leopoldo L.; Maayani, Shai; ...
2016-02-03
We experimentally reporton optical binding of many glass particles in air that levitate in a single optical beam. A diversity of particle sizes and shapes interact at long range in a single Gaussian beam. Our system dynamics span from oscillatory to random and dimensionality ranges from 1 to 3D. In conclusion, the low loss for the center of mass motion of the beads could allow this system to serve as a standard many body testbed, similar to what is done today with atoms, but at the mesoscopic scale.
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Enhanced backscattering through a deep random phase screen
NASA Astrophysics Data System (ADS)
Jakeman, E.
1988-10-01
The statistical properties of radiation scattered by a system consisting of a plane mirror placed in the Fresnel region behind a smoothly varying deep random-phase screen with off-axis beam illumination are studied. It is found that two mechanisms cause enhanced scattering around the backward direction, according to the mirror position with respect to the focusing plane of the screen. In all of the plane mirror geometries considered, the scattered field remains a complex Gaussian process with a spatial coherence function identical to that expected for a single screen, and a speckle size smaller than the width of backscatter enhancement.
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Chaotic oscillations and noise transformations in a simple dissipative system with delayed feedback
NASA Astrophysics Data System (ADS)
Zverev, V. V.; Rubinstein, B. Ya.
1991-04-01
We analyze the statistical behavior of signals in nonlinear circuits with delayed feedback in the presence of external Markovian noise. For the special class of circuits with intense phase mixing we develop an approach for the computation of the probability distributions and multitime correlation functions based on the random phase approximation. Both Gaussian and Kubo-Andersen models of external noise statistics are analyzed and the existence of the stationary (asymptotic) random process in the long-time limit is shown. We demonstrate that a nonlinear system with chaotic behavior becomes a noise amplifier with specific statistical transformation properties.
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Fermi problem in disordered systems
NASA Astrophysics Data System (ADS)
Menezes, G.; Svaiter, N. F.; de Mello, H. R.; Zarro, C. A. D.
2017-10-01
We revisit the Fermi two-atom problem in the framework of disordered systems. In our model, we consider a two-qubit system linearly coupled with a quantum massless scalar field. We analyze the energy transfer between the qubits under different experimental perspectives. In addition, we assume that the coefficients of the Klein-Gordon equation are random functions of the spatial coordinates. The disordered medium is modeled by a centered, stationary, and Gaussian process. We demonstrate that the classical notion of causality emerges only in the wave zone in the presence of random fluctuations of the light cone. Possible repercussions are discussed.
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Coupled uncertainty provided by a multifractal random walker
NASA Astrophysics Data System (ADS)
Koohi Lai, Z.; Vasheghani Farahani, S.; Movahed, S. M. S.; Jafari, G. R.
2015-10-01
The aim here is to study the concept of pairing multifractality between time series possessing non-Gaussian distributions. The increasing number of rare events creates ;criticality;. We show how the pairing between two series is affected by rare events, which we call ;coupled criticality;. A method is proposed for studying the coupled criticality born out of the interaction between two series, using the bivariate multifractal random walk (BiMRW). This method allows studying dependence of the coupled criticality on the criticality of each individual system. This approach is applied to data sets of gold and oil markets, and inflation and unemployment.
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Central Limit Theorems for Linear Statistics of Heavy Tailed Random Matrices
NASA Astrophysics Data System (ADS)
Benaych-Georges, Florent; Guionnet, Alice; Male, Camille
2014-07-01
We show central limit theorems (CLT) for the linear statistics of symmetric matrices with independent heavy tailed entries, including entries in the domain of attraction of α-stable laws and entries with moments exploding with the dimension, as in the adjacency matrices of Erdös-Rényi graphs. For the second model, we also prove a central limit theorem of the moments of its empirical eigenvalues distribution. The limit laws are Gaussian, but unlike the case of standard Wigner matrices, the normalization is the one of the classical CLT for independent random variables.
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NASA Astrophysics Data System (ADS)
Valkunde, Amol T.; Vhanmore, Bandopant D.; Urunkar, Trupti U.; Gavade, Kusum M.; Patil, Sandip D.; Takale, Mansing V.
2018-05-01
In this work, nonlinear aspects of a high intensity q-Gaussian laser beam propagating in collisionless plasma having upward density ramp of exponential profiles is studied. We have employed the nonlinearity in dielectric function of plasma by considering ponderomotive nonlinearity. The differential equation governing the dimensionless beam width parameter is achieved by using Wentzel-Kramers-Brillouin (WKB) and paraxial approximations and solved it numerically by using Runge-Kutta fourth order method. Effect of exponential density ramp profile on self-focusing of q-Gaussian laser beam for various values of q is systematically carried out and compared with results Gaussian laser beam propagating in collisionless plasma having uniform density. It is found that exponential plasma density ramp causes the laser beam to become more focused and gives reasonably interesting results.
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The effect of halo nuclear density on reaction cross-section for light ion collision
NASA Astrophysics Data System (ADS)
Hassan, M. A. M.; Nour El-Din, M. S. M.; Ellithi, A.; Ismail, E.; Hosny, H.
2015-08-01
In the framework of the optical limit approximation (OLA), the reaction cross-section for halo nucleus — stable nucleus collision at intermediate energy, has been studied. The projectile nuclei are taken to be one-neutron halo (1NHP) and two-neutron halo (2NHP). The calculations are carried out for Gaussian-Gaussian (GG), Gaussian-Oscillator (GO), and Gaussian-2S (G2S) densities for each considered projectile. As a target, the stable nuclei in the range 4-28 of the mass number are used. An analytic expression of the phase shift function has been derived. The zero range approximation is considered in the calculations. Also, the in-medium effect is studied. The obtained results are analyzed and compared with the geometrical reaction cross-section and the available experimental data.
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Galaxy bias and primordial non-Gaussianity
DOE Office of Scientific and Technical Information (OSTI.GOV)
Assassi, Valentin; Baumann, Daniel; Schmidt, Fabian, E-mail: assassi@ias.edu, E-mail: D.D.Baumann@uva.nl, E-mail: fabians@MPA-Garching.MPG.DE
2015-12-01
We present a systematic study of galaxy biasing in the presence of primordial non-Gaussianity. For a large class of non-Gaussian initial conditions, we define a general bias expansion and prove that it is closed under renormalization, thereby showing that the basis of operators in the expansion is complete. We then study the effects of primordial non-Gaussianity on the statistics of galaxies. We show that the equivalence principle enforces a relation between the scale-dependent bias in the galaxy power spectrum and that in the dipolar part of the bispectrum. This provides a powerful consistency check to confirm the primordial origin ofmore » any observed scale-dependent bias. Finally, we also discuss the imprints of anisotropic non-Gaussianity as motivated by recent studies of higher-spin fields during inflation.« less
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Gaussian temporal modulation for the behavior of multi-sinc Schell-model pulses in dispersive media
NASA Astrophysics Data System (ADS)
Liu, Xiayin; Zhao, Daomu; Tian, Kehan; Pan, Weiqing; Zhang, Kouwen
2018-06-01
A new class of pulse source with correlation being modeled by the convolution operation of two legitimate temporal correlation function is proposed. Particularly, analytical formulas for the Gaussian temporally modulated multi-sinc Schell-model (MSSM) pulses generated by such pulse source propagating in dispersive media are derived. It is demonstrated that the average intensity of MSSM pulses on propagation are reshaped from flat profile or a train to a distribution with a Gaussian temporal envelope by adjusting the initial correlation width of the Gaussian pulse. The effects of the Gaussian temporal modulation on the temporal degree of coherence of the MSSM pulse are also analyzed. The results presented here show the potential of coherence modulation for pulse shaping and pulsed laser material processing.
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Assessing Gaussian Assumption of PMU Measurement Error Using Field Data
Wang, Shaobu; Zhao, Junbo; Huang, Zhenyu; ...
2017-10-13
Gaussian PMU measurement error has been assumed for many power system applications, such as state estimation, oscillatory modes monitoring, voltage stability analysis, to cite a few. This letter proposes a simple yet effective approach to assess this assumption by using the stability property of a probability distribution and the concept of redundant measurement. Extensive results using field PMU data from WECC system reveal that the Gaussian assumption is questionable.
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Messaoudi, Noureddine; Bekka, Raïs El'hadi; Ravier, Philippe; Harba, Rachid
2017-02-01
The purpose of this paper was to evaluate the effects of the longitudinal single differential (LSD), the longitudinal double differential (LDD) and the normal double differential (NDD) spatial filters, the electrode shape, the inter-electrode distance (IED) on non-Gaussianity and non-linearity levels of simulated surface EMG (sEMG) signals when the maximum voluntary contraction (MVC) varied from 10% to 100% by a step of 10%. The effects of recruitment range thresholds (RR), the firing rate (FR) strategy and the peak firing rate (PFR) of motor units were also considered. A cylindrical multilayer model of the volume conductor and a model of motor unit (MU) recruitment and firing rate were used to simulate sEMG signals in a pool of 120 MUs for 5s. Firstly, the stationarity of sEMG signals was tested by the runs, the reverse arrangements (RA) and the modified reverse arrangements (MRA) tests. Then the non-Gaussianity was characterised with bicoherence and kurtosis, and non-linearity levels was evaluated with linearity test. The kurtosis analysis showed that the sEMG signals detected by the LSD filter were the most Gaussian and those detected by the NDD filter were the least Gaussian. In addition, the sEMG signals detected by the LSD filter were the most linear. For a given filter, the sEMG signals detected by using rectangular electrodes were more Gaussian and more linear than that detected with circular electrodes. Moreover, the sEMG signals are less non-Gaussian and more linear with reverse onion-skin firing rate strategy than those with onion-skin strategy. The levels of sEMG signal Gaussianity and linearity increased with the increase of the IED, RR and PFR. Copyright © 2016 Elsevier Ltd. All rights reserved.
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Finding SDSS Galaxy Clusters in 4-dimensional Color Space Using the False Discovery Rate
NASA Astrophysics Data System (ADS)
Nichol, R. C.; Miller, C. J.; Reichart, D.; Wasserman, L.; Genovese, C.; SDSS Collaboration
2000-12-01
We describe a recently developed statistical technique that provides a meaningful cut-off in probability-based decision making. We are concerned with multiple testing, where each test produces a well-defined probability (or p-value). By well-known, we mean that the null hypothesis used to determine the p-value is fully understood and appropriate. The method is entitled False Discovery Rate (FDR) and its largest advantage over other measures is that it allows one to specify a maximal amount of acceptable error. As an example of this tool, we apply FDR to a four-dimensional clustering algorithm using SDSS data. For each galaxy (or test galaxy), we count the number of neighbors that fit within one standard deviation of a four dimensional Gaussian centered on that test galaxy. The mean and standard deviation of that Gaussian are determined from the colors and errors of the test galaxy. We then take that same Gaussian and place it on a random selection of n galaxies and make a similar count. In the limit of large n, we expect the median count around these random galaxies to represent a typical field galaxy. For every test galaxy we determine the probability (or p-value) that it is a field galaxy based on these counts. A low p-value implies that the test galaxy is in a cluster environment. Once we have a p-value for every galaxy, we use FDR to determine at what level we should make our probability cut-off. Once this cut-off is made, we have a final sample of galaxies that are cluster-like galaxies. Using FDR, we also know the maximum amount of field contamination in our cluster galaxy sample. We present our preliminary galaxy clustering results using these methods.
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Casault, Sébastien; Groen, Aard J; Linton, Jonathan D
2014-03-25
This paper presents work toward improving the efficacy of financial models that describe the unique nature of biotechnology firms. We show that using a 'thick tailed' power law distribution to describe the behavior of the value of biotechnology R&D used in a Real Options Pricing model is significantly more accurate than the traditionally used Gaussian approach. A study of 287 North-American biotechnology firms gives insights into common problems faced by investors, managers and other stakeholders when using traditional techniques to calculate the commercial value of R&D. This is important because specific quantitative tools to assess the value of high-risk, high-reward R&D do not currently exist. This often leads to an undervaluation of biotechnology R&D and R&D intensive biotechnology firms. For example, the widely used Net Present Value (NPV) method assumes a fixed risk ignoring management flexibility and the changing environment. However, Real Options Pricing models assume that commercial returns from R&D investments are described by a normal random walk. A normal random walk model eliminates the possibility of drastic changes to the marketplace resulting from the introduction of revolutionary products and/or services. It is possible to better understand and manage biotechnology research projects and portfolios using a model that more accurately considers large non-Gaussian price fluctuations with thick tails, which recognize the unusually large risks and opportunities associated with Biotechnology R&D. Our empirical data show that opportunity overcompensates for the downside risk making biotechnology R&D statistically more valuable than other Gaussian options investments, which may otherwise appear to offer a similar combination of risk and return. Copyright © 2013 Elsevier B.V. All rights reserved.
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DOE Office of Scientific and Technical Information (OSTI.GOV)
Mackowski, Daniel W.; Mishchenko, Michael I.
The conventional orientation-averaging procedure developed in the framework of the superposition T-matrix approach is generalized to include the case of illumination by a Gaussian beam (GB). The resulting computer code is parallelized and used to perform extensive numerically exact calculations of electromagnetic scattering by volumes of discrete random medium consisting of monodisperse spherical particles. The size parameters of the scattering volumes are 40, 50, and 60, while their packing density is fixed at 5%. We demonstrate that all scattering patterns observed in the far-field zone of a random multisphere target and their evolution with decreasing width of the incident GBmore » can be interpreted in terms of idealized theoretical concepts such as forward-scattering interference, coherent backscattering (CB), and diffuse multiple scattering. It is shown that the increasing violation of electromagnetic reciprocity with decreasing GB width suppresses and eventually eradicates all observable manifestations of CB. This result supplements the previous demonstration of the effects of broken reciprocity in the case of magneto-optically active particles subjected to an external magnetic field.« less
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Void statistics, scaling, and the origins of large-scale structure
NASA Technical Reports Server (NTRS)
Fry, J. N.; Giovanelli, Riccardo; Haynes, Martha P.; Melott, Adrian L.; Scherrer, Robert J.
