Random medium model for cusping of plane waves.

PubMed

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.

Landmark-free statistical analysis of the shape of plant leaves.

PubMed

Laga, Hamid; Kurtek, Sebastian; Srivastava, Anuj; Miklavcic, Stanley J

2014-12-21

The shapes of plant leaves are important features to biologists, as they can help in distinguishing plant species, measuring their health, analyzing their growth patterns, and understanding relations between various species. Most of the methods that have been developed in the past focus on comparing the shape of individual leaves using either descriptors or finite sets of landmarks. However, descriptor-based representations are not invertible and thus it is often hard to map descriptor variability into shape variability. On the other hand, landmark-based techniques require automatic detection and registration of the landmarks, which is very challenging in the case of plant leaves that exhibit high variability within and across species. In this paper, we propose a statistical model based on the Squared Root Velocity Function (SRVF) representation and the Riemannian elastic metric of Srivastava et al. (2011) to model the observed continuous variability in the shape of plant leaves. We treat plant species as random variables on a non-linear shape manifold and thus statistical summaries, such as means and covariances, can be computed. One can then study the principal modes of variations and characterize the observed shapes using probability density models, such as Gaussians or Mixture of Gaussians. We demonstrate the usage of such statistical model for (1) efficient classification of individual leaves, (2) the exploration of the space of plant leaf shapes, which is important in the study of population-specific variations, and (3) comparing entire plant species, which is fundamental to the study of evolutionary relationships in plants. Our approach does not require descriptors or landmarks but automatically solves for the optimal registration that aligns a pair of shapes. We evaluate the performance of the proposed framework on publicly available benchmarks such as the Flavia, the Swedish, and the ImageCLEF2011 plant leaf datasets. Copyright © 2014 Elsevier Ltd. All rights reserved.

On the identification of Dragon Kings among extreme-valued outliers

NASA Astrophysics Data System (ADS)

Riva, M.; Neuman, S. P.; Guadagnini, A.

2013-07-01

Extreme values of earth, environmental, ecological, physical, biological, financial and other variables often form outliers to heavy tails of empirical frequency distributions. Quite commonly such tails are approximated by stretched exponential, log-normal or power functions. Recently there has been an interest in distinguishing between extreme-valued outliers that belong to the parent population of most data in a sample and those that do not. The first type, called Gray Swans by Nassim Nicholas Taleb (often confused in the literature with Taleb's totally unknowable Black Swans), is drawn from a known distribution of the tails which can thus be extrapolated beyond the range of sampled values. However, the magnitudes and/or space-time locations of unsampled Gray Swans cannot be foretold. The second type of extreme-valued outliers, termed Dragon Kings by Didier Sornette, may in his view be sometimes predicted based on how other data in the sample behave. This intriguing prospect has recently motivated some authors to propose statistical tests capable of identifying Dragon Kings in a given random sample. Here we apply three such tests to log air permeability data measured on the faces of a Berea sandstone block and to synthetic data generated in a manner statistically consistent with these measurements. We interpret the measurements to be, and generate synthetic data that are, samples from α-stable sub-Gaussian random fields subordinated to truncated fractional Gaussian noise (tfGn). All these data have frequency distributions characterized by power-law tails with extreme-valued outliers about the tail edges.

Quantification and scaling of multipartite entanglement in continuous variable systems.

PubMed

Adesso, Gerardo; Serafini, Alessio; Illuminati, Fabrizio

2004-11-26

We present a theoretical method to determine the multipartite entanglement between different partitions of multimode, fully or partially symmetric Gaussian states of continuous variable systems. For such states, we determine the exact expression of the logarithmic negativity and show that it coincides with that of equivalent two-mode Gaussian states. Exploiting this reduction, we demonstrate the scaling of the multipartite entanglement with the number of modes and its reliable experimental estimate by direct measurements of the global and local purities.

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.

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.

Mathematic model analysis of Gaussian beam propagation through an arbitrary thickness random phase screen.

PubMed

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.

Cramer-Rao Bound for Gaussian Random Processes and Applications to Radar Processing of Atmospheric Signals

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.

A new test statistic for climate models that includes field and spatial dependencies using Gaussian Markov random fields

DOE PAGES

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

A new test statistic for climate models that includes field and spatial dependencies using Gaussian Markov random fields

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

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

Model-independent test for scale-dependent non-Gaussianities in the cosmic microwave background.

PubMed

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.

Subharmonic response of a single-degree-of-freedom nonlinear vibro-impact system to a narrow-band random excitation.

PubMed

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.

Different operational meanings of continuous variable Gaussian entanglement criteria and Bell inequalities

NASA Astrophysics Data System (ADS)

Buono, D.; Nocerino, G.; Solimeno, S.; Porzio, A.

2014-07-01

Entanglement, one of the most intriguing aspects of quantum mechanics, marks itself into different features of quantum states. For this reason different criteria can be used for verifying entanglement. In this paper we review some of the entanglement criteria casted for continuous variable states and link them to peculiar aspects of the original debate on the famous Einstein-Podolsky-Rosen (EPR) paradox. We also provide a useful expression for valuating Bell-type non-locality on Gaussian states. We also present the experimental measurement of a particular realization of the Bell operator over continuous variable entangled states produced by a sub-threshold type-II optical parametric oscillators (OPOs).

Security of Continuous-Variable Quantum Key Distribution via a Gaussian de Finetti Reduction

NASA Astrophysics Data System (ADS)

Leverrier, Anthony

2017-05-01

Establishing the security of continuous-variable quantum key distribution against general attacks in a realistic finite-size regime is an outstanding open problem in the field of theoretical quantum cryptography if we restrict our attention to protocols that rely on the exchange of coherent states. Indeed, techniques based on the uncertainty principle are not known to work for such protocols, and the usual tools based on de Finetti reductions only provide security for unrealistically large block lengths. We address this problem here by considering a new type of Gaussian de Finetti reduction, that exploits the invariance of some continuous-variable protocols under the action of the unitary group U (n ) (instead of the symmetric group Sn as in usual de Finetti theorems), and by introducing generalized S U (2 ,2 ) coherent states. Crucially, combined with an energy test, this allows us to truncate the Hilbert space globally instead as at the single-mode level as in previous approaches that failed to provide security in realistic conditions. Our reduction shows that it is sufficient to prove the security of these protocols against Gaussian collective attacks in order to obtain security against general attacks, thereby confirming rigorously the widely held belief that Gaussian attacks are indeed optimal against such protocols.

Security of Continuous-Variable Quantum Key Distribution via a Gaussian de Finetti Reduction.

PubMed

Leverrier, Anthony

2017-05-19

Establishing the security of continuous-variable quantum key distribution against general attacks in a realistic finite-size regime is an outstanding open problem in the field of theoretical quantum cryptography if we restrict our attention to protocols that rely on the exchange of coherent states. Indeed, techniques based on the uncertainty principle are not known to work for such protocols, and the usual tools based on de Finetti reductions only provide security for unrealistically large block lengths. We address this problem here by considering a new type of Gaussian de Finetti reduction, that exploits the invariance of some continuous-variable protocols under the action of the unitary group U(n) (instead of the symmetric group S_{n} as in usual de Finetti theorems), and by introducing generalized SU(2,2) coherent states. Crucially, combined with an energy test, this allows us to truncate the Hilbert space globally instead as at the single-mode level as in previous approaches that failed to provide security in realistic conditions. Our reduction shows that it is sufficient to prove the security of these protocols against Gaussian collective attacks in order to obtain security against general attacks, thereby confirming rigorously the widely held belief that Gaussian attacks are indeed optimal against such protocols.

Characterization of collective Gaussian attacks and security of coherent-state quantum cryptography.

PubMed

Pirandola, Stefano; Braunstein, Samuel L; Lloyd, Seth

2008-11-14

We provide a simple description of the most general collective Gaussian attack in continuous-variable quantum cryptography. In the scenario of such general attacks, we analyze the asymptotic secret-key rates which are achievable with coherent states, joint measurements of the quadratures and one-way classical communication.

The Statistical Drake Equation

NASA Astrophysics Data System (ADS)

Maccone, Claudio

2010-12-01

We provide the statistical generalization of the Drake equation. From a simple product of seven positive numbers, the Drake equation is now turned into the product of seven positive random variables. We call this "the Statistical Drake Equation". The mathematical consequences of this transformation are then derived. The proof of our results is based on the Central Limit Theorem (CLT) of Statistics. In loose terms, the CLT states that the sum of any number of independent random variables, each of which may be ARBITRARILY distributed, approaches a Gaussian (i.e. normal) random variable. This is called the Lyapunov Form of the CLT, or the Lindeberg Form of the CLT, depending on the mathematical constraints assumed on the third moments of the various probability distributions. In conclusion, we show that: The new random variable N, yielding the number of communicating civilizations in the Galaxy, follows the LOGNORMAL distribution. Then, as a consequence, the mean value of this lognormal distribution is the ordinary N in the Drake equation. The standard deviation, mode, and all the moments of this lognormal N are also found. The seven factors in the ordinary Drake equation now become seven positive random variables. The probability distribution of each random variable may be ARBITRARY. The CLT in the so-called Lyapunov or Lindeberg forms (that both do not assume the factors to be identically distributed) allows for that. In other words, the CLT "translates" into our statistical Drake equation by allowing an arbitrary probability distribution for each factor. This is both physically realistic and practically very useful, of course. An application of our statistical Drake equation then follows. The (average) DISTANCE between any two neighboring and communicating civilizations in the Galaxy may be shown to be inversely proportional to the cubic root of N. Then, in our approach, this distance becomes a new random variable. We derive the relevant probability density function, apparently previously unknown and dubbed "Maccone distribution" by Paul Davies. DATA ENRICHMENT PRINCIPLE. It should be noticed that ANY positive number of random variables in the Statistical Drake Equation is compatible with the CLT. So, our generalization allows for many more factors to be added in the future as long as more refined scientific knowledge about each factor will be known to the scientists. This capability to make room for more future factors in the statistical Drake equation, we call the "Data Enrichment Principle," and we regard it as the key to more profound future results in the fields of Astrobiology and SETI. Finally, a practical example is given of how our statistical Drake equation works numerically. We work out in detail the case, where each of the seven random variables is uniformly distributed around its own mean value and has a given standard deviation. For instance, the number of stars in the Galaxy is assumed to be uniformly distributed around (say) 350 billions with a standard deviation of (say) 1 billion. Then, the resulting lognormal distribution of N is computed numerically by virtue of a MathCad file that the author has written. This shows that the mean value of the lognormal random variable N is actually of the same order as the classical N given by the ordinary Drake equation, as one might expect from a good statistical generalization.

Entanglement and purity of two-mode Gaussian states in noisy channels

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

Serafini, Alessio; Illuminati, Fabrizio; De Siena, Silvio

2004-02-01

We study the evolution of purity, entanglement, and total correlations of general two-mode continuous variable Gaussian states in arbitrary uncorrelated Gaussian environments. The time evolution of purity, von Neumann entropy, logarithmic negativity, and mutual information is analyzed for a wide range of initial conditions. In general, we find that a local squeezing of the bath leads to a faster degradation of purity and entanglement, while it can help to preserve the mutual information between the modes.

Transfer of non-Gaussian quantum states of mechanical oscillator to light

NASA Astrophysics Data System (ADS)

Filip, Radim; Rakhubovsky, Andrey A.