1989-01-01
The probability that a volume of the universe of given size and shape spaced at random will be void of galaxies is used here to study various models of the origin of cosmological structures. Numerical simulations are conducted on hot-particle and cold-particle-modulated inflationary models with and without biasing, on isothermal or initially Poisson models, and on models where structure is seeded by loops of cosmic string. For the Pisces-Perseus redshift compilation of Giovanelli and Haynes (1985), it is found that hierarchical scaling is obeyed for subsamples constructed with different limiting magnitudes and subsamples taken at random. This result confirms that the hierarchical ansatz holds valid to high order and supports the idea that structure in the observed universe evolves by a regular process from an almost Gaussian primordial state. Neutrino models without biasing show the effect of a strong feature in the initial power spectrum. Cosmic string models do not agree well with the galaxy data.
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Cosmic Rays in Intermittent Magnetic Fields
DOE Office of Scientific and Technical Information (OSTI.GOV)
Shukurov, Anvar; Seta, Amit; Bushby, Paul J.
The propagation of cosmic rays in turbulent magnetic fields is a diffusive process driven by the scattering of the charged particles by random magnetic fluctuations. Such fields are usually highly intermittent, consisting of intense magnetic filaments and ribbons surrounded by weaker, unstructured fluctuations. Studies of cosmic-ray propagation have largely overlooked intermittency, instead adopting Gaussian random magnetic fields. Using test particle simulations, we calculate cosmic-ray diffusivity in intermittent, dynamo-generated magnetic fields. The results are compared with those obtained from non-intermittent magnetic fields having identical power spectra. The presence of magnetic intermittency significantly enhances cosmic-ray diffusion over a wide range of particlemore » energies. We demonstrate that the results can be interpreted in terms of a correlated random walk.« less
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DOE Office of Scientific and Technical Information (OSTI.GOV)
Friberg, Ari T.; Visser, Taco D.; Wolf, Emil
A reciprocity inequality is derived, involving the effective size of a planar, secondary, Gaussian Schell-model source and the effective angular spread of the beam that the source generates. The analysis is shown to imply that a fully spatially coherent source of that class (which generates the lowest-order Hermite-Gaussian laser mode) has certain minimal properties. (c) 2000 Optical Society of America.
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Feinauer, Christoph; Procaccini, Andrea; Zecchina, Riccardo; Weigt, Martin; Pagnani, Andrea
2014-01-01
In the course of evolution, proteins show a remarkable conservation of their three-dimensional structure and their biological function, leading to strong evolutionary constraints on the sequence variability between homologous proteins. Our method aims at extracting such constraints from rapidly accumulating sequence data, and thereby at inferring protein structure and function from sequence information alone. Recently, global statistical inference methods (e.g. direct-coupling analysis, sparse inverse covariance estimation) have achieved a breakthrough towards this aim, and their predictions have been successfully implemented into tertiary and quaternary protein structure prediction methods. However, due to the discrete nature of the underlying variable (amino-acids), exact inference requires exponential time in the protein length, and efficient approximations are needed for practical applicability. Here we propose a very efficient multivariate Gaussian modeling approach as a variant of direct-coupling analysis: the discrete amino-acid variables are replaced by continuous Gaussian random variables. The resulting statistical inference problem is efficiently and exactly solvable. We show that the quality of inference is comparable or superior to the one achieved by mean-field approximations to inference with discrete variables, as done by direct-coupling analysis. This is true for (i) the prediction of residue-residue contacts in proteins, and (ii) the identification of protein-protein interaction partner in bacterial signal transduction. An implementation of our multivariate Gaussian approach is available at the website http://areeweb.polito.it/ricerca/cmp/code. PMID:24663061
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EVOLUTION OF THE MAGNETIC FIELD LINE DIFFUSION COEFFICIENT AND NON-GAUSSIAN STATISTICS
DOE Office of Scientific and Technical Information (OSTI.GOV)
Snodin, A. P.; Ruffolo, D.; Matthaeus, W. H.
The magnetic field line random walk (FLRW) plays an important role in the transport of energy and particles in turbulent plasmas. For magnetic fluctuations that are transverse or almost transverse to a large-scale mean magnetic field, theories describing the FLRW usually predict asymptotic diffusion of magnetic field lines perpendicular to the mean field. Such theories often depend on the assumption that one can relate the Lagrangian and Eulerian statistics of the magnetic field via Corrsin’s hypothesis, and additionally take the distribution of magnetic field line displacements to be Gaussian. Here we take an ordinary differential equation (ODE) model with thesemore » underlying assumptions and test how well it describes the evolution of the magnetic field line diffusion coefficient in 2D+slab magnetic turbulence, by comparisons to computer simulations that do not involve such assumptions. In addition, we directly test the accuracy of the Corrsin approximation to the Lagrangian correlation. Over much of the studied parameter space we find that the ODE model is in fairly good agreement with computer simulations, in terms of both the evolution and asymptotic values of the diffusion coefficient. When there is poor agreement, we show that this can be largely attributed to the failure of Corrsin’s hypothesis rather than the assumption of Gaussian statistics of field line displacements. The degree of non-Gaussianity, which we measure in terms of the kurtosis, appears to be an indicator of how well Corrsin’s approximation works.« less
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PHYSICS OF NON-GAUSSIAN FIELDS AND THE COSMOLOGICAL GENUS STATISTIC
DOE Office of Scientific and Technical Information (OSTI.GOV)
James, J. Berian, E-mail: berian@berkeley.edu
2012-05-20
We report a technique to calculate the impact of distinct physical processes inducing non-Gaussianity on the cosmological density field. A natural decomposition of the cosmic genus statistic into an orthogonal polynomial sequence allows complete expression of the scale-dependent evolution of the topology of large-scale structure, in which effects including galaxy bias, nonlinear gravitational evolution, and primordial non-Gaussianity may be delineated. The relationship of this decomposition to previous methods for analyzing the genus statistic is briefly considered and the following applications are made: (1) the expression of certain systematics affecting topological measurements, (2) the quantification of broad deformations from Gaussianity thatmore » appear in the genus statistic as measured in the Horizon Run simulation, and (3) the study of the evolution of the genus curve for simulations with primordial non-Gaussianity. These advances improve the treatment of flux-limited galaxy catalogs for use with this measurement and further the use of the genus statistic as a tool for exploring non-Gaussianity.« less
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Steinhauser, Marco; Hübner, Ronald
2009-10-01
It has been suggested that performance in the Stroop task is influenced by response conflict as well as task conflict. The present study investigated the idea that both conflict types can be isolated by applying ex-Gaussian distribution analysis which decomposes response time into a Gaussian and an exponential component. Two experiments were conducted in which manual versions of a standard Stroop task (Experiment 1) and a separated Stroop task (Experiment 2) were performed under task-switching conditions. Effects of response congruency and stimulus bivalency were used to measure response conflict and task conflict, respectively. Ex-Gaussian analysis revealed that response conflict was mainly observed in the Gaussian component, whereas task conflict was stronger in the exponential component. Moreover, task conflict in the exponential component was selectively enhanced under task-switching conditions. The results suggest that ex-Gaussian analysis can be used as a tool to isolate different conflict types in the Stroop task. PsycINFO Database Record (c) 2009 APA, all rights reserved.
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Porous media flux sensitivity to pore-scale geostatistics: A bottom-up approach
NASA Astrophysics Data System (ADS)
Di Palma, P. R.; Guyennon, N.; Heße, F.; Romano, E.
2017-04-01
Macroscopic properties of flow through porous media can be directly computed by solving the Navier-Stokes equations at the scales related to the actual flow processes, while considering the porous structures in an explicit way. The aim of this paper is to investigate the effects of the pore-scale spatial distribution on seepage velocity through numerical simulations of 3D fluid flow performed by the lattice Boltzmann method. To this end, we generate multiple random Gaussian fields whose spatial correlation follows an assigned semi-variogram function. The Exponential and Gaussian semi-variograms are chosen as extreme-cases of correlation for short distances and statistical properties of the resulting porous media (indicator field) are described using the Matèrn covariance model, with characteristic lengths of spatial autocorrelation (pore size) varying from 2% to 13% of the linear domain. To consider the sensitivity of the modeling results to the geostatistical representativeness of the domain as well as to the adopted resolution, porous media have been generated repetitively with re-initialized random seeds and three different resolutions have been tested for each resulting realization. The main difference among results is observed between the two adopted semi-variograms, indicating that the roughness (short distances autocorrelation) is the property mainly affecting the flux. However, computed seepage velocities show additionally a wide variability (about three orders of magnitude) for each semi-variogram model in relation to the assigned correlation length, corresponding to pore sizes. The spatial resolution affects more the results for short correlation lengths (i.e., small pore sizes), resulting in an increasing underestimation of the seepage velocity with the decreasing correlation length. On the other hand, results show an increasing uncertainty as the correlation length approaches the domain size.
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Generation of hollow Gaussian beams by spatial filtering
NASA Astrophysics Data System (ADS)
Liu, Zhengjun; Zhao, Haifa; Liu, Jianlong; Lin, Jie; Ashfaq Ahmad, Muhammad; Liu, Shutian
2007-08-01
We demonstrate that hollow Gaussian beams can be obtained from Fourier transform of the differentials of a Gaussian beam, and thus they can be generated by spatial filtering in the Fourier domain with spatial filters that consist of binomial combinations of even-order Hermite polynomials. A typical 4f optical system and a Michelson interferometer type system are proposed to implement the proposed scheme. Numerical results have proved the validity and effectiveness of this method. Furthermore, other polynomial Gaussian beams can also be generated by using this scheme. This approach is simple and may find significant applications in generating the dark hollow beams for nanophotonic technology.
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Generation of hollow Gaussian beams by spatial filtering.
Liu, Zhengjun; Zhao, Haifa; Liu, Jianlong; Lin, Jie; Ahmad, Muhammad Ashfaq; Liu, Shutian
2007-08-01
We demonstrate that hollow Gaussian beams can be obtained from Fourier transform of the differentials of a Gaussian beam, and thus they can be generated by spatial filtering in the Fourier domain with spatial filters that consist of binomial combinations of even-order Hermite polynomials. A typical 4f optical system and a Michelson interferometer type system are proposed to implement the proposed scheme. Numerical results have proved the validity and effectiveness of this method. Furthermore, other polynomial Gaussian beams can also be generated by using this scheme. This approach is simple and may find significant applications in generating the dark hollow beams for nanophotonic technology.
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Gaussian entanglement generation from coherence using beam-splitters
Wang, Zhong-Xiao; Wang, Shuhao; Ma, Teng; Wang, Tie-Jun; Wang, Chuan
2016-01-01
The generation and quantification of quantum entanglement is crucial for quantum information processing. Here we study the transition of Gaussian correlation under the effect of linear optical beam-splitters. We find the single-mode Gaussian coherence acts as the resource in generating Gaussian entanglement for two squeezed states as the input states. With the help of consecutive beam-splitters, single-mode coherence and quantum entanglement can be converted to each other. Our results reveal that by using finite number of beam-splitters, it is possible to extract all the entanglement from the single-mode coherence even if the entanglement is wiped out before each beam-splitter. PMID:27892537
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Moving target detection method based on improved Gaussian mixture model
NASA Astrophysics Data System (ADS)
Ma, J. Y.; Jie, F. R.; Hu, Y. J.
2017-07-01
Gaussian Mixture Model is often employed to build background model in background difference methods for moving target detection. This paper puts forward an adaptive moving target detection algorithm based on improved Gaussian Mixture Model. According to the graylevel convergence for each pixel, adaptively choose the number of Gaussian distribution to learn and update background model. Morphological reconstruction method is adopted to eliminate the shadow.. Experiment proved that the proposed method not only has good robustness and detection effect, but also has good adaptability. Even for the special cases when the grayscale changes greatly and so on, the proposed method can also make outstanding performance.
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Closer look at time averages of the logistic map at the edge of chaos
NASA Astrophysics Data System (ADS)
Tirnakli, Ugur; Tsallis, Constantino; Beck, Christian
2009-05-01
The probability distribution of sums of iterates of the logistic map at the edge of chaos has been recently shown [U. Tirnakli , Phys. Rev. E 75, 040106(R) (2007)] to be numerically consistent with a q -Gaussian, the distribution which—under appropriate constraints—maximizes the nonadditive entropy Sq , which is the basis of nonextensive statistical mechanics. This analysis was based on a study of the tails of the distribution. We now check the entire distribution, in particular, its central part. This is important in view of a recent q generalization of the central limit theorem, which states that for certain classes of strongly correlated random variables the rescaled sum approaches a q -Gaussian limit distribution. We numerically investigate for the logistic map with a parameter in a small vicinity of the critical point under which conditions there is convergence to a q -Gaussian both in the central region and in the tail region and find a scaling law involving the Feigenbaum constant δ . Our results are consistent with a large number of already available analytical and numerical evidences that the edge of chaos is well described in terms of the entropy Sq and its associated concepts.
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A New Non-gaussian Turbulent Wind Field Generator to Estimate Design-Loads of Wind-Turbines
NASA Astrophysics Data System (ADS)
Schaffarczyk, A. P.; Gontier, H.; Kleinhans, D.; Friedrich, R.
Climate change and finite fossil fuel resources make it urgent to turn into electricity generation from mostly renewable energies. One major part will play wind-energy supplied by wind-turbines of rated power up to 10 MW. For their design and development wind field models have to be used. The standard models are based on the empirical spectra, for example by von Karman or Kaimal. From investigation of measured data it is clear that gusts are underrepresented in such models. Based on some fundamental discoveries of the nature of turbulence by Friedrich [1] derived from the Navier-Stokes equation directly, we used the concept of Continuous Time Random Walks to construct three dimensional wind fields obeying non-Gaussian statistics. These wind fields were used to estimate critical fatigue loads necessary within the certification process. Calculations are carried out with an implementation of a beam-model (FLEX5) for two types of state-of-the-art wind turbines The authors considered the edgewise and flapwise blade-root bending moments as well as tilt moment at tower top due to the standard wind field models and our new non-Gaussian wind field model. Clear differences in the loads were found.
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Strength functions, entropies, and duality in weakly to strongly interacting fermionic systems.
Angom, D; Ghosh, S; Kota, V K B
2004-01-01
We revisit statistical wave function properties of finite systems of interacting fermions in the light of strength functions and their participation ratio and information entropy. For weakly interacting fermions in a mean-field with random two-body interactions of increasing strength lambda, the strength functions F(k) (E) are well known to change, in the regime where level fluctuations follow Wigner's surmise, from Breit-Wigner to Gaussian form. We propose an ansatz for the function describing this transition which we use to investigate the participation ratio xi(2) and the information entropy S(info) during this crossover, thereby extending the known behavior valid in the Gaussian domain into much of the Breit-Wigner domain. Our method also allows us to derive the scaling law lambda(d) approximately 1/sqrt[m] ( m is number of fermions) for the duality point lambda= lambda(d), where F(k) (E), xi(2), and S(info) in both the weak ( lambda=0 ) and strong mixing ( lambda= infinity ) basis coincide. As an application, the ansatz function for strength functions is used in describing the Breit-Wigner to Gaussian transition seen in neutral atoms CeI to SmI with valence electrons changing from 4 to 8.