2015-11-01

Non-Gaussian quantum states are key resources for quantum optics with continuous-variable oscillators. The non-Gaussian states can be deterministically prepared by a continuous evolution of the mechanical oscillator isolated in a nonlinear potential. We propose feasible and deterministic transfer of non-Gaussian quantum states of mechanical oscillators to a traveling light beam, using purely all-optical methods. The method relies on only basic feasible and high-quality elements of quantum optics: squeezed states of light, linear optics, homodyne detection, and electro-optical feedforward control of light. By this method, a wide range of novel non-Gaussian states of light can be produced in the future from the mechanical states of levitating particles in optical tweezers, including states necessary for the implementation of an important cubic phase gate.

Reference-free error estimation for multiple measurement methods.

PubMed

Madan, Hennadii; Pernuš, Franjo; Špiclin, Žiga

2018-01-01

We present a computational framework to select the most accurate and precise method of measurement of a certain quantity, when there is no access to the true value of the measurand. A typical use case is when several image analysis methods are applied to measure the value of a particular quantitative imaging biomarker from the same images. The accuracy of each measurement method is characterized by systematic error (bias), which is modeled as a polynomial in true values of measurand, and the precision as random error modeled with a Gaussian random variable. In contrast to previous works, the random errors are modeled jointly across all methods, thereby enabling the framework to analyze measurement methods based on similar principles, which may have correlated random errors. Furthermore, the posterior distribution of the error model parameters is estimated from samples obtained by Markov chain Monte-Carlo and analyzed to estimate the parameter values and the unknown true values of the measurand. The framework was validated on six synthetic and one clinical dataset containing measurements of total lesion load, a biomarker of neurodegenerative diseases, which was obtained with four automatic methods by analyzing brain magnetic resonance images. The estimates of bias and random error were in a good agreement with the corresponding least squares regression estimates against a reference.

Integral momenta of vortex Bessel-Gaussian beams in turbulent atmosphere.

PubMed

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.

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.

Renyi entropy measures of heart rate Gaussianity.

PubMed

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.

Robustness analysis of superpixel algorithms to image blur, additive Gaussian noise, and impulse noise

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.

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.

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

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.

An Effective Post-Filtering Framework for 3-D PET Image Denoising Based on Noise and Sensitivity Characteristics

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.

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.

Signal-Preserving Erratic Noise Attenuation via Iterative Robust Sparsity-Promoting Filter

DOE PAGES

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

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

Continuous-variable quantum key distribution protocols over noisy channels.

PubMed

García-Patrón, Raúl; Cerf, Nicolas J

2009-04-03

A continuous-variable quantum key distribution protocol based on squeezed states and heterodyne detection is introduced and shown to attain higher secret key rates over a noisy line than any other one-way Gaussian protocol. This increased resistance to channel noise can be understood as resulting from purposely adding noise to the signal that is converted into the secret key. This notion of noise-enhanced tolerance to noise also provides a better physical insight into the poorly understood discrepancies between the previously defined families of Gaussian protocols.

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.

Quantifying non-Markovianity of continuous-variable Gaussian dynamical maps

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

Vasile, Ruggero; Maniscalco, Sabrina; Paris, Matteo G. A.

2011-11-15

We introduce a non-Markovianity measure for continuous-variable open quantum systems based on the idea put forward in H.-P. Breuer et al.[Phys. Rev. Lett. 103, 210401 (2009);], that is, by quantifying the flow of information from the environment back to the open system. Instead of the trace distance we use here the fidelity to assess distinguishability of quantum states. We employ our measure to evaluate non-Markovianity of two paradigmatic Gaussian channels: the purely damping channel and the quantum Brownian motion channel with Ohmic environment. We consider different classes of Gaussian states and look for pairs of states maximizing the backflow ofmore » information. For coherent states we find simple analytical solutions, whereas for squeezed states we provide both exact numerical and approximate analytical solutions in the weak coupling limit.« less

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.

Simulation of foulant bioparticle topography based on Gaussian process and its implications for interface behavior research

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.

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.

Capturing the dynamics of response variability in the brain in ADHD.

PubMed

van Belle, Janna; van Raalten, Tamar; Bos, Dienke J; Zandbelt, Bram B; Oranje, Bob; Durston, Sarah

2015-01-01

ADHD is characterized by increased intra-individual variability in response times during the performance of cognitive tasks. However, little is known about developmental changes in intra-individual variability, and how these changes relate to cognitive performance. Twenty subjects with ADHD aged 7-24 years and 20 age-matched, typically developing controls participated in an fMRI-scan while they performed a go-no-go task. We fit an ex-Gaussian distribution on the response distribution to objectively separate extremely slow responses, related to lapses of attention, from variability on fast responses. We assessed developmental changes in these intra-individual variability measures, and investigated their relation to no-go performance. Results show that the ex-Gaussian measures were better predictors of no-go performance than traditional measures of reaction time. Furthermore, we found between-group differences in the change in ex-Gaussian parameters with age, and their relation to task performance: subjects with ADHD showed age-related decreases in their variability on fast responses (sigma), but not in lapses of attention (tau), whereas control subjects showed a decrease in both measures of variability. For control subjects, but not subjects with ADHD, this age-related reduction in variability was predictive of task performance. This group difference was reflected in neural activation: for typically developing subjects, the age-related decrease in intra-individual variability on fast responses (sigma) predicted activity in the dorsal anterior cingulate gyrus (dACG), whereas for subjects with ADHD, activity in this region was related to improved no-go performance with age, but not to intra-individual variability. These data show that using more sophisticated measures of intra-individual variability allows the capturing of the dynamics of task performance and associated neural changes not permitted by more traditional measures.

Capturing the dynamics of response variability in the brain in ADHD

PubMed Central

van Belle, Janna; van Raalten, Tamar; Bos, Dienke J.; Zandbelt, Bram B.; Oranje, Bob; Durston, Sarah

2014-01-01

ADHD is characterized by increased intra-individual variability in response times during the performance of cognitive tasks. However, little is known about developmental changes in intra-individual variability, and how these changes relate to cognitive performance. Twenty subjects with ADHD aged 7–24 years and 20 age-matched, typically developing controls participated in an fMRI-scan while they performed a go-no-go task. We fit an ex-Gaussian distribution on the response distribution to objectively separate extremely slow responses, related to lapses of attention, from variability on fast responses. We assessed developmental changes in these intra-individual variability measures, and investigated their relation to no-go performance. Results show that the ex-Gaussian measures were better predictors of no-go performance than traditional measures of reaction time. Furthermore, we found between-group differences in the change in ex-Gaussian parameters with age, and their relation to task performance: subjects with ADHD showed age-related decreases in their variability on fast responses (sigma), but not in lapses of attention (tau), whereas control subjects showed a decrease in both measures of variability. For control subjects, but not subjects with ADHD, this age-related reduction in variability was predictive of task performance. This group difference was reflected in neural activation: for typically developing subjects, the age-related decrease in intra-individual variability on fast responses (sigma) predicted activity in the dorsal anterior cingulate gyrus (dACG), whereas for subjects with ADHD, activity in this region was related to improved no-go performance with age, but not to intra-individual variability. These data show that using more sophisticated measures of intra-individual variability allows the capturing of the dynamics of task performance and associated neural changes not permitted by more traditional measures. PMID:25610775

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.

Non-Markovian dynamics of single- and two-qubit systems interacting with Gaussian and non-Gaussian fluctuating transverse environments

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

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

NASA Astrophysics Data System (ADS)

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

2011-12-01

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

Intra-Individual Response Variability Assessed by Ex-Gaussian Analysis may be a New Endophenotype for Attention-Deficit/Hyperactivity Disorder.

PubMed

Henríquez-Henríquez, Marcela Patricia; Billeke, Pablo; Henríquez, Hugo; Zamorano, Francisco Javier; Rothhammer, Francisco; Aboitiz, Francisco

2014-01-01

Intra-individual variability of response times (RTisv) is considered as potential endophenotype for attentional deficit/hyperactivity disorder (ADHD). Traditional methods for estimating RTisv lose information regarding response times (RTs) distribution along the task, with eventual effects on statistical power. Ex-Gaussian analysis captures the dynamic nature of RTisv, estimating normal and exponential components for RT distribution, with specific phenomenological correlates. Here, we applied ex-Gaussian analysis to explore whether intra-individual variability of RTs agrees with criteria proposed by Gottesman and Gould for endophenotypes. Specifically, we evaluated if normal and/or exponential components of RTs may (a) present the stair-like distribution expected for endophenotypes (ADHD > siblings > typically developing children (TD) without familiar history of ADHD) and (b) represent a phenotypic correlate for previously described genetic risk variants. This is a pilot study including 55 subjects (20 ADHD-discordant sibling-pairs and 15 TD children), all aged between 8 and 13 years. Participants resolved a visual Go/Nogo with 10% Nogo probability. Ex-Gaussian distributions were fitted to individual RT data and compared among the three samples. In order to test whether intra-individual variability may represent a correlate for previously described genetic risk variants, VNTRs at DRD4 and SLC6A3 were identified in all sibling-pairs following standard protocols. Groups were compared adjusting independent general linear models for the exponential and normal components from the ex-Gaussian analysis. Identified trends were confirmed by the non-parametric Jonckheere-Terpstra test. Stair-like distributions were observed for μ (p = 0.036) and σ (p = 0.009). An additional "DRD4-genotype" × "clinical status" interaction was present for τ (p = 0.014) reflecting a possible severity factor. Thus, normal and exponential RTisv components are suitable as ADHD endophenotypes.

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.

School system evaluation by value added analysis under endogeneity.

PubMed

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.

A Gaussian random field model for similarity-based smoothing in Bayesian disease mapping.

PubMed

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.

Multilevel discretized random field models with 'spin' correlations for the simulation of environmental spatial data

NASA Astrophysics Data System (ADS)

Žukovič, Milan; Hristopulos, Dionissios T.

2009-02-01

A current problem of practical significance is how to analyze large, spatially distributed, environmental data sets. The problem is more challenging for variables that follow non-Gaussian distributions. We show by means of numerical simulations that the spatial correlations between variables can be captured by interactions between 'spins'. The spins represent multilevel discretizations of environmental variables with respect to a number of pre-defined thresholds. The spatial dependence between the 'spins' is imposed by means of short-range interactions. We present two approaches, inspired by the Ising and Potts models, that generate conditional simulations of spatially distributed variables from samples with missing data. Currently, the sampling and simulation points are assumed to be at the nodes of a regular grid. The conditional simulations of the 'spin system' are forced to respect locally the sample values and the system statistics globally. The second constraint is enforced by minimizing a cost function representing the deviation between normalized correlation energies of the simulated and the sample distributions. In the approach based on the Nc-state Potts model, each point is assigned to one of Nc classes. The interactions involve all the points simultaneously. In the Ising model approach, a sequential simulation scheme is used: the discretization at each simulation level is binomial (i.e., ± 1). Information propagates from lower to higher levels as the simulation proceeds. We compare the two approaches in terms of their ability to reproduce the target statistics (e.g., the histogram and the variogram of the sample distribution), to predict data at unsampled locations, as well as in terms of their computational complexity. The comparison is based on a non-Gaussian data set (derived from a digital elevation model of the Walker Lake area, Nevada, USA). We discuss the impact of relevant simulation parameters, such as the domain size, the number of discretization levels, and the initial conditions.