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Emperical Tests of Acceptance Sampling Plans
NASA Technical Reports Server (NTRS)
White, K. Preston, Jr.; Johnson, Kenneth L.
2012-01-01
Acceptance sampling is a quality control procedure applied as an alternative to 100% inspection. A random sample of items is drawn from a lot to determine the fraction of items which have a required quality characteristic. Both the number of items to be inspected and the criterion for determining conformance of the lot to the requirement are given by an appropriate sampling plan with specified risks of Type I and Type II sampling errors. In this paper, we present the results of empirical tests of the accuracy of selected sampling plans reported in the literature. These plans are for measureable quality characteristics which are known have either binomial, exponential, normal, gamma, Weibull, inverse Gaussian, or Poisson distributions. In the main, results support the accepted wisdom that variables acceptance plans are superior to attributes (binomial) acceptance plans, in the sense that these provide comparable protection against risks at reduced sampling cost. For the Gaussian and Weibull plans, however, there are ranges of the shape parameters for which the required sample sizes are in fact larger than the corresponding attributes plans, dramatically so for instances of large skew. Tests further confirm that the published inverse-Gaussian (IG) plan is flawed, as reported by White and Johnson (2011).
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NASA Astrophysics Data System (ADS)
Wu, Jinglai; Luo, Zhen; Zhang, Nong; Zhang, Yunqing; Walker, Paul D.
2017-02-01
This paper proposes an uncertain modelling and computational method to analyze dynamic responses of rigid-flexible multibody systems (or mechanisms) with random geometry and material properties. Firstly, the deterministic model for the rigid-flexible multibody system is built with the absolute node coordinate formula (ANCF), in which the flexible parts are modeled by using ANCF elements, while the rigid parts are described by ANCF reference nodes (ANCF-RNs). Secondly, uncertainty for the geometry of rigid parts is expressed as uniform random variables, while the uncertainty for the material properties of flexible parts is modeled as a continuous random field, which is further discretized to Gaussian random variables using a series expansion method. Finally, a non-intrusive numerical method is developed to solve the dynamic equations of systems involving both types of random variables, which systematically integrates the deterministic generalized-α solver with Latin Hypercube sampling (LHS) and Polynomial Chaos (PC) expansion. The benchmark slider-crank mechanism is used as a numerical example to demonstrate the characteristics of the proposed method.
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Multi-task Gaussian process for imputing missing data in multi-trait and multi-environment trials.
Hori, Tomoaki; Montcho, David; Agbangla, Clement; Ebana, Kaworu; Futakuchi, Koichi; Iwata, Hiroyoshi
2016-11-01
A method based on a multi-task Gaussian process using self-measuring similarity gave increased accuracy for imputing missing phenotypic data in multi-trait and multi-environment trials. Multi-environmental trial (MET) data often encounter the problem of missing data. Accurate imputation of missing data makes subsequent analysis more effective and the results easier to understand. Moreover, accurate imputation may help to reduce the cost of phenotyping for thinned-out lines tested in METs. METs are generally performed for multiple traits that are correlated to each other. Correlation among traits can be useful information for imputation, but single-trait-based methods cannot utilize information shared by traits that are correlated. In this paper, we propose imputation methods based on a multi-task Gaussian process (MTGP) using self-measuring similarity kernels reflecting relationships among traits, genotypes, and environments. This framework allows us to use genetic correlation among multi-trait multi-environment data and also to combine MET data and marker genotype data. We compared the accuracy of three MTGP methods and iterative regularized PCA using rice MET data. Two scenarios for the generation of missing data at various missing rates were considered. The MTGP performed a better imputation accuracy than regularized PCA, especially at high missing rates. Under the 'uniform' scenario, in which missing data arise randomly, inclusion of marker genotype data in the imputation increased the imputation accuracy at high missing rates. Under the 'fiber' scenario, in which missing data arise in all traits for some combinations between genotypes and environments, the inclusion of marker genotype data decreased the imputation accuracy for most traits while increasing the accuracy in a few traits remarkably. The proposed methods will be useful for solving the missing data problem in MET data.
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Methods of approaching decoherence in the flavor sector due to space-time foam
NASA Astrophysics Data System (ADS)
Mavromatos, N. E.; Sarkar, Sarben
2006-08-01
In the first part of this work we discuss possible effects of stochastic space-time foam configurations of quantum gravity on the propagation of “flavored” (Klein-Gordon and Dirac) neutral particles, such as neutral mesons and neutrinos. The formalism is not the usually assumed Lindblad one, but it is based on random averages of quantum fluctuations of space-time metrics over which the propagation of the matter particles is considered. We arrive at expressions for the respective oscillation probabilities between flavors which are quite distinct from the ones pertaining to Lindblad-type decoherence, including in addition to the (expected) Gaussian decay with time, a modification to oscillation behavior, as well as a power-law cutoff of the time-profile of the respective probability. In the second part we consider space-time foam configurations of quantum-fluctuating charged-black holes as a way of generating (parts of) neutrino mass differences, mimicking appropriately the celebrated Mikheyev-Smirnov-Wolfenstein (MSW) effects of neutrinos in stochastically fluctuating random media. We pay particular attention to disentangling genuine quantum-gravity effects from ordinary effects due to the propagation of a neutrino through ordinary matter. Our results are of interest to precision tests of quantum-gravity models using neutrinos as probes.
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Discriminating between Light- and Heavy-Tailed Distributions with Limit Theorem.
Burnecki, Krzysztof; Wylomanska, Agnieszka; Chechkin, Aleksei
2015-01-01
In this paper we propose an algorithm to distinguish between light- and heavy-tailed probability laws underlying random datasets. The idea of the algorithm, which is visual and easy to implement, is to check whether the underlying law belongs to the domain of attraction of the Gaussian or non-Gaussian stable distribution by examining its rate of convergence. The method allows to discriminate between stable and various non-stable distributions. The test allows to differentiate between distributions, which appear the same according to standard Kolmogorov-Smirnov test. In particular, it helps to distinguish between stable and Student's t probability laws as well as between the stable and tempered stable, the cases which are considered in the literature as very cumbersome. Finally, we illustrate the procedure on plasma data to identify cases with so-called L-H transition.
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Discriminating between Light- and Heavy-Tailed Distributions with Limit Theorem
Chechkin, Aleksei
2015-01-01
In this paper we propose an algorithm to distinguish between light- and heavy-tailed probability laws underlying random datasets. The idea of the algorithm, which is visual and easy to implement, is to check whether the underlying law belongs to the domain of attraction of the Gaussian or non-Gaussian stable distribution by examining its rate of convergence. The method allows to discriminate between stable and various non-stable distributions. The test allows to differentiate between distributions, which appear the same according to standard Kolmogorov–Smirnov test. In particular, it helps to distinguish between stable and Student’s t probability laws as well as between the stable and tempered stable, the cases which are considered in the literature as very cumbersome. Finally, we illustrate the procedure on plasma data to identify cases with so-called L-H transition. PMID:26698863
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NASA Astrophysics Data System (ADS)
Khonina, S. N.; Karpeev, S. V.; Paranin, V. D.
2018-06-01
A technique for simultaneous detection of individual vortex states of the beams propagating in a randomly inhomogeneous medium is proposed. The developed optical system relies on the correlation method that is invariant to the beam wandering. The intensity distribution formed at the optical system output does not require digital processing. The proposed technique based on a multi-order phase diffractive optical element (DOE) is studied numerically and experimentally. The developed detection technique is used for the analysis of Laguerre-Gaussian vortex beams propagating under conditions of intense absorption, reflection, and scattering in transparent and opaque microparticles in aqueous suspensions. The performed experimental studies confirm the relevance of the vortex phase dependence of a laser beam under conditions of significant absorption, reflection, and scattering of the light.
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Damle, Kedar; Majumdar, Satya N; Tripathi, Vikram; Vivo, Pierpaolo
2011-10-21
We compute analytically the full distribution of Andreev conductance G(NS) of a metal-superconductor interface with a large number N(c) of transverse modes, using a random matrix approach. The probability distribution P(G(NS),N(c) in the limit of large N(c) displays a Gaussian behavior near the average value
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MANCOVA for one way classification with homogeneity of regression coefficient vectors
NASA Astrophysics Data System (ADS)
Mokesh Rayalu, G.; Ravisankar, J.; Mythili, G. Y.
2017-11-01
The MANOVA and MANCOVA are the extensions of the univariate ANOVA and ANCOVA techniques to multidimensional or vector valued observations. The assumption of a Gaussian distribution has been replaced with the Multivariate Gaussian distribution for the vectors data and residual term variables in the statistical models of these techniques. The objective of MANCOVA is to determine if there are statistically reliable mean differences that can be demonstrated between groups later modifying the newly created variable. When randomization assignment of samples or subjects to groups is not possible, multivariate analysis of covariance (MANCOVA) provides statistical matching of groups by adjusting dependent variables as if all subjects scored the same on the covariates. In this research article, an extension has been made to the MANCOVA technique with more number of covariates and homogeneity of regression coefficient vectors is also tested.
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Effect of visual target blurring on accommodation under distance viewing
NASA Astrophysics Data System (ADS)
Iwata, Yo; Handa, Tomoya; Ishikawa, Hitoshi
2018-04-01
Abstract Purpose To examine the effect of visual target blurring on accommodation.Methods We evaluated the objective refraction values when the visual target (asterisk; 8°) was changed from the state without Gaussian blur (15 s) to the state with Gaussian blur adapted [0(without blur) → 10, 0 → 50, 0 → 100: 15 s each].Results In Gaussian blur 10, when blurring of the target occurred, refraction value did not change significantly. In Gaussian blur 50 and 100, when blurring of the target occurred, the refraction value became significantly myopic.Conclusion Blurring of the distant visual target results in intervention of accommodation. -
Matsuoka, A J; Abbas, P J; Rubinstein, J T; Miller, C A
2000-11-01
Experimental results from humans and animals show that electrically evoked compound action potential (EAP) responses to constant-amplitude pulse train stimulation can demonstrate an alternating pattern, due to the combined effects of highly synchronized responses to electrical stimulation and refractory effects (Wilson et al., 1994). One way to improve signal representation is to reduce the level of across-fiber synchrony and hence, the level of the amplitude alternation. To accomplish this goal, we have examined EAP responses in the presence of Gaussian noise added to the pulse train stimulus. Addition of Gaussian noise at a level approximately -30 dB relative to EAP threshold to the pulse trains decreased the amount of alternation, indicating that stochastic resonance may be induced in the auditory nerve. The use of some type of conditioning stimulus such as Gaussian noise may provide a more 'normal' neural response pattern.
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Moutsopoulou, Karolina; Waszak, Florian
2012-04-01
The differential effects of task and response conflict in priming paradigms where associations are strengthened between a stimulus, a task, and a response have been demonstrated in recent years with neuroimaging methods. However, such effects are not easily disentangled with only measurements of behavior, such as reaction times (RTs). Here, we report the application of ex-Gaussian distribution analysis on task-switching RT data and show that conflict related to stimulus-response associations retrieved after a switch of tasks is reflected in the Gaussian component. By contrast, conflict related to the retrieval of stimulus-task associations is reflected in the exponential component. Our data confirm that the retrieval of stimulus-task and -response associations affects behavior differently. Ex-Gaussian distribution analysis is a useful tool for pulling apart these different levels of associative priming that are not distinguishable in analyses of RT means.
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Continuous time quantum random walks in free space
NASA Astrophysics Data System (ADS)
Eichelkraut, Toni; Vetter, Christian; Perez-Leija, Armando; Christodoulides, Demetrios; Szameit, Alexander
2014-05-01
We show theoretically and experimentally that two-dimensional continuous time coherent random walks are possible in free space, that is, in the absence of any external potential, by properly tailoring the associated initial wave function. These effects are experimentally demonstrated using classical paraxial light. Evidently, the usage of classical beams to explore the dynamics of point-like quantum particles is possible since both phenomena are mathematically equivalent. This in turn makes our approach suitable for the realization of random walks using different quantum particles, including electrons and photons. To study the spatial evolution of a wavefunction theoretically, we consider the one-dimensional paraxial wave equation (i∂z +1/2 ∂x2) Ψ = 0 . Starting with the initially localized wavefunction Ψ (x , 0) = exp [ -x2 / 2σ2 ] J0 (αx) , one can show that the evolution of such Gaussian-apodized Bessel envelopes within a region of validity resembles the probability pattern of a quantum walker traversing a uniform lattice. In order to generate the desired input-field in our experimental setting we shape the amplitude and phase of a collimated light beam originating from a classical HeNe-Laser (633 nm) utilizing a spatial light modulator.
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Hauser, Robert A; Heritier, Stephane; Rowse, Gerald J; Hewitt, L Arthur; Isaacson, Stuart H
2016-01-01
Droxidopa is a prodrug of norepinephrine indicated for the treatment of orthostatic dizziness, lightheadedness, or the "feeling that you are about to black out" in adult patients with symptomatic neurogenic orthostatic hypotension caused by primary autonomic failure including Parkinson disease (PD). The objective of this study was to compare fall rates in PD patients with symptomatic neurogenic orthostatic hypotension randomized to droxidopa or placebo. Study NOH306 was a 10-week, phase 3, randomized, placebo-controlled, double-blind trial of droxidopa in PD patients with symptomatic neurogenic orthostatic hypotension that included assessments of falls as a key secondary end point. In this report, the principal analysis consisted of a comparison of the rate of patient-reported falls from randomization to end of study in droxidopa versus placebo groups. A total of 225 patients were randomized; 222 patients were included in the safety analyses, and 197 patients provided efficacy data and were included in the falls analyses. The 92 droxidopa patients reported 308 falls, and the 105 placebo patients reported 908 falls. In the droxidopa group, the fall rate was 0.4 falls per patient-week; in the placebo group, the rate was 1.05 falls per patient-week (prespecified Wilcoxon rank sum P = 0.704; post hoc Poisson-inverse Gaussian test P = 0.014), yielding a relative risk reduction of 77% using the Poisson-inverse Gaussian model. Fall-related injuries occurred in 16.7% of droxidopa-treated patients and 26.9% of placebo-treated patients. Treatment with droxidopa appears to reduce falls in PD patients with symptomatic neurogenic orthostatic hypotension, but this finding must be confirmed.