Intra-individual reaction time variability based on ex-Gaussian distribution as a potential endophenotype for attention-deficit/hyperactivity disorder.

PubMed

Lin, H-Y; Hwang-Gu, S-L; Gau, S S-F

2015-07-01

Intra-individual variability in reaction time (IIV-RT), defined by standard deviation of RT (RTSD), is considered as an endophenotype for attention-deficit/hyperactivity disorder (ADHD). Ex-Gaussian distributions of RT, rather than RTSD, could better characterize moment-to-moment fluctuations in neuropsychological performance. However, data of response variability based on ex-Gaussian parameters as an endophenotypic candidate for ADHD are lacking. We assessed 411 adolescents with clinically diagnosed ADHD based on the DSM-IV-TR criteria as probands, 138 unaffected siblings, and 138 healthy controls. The output parameters, mu, sigma, and tau, of an ex-Gaussian RT distribution were derived from the Conners' continuous performance test. Multi-level models controlling for sex, age, comorbidity, and use of methylphenidate were applied. Compared with unaffected siblings and controls, ADHD probands had elevated sigma value, omissions, commissions, and mean RT. Unaffected siblings formed an intermediate group in-between probands and controls in terms of tau value and RTSD. There was no between-group difference in mu value. Conforming to a context-dependent nature, unaffected siblings still had an intermediate tau value in-between probands and controls across different interstimulus intervals. Our findings suggest IIV-RT represented by tau may be a potential endophenotype for inquiry into genetic underpinnings of ADHD in the context of heterogeneity. © 2015 John Wiley & Sons A/S. Published by John Wiley & Sons Ltd.

Optimal random search for a single hidden target.

PubMed

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.

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.

Linear Space-Variant Image Restoration of Photon-Limited Images

DTIC Science & Technology

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

Modeling Sea-Level Change using Errors-in-Variables Integrated Gaussian Processes

NASA Astrophysics Data System (ADS)

Cahill, Niamh; Parnell, Andrew; Kemp, Andrew; Horton, Benjamin

2014-05-01

We perform Bayesian inference on historical and late Holocene (last 2000 years) rates of sea-level change. The data that form the input to our model are tide-gauge measurements and proxy reconstructions from cores of coastal sediment. To accurately estimate rates of sea-level change and reliably compare tide-gauge compilations with proxy reconstructions it is necessary to account for the uncertainties that characterize each dataset. Many previous studies used simple linear regression models (most commonly polynomial regression) resulting in overly precise rate estimates. The model we propose uses an integrated Gaussian process approach, where a Gaussian process prior is placed on the rate of sea-level change and the data itself is modeled as the integral of this rate process. The non-parametric Gaussian process model is known to be well suited to modeling time series data. The advantage of using an integrated Gaussian process is that it allows for the direct estimation of the derivative of a one dimensional curve. The derivative at a particular time point will be representative of the rate of sea level change at that time point. The tide gauge and proxy data are complicated by multiple sources of uncertainty, some of which arise as part of the data collection exercise. Most notably, the proxy reconstructions include temporal uncertainty from dating of the sediment core using techniques such as radiocarbon. As a result of this, the integrated Gaussian process model is set in an errors-in-variables (EIV) framework so as to take account of this temporal uncertainty. The data must be corrected for land-level change known as glacio-isostatic adjustment (GIA) as it is important to isolate the climate-related sea-level signal. The correction for GIA introduces covariance between individual age and sea level observations into the model. The proposed integrated Gaussian process model allows for the estimation of instantaneous rates of sea-level change and accounts for all available sources of uncertainty in tide-gauge and proxy-reconstruction data. Our response variable is sea level after correction for GIA. By embedding the integrated process in an errors-in-variables (EIV) framework, and removing the estimate of GIA, we can quantify rates with better estimates of uncertainty than previously possible. The model provides a flexible fit and enables us to estimate rates of change at any given time point, thus observing how rates have been evolving from the past to present day.

Ensemble Kalman filtering in presence of inequality constraints

NASA Astrophysics Data System (ADS)

van Leeuwen, P. J.

2009-04-01

Kalman filtering is presence of constraints is an active area of research. Based on the Gaussian assumption for the probability-density functions, it looks hard to bring in extra constraints in the formalism. On the other hand, in geophysical systems we often encounter constraints related to e.g. the underlying physics or chemistry, which are violated by the Gaussian assumption. For instance, concentrations are always non-negative, model layers have non-negative thickness, and sea-ice concentration is between 0 and 1. Several methods to bring inequality constraints into the Kalman-filter formalism have been proposed. One of them is probability density function (pdf) truncation, in which the Gaussian mass from the non-allowed part of the variables is just equally distributed over the pdf where the variables are alolwed, as proposed by Shimada et al. 1998. However, a problem with this method is that the probability that e.g. the sea-ice concentration is zero, is zero! The new method proposed here does not have this drawback. It assumes that the probability-density function is a truncated Gaussian, but the truncated mass is not distributed equally over all allowed values of the variables, but put into a delta distribution at the truncation point. This delta distribution can easily be handled with in Bayes theorem, leading to posterior probability density functions that are also truncated Gaussians with delta distributions at the truncation location. In this way a much better representation of the system is obtained, while still keeping most of the benefits of the Kalman-filter formalism. In the full Kalman filter the formalism is prohibitively expensive in large-scale systems, but efficient implementation is possible in ensemble variants of the kalman filter. Applications to low-dimensional systems and large-scale systems will be discussed.

Eigenvalues of Random Matrices with Isotropic Gaussian Noise and the Design of Diffusion Tensor Imaging Experiments.

PubMed

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.

Eigenvalues of Random Matrices with Isotropic Gaussian Noise and the Design of Diffusion Tensor Imaging Experiments*

PubMed Central

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

Quantum key distribution using continuous-variable non-Gaussian states

NASA Astrophysics Data System (ADS)

Borelli, L. F. M.; Aguiar, L. S.; Roversi, J. A.; Vidiella-Barranco, A.

2016-02-01

In this work, we present a quantum key distribution protocol using continuous-variable non-Gaussian states, homodyne detection and post-selection. The employed signal states are the photon added then subtracted coherent states (PASCS) in which one photon is added and subsequently one photon is subtracted from the field. We analyze the performance of our protocol, compared with a coherent state-based protocol, for two different attacks that could be carried out by the eavesdropper (Eve). We calculate the secret key rate transmission in a lossy line for a superior channel (beam-splitter) attack, and we show that we may increase the secret key generation rate by using the non-Gaussian PASCS rather than coherent states. We also consider the simultaneous quadrature measurement (intercept-resend) attack, and we show that the efficiency of Eve's attack is substantially reduced if PASCS are used as signal states.

The Statistical Fermi Paradox

NASA Astrophysics Data System (ADS)

Maccone, C.

In this paper is provided the statistical generalization of the Fermi paradox. The statistics of habitable planets may be based on a set of ten (and possibly more) astrobiological requirements first pointed out by Stephen H. Dole in his book Habitable planets for man (1964). The statistical generalization of the original and by now too simplistic Dole equation is provided by replacing a product of ten positive numbers by the product of ten positive random variables. This is denoted the SEH, an acronym standing for “Statistical Equation for Habitables”. The proof in this paper is based on the Central Limit Theorem (CLT) of Statistics, stating that the sum of any number of independent random variables, each of which may be ARBITRARILY distributed, approaches a Gaussian (i.e. normal) random variable (Lyapunov form of the CLT). It is then shown that: 1. The new random variable NHab, yielding the number of habitables (i.e. habitable planets) in the Galaxy, follows the log- normal distribution. By construction, the mean value of this log-normal distribution is the total number of habitable planets as given by the statistical Dole equation. 2. The ten (or more) astrobiological factors are now positive random variables. The probability distribution of each random variable may be arbitrary. The CLT in the so-called Lyapunov or Lindeberg forms (that both do not assume the factors to be identically distributed) allows for that. In other words, the CLT "translates" into the SEH by allowing an arbitrary probability distribution for each factor. This is both astrobiologically realistic and useful for any further investigations. 3. By applying the SEH it is shown that the (average) distance between any two nearby habitable planets in the Galaxy may be shown to be inversely proportional to the cubic root of NHab. This distance is denoted by new random variable D. The relevant probability density function is derived, which was named the "Maccone distribution" by Paul Davies in 2008. 4. A practical example is then given of how the SEH works numerically. Each of the ten random variables is uniformly distributed around its own mean value as given by Dole (1964) and a standard deviation of 10% is assumed. The conclusion is that the average number of habitable planets in the Galaxy should be around 100 million ±200 million, and the average distance in between any two nearby habitable planets should be about 88 light years ±40 light years. 5. The SEH results are matched against the results of the Statistical Drake Equation from reference 4. As expected, the number of currently communicating ET civilizations in the Galaxy turns out to be much smaller than the number of habitable planets (about 10,000 against 100 million, i.e. one ET civilization out of 10,000 habitable planets). The average distance between any two nearby habitable planets is much smaller that the average distance between any two neighbouring ET civilizations: 88 light years vs. 2000 light years, respectively. This means an ET average distance about 20 times higher than the average distance between any pair of adjacent habitable planets. 6. Finally, a statistical model of the Fermi Paradox is derived by applying the above results to the coral expansion model of Galactic colonization. The symbolic manipulator "Macsyma" is used to solve these difficult equations. A new random variable Tcol, representing the time needed to colonize a new planet is introduced, which follows the lognormal distribution, Then the new quotient random variable Tcol/D is studied and its probability density function is derived by Macsyma. Finally a linear transformation of random variables yields the overall time TGalaxy needed to colonize the whole Galaxy. We believe that our mathematical work in deriving this STATISTICAL Fermi Paradox is highly innovative and fruitful for the future.

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.

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

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.

Working memory and intraindividual variability as neurocognitive indicators in ADHD: examining competing model predictions.

PubMed

Kofler, Michael J; Alderson, R Matt; Raiker, Joseph S; Bolden, Jennifer; Sarver, Dustin E; Rapport, Mark D

2014-05-01

The current study examined competing predictions of the default mode, cognitive neuroenergetic, and functional working memory models of attention-deficit/hyperactivity disorder (ADHD) regarding the relation between neurocognitive impairments in working memory and intraindividual variability. Twenty-two children with ADHD and 15 typically developing children were assessed on multiple tasks measuring intraindividual reaction time (RT) variability (ex-Gaussian: tau, sigma) and central executive (CE) working memory. Latent factor scores based on multiple, counterbalanced tasks were created for each construct of interest (CE, tau, sigma) to reflect reliable variance associated with each construct and remove task-specific, test-retest, and random error. Bias-corrected, bootstrapped mediation analyses revealed that CE working memory accounted for 88% to 100% of ADHD-related RT variability across models, and between-group differences in RT variability were no longer detectable after accounting for the mediating role of CE working memory. In contrast, RT variability accounted for 10% to 29% of between-group differences in CE working memory, and large magnitude CE working memory deficits remained after accounting for this partial mediation. Statistical comparison of effect size estimates across models suggests directionality of effects, such that the mediation effects of CE working memory on RT variability were significantly greater than the mediation effects of RT variability on CE working memory. The current findings question the role of RT variability as a primary neurocognitive indicator in ADHD and suggest that ADHD-related RT variability may be secondary to underlying deficits in CE working memory.

Spectral turning bands for efficient Gaussian random fields generation on GPUs and accelerators

NASA Astrophysics Data System (ADS)

Hunger, L.; Cosenza, B.; Kimeswenger, S.; Fahringer, T.