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Hauser, Robert A.; Heritier, Stephane; Rowse, Gerald J.; Hewitt, L. Arthur; Isaacson, Stuart H.
2016-01-01
Objectives Droxidopa is a prodrug of norepinephrine indicated for the treatment of orthostatic dizziness, lightheadedness, or the “feeling that you are about to black out” in adult patients with symptomatic neurogenic orthostatic hypotension caused by primary autonomic failure including Parkinson disease (PD). The objective of this study was to compare fall rates in PD patients with symptomatic neurogenic orthostatic hypotension randomized to droxidopa or placebo. Methods Study NOH306 was a 10-week, phase 3, randomized, placebo-controlled, double-blind trial of droxidopa in PD patients with symptomatic neurogenic orthostatic hypotension that included assessments of falls as a key secondary end point. In this report, the principal analysis consisted of a comparison of the rate of patient-reported falls from randomization to end of study in droxidopa versus placebo groups. Results A total of 225 patients were randomized; 222 patients were included in the safety analyses, and 197 patients provided efficacy data and were included in the falls analyses. The 92 droxidopa patients reported 308 falls, and the 105 placebo patients reported 908 falls. In the droxidopa group, the fall rate was 0.4 falls per patient-week; in the placebo group, the rate was 1.05 falls per patient-week (prespecified Wilcoxon rank sum P = 0.704; post hoc Poisson-inverse Gaussian test P = 0.014), yielding a relative risk reduction of 77% using the Poisson-inverse Gaussian model. Fall-related injuries occurred in 16.7% of droxidopa-treated patients and 26.9% of placebo-treated patients. Conclusions Treatment with droxidopa appears to reduce falls in PD patients with symptomatic neurogenic orthostatic hypotension, but this finding must be confirmed. PMID:27332626
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Gravitational Effects on Closed-Cellular-Foam Microstructure
NASA Technical Reports Server (NTRS)
Noever, David A.; Cronise, Raymond J.; Wessling, Francis C.; McMannus, Samuel P.; Mathews, John; Patel, Darayas
1996-01-01
Polyurethane foam has been produced in low gravity for the first time. The cause and distribution of different void or pore sizes are elucidated from direct comparison of unit-gravity and low-gravity samples. Low gravity is found to increase the pore roundness by 17% and reduce the void size by 50%. The standard deviation for pores becomes narrower (a more homogeneous foam is produced) in low gravity. Both a Gaussian and a Weibull model fail to describe the statistical distribution of void areas, and hence the governing dynamics do not combine small voids in either a uniform or a dependent fashion to make larger voids. Instead, the void areas follow an exponential law, which effectively randomizes the production of void sizes in a nondependent fashion consistent more with single nucleation than with multiple or combining events.
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Non-gaussianity versus nonlinearity of cosmological perturbations.
Verde, L
2001-06-01
Following the discovery of the cosmic microwave background, the hot big-bang model has become the standard cosmological model. In this theory, small primordial fluctuations are subsequently amplified by gravity to form the large-scale structure seen today. Different theories for unified models of particle physics, lead to different predictions for the statistical properties of the primordial fluctuations, that can be divided in two classes: gaussian and non-gaussian. Convincing evidence against or for gaussian initial conditions would rule out many scenarios and point us toward a physical theory for the origin of structures. The statistical distribution of cosmological perturbations, as we observe them, can deviate from the gaussian distribution in several different ways. Even if perturbations start off gaussian, nonlinear gravitational evolution can introduce non-gaussian features. Additionally, our knowledge of the Universe comes principally from the study of luminous material such as galaxies, but galaxies might not be faithful tracers of the underlying mass distribution. The relationship between fluctuations in the mass and in the galaxies distribution (bias), is often assumed to be local, but could well be nonlinear. Moreover, galaxy catalogues use the redshift as third spatial coordinate: the resulting redshift-space map of the galaxy distribution is nonlinearly distorted by peculiar velocities. Nonlinear gravitational evolution, biasing, and redshift-space distortion introduce non-gaussianity, even in an initially gaussian fluctuation field. I investigate the statistical tools that allow us, in principle, to disentangle the above different effects, and the observational datasets we require to do so in practice.
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NASA Technical Reports Server (NTRS)
Crozier, Stewart N.
1990-01-01
Random access signaling, which allows slotted packets to spill over into adjacent slots, is investigated. It is shown that sloppy-slotted ALOHA can always provide higher throughput than conventional slotted ALOHA. The degree of improvement depends on the timing error distribution. Throughput performance is presented for Gaussian timing error distributions, modified to include timing error corrections. A general channel capacity lower bound, independent of the specific timing error distribution, is also presented.
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Detection of Gauss-Markov Random Fields with Nearest-Neighbor Dependency
2010-01-01
sgn(Y )C log n, o.w, (45b) where sgn is the sign function and C > 0 is a constant. Consider the functionals H ′2, φ ′ 2 by replacing Yn with Zn in H2...Gaussian signal processing, and has held visiting faculty positions at INP , Toulouse. He is currently with the US Army Research Laboratory where his work
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Metin, Baris; Wiersema, Jan R; Verguts, Tom; Gasthuys, Roos; van Der Meere, Jacob J; Roeyers, Herbert; Sonuga-Barke, Edmund
2016-01-01
According to the state regulation deficit (SRD) account, ADHD is associated with a problem using effort to maintain an optimal activation state under demanding task settings such as very fast or very slow event rates. This leads to a prediction of disrupted performance at event rate extremes reflected in higher Gaussian response variability that is a putative marker of activation during motor preparation. In the current study, we tested this hypothesis using ex-Gaussian modeling, which distinguishes Gaussian from non-Gaussian variability. Twenty-five children with ADHD and 29 typically developing controls performed a simple Go/No-Go task under four different event-rate conditions. There was an accentuated quadratic relationship between event rate and Gaussian variability in the ADHD group compared to the controls. The children with ADHD had greater Gaussian variability at very fast and very slow event rates but not at moderate event rates. The results provide evidence for the SRD account of ADHD. However, given that this effect did not explain all group differences (some of which were independent of event rate) other cognitive and/or motivational processes are also likely implicated in ADHD performance deficits.
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Hyper-Spectral Image Analysis With Partially Latent Regression and Spatial Markov Dependencies
NASA Astrophysics Data System (ADS)
Deleforge, Antoine; Forbes, Florence; Ba, Sileye; Horaud, Radu
2015-09-01
Hyper-spectral data can be analyzed to recover physical properties at large planetary scales. This involves resolving inverse problems which can be addressed within machine learning, with the advantage that, once a relationship between physical parameters and spectra has been established in a data-driven fashion, the learned relationship can be used to estimate physical parameters for new hyper-spectral observations. Within this framework, we propose a spatially-constrained and partially-latent regression method which maps high-dimensional inputs (hyper-spectral images) onto low-dimensional responses (physical parameters such as the local chemical composition of the soil). The proposed regression model comprises two key features. Firstly, it combines a Gaussian mixture of locally-linear mappings (GLLiM) with a partially-latent response model. While the former makes high-dimensional regression tractable, the latter enables to deal with physical parameters that cannot be observed or, more generally, with data contaminated by experimental artifacts that cannot be explained with noise models. Secondly, spatial constraints are introduced in the model through a Markov random field (MRF) prior which provides a spatial structure to the Gaussian-mixture hidden variables. Experiments conducted on a database composed of remotely sensed observations collected from the Mars planet by the Mars Express orbiter demonstrate the effectiveness of the proposed model.
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Scaling laws of passive-scalar diffusion in the interstellar medium
NASA Astrophysics Data System (ADS)
Colbrook, Matthew J.; Ma, Xiangcheng; Hopkins, Philip F.; Squire, Jonathan
2017-05-01
Passive-scalar mixing (metals, molecules, etc.) in the turbulent interstellar medium (ISM) is critical for abundance patterns of stars and clusters, galaxy and star formation, and cooling from the circumgalactic medium. However, the fundamental scaling laws remain poorly understood in the highly supersonic, magnetized, shearing regime relevant for the ISM. We therefore study the full scaling laws governing passive-scalar transport in idealized simulations of supersonic turbulence. Using simple phenomenological arguments for the variation of diffusivity with scale based on Richardson diffusion, we propose a simple fractional diffusion equation to describe the turbulent advection of an initial passive scalar distribution. These predictions agree well with the measurements from simulations, and vary with turbulent Mach number in the expected manner, remaining valid even in the presence of a large-scale shear flow (e.g. rotation in a galactic disc). The evolution of the scalar distribution is not the same as obtained using simple, constant 'effective diffusivity' as in Smagorinsky models, because the scale dependence of turbulent transport means an initially Gaussian distribution quickly develops highly non-Gaussian tails. We also emphasize that these are mean scalings that apply only to ensemble behaviours (assuming many different, random scalar injection sites): individual Lagrangian 'patches' remain coherent (poorly mixed) and simply advect for a large number of turbulent flow-crossing times.
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Donoho, David L; Gavish, Matan; Montanari, Andrea
2013-05-21
Let X(0) be an unknown M by N matrix. In matrix recovery, one takes n < MN linear measurements y(1),…,y(n) of X(0), where y(i) = Tr(A(T)iX(0)) and each A(i) is an M by N matrix. A popular approach for matrix recovery is nuclear norm minimization (NNM): solving the convex optimization problem min ||X||*subject to y(i) =Tr(A(T)(i)X) for all 1 ≤ i ≤ n, where || · ||* denotes the nuclear norm, namely, the sum of singular values. Empirical work reveals a phase transition curve, stated in terms of the undersampling fraction δ(n,M,N) = n/(MN), rank fraction ρ=rank(X0)/min {M,N}, and aspect ratio β=M/N. Specifically when the measurement matrices Ai have independent standard Gaussian random entries, a curve δ*(ρ) = δ*(ρ;β) exists such that, if δ > δ*(ρ), NNM typically succeeds for large M,N, whereas if δ < δ*(ρ), it typically fails. An apparently quite different problem is matrix denoising in Gaussian noise, in which an unknown M by N matrix X(0) is to be estimated based on direct noisy measurements Y =X(0) + Z, where the matrix Z has independent and identically distributed Gaussian entries. A popular matrix denoising scheme solves the unconstrained optimization problem min|| Y-X||(2)(F)/2+λ||X||*. When optimally tuned, this scheme achieves the asymptotic minimax mean-squared error M(ρ;β) = lim(M,N → ∞)inf(λ)sup(rank(X) ≤ ρ · M)MSE(X,X(λ)), where M/N → . We report extensive experiments showing that the phase transition δ*(ρ) in the first problem, matrix recovery from Gaussian measurements, coincides with the minimax risk curve M(ρ)=M(ρ;β) in the second problem, matrix denoising in Gaussian noise: δ*(ρ)=M(ρ), for any rank fraction 0 < ρ < 1 (at each common aspect ratio β). Our experiments considered matrices belonging to two constraint classes: real M by N matrices, of various ranks and aspect ratios, and real symmetric positive-semidefinite N by N matrices, of various ranks.
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Random Matrix Approach to Quantum Adiabatic Evolution Algorithms
NASA Technical Reports Server (NTRS)
Boulatov, Alexei; Smelyanskiy, Vadier N.
2004-01-01
We analyze the power of quantum adiabatic evolution algorithms (Q-QA) for solving random NP-hard optimization problems within a theoretical framework based on the random matrix theory (RMT). We present two types of the driven RMT models. In the first model, the driving Hamiltonian is represented by Brownian motion in the matrix space. We use the Brownian motion model to obtain a description of multiple avoided crossing phenomena. We show that the failure mechanism of the QAA is due to the interaction of the ground state with the "cloud" formed by all the excited states, confirming that in the driven RMT models. the Landau-Zener mechanism of dissipation is not important. We show that the QAEA has a finite probability of success in a certain range of parameters. implying the polynomial complexity of the algorithm. The second model corresponds to the standard QAEA with the problem Hamiltonian taken from the Gaussian Unitary RMT ensemble (GUE). We show that the level dynamics in this model can be mapped onto the dynamics in the Brownian motion model. However, the driven RMT model always leads to the exponential complexity of the algorithm due to the presence of the long-range intertemporal correlations of the eigenvalues. Our results indicate that the weakness of effective transitions is the leading effect that can make the Markovian type QAEA successful.
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Antibunching and unconventional photon blockade with Gaussian squeezed states
NASA Astrophysics Data System (ADS)
Lemonde, Marc-Antoine; Didier, Nicolas; Clerk, Aashish A.
2014-12-01
Photon antibunching is a quantum phenomenon typically observed in strongly nonlinear systems where photon blockade suppresses the probability of detecting two photons at the same time. Antibunching has also been reported with Gaussian states, where optimized amplitude squeezing yields classically forbidden values of the intensity correlation, g(2 )(0 ) <1 . As a consequence, observation of antibunching is not necessarily a signature of photon-photon interactions. To clarify the significance of the intensity correlations, we derive a sufficient condition for deducing whether a field is non-Gaussian based on a g(2 )(0 ) measurement. We then show that the Gaussian antibunching obtained with a degenerate parametric amplifier is close to the ideal case reached using dissipative squeezing protocols. We finally shed light on the so-called unconventional photon blockade effect predicted in a driven two-cavity setup with surprisingly weak Kerr nonlinearities, stressing that it is a particular realization of optimized Gaussian amplitude squeezing.
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NASA Astrophysics Data System (ADS)
Monfared, Yashar E.; Ponomarenko, Sergey A.
2017-10-01
We explore theoretically and numerically extreme event excitation in stimulated Raman scattering in gases. We consider gas-filled hollow-core photonic crystal fibers as a particular system realization. We show that moderate amplitude pump fluctuations obeying Gaussian statistics lead to the emergence of heavy-tailed non-Gaussian statistics as coherent seed Stokes pulses are amplified on propagation along the fiber. We reveal the crucial role that coherent memory effects play in causing non-Gaussian statistics of the system. We discover that extreme events can occur even at the initial stage of stimulated Raman scattering when one can neglect energy depletion of an intense, strongly fluctuating Gaussian pump source. Our analytical results in the undepleted pump approximation explicitly illustrate power-law probability density generation as the input pump noise is transferred to the output Stokes pulses.
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Daneshzand, Mohammad; Faezipour, Miad; Barkana, Buket D.