2015-11-01

A random field (RF) is a set of correlated random variables associated with different spatial locations. RF generation algorithms are of crucial importance for many scientific areas, such as astrophysics, geostatistics, computer graphics, and many others. Current approaches commonly make use of 3D fast Fourier transform (FFT), which does not scale well for RF bigger than the available memory; they are also limited to regular rectilinear meshes. We introduce random field generation with the turning band method (RAFT), an RF generation algorithm based on the turning band method that is optimized for massively parallel hardware such as GPUs and accelerators. Our algorithm replaces the 3D FFT with a lower-order, one-dimensional FFT followed by a projection step and is further optimized with loop unrolling and blocking. RAFT can easily generate RF on non-regular (non-uniform) meshes and efficiently produce fields with mesh sizes bigger than the available device memory by using a streaming, out-of-core approach. Our algorithm generates RF with the correct statistical behavior and is tested on a variety of modern hardware, such as NVIDIA Tesla, AMD FirePro and Intel Phi. RAFT is faster than the traditional methods on regular meshes and has been successfully applied to two real case scenarios: planetary nebulae and cosmological simulations.

Variability-aware compact modeling and statistical circuit validation on SRAM test array

NASA Astrophysics Data System (ADS)

Qiao, Ying; Spanos, Costas J.

2016-03-01

Variability modeling at the compact transistor model level can enable statistically optimized designs in view of limitations imposed by the fabrication technology. In this work we propose a variability-aware compact model characterization methodology based on stepwise parameter selection. Transistor I-V measurements are obtained from bit transistor accessible SRAM test array fabricated using a collaborating foundry's 28nm FDSOI technology. Our in-house customized Monte Carlo simulation bench can incorporate these statistical compact models; and simulation results on SRAM writability performance are very close to measurements in distribution estimation. Our proposed statistical compact model parameter extraction methodology also has the potential of predicting non-Gaussian behavior in statistical circuit performances through mixtures of Gaussian distributions.

Cluster mass inference via random field theory.

PubMed

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.

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.

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.

The Effect of a Non-Gaussian Random Loading on High-Cycle Fatigue of a Thermally Post-Buckled Structure

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.

Improving satellite-based PM2.5 estimates in China using Gaussian processes modeling in a Bayesian hierarchical setting.

PubMed

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.

A correction scheme for a simplified analytical random walk model algorithm of proton dose calculation in distal Bragg peak regions

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.

Crossover between the Gaussian orthogonal ensemble, the Gaussian unitary ensemble, and Poissonian statistics.

PubMed

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.

Estimation of representative elementary volume for DNAPL saturation and DNAPL-water interfacial areas in 2D heterogeneous porous media

NASA Astrophysics Data System (ADS)

Wu, Ming; Cheng, Zhou; Wu, Jianfeng; Wu, Jichun

2017-06-01

Representative elementary volume (REV) is important to determine properties of porous media and those involved in migration of contaminants especially dense nonaqueous phase liquids (DNAPLs) in subsurface environment. In this study, an experiment of long-term migration of the commonly used DNAPL, perchloroethylene (PCE), is performed in a two dimensional (2D) sandbox where several system variables including porosity, PCE saturation (Soil) and PCE-water interfacial area (AOW) are accurately quantified by light transmission techniques over the entire PCE migration process. Moreover, the REVs for these system variables are estimated by a criterion of relative gradient error (εgi) and results indicate that the frequency of minimum porosity-REV size closely follows a Gaussian distribution in the range of 2.0 mm and 8.0 mm. As experiment proceeds in PCE infiltration process, the frequency and cumulative frequency of both minimum Soil-REV and minimum AOW-REV sizes change their shapes from the irregular and random to the regular and smooth. When experiment comes into redistribution process, the cumulative frequency of minimum Soil-REV size reveals a linear positive correlation, while frequency of minimum AOW-REV size tends to a Gaussian distribution in the range of 2.0 mm-7.0 mm and appears a peak value in 13.0 mm-14.0 mm. Undoubtedly, this study will facilitate the quantification of REVs for materials and fluid properties in a rapid, handy and economical manner, which helps enhance our understanding of porous media and DNAPL properties at micro scale, as well as the accuracy of DNAPL contamination modeling at field-scale.

Model-based Bayesian inference for ROC data analysis

NASA Astrophysics Data System (ADS)

Lei, Tianhu; Bae, K. Ty

2013-03-01

This paper presents a study of model-based Bayesian inference to Receiver Operating Characteristics (ROC) data. The model is a simple version of general non-linear regression model. Different from Dorfman model, it uses a probit link function with a covariate variable having zero-one two values to express binormal distributions in a single formula. Model also includes a scale parameter. Bayesian inference is implemented by Markov Chain Monte Carlo (MCMC) method carried out by Bayesian analysis Using Gibbs Sampling (BUGS). Contrast to the classical statistical theory, Bayesian approach considers model parameters as random variables characterized by prior distributions. With substantial amount of simulated samples generated by sampling algorithm, posterior distributions of parameters as well as parameters themselves can be accurately estimated. MCMC-based BUGS adopts Adaptive Rejection Sampling (ARS) protocol which requires the probability density function (pdf) which samples are drawing from be log concave with respect to the targeted parameters. Our study corrects a common misconception and proves that pdf of this regression model is log concave with respect to its scale parameter. Therefore, ARS's requirement is satisfied and a Gaussian prior which is conjugate and possesses many analytic and computational advantages is assigned to the scale parameter. A cohort of 20 simulated data sets and 20 simulations from each data set are used in our study. Output analysis and convergence diagnostics for MCMC method are assessed by CODA package. Models and methods by using continuous Gaussian prior and discrete categorical prior are compared. Intensive simulations and performance measures are given to illustrate our practice in the framework of model-based Bayesian inference using MCMC method.