2017-01-01
Deep brain stimulation (DBS) has compelling results in the desynchronization of the basal ganglia neuronal activities and thus, is used in treating the motor symptoms of Parkinson's disease (PD). Accurate definition of DBS waveform parameters could avert tissue or electrode damage, increase the neuronal activity and reduce energy cost which will prolong the battery life, hence avoiding device replacement surgeries. This study considers the use of a charge balanced Gaussian waveform pattern as a method to disrupt the firing patterns of neuronal cell activity. A computational model was created to simulate ganglia cells and their interactions with thalamic neurons. From the model, we investigated the effects of modified DBS pulse shapes and proposed a delay period between the cathodic and anodic parts of the charge balanced Gaussian waveform to desynchronize the firing patterns of the GPe and GPi cells. The results of the proposed Gaussian waveform with delay outperformed that of rectangular DBS waveforms used in in-vivo experiments. The Gaussian Delay Gaussian (GDG) waveforms achieved lower number of misses in eliciting action potential while having a lower amplitude and shorter length of delay compared to numerous different pulse shapes. The amount of energy consumed in the basal ganglia network due to GDG waveforms was dropped by 22% in comparison with charge balanced Gaussian waveforms without any delay between the cathodic and anodic parts and was also 60% lower than a rectangular charged balanced pulse with a delay between the cathodic and anodic parts of the waveform. Furthermore, by defining a Synchronization Level metric, we observed that the GDG waveform was able to reduce the synchronization of GPi neurons more effectively than any other waveform. The promising results of GDG waveforms in terms of eliciting action potential, desynchronization of the basal ganglia neurons and reduction of energy consumption can potentially enhance the performance of DBS devices. PMID:28848417
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Daneshzand, Mohammad; Faezipour, Miad; Barkana, Buket D
2017-01-01
Deep brain stimulation (DBS) has compelling results in the desynchronization of the basal ganglia neuronal activities and thus, is used in treating the motor symptoms of Parkinson's disease (PD). Accurate definition of DBS waveform parameters could avert tissue or electrode damage, increase the neuronal activity and reduce energy cost which will prolong the battery life, hence avoiding device replacement surgeries. This study considers the use of a charge balanced Gaussian waveform pattern as a method to disrupt the firing patterns of neuronal cell activity. A computational model was created to simulate ganglia cells and their interactions with thalamic neurons. From the model, we investigated the effects of modified DBS pulse shapes and proposed a delay period between the cathodic and anodic parts of the charge balanced Gaussian waveform to desynchronize the firing patterns of the GPe and GPi cells. The results of the proposed Gaussian waveform with delay outperformed that of rectangular DBS waveforms used in in-vivo experiments. The Gaussian Delay Gaussian (GDG) waveforms achieved lower number of misses in eliciting action potential while having a lower amplitude and shorter length of delay compared to numerous different pulse shapes. The amount of energy consumed in the basal ganglia network due to GDG waveforms was dropped by 22% in comparison with charge balanced Gaussian waveforms without any delay between the cathodic and anodic parts and was also 60% lower than a rectangular charged balanced pulse with a delay between the cathodic and anodic parts of the waveform. Furthermore, by defining a Synchronization Level metric, we observed that the GDG waveform was able to reduce the synchronization of GPi neurons more effectively than any other waveform. The promising results of GDG waveforms in terms of eliciting action potential, desynchronization of the basal ganglia neurons and reduction of energy consumption can potentially enhance the performance of DBS devices.
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Melnikov processes and chaos in randomly perturbed dynamical systems
NASA Astrophysics Data System (ADS)
Yagasaki, Kazuyuki
2018-07-01
We consider a wide class of randomly perturbed systems subjected to stationary Gaussian processes and show that chaotic orbits exist almost surely under some nondegenerate condition, no matter how small the random forcing terms are. This result is very contrasting to the deterministic forcing case, in which chaotic orbits exist only if the influence of the forcing terms overcomes that of the other terms in the perturbations. To obtain the result, we extend Melnikov’s method and prove that the corresponding Melnikov functions, which we call the Melnikov processes, have infinitely many zeros, so that infinitely many transverse homoclinic orbits exist. In addition, a theorem on the existence and smoothness of stable and unstable manifolds is given and the Smale–Birkhoff homoclinic theorem is extended in an appropriate form for randomly perturbed systems. We illustrate our theory for the Duffing oscillator subjected to the Ornstein–Uhlenbeck process parametrically.
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Universality for 1d Random Band Matrices: Sigma-Model Approximation
NASA Astrophysics Data System (ADS)
Shcherbina, Mariya; Shcherbina, Tatyana
2018-02-01
The paper continues the development of the rigorous supersymmetric transfer matrix approach to the random band matrices started in (J Stat Phys 164:1233-1260, 2016; Commun Math Phys 351:1009-1044, 2017). We consider random Hermitian block band matrices consisting of W× W random Gaussian blocks (parametrized by j,k \\in Λ =[1,n]^d\\cap Z^d ) with a fixed entry's variance J_{jk}=δ _{j,k}W^{-1}+β Δ _{j,k}W^{-2} , β >0 in each block. Taking the limit W→ ∞ with fixed n and β , we derive the sigma-model approximation of the second correlation function similar to Efetov's one. Then, considering the limit β , n→ ∞, we prove that in the dimension d=1 the behaviour of the sigma-model approximation in the bulk of the spectrum, as β ≫ n , is determined by the classical Wigner-Dyson statistics.
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Variational Solutions and Random Dynamical Systems to SPDEs Perturbed by Fractional Gaussian Noise
Zeng, Caibin; Yang, Qigui; Cao, Junfei
2014-01-01
This paper deals with the following type of stochastic partial differential equations (SPDEs) perturbed by an infinite dimensional fractional Brownian motion with a suitable volatility coefficient Φ: dX(t) = A(X(t))dt+Φ(t)dB H(t), where A is a nonlinear operator satisfying some monotonicity conditions. Using the variational approach, we prove the existence and uniqueness of variational solutions to such system. Moreover, we prove that this variational solution generates a random dynamical system. The main results are applied to a general type of nonlinear SPDEs and the stochastic generalized p-Laplacian equation. PMID:24574903
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NASA Astrophysics Data System (ADS)
Rajni; Kumar, Suneel
2012-02-01
We have analyzed the role of interaction range on multifragmentation within the isospin-dependent quantum molecular dynamic (IQMD) model. We find that the effect of width of Gaussian wave packet associated with a nucleon depends on the mass of the colliding system. For a given set of input parameters, we find that width has a sizable effect. At the same time, we know that a different set of parameters can influence the reaction dynamics drastically. Hence, in our opinion it may not be possible to pin down the width to a very narrow level. A systematic study of mass effect ( 197Au, 124La, 124Sn, 107Sn in the breakup of a projectile spectator at intermediate energies has been performed. We also studied the disapperance of flow which demonstrates the effect of the scaled Gaussian width (SGW). Our studies shows that SGW influences the reaction dynamics.
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Kanematsu, Nobuyuki; Komori, Masataka; Yonai, Shunsuke; Ishizaki, Azusa
2009-04-07
The pencil-beam algorithm is valid only when elementary Gaussian beams are small enough compared to the lateral heterogeneity of a medium, which is not always true in actual radiotherapy with protons and ions. This work addresses a solution for the problem. We found approximate self-similarity of Gaussian distributions, with which Gaussian beams can split into narrower and deflecting daughter beams when their sizes have overreached lateral heterogeneity in the beam-transport calculation. The effectiveness was assessed in a carbon-ion beam experiment in the presence of steep range compensation, where the splitting calculation reproduced a detour effect amounting to about 10% in dose or as large as the lateral particle disequilibrium effect. The efficiency was analyzed in calculations for carbon-ion and proton radiations with a heterogeneous phantom model, where the beam splitting increased computing times by factors of 4.7 and 3.2. The present method generally improves the accuracy of the pencil-beam algorithm without severe inefficiency. It will therefore be useful for treatment planning and potentially other demanding applications.
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Fidelity under isospectral perturbations: a random matrix study
NASA Astrophysics Data System (ADS)
Leyvraz, F.; García, A.; Kohler, H.; Seligman, T. H.
2013-07-01
The set of Hamiltonians generated by all unitary transformations from a single Hamiltonian is the largest set of isospectral Hamiltonians we can form. Taking advantage of the fact that the unitary group can be generated from Hermitian matrices we can take the ones generated by the Gaussian unitary ensemble with a small parameter as small perturbations. Similarly, the transformations generated by Hermitian antisymmetric matrices from orthogonal matrices form isospectral transformations among symmetric matrices. Based on this concept we can obtain the fidelity decay of a system that decays under a random isospectral perturbation with well-defined properties regarding time-reversal invariance. If we choose the Hamiltonian itself also from a classical random matrix ensemble, then we obtain solutions in terms of form factors in the limit of large matrices.
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NASA Astrophysics Data System (ADS)
Valyaev, A. B.; Krivoshlykov, S. G.
1989-06-01
It is shown that the problem of investigating the mode composition of a partly coherent radiation beam in a randomly inhomogeneous medium can be reduced to a study of evolution of the energy of individual modes and of the coefficients of correlations between the modes. General expressions are obtained for the coupling coefficients of modes in a parabolic waveguide with a random microbending of the axis and an analysis is made of their evolution as a function of the excitation conditions. An estimate is obtained of the distance in which a steady-state energy distribution between the modes is established. Explicit expressions are obtained for the correlation function in the case when a waveguide is excited by off-axial Gaussian beams or Gauss-Hermite modes.
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An effective introduction to structural crystallography using 1D Gaussian atoms
NASA Astrophysics Data System (ADS)
Smith, Emily; Evans, Gwyndaf; Foadi, James
2017-11-01
The most important quantitative aspects of computational structural crystallography can be introduced in a satisfactory way using 1D truncated and periodic Gaussian functions to represent the atoms in a crystal lattice. This paper describes in detail and demonstrates 1D structural crystallography starting with the definition of such truncated Gaussians. The availability of the computer programme CRONE makes possible the repetition of the examples provided in the paper as well as the creation of new ones.
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Nernst effect from fluctuating pairs in the pseudogap phase of the cuprates.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Levchenko, A.; Norman, M. R.; Varlamov, A. A.
2011-01-31
The observation of a large Nernst signal in cuprates above the superconducting transition temperature has attracted much attention. A potential explanation is that it originates from superconducting fluctuations. Although the Nernst signal is indeed consistent with Gaussian fluctuations for overdoped cuprates, Gaussian theory fails to describe the temperature dependence seen for underdoped cuprates. Here, we consider the vertex correction to Gaussian theory resulting from the pseudogap. This yields a Nernst signal in good agreement with the data.
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Revisiting non-Gaussianity from non-attractor inflation models
NASA Astrophysics Data System (ADS)
Cai, Yi-Fu; Chen, Xingang; Namjoo, Mohammad Hossein; Sasaki, Misao; Wang, Dong-Gang; Wang, Ziwei
2018-05-01
Non-attractor inflation is known as the only single field inflationary scenario that can violate non-Gaussianity consistency relation with the Bunch-Davies vacuum state and generate large local non-Gaussianity. However, it is also known that the non-attractor inflation by itself is incomplete and should be followed by a phase of slow-roll attractor. Moreover, there is a transition process between these two phases. In the past literature, this transition was approximated as instant and the evolution of non-Gaussianity in this phase was not fully studied. In this paper, we follow the detailed evolution of the non-Gaussianity through the transition phase into the slow-roll attractor phase, considering different types of transition. We find that the transition process has important effect on the size of the local non-Gaussianity. We first compute the net contribution of the non-Gaussianities at the end of inflation in canonical non-attractor models. If the curvature perturbations keep evolving during the transition—such as in the case of smooth transition or some sharp transition scenarios—the Script O(1) local non-Gaussianity generated in the non-attractor phase can be completely erased by the subsequent evolution, although the consistency relation remains violated. In extremal cases of sharp transition where the super-horizon modes freeze immediately right after the end of the non-attractor phase, the original non-attractor result can be recovered. We also study models with non-canonical kinetic terms, and find that the transition can typically contribute a suppression factor in the squeezed bispectrum, but the final local non-Gaussianity can still be made parametrically large.
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Genomic-Enabled Prediction Kernel Models with Random Intercepts for Multi-environment Trials.
Cuevas, Jaime; Granato, Italo; Fritsche-Neto, Roberto; Montesinos-Lopez, Osval A; Burgueño, Juan; Bandeira E Sousa, Massaine; Crossa, José
2018-03-28
In this study, we compared the prediction accuracy of the main genotypic effect model (MM) without G×E interactions, the multi-environment single variance G×E deviation model (MDs), and the multi-environment environment-specific variance G×E deviation model (MDe) where the random genetic effects of the lines are modeled with the markers (or pedigree). With the objective of further modeling the genetic residual of the lines, we incorporated the random intercepts of the lines ([Formula: see text]) and generated another three models. Each of these 6 models were fitted with a linear kernel method (Genomic Best Linear Unbiased Predictor, GB) and a Gaussian Kernel (GK) method. We compared these 12 model-method combinations with another two multi-environment G×E interactions models with unstructured variance-covariances (MUC) using GB and GK kernels (4 model-method). Thus, we compared the genomic-enabled prediction accuracy of a total of 16 model-method combinations on two maize data sets with positive phenotypic correlations among environments, and on two wheat data sets with complex G×E that includes some negative and close to zero phenotypic correlations among environments. The two models (MDs and MDE with the random intercept of the lines and the GK method) were computationally efficient and gave high prediction accuracy in the two maize data sets. Regarding the more complex G×E wheat data sets, the prediction accuracy of the model-method combination with G×E, MDs and MDe, including the random intercepts of the lines with GK method had important savings in computing time as compared with the G×E interaction multi-environment models with unstructured variance-covariances but with lower genomic prediction accuracy. Copyright © 2018 Cuevas et al.
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Genomic-Enabled Prediction Kernel Models with Random Intercepts for Multi-environment Trials
Cuevas, Jaime; Granato, Italo; Fritsche-Neto, Roberto; Montesinos-Lopez, Osval A.; Burgueño, Juan; Bandeira e Sousa, Massaine; Crossa, José
2018-01-01
In this study, we compared the prediction accuracy of the main genotypic effect model (MM) without G×E interactions, the multi-environment single variance G×E deviation model (MDs), and the multi-environment environment-specific variance G×E deviation model (MDe) where the random genetic effects of the lines are modeled with the markers (or pedigree). With the objective of further modeling the genetic residual of the lines, we incorporated the random intercepts of the lines (l) and generated another three models. Each of these 6 models were fitted with a linear kernel method (Genomic Best Linear Unbiased Predictor, GB) and a Gaussian Kernel (GK) method. We compared these 12 model-method combinations with another two multi-environment G×E interactions models with unstructured variance-covariances (MUC) using GB and GK kernels (4 model-method). Thus, we compared the genomic-enabled prediction accuracy of a total of 16 model-method combinations on two maize data sets with positive phenotypic correlations among environments, and on two wheat data sets with complex G×E that includes some negative and close to zero phenotypic correlations among environments. The two models (MDs and MDE with the random intercept of the lines and the GK method) were computationally efficient and gave high prediction accuracy in the two maize data sets. Regarding the more complex G×E wheat data sets, the prediction accuracy of the model-method combination with G×E, MDs and MDe, including the random intercepts of the lines with GK method had important savings in computing time as compared with the G×E interaction multi-environment models with unstructured variance-covariances but with lower genomic prediction accuracy. PMID:29476023
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How to Quantify Deterministic and Random Influences on the Statistics of the Foreign Exchange Market
NASA Astrophysics Data System (ADS)
Friedrich, R.; Peinke, J.; Renner, Ch.
2000-05-01
It is shown that price changes of the U.S. dollar-German mark exchange rates upon different delay times can be regarded as a stochastic Marcovian process. Furthermore, we show how Kramers-Moyal coefficients can be estimated from the empirical data. Finally, we present an explicit Fokker-Planck equation which models very precisely the empirical probability distributions, in particular, their non-Gaussian heavy tails.
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Bourlier, Christophe; Kubické, Gildas; Déchamps, Nicolas
2008-04-01
A fast, exact numerical method based on the method of moments (MM) is developed to calculate the scattering from an object below a randomly rough surface. Déchamps et al. [J. Opt. Soc. Am. A23, 359 (2006)] have recently developed the PILE (propagation-inside-layer expansion) method for a stack of two one-dimensional rough interfaces separating homogeneous media. From the inversion of the impedance matrix by block (in which two impedance matrices of each interface and two coupling matrices are involved), this method allows one to calculate separately and exactly the multiple-scattering contributions inside the layer in which the inverses of the impedance matrices of each interface are involved. Our purpose here is to apply this method for an object below a rough surface. In addition, to invert a matrix of large size, the forward-backward spectral acceleration (FB-SA) approach of complexity O(N) (N is the number of unknowns on the interface) proposed by Chou and Johnson [Radio Sci.33, 1277 (1998)] is applied. The new method, PILE combined with FB-SA, is tested on perfectly conducting circular and elliptic cylinders located below a dielectric rough interface obeying a Gaussian process with Gaussian and exponential height autocorrelation functions.
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Modelling past land use using archaeological and pollen data
NASA Astrophysics Data System (ADS)
Pirzamanbein, Behnaz; Lindström, johan; Poska, Anneli; Gaillard-Lemdahl, Marie-José
2016-04-01
Accurate maps of past land use are necessary for studying the impact of anthropogenic land-cover changes on climate and biodiversity. We develop a Bayesian hierarchical model to reconstruct the land use using Gaussian Markov random fields. The model uses two observations sets: 1) archaeological data, representing human settlements, urbanization and agricultural findings; and 2) pollen-based land estimates of the three land-cover types Coniferous forest, Broadleaved forest and Unforested/Open land. The pollen based estimates are obtained from the REVEALS model, based on pollen counts from lakes and bogs. Our developed model uses the sparse pollen-based estimations to reconstruct the spatial continuous cover of three land cover types. Using the open-land component and the archaeological data, the extent of land-use is reconstructed. The model is applied on three time periods - centred around 1900 CE, 1000 and, 4000 BCE over Sweden for which both pollen-based estimates and archaeological data are available. To estimate the model parameters and land use, a block updated Markov chain Monte Carlo (MCMC) algorithm is applied. Using the MCMC posterior samples uncertainties in land-use predictions are computed. Due to lack of good historic land use data, model results are evaluated by cross-validation. Keywords. Spatial reconstruction, Gaussian Markov random field, Fossil pollen records, Archaeological data, Human land-use, Prediction uncertainty
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Modeling internal wave generation by seamounts in oceans
NASA Astrophysics Data System (ADS)
Zhang, L.; Buijsman, M. C.; Comino, E. L.; Swinney, H.
2017-12-01
Recent global bathymetric data at 30 arc-sec resolution has revealed that there are 33,452 seamounts and 138,412 knolls in the oceans. To develop an estimate for the energy converted from tidal flow to internal gravity waves, we have conducted numerical simulations using the Massachusetts Institute of Technology circulation model (MITgcm) to compute the energy conversion by randomly distributed Gaussian-shaped seamounts. We find that for an isolated axisymmetric seamount of height 1100 m and radius 1600 m, which corresponds to the Wessel height-to-radius ratio 0.69, the conversion rate is 100 kW, assuming a tidal speed amplitude 1 cm/s, buoyancy frequency 1e-3 rad/s, and circularly polarized tidal motion, and taking into account the earth's rotation. The 100 kW estimate is about 60% less than the 3-D linear theory prediction because fluid goes around a seamount instead of over it. Our estimate accounts the suppression of energy conversion due to wave interference at the generation site of closely spaced seamounts. We conclude that for randomly distributed Gaussian seamounts of varying widths and separations, separated on average by 18 km as in the oceans, wave interference reduces the energy conversion by seamounts by only about 16%. This result complements previous studies of wave interference for 2-D ridges.
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Classifier for gravitational-wave inspiral signals in nonideal single-detector data
NASA Astrophysics Data System (ADS)
Kapadia, S. J.; Dent, T.; Dal Canton, T.
2017-11-01
We describe a multivariate classifier for candidate events in a templated search for gravitational-wave (GW) inspiral signals from neutron-star-black-hole (NS-BH) binaries, in data from ground-based detectors where sensitivity is limited by non-Gaussian noise transients. The standard signal-to-noise ratio (SNR) and chi-squared test for inspiral searches use only properties of a single matched filter at the time of an event; instead, we propose a classifier using features derived from a bank of inspiral templates around the time of each event, and also from a search using approximate sine-Gaussian templates. The classifier thus extracts additional information from strain data to discriminate inspiral signals from noise transients. We evaluate a random forest classifier on a set of single-detector events obtained from realistic simulated advanced LIGO data, using simulated NS-BH signals added to the data. The new classifier detects a factor of 1.5-2 more signals at low false positive rates as compared to the standard "reweighted SNR" statistic, and does not require the chi-squared test to be computed. Conversely, if only the SNR and chi-squared values of single-detector events are available, random forest classification performs nearly identically to the reweighted SNR.
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NASA Astrophysics Data System (ADS)
Maleki, Mohammad; Emery, Xavier
2017-12-01
In mineral resources evaluation, the joint simulation of a quantitative variable, such as a metal grade, and a categorical variable, such as a rock type, is challenging when one wants to reproduce spatial trends of the rock type domains, a feature that makes a stationarity assumption questionable. To address this problem, this work presents methodological and practical proposals for jointly simulating a grade and a rock type, when the former is represented by the transform of a stationary Gaussian random field and the latter is obtained by truncating an intrinsic random field of order k with Gaussian generalized increments. The proposals concern both the inference of the model parameters and the construction of realizations conditioned to existing data. The main difficulty is the identification of the spatial correlation structure, for which a semi-automated algorithm is designed, based on a least squares fitting of the data-to-data indicator covariances and grade-indicator cross-covariances. The proposed models and algorithms are applied to jointly simulate the copper grade and the rock type in a Chilean porphyry copper deposit. The results show their ability to reproduce the gradual transitions of the grade when crossing a rock type boundary, as well as the spatial zonation of the rock type.
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Asymmetry in serial femtosecond crystallography data.
Sharma, Amit; Johansson, Linda; Dunevall, Elin; Wahlgren, Weixiao Y; Neutze, Richard; Katona, Gergely
2017-03-01
Serial crystallography is an increasingly important approach to protein crystallography that exploits both X-ray free-electron laser (XFEL) and synchrotron radiation. Serial crystallography recovers complete X-ray diffraction data by processing and merging diffraction images from thousands of randomly oriented non-uniform microcrystals, of which all observations are partial Bragg reflections. Random fluctuations in the XFEL pulse energy spectrum, variations in the size and shape of microcrystals, integrating over millions of weak partial observations and instabilities in the XFEL beam position lead to new types of experimental errors. The quality of Bragg intensity estimates deriving from serial crystallography is therefore contingent upon assumptions made while modeling these data. Here it is observed that serial femtosecond crystallography (SFX) Bragg reflections do not follow a unimodal Gaussian distribution and it is recommended that an idealized assumption of single Gaussian peak profiles be relaxed to incorporate apparent asymmetries when processing SFX data. The phenomenon is illustrated by re-analyzing data collected from microcrystals of the Blastochloris viridis photosynthetic reaction center and comparing these intensity observations with conventional synchrotron data. The results show that skewness in the SFX observations captures the essence of the Wilson plot and an empirical treatment is suggested that can help to separate the diffraction Bragg intensity from the background.
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NASA Astrophysics Data System (ADS)
Domino, Krzysztof
2017-02-01
The cumulant analysis plays an important role in non Gaussian distributed data analysis. The shares' prices returns are good example of such data. The purpose of this research is to develop the cumulant based algorithm and use it to determine eigenvectors that represent investment portfolios with low variability. Such algorithm is based on the Alternating Least Square method and involves the simultaneous minimisation 2'nd- 6'th cumulants of the multidimensional random variable (percentage shares' returns of many companies). Then the algorithm was tested during the recent crash on the Warsaw Stock Exchange. To determine incoming crash and provide enter and exit signal for the investment strategy the Hurst exponent was calculated using the local DFA. It was shown that introduced algorithm is on average better that benchmark and other portfolio determination methods, but only within examination window determined by low values of the Hurst exponent. Remark that the algorithm is based on cumulant tensors up to the 6'th order calculated for a multidimensional random variable, what is the novel idea. It can be expected that the algorithm would be useful in the financial data analysis on the world wide scale as well as in the analysis of other types of non Gaussian distributed data.
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Approximations to camera sensor noise
NASA Astrophysics Data System (ADS)
Jin, Xiaodan; Hirakawa, Keigo
2013-02-01
Noise is present in all image sensor data. Poisson distribution is said to model the stochastic nature of the photon arrival process, while it is common to approximate readout/thermal noise by additive white Gaussian noise (AWGN). Other sources of signal-dependent noise such as Fano and quantization also contribute to the overall noise profile. Question remains, however, about how best to model the combined sensor noise. Though additive Gaussian noise with signal-dependent noise variance (SD-AWGN) and Poisson corruption are two widely used models to approximate the actual sensor noise distribution, the justification given to these types of models are based on limited evidence. The goal of this paper is to provide a more comprehensive characterization of random noise. We concluded by presenting concrete evidence that Poisson model is a better approximation to real camera model than SD-AWGN. We suggest further modification to Poisson that may improve the noise model.
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NASA Astrophysics Data System (ADS)
Avramov-Zamurovic, S.; Nelson, C.
2018-10-01
We report on experiments where spatially partially coherent laser beams with flat top intensity profiles were propagated underwater. Two scenarios were explored: still water and mechanically moved entrained salt scatterers. Gaussian, fully spatially coherent beams, and Multi-Gaussian Schell model beams with varying degrees of spatial coherence were used in the experiments. The main objective of our study was the exploration of the scintillation performance of scalar beams, with both vertical and horizontal polarizations, and the comparison with electromagnetic beams that have a randomly varying polarization. The results from our investigation show up to a 50% scintillation index reduction for the case with electromagnetic beams. In addition, we observed that the fully coherent beam performance deteriorates significantly relative to the spatially partially coherent beams when the conditions become more complex, changing from still water conditions to the propagation through mechanically moved entrained salt scatterers.
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NASA Astrophysics Data System (ADS)
Ye, Junye; le Roux, Jakobus A.; Arthur, Aaron D.
2016-08-01
We study the physics of locally born interstellar pickup proton acceleration at the nearly perpendicular solar wind termination shock (SWTS) in the presence of a random magnetic field spiral angle using a focused transport model. Guided by Voyager 2 observations, the spiral angle is modeled with a q-Gaussian distribution. The spiral angle fluctuations, which are used to generate the perpendicular diffusion of pickup protons across the SWTS, play a key role in enabling efficient injection and rapid diffusive shock acceleration (DSA) when these particles follow field lines. Our simulations suggest that variation of both the shape (q-value) and the standard deviation (σ-value) of the q-Gaussian distribution significantly affect the injection speed, pitch-angle anisotropy, radial distribution, and the efficiency of the DSA of pickup protons at the SWTS. For example, increasing q and especially reducing σ enhances the DSA rate.
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Dynamic design of ecological monitoring networks for non-Gaussian spatio-temporal data
Wikle, C.K.; Royle, J. Andrew
2005-01-01
Many ecological processes exhibit spatial structure that changes over time in a coherent, dynamical fashion. This dynamical component is often ignored in the design of spatial monitoring networks. Furthermore, ecological variables related to processes such as habitat are often non-Gaussian (e.g. Poisson or log-normal). We demonstrate that a simulation-based design approach can be used in settings where the data distribution is from a spatio-temporal exponential family. The key random component in the conditional mean function from this distribution is then a spatio-temporal dynamic process. Given the computational burden of estimating the expected utility of various designs in this setting, we utilize an extended Kalman filter approximation to facilitate implementation. The approach is motivated by, and demonstrated on, the problem of selecting sampling locations to estimate July brood counts in the prairie pothole region of the U.S.
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NASA Astrophysics Data System (ADS)
Liu, Sijia; Sa, Ruhan; Maguire, Orla; Minderman, Hans; Chaudhary, Vipin
2015-03-01
Cytogenetic abnormalities are important diagnostic and prognostic criteria for acute myeloid leukemia (AML). A flow cytometry-based imaging approach for FISH in suspension (FISH-IS) was established that enables the automated analysis of several log-magnitude higher number of cells compared to the microscopy-based approaches. The rotational positioning can occur leading to discordance between spot count. As a solution of counting error from overlapping spots, in this study, a Gaussian Mixture Model based classification method is proposed. The Akaike information criterion (AIC) and Bayesian information criterion (BIC) of GMM are used as global image features of this classification method. Via Random Forest classifier, the result shows that the proposed method is able to detect closely overlapping spots which cannot be separated by existing image segmentation based spot detection methods. The experiment results show that by the proposed method we can obtain a significant improvement in spot counting accuracy.