An Error-Entropy Minimization Algorithm for Tracking Control of Nonlinear Stochastic Systems with Non-Gaussian Variables

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

Liu, Yunlong; Wang, Aiping; Guo, Lei

This paper presents an error-entropy minimization tracking control algorithm for a class of dynamic stochastic system. The system is represented by a set of time-varying discrete nonlinear equations with non-Gaussian stochastic input, where the statistical properties of stochastic input are unknown. By using Parzen windowing with Gaussian kernel to estimate the probability densities of errors, recursive algorithms are then proposed to design the controller such that the tracking error can be minimized. The performance of the error-entropy minimization criterion is compared with the mean-square-error minimization in the simulation results.

Using an iterative eigensolver to compute vibrational energies with phase-spaced localized basis functions.

PubMed

Brown, James; Carrington, Tucker

2015-07-28

Although phase-space localized Gaussians are themselves poor basis functions, they can be used to effectively contract a discrete variable representation basis [A. Shimshovitz and D. J. Tannor, Phys. Rev. Lett. 109, 070402 (2012)]. This works despite the fact that elements of the Hamiltonian and overlap matrices labelled by discarded Gaussians are not small. By formulating the matrix problem as a regular (i.e., not a generalized) matrix eigenvalue problem, we show that it is possible to use an iterative eigensolver to compute vibrational energy levels in the Gaussian basis.

Self-consistent determination of the spike-train power spectrum in a neural network with sparse connectivity.

PubMed

Dummer, Benjamin; Wieland, Stefan; Lindner, Benjamin

2014-01-01

A major source of random variability in cortical networks is the quasi-random arrival of presynaptic action potentials from many other cells. In network studies as well as in the study of the response properties of single cells embedded in a network, synaptic background input is often approximated by Poissonian spike trains. However, the output statistics of the cells is in most cases far from being Poisson. This is inconsistent with the assumption of similar spike-train statistics for pre- and postsynaptic cells in a recurrent network. Here we tackle this problem for the popular class of integrate-and-fire neurons and study a self-consistent statistics of input and output spectra of neural spike trains. Instead of actually using a large network, we use an iterative scheme, in which we simulate a single neuron over several generations. In each of these generations, the neuron is stimulated with surrogate stochastic input that has a similar statistics as the output of the previous generation. For the surrogate input, we employ two distinct approximations: (i) a superposition of renewal spike trains with the same interspike interval density as observed in the previous generation and (ii) a Gaussian current with a power spectrum proportional to that observed in the previous generation. For input parameters that correspond to balanced input in the network, both the renewal and the Gaussian iteration procedure converge quickly and yield comparable results for the self-consistent spike-train power spectrum. We compare our results to large-scale simulations of a random sparsely connected network of leaky integrate-and-fire neurons (Brunel, 2000) and show that in the asynchronous regime close to a state of balanced synaptic input from the network, our iterative schemes provide an excellent approximations to the autocorrelation of spike trains in the recurrent network.

Finite-Difference Modeling of Seismic Wave Scattering in 3D Heterogeneous Media: Generation of Tangential Motion from an Explosion Source

NASA Astrophysics Data System (ADS)

Hirakawa, E. T.; Pitarka, A.; Mellors, R. J.

2015-12-01

Evan Hirakawa, Arben Pitarka, and Robert Mellors One challenging task in explosion seismology is development of physical models for explaining the generation of S-waves during underground explosions. Pitarka et al. (2015) used finite difference simulations of SPE-3 (part of Source Physics Experiment, SPE, an ongoing series of underground chemical explosions at the Nevada National Security Site) and found that while a large component of shear motion was generated directly at the source, additional scattering from heterogeneous velocity structure and topography are necessary to better match the data. Large-scale features in the velocity model used in the SPE simulations are well constrained, however, small-scale heterogeneity is poorly constrained. In our study we used a stochastic representation of small-scale variability in order to produce additional high-frequency scattering. Two methods for generating the distributions of random scatterers are tested. The first is done in the spatial domain by essentially smoothing a set of random numbers over an ellipsoidal volume using a Gaussian weighting function. The second method consists of filtering a set of random numbers in the wavenumber domain to obtain a set of heterogeneities with a desired statistical distribution (Frankel and Clayton, 1986). This method is capable of generating distributions with either Gaussian or von Karman autocorrelation functions. The key parameters that affect scattering are the correlation length, the standard deviation of velocity for the heterogeneities, and the Hurst exponent, which is only present in the von Karman media. Overall, we find that shorter correlation lengths as well as higher standard deviations result in increased tangential motion in the frequency band of interest (0 - 10 Hz). This occurs partially through S-wave refraction, but mostly by P-S and Rg-S waves conversions. This work was performed under the auspices of the U.S. Department of Energy by Lawrence Livermore National Laboratory under Contract DE-AC52-07NA27344

Modeling and Simulation of Linear and Nonlinear MEMS Scale Electromagnetic Energy Harvesters for Random Vibration Environments

PubMed Central

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

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.

State estimation and prediction using clustered particle filters.

PubMed

Lee, Yoonsang; Majda, Andrew J

2016-12-20

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

State estimation and prediction using clustered particle filters

PubMed Central

Lee, Yoonsang; Majda, Andrew J.

2016-01-01

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

Scale-invariant puddles in graphene: Geometric properties of electron-hole distribution at the Dirac point.

PubMed

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.

Smooth Scalar-on-Image Regression via Spatial Bayesian Variable Selection

PubMed Central

Goldsmith, Jeff; Huang, Lei; Crainiceanu, Ciprian M.

2013-01-01

We develop scalar-on-image regression models when images are registered multidimensional manifolds. We propose a fast and scalable