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NASA Technical Reports Server (NTRS)
Davidson, Frederic M.; Sun, Xiaoli
1993-01-01
One of the major sources of noise in a direct detection optical communication receiver is the shot noise due to the quantum nature of the photodetector. The shot noise is signal dependent and is neither Gaussian nor wide sense stationary. When a photomultiplier tube (PMT) or an avalanche photodiode (APD) is used, there is also a multiplicative excess noise due to the randomness of the internal photodetector gain. Generally speaking, the radio frequency (RF) communication theory cannot be applied to direct detection optical communication systems because noise in RF communication systems is usually additive and Gaussian. A receiver structure which is mathematically optimal for signal dependent shot noise is derived. Several suboptimal receiver structures are discussed and compared with the optimal receiver. The objective is to find a receiver structure which is easy to implement and gives close to optimal performance.
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Rockfall travel distances theoretical distributions
NASA Astrophysics Data System (ADS)
Jaboyedoff, Michel; Derron, Marc-Henri; Pedrazzini, Andrea
2017-04-01
The probability of propagation of rockfalls is a key part of hazard assessment, because it permits to extrapolate the probability of propagation of rockfall either based on partial data or simply theoretically. The propagation can be assumed frictional which permits to describe on average the propagation by a line of kinetic energy which corresponds to the loss of energy along the path. But loss of energy can also be assumed as a multiplicative process or a purely random process. The distributions of the rockfall block stop points can be deduced from such simple models, they lead to Gaussian, Inverse-Gaussian, Log-normal or exponential negative distributions. The theoretical background is presented, and the comparisons of some of these models with existing data indicate that these assumptions are relevant. The results are either based on theoretical considerations or by fitting results. They are potentially very useful for rockfall hazard zoning and risk assessment. This approach will need further investigations.
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NASA Technical Reports Server (NTRS)
Calhoun, Philip C.; Sedlak, Joseph E.; Superfin, Emil
2011-01-01
Precision attitude determination for recent and planned space missions typically includes quaternion star trackers (ST) and a three-axis inertial reference unit (IRU). Sensor selection is based on estimates of knowledge accuracy attainable from a Kalman filter (KF), which provides the optimal solution for the case of linear dynamics with measurement and process errors characterized by random Gaussian noise with white spectrum. Non-Gaussian systematic errors in quaternion STs are often quite large and have an unpredictable time-varying nature, particularly when used in non-inertial pointing applications. Two filtering methods are proposed to reduce the attitude estimation error resulting from ST systematic errors, 1) extended Kalman filter (EKF) augmented with Markov states, 2) Unscented Kalman filter (UKF) with a periodic measurement model. Realistic assessments of the attitude estimation performance gains are demonstrated with both simulation and flight telemetry data from the Lunar Reconnaissance Orbiter.
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Stochastic Optimal Control via Bellman's Principle
NASA Technical Reports Server (NTRS)
Crespo, Luis G.; Sun, Jian Q.
2003-01-01
This paper presents a method for finding optimal controls of nonlinear systems subject to random excitations. The method is capable to generate global control solutions when state and control constraints are present. The solution is global in the sense that controls for all initial conditions in a region of the state space are obtained. The approach is based on Bellman's Principle of optimality, the Gaussian closure and the Short-time Gaussian approximation. Examples include a system with a state-dependent diffusion term, a system in which the infinite hierarchy of moment equations cannot be analytically closed, and an impact system with a elastic boundary. The uncontrolled and controlled dynamics are studied by creating a Markov chain with a control dependent transition probability matrix via the Generalized Cell Mapping method. In this fashion, both the transient and stationary controlled responses are evaluated. The results show excellent control performances.
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Kinetic field theory: exact free evolution of Gaussian phase-space correlations
NASA Astrophysics Data System (ADS)
Fabis, Felix; Kozlikin, Elena; Lilow, Robert; Bartelmann, Matthias
2018-04-01
In recent work we developed a description of cosmic large-scale structure formation in terms of non-equilibrium ensembles of classical particles, with time evolution obtained in the framework of a statistical field theory. In these works, the initial correlations between particles sampled from random Gaussian density and velocity fields have so far been treated perturbatively or restricted to pure momentum correlations. Here we treat the correlations between all phase-space coordinates exactly by adopting a diagrammatic language for the different forms of correlations, directly inspired by the Mayer cluster expansion. We will demonstrate that explicit expressions for phase-space density cumulants of arbitrary n-point order, which fully capture the non-linear coupling of free streaming kinematics due to initial correlations, can be obtained from a simple set of Feynman rules. These cumulants will be the foundation for future investigations of perturbation theory in particle interactions.
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NASA Astrophysics Data System (ADS)
Xu, Chao; Zhou, Dongxiang; Zhai, Yongping; Liu, Yunhui
2015-12-01
This paper realizes the automatic segmentation and classification of Mycobacterium tuberculosis with conventional light microscopy. First, the candidate bacillus objects are segmented by the marker-based watershed transform. The markers are obtained by an adaptive threshold segmentation based on the adaptive scale Gaussian filter. The scale of the Gaussian filter is determined according to the color model of the bacillus objects. Then the candidate objects are extracted integrally after region merging and contaminations elimination. Second, the shape features of the bacillus objects are characterized by the Hu moments, compactness, eccentricity, and roughness, which are used to classify the single, touching and non-bacillus objects. We evaluated the logistic regression, random forest, and intersection kernel support vector machines classifiers in classifying the bacillus objects respectively. Experimental results demonstrate that the proposed method yields to high robustness and accuracy. The logistic regression classifier performs best with an accuracy of 91.68%.
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Kistner, Emily O; Muller, Keith E
2004-09-01
Intraclass correlation and Cronbach's alpha are widely used to describe reliability of tests and measurements. Even with Gaussian data, exact distributions are known only for compound symmetric covariance (equal variances and equal correlations). Recently, large sample Gaussian approximations were derived for the distribution functions. New exact results allow calculating the exact distribution function and other properties of intraclass correlation and Cronbach's alpha, for Gaussian data with any covariance pattern, not just compound symmetry. Probabilities are computed in terms of the distribution function of a weighted sum of independent chi-square random variables. New F approximations for the distribution functions of intraclass correlation and Cronbach's alpha are much simpler and faster to compute than the exact forms. Assuming the covariance matrix is known, the approximations typically provide sufficient accuracy, even with as few as ten observations. Either the exact or approximate distributions may be used to create confidence intervals around an estimate of reliability. Monte Carlo simulations led to a number of conclusions. Correctly assuming that the covariance matrix is compound symmetric leads to accurate confidence intervals, as was expected from previously known results. However, assuming and estimating a general covariance matrix produces somewhat optimistically narrow confidence intervals with 10 observations. Increasing sample size to 100 gives essentially unbiased coverage. Incorrectly assuming compound symmetry leads to pessimistically large confidence intervals, with pessimism increasing with sample size. In contrast, incorrectly assuming general covariance introduces only a modest optimistic bias in small samples. Hence the new methods seem preferable for creating confidence intervals, except when compound symmetry definitely holds.
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Full stellar kinematical profiles of central parts of nearby galaxies
NASA Astrophysics Data System (ADS)
Vudragović, A.; Samurović, S.; Jovanović, M.
2016-09-01
Context. We present the largest catalog of detailed stellar kinematics of the central parts of nearby galaxies, which includes higher moments of the line-of-sight velocity distribution (LOSVD) function represented by the Gauss-Hermite series. The kinematics is measured on a sample of galaxies selected from the Arecibo Legacy Fast ALFA (Alfalfa) survey using spectroscopy from the Sloan Digital Sky Survey (SDSS DR7). Aims: The SDSS DR7 offers measurements of the LOSVD based on the assumption of a pure Gaussian shape of the broadening function caused by the combination of rotational and random motion of the stars in galaxies. We discuss the consequences of this oversimplification since the velocity dispersion, one of the measured quantities, often serves as the proxy to important modeling parameters such as the black-hole mass and the virial mass of galaxies. Methods: The publicly available pPXF code is used to calculate the full kinematical profile for the sample galaxies including higher moments of their LOSVD. Both observed and synthetic stellar libraries were used and the related template mismatch problem is discussed. Results: For the whole sample of 2180 nearby galaxies reflecting morphological distribution characteristic for the local Universe, we successfully recovered stellar kinematics of their central parts, including higher order moments of the LOSVD function, for signal-to-noise above 50. Conclusions: We show the consequences of the oversimplification of the LOSVD function with Gaussian function on the velocity dispersion for the empirical and the synthetic stellar library. For the empirical stellar library, this approximation leads to an increase in the virial mass of 13% on average, while for the synthetic library the effect is weaker, with an increase of 9% on average. Systematic erroneous estimates of the velocity dispersion comes from the use of the synthetic stellar library instead of the empirical one and is much larger than the value imposed by the use of the Gaussian function. Only after a careful analysis of the template mismatch problem does one need to address the issue of the deviation of the LOSVD from the Gaussian function. We also show that the kurtotic parameter describing symmetrical departures from the Gaussian seems to increase along the continuous morphological sequence from late- to early-type galaxies. The catalog is only available at the CDS via anonymous ftp to http://cdsarc.u-strasbg.fr (http://130.79.128.5) or via http://cdsarc.u-strasbg.fr/viz-bin/qcat?J/A+A/593/A40
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Coupé, Christophe
2018-01-01
As statistical approaches are getting increasingly used in linguistics, attention must be paid to the choice of methods and algorithms used. This is especially true since they require assumptions to be satisfied to provide valid results, and because scientific articles still often fall short of reporting whether such assumptions are met. Progress is being, however, made in various directions, one of them being the introduction of techniques able to model data that cannot be properly analyzed with simpler linear regression models. We report recent advances in statistical modeling in linguistics. We first describe linear mixed-effects regression models (LMM), which address grouping of observations, and generalized linear mixed-effects models (GLMM), which offer a family of distributions for the dependent variable. Generalized additive models (GAM) are then introduced, which allow modeling non-linear parametric or non-parametric relationships between the dependent variable and the predictors. We then highlight the possibilities offered by generalized additive models for location, scale, and shape (GAMLSS). We explain how they make it possible to go beyond common distributions, such as Gaussian or Poisson, and offer the appropriate inferential framework to account for ‘difficult’ variables such as count data with strong overdispersion. We also demonstrate how they offer interesting perspectives on data when not only the mean of the dependent variable is modeled, but also its variance, skewness, and kurtosis. As an illustration, the case of phonemic inventory size is analyzed throughout the article. For over 1,500 languages, we consider as predictors the number of speakers, the distance from Africa, an estimation of the intensity of language contact, and linguistic relationships. We discuss the use of random effects to account for genealogical relationships, the choice of appropriate distributions to model count data, and non-linear relationships. Relying on GAMLSS, we assess a range of candidate distributions, including the Sichel, Delaporte, Box-Cox Green and Cole, and Box-Cox t distributions. We find that the Box-Cox t distribution, with appropriate modeling of its parameters, best fits the conditional distribution of phonemic inventory size. We finally discuss the specificities of phoneme counts, weak effects, and how GAMLSS should be considered for other linguistic variables. PMID:29713298
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Coupé, Christophe
2018-01-01
As statistical approaches are getting increasingly used in linguistics, attention must be paid to the choice of methods and algorithms used. This is especially true since they require assumptions to be satisfied to provide valid results, and because scientific articles still often fall short of reporting whether such assumptions are met. Progress is being, however, made in various directions, one of them being the introduction of techniques able to model data that cannot be properly analyzed with simpler linear regression models. We report recent advances in statistical modeling in linguistics. We first describe linear mixed-effects regression models (LMM), which address grouping of observations, and generalized linear mixed-effects models (GLMM), which offer a family of distributions for the dependent variable. Generalized additive models (GAM) are then introduced, which allow modeling non-linear parametric or non-parametric relationships between the dependent variable and the predictors. We then highlight the possibilities offered by generalized additive models for location, scale, and shape (GAMLSS). We explain how they make it possible to go beyond common distributions, such as Gaussian or Poisson, and offer the appropriate inferential framework to account for 'difficult' variables such as count data with strong overdispersion. We also demonstrate how they offer interesting perspectives on data when not only the mean of the dependent variable is modeled, but also its variance, skewness, and kurtosis. As an illustration, the case of phonemic inventory size is analyzed throughout the article. For over 1,500 languages, we consider as predictors the number of speakers, the distance from Africa, an estimation of the intensity of language contact, and linguistic relationships. We discuss the use of random effects to account for genealogical relationships, the choice of appropriate distributions to model count data, and non-linear relationships. Relying on GAMLSS, we assess a range of candidate distributions, including the Sichel, Delaporte, Box-Cox Green and Cole, and Box-Cox t distributions. We find that the Box-Cox t distribution, with appropriate modeling of its parameters, best fits the conditional distribution of phonemic inventory size. We finally discuss the specificities of phoneme counts, weak effects, and how GAMLSS should be considered for other linguistic variables.
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Spatiotemporal modeling of node temperatures in supercomputers
Storlie, Curtis Byron; Reich, Brian James; Rust, William Newton; ...
2016-06-10
Los Alamos National Laboratory (LANL) is home to many large supercomputing clusters. These clusters require an enormous amount of power (~500-2000 kW each), and most of this energy is converted into heat. Thus, cooling the components of the supercomputer becomes a critical and expensive endeavor. Recently a project was initiated to investigate the effect that changes to the cooling system in a machine room had on three large machines that were housed there. Coupled with this goal was the aim to develop a general good-practice for characterizing the effect of cooling changes and monitoring machine node temperatures in this andmore » other machine rooms. This paper focuses on the statistical approach used to quantify the effect that several cooling changes to the room had on the temperatures of the individual nodes of the computers. The largest cluster in the room has 1,600 nodes that run a variety of jobs during general use. Since extremes temperatures are important, a Normal distribution plus generalized Pareto distribution for the upper tail is used to model the marginal distribution, along with a Gaussian process copula to account for spatio-temporal dependence. A Gaussian Markov random field (GMRF) model is used to model the spatial effects on the node temperatures as the cooling changes take place. This model is then used to assess the condition of the node temperatures after each change to the room. The analysis approach was used to uncover the cause of a problematic episode of overheating nodes on one of the supercomputing clusters. Lastly, this same approach can easily be applied to monitor and investigate cooling systems at other data centers, as well.« less
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Chaudret, Robin; Gresh, Nohad; Narth, Christophe; Lagardère, Louis; Darden, Thomas A; Cisneros, G Andrés; Piquemal, Jean-Philip
2014-09-04
We demonstrate as a proof of principle the capabilities of a novel hybrid MM'/MM polarizable force field to integrate short-range quantum effects in molecular mechanics (MM) through the use of Gaussian electrostatics. This lead to a further gain in accuracy in the representation of the first coordination shell of metal ions. It uses advanced electrostatics and couples two point dipole polarizable force fields, namely, the Gaussian electrostatic model (GEM), a model based on density fitting, which uses fitted electronic densities to evaluate nonbonded interactions, and SIBFA (sum of interactions between fragments ab initio computed), which resorts to distributed multipoles. To understand the benefits of the use of Gaussian electrostatics, we evaluate first the accuracy of GEM, which is a pure density-based Gaussian electrostatics model on a test Ca(II)-H2O complex. GEM is shown to further improve the agreement of MM polarization with ab initio reference results. Indeed, GEM introduces nonclassical effects by modeling the short-range quantum behavior of electric fields and therefore enables a straightforward (and selective) inclusion of the sole overlap-dependent exchange-polarization repulsive contribution by means of a Gaussian damping function acting on the GEM fields. The S/G-1 scheme is then introduced. Upon limiting the use of Gaussian electrostatics to metal centers only, it is shown to be able to capture the dominant quantum effects at play on the metal coordination sphere. S/G-1 is able to accurately reproduce ab initio total interaction energies within closed-shell metal complexes regarding each individual contribution including the separate contributions of induction, polarization, and charge-transfer. Applications of the method are provided for various systems including the HIV-1 NCp7-Zn(II) metalloprotein. S/G-1 is then extended to heavy metal complexes. Tested on Hg(II) water complexes, S/G-1 is shown to accurately model polarization up to quadrupolar response level. This opens up the possibility of embodying explicit scalar relativistic effects in molecular mechanics thanks to the direct transferability of ab initio pseudopotentials. Therefore, incorporating GEM-like electron density for a metal cation enable the introduction of nonambiguous short-range quantum effects within any point-dipole based polarizable force field without the need of an extensive parametrization.
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Non-Gaussian bias: insights from discrete density peaks
DOE Office of Scientific and Technical Information (OSTI.GOV)
Desjacques, Vincent; Riotto, Antonio; Gong, Jinn-Ouk, E-mail: Vincent.Desjacques@unige.ch, E-mail: jinn-ouk.gong@apctp.org, E-mail: Antonio.Riotto@unige.ch
2013-09-01
Corrections induced by primordial non-Gaussianity to the linear halo bias can be computed from a peak-background split or the widespread local bias model. However, numerical simulations clearly support the prediction of the former, in which the non-Gaussian amplitude is proportional to the linear halo bias. To understand better the reasons behind the failure of standard Lagrangian local bias, in which the halo overdensity is a function of the local mass overdensity only, we explore the effect of a primordial bispectrum on the 2-point correlation of discrete density peaks. We show that the effective local bias expansion to peak clustering vastlymore » simplifies the calculation. We generalize this approach to excursion set peaks and demonstrate that the resulting non-Gaussian amplitude, which is a weighted sum of quadratic bias factors, precisely agrees with the peak-background split expectation, which is a logarithmic derivative of the halo mass function with respect to the normalisation amplitude. We point out that statistics of thresholded regions can be computed using the same formalism. Our results suggest that halo clustering statistics can be modelled consistently (in the sense that the Gaussian and non-Gaussian bias factors agree with peak-background split expectations) from a Lagrangian bias relation only if the latter is specified as a set of constraints imposed on the linear density field. This is clearly not the case of standard Lagrangian local bias. Therefore, one is led to consider additional variables beyond the local mass overdensity.« less
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Generation of cylindrically polarized vector vortex beams with digital micromirror device
DOE Office of Scientific and Technical Information (OSTI.GOV)
Gong, Lei; Liu, Weiwei; Wang, Meng
We propose a novel technique to directly transform a linearly polarized Gaussian beam into vector-vortex beams with various spatial patterns. Full high-quality control of amplitude and phase is implemented via a Digital Micro-mirror Device (DMD) binary holography for generating Laguerre-Gaussian, Bessel-Gaussian, and helical Mathieu–Gaussian modes, while a radial polarization converter (S-waveplate) is employed to effectively convert the optical vortices into cylindrically polarized vortex beams. Additionally, the generated vector-vortex beams maintain their polarization symmetry after arbitrary polarization manipulation. Due to the high frame rates of DMD, rapid switching among a series of vector modes carrying different orbital angular momenta paves themore » way for optical microscopy, trapping, and communication.« less
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Gaussian geometric discord in terms of Hellinger distance
DOE Office of Scientific and Technical Information (OSTI.GOV)
Suciu, Serban, E-mail: serban.suciu@theory.nipne.ro; Isar, Aurelian
2015-12-07
In the framework of the theory of open systems based on completely positive quantum dynamical semigroups, we address the quantification of general non-classical correlations in Gaussian states of continuous variable systems from a geometric perspective. We give a description of the Gaussian geometric discord by using the Hellinger distance as a measure for quantum correlations between two non-interacting non-resonant bosonic modes embedded in a thermal environment. We evaluate the Gaussian geometric discord by taking two-mode squeezed thermal states as initial states of the system and show that it has finite values between 0 and 1 and that it decays asymptoticallymore » to zero in time under the effect of the thermal bath.« less
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Charged particle dynamics in the presence of non-Gaussian Lévy electrostatic fluctuations
Del-Castillo-Negrete, Diego B.; Moradi, Sara; Anderson, Johan
2016-09-01
Full orbit dynamics of charged particles in a 3-dimensional helical magnetic field in the presence of -stable Levy electrostatic fluctuations and linear friction modeling collisional Coulomb drag is studied via Monte Carlo numerical simulations. The Levy fluctuations are introduced to model the effect of non-local transport due to fractional diffusion in velocity space resulting from intermittent electrostatic turbulence. The probability distribution functions of energy, particle displacements, and Larmor radii are computed and showed to exhibit a transition from exponential decay, in the case of Gaussian fluctuations, to power law decay in the case of Levy fluctuations. The absolute value ofmore » the power law decay exponents are linearly proportional to the Levy index. Furthermore, the observed anomalous non-Gaussian statistics of the particles' Larmor radii (resulting from outlier transport events) indicate that, when electrostatic turbulent fluctuations exhibit non-Gaussian Levy statistics, gyro-averaging and guiding centre approximations might face limitations and full particle orbit effects should be taken into account.« less
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Charged particle dynamics in the presence of non-Gaussian Lévy electrostatic fluctuations
NASA Astrophysics Data System (ADS)
Moradi, Sara; del-Castillo-Negrete, Diego; Anderson, Johan
2016-09-01
Full orbit dynamics of charged particles in a 3-dimensional helical magnetic field in the presence of α-stable Lévy electrostatic fluctuations and linear friction modeling collisional Coulomb drag is studied via Monte Carlo numerical simulations. The Lévy fluctuations are introduced to model the effect of non-local transport due to fractional diffusion in velocity space resulting from intermittent electrostatic turbulence. The probability distribution functions of energy, particle displacements, and Larmor radii are computed and showed to exhibit a transition from exponential decay, in the case of Gaussian fluctuations, to power law decay in the case of Lévy fluctuations. The absolute value of the power law decay exponents is linearly proportional to the Lévy index α. The observed anomalous non-Gaussian statistics of the particles' Larmor radii (resulting from outlier transport events) indicate that, when electrostatic turbulent fluctuations exhibit non-Gaussian Lévy statistics, gyro-averaging and guiding centre approximations might face limitations and full particle orbit effects should be taken into account.
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Spin-Hall effect in the scattering of structured light from plasmonic nanowire.
Sharma, Deepak K; Kumar, Vijay; Vasista, Adarsh B; Chaubey, Shailendra K; Kumar, G V Pavan
2018-06-01
Spin-orbit interactions are subwavelength phenomena that can potentially lead to numerous device-related applications in nanophotonics. Here, we report the spin-Hall effect in the forward scattering of Hermite-Gaussian (HG) and Gaussian beams from a plasmonic nanowire. Asymmetric scattered radiation distribution was observed for circularly polarized beams. Asymmetry in the scattered radiation distribution changes the sign when the polarization handedness inverts. We found a significant enhancement in the spin-Hall effect for a HG beam compared to a Gaussian beam for constant input power. The difference between scattered powers perpendicular to the long axis of the plasmonic nanowire was used to quantify the enhancement. In addition, the nodal line of the HG beam acts as the marker for the spin-Hall shift. Numerical calculations corroborate experimental observations and suggest that the spin flow component of the Poynting vector associated with the circular polarization is responsible for the spin-Hall effect and its enhancement.
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The role of Gouy phase on the mechanical effects of Laguerre-Gaussian light interacting with atoms
DOE Office of Scientific and Technical Information (OSTI.GOV)
Lembessis, V. E., E-mail: vlempesis@ksu.edu.sa; Babiker, M.; Ellinas, D.
2016-06-10
We consider the case of Laguerre-Gaussian (LG) light with high values of radial index, p, and/or winding number l, focussing on the effects of the Gouy phase together with other phase contributions due to the curvature in a Laguerre Gaussian beam when it interacts with atoms at near resonance. We show here that these phase anomalies amount to a significant reduction of the axial wavevector and thus lead to additional contributions to the phase gradient in the vicinity of the focus plane. In consequence, the axial recoil effects due to the stimulated emission and absorption of light by the atommore » become smaller. This has important effects on the dissipative axial forces acting on the atom, on the momentum fluctuations associated with the photon absorption and stimulated emission and on diffraction of atoms through light masks created by LG beams.« less
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Takada; Komatsu; Futamase
2000-04-20
We investigate the weak gravitational lensing effect that is due to the large-scale structure of the universe on two-point correlations of local maxima (hot spots) in the two-dimensional sky map of the cosmic microwave background (CMB) anisotropy. According to the Gaussian random statistics, as most inflationary scenarios predict, the hot spots are discretely distributed, with some characteristic angular separations on the last scattering surface that are due to oscillations of the CMB angular power spectrum. The weak lensing then causes pairs of hot spots, which are separated with the characteristic scale, to be observed with various separations. We found that the lensing fairly smooths out the oscillatory features of the two-point correlation function of hot spots. This indicates that the hot spot correlations can be a new statistical tool for measuring the shape and normalization of the power spectrum of matter fluctuations from the lensing signatures.
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Model studies of the beam-filling error for rain-rate retrieval with microwave radiometers
NASA Technical Reports Server (NTRS)
Ha, Eunho; North, Gerald R.
1995-01-01
Low-frequency (less than 20 GHz) single-channel microwave retrievals of rain rate encounter the problem of beam-filling error. This error stems from the fact that the relationship between microwave brightness temperature and rain rate is nonlinear, coupled with the fact that the field of view is large or comparable to important scales of variability of the rain field. This means that one may not simply insert the area average of the brightness temperature into the formula for rain rate without incurring both bias and random error. The statistical heterogeneity of the rain-rate field in the footprint of the instrument is key to determining the nature of these errors. This paper makes use of a series of random rain-rate fields to study the size of the bias and random error associated with beam filling. A number of examples are analyzed in detail: the binomially distributed field, the gamma, the Gaussian, the mixed gamma, the lognormal, and the mixed lognormal ('mixed' here means there is a finite probability of no rain rate at a point of space-time). Of particular interest are the applicability of a simple error formula due to Chiu and collaborators and a formula that might hold in the large field of view limit. It is found that the simple formula holds for Gaussian rain-rate fields but begins to fail for highly skewed fields such as the mixed lognormal. While not conclusively demonstrated here, it is suggested that the notionof climatologically adjusting the retrievals to remove the beam-filling bias is a reasonable proposition.
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Efficient 3D porous microstructure reconstruction via Gaussian random field and hybrid optimization.
Jiang, Z; Chen, W; Burkhart, C
2013-11-01
Obtaining an accurate three-dimensional (3D) structure of a porous microstructure is important for assessing the material properties based on finite element analysis. Whereas directly obtaining 3D images of the microstructure is impractical under many circumstances, two sets of methods have been developed in literature to generate (reconstruct) 3D microstructure from its 2D images: one characterizes the microstructure based on certain statistical descriptors, typically two-point correlation function and cluster correlation function, and then performs an optimization process to build a 3D structure that matches those statistical descriptors; the other method models the microstructure using stochastic models like a Gaussian random field and generates a 3D structure directly from the function. The former obtains a relatively accurate 3D microstructure, but computationally the optimization process can be very intensive, especially for problems with large image size; the latter generates a 3D microstructure quickly but sacrifices the accuracy due to issues in numerical implementations. A hybrid optimization approach of modelling the 3D porous microstructure of random isotropic two-phase materials is proposed in this paper, which combines the two sets of methods and hence maintains the accuracy of the correlation-based method with improved efficiency. The proposed technique is verified for 3D reconstructions based on silica polymer composite images with different volume fractions. A comparison of the reconstructed microstructures and the optimization histories for both the original correlation-based method and our hybrid approach demonstrates the improved efficiency of the approach. © 2013 The Authors Journal of Microscopy © 2013 Royal Microscopical Society.
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NASA Astrophysics Data System (ADS)
Watkinson, Catherine A.; Majumdar, Suman; Pritchard, Jonathan R.; Mondal, Rajesh
2017-12-01
In this paper, we establish the accuracy and robustness of a fast estimator for the bispectrum - the 'FFT-bispectrum estimator'. The implementation of the estimator presented here offers speed and simplicity benefits over a direct-measurement approach. We also generalize the derivation so it may be easily be applied to any order polyspectra, such as the trispectrum, with the cost of only a handful of Fast-Fourier Transforms (FFTs). All lower order statistics can also be calculated simultaneously for little extra cost. To test the estimator, we make use of a non-linear density field, and for a more strongly non-Gaussian test case, we use a toy-model of reionization in which ionized bubbles at a given redshift are all of equal size and are randomly distributed. Our tests find that the FFT-estimator remains accurate over a wide range of k, and so should be extremely useful for analysis of 21-cm observations. The speed of the FFT-bispectrum estimator makes it suitable for sampling applications, such as Bayesian inference. The algorithm we describe should prove valuable in the analysis of simulations and observations, and whilst, we apply it within the field of cosmology, this estimator is useful in any field that deals with non-Gaussian data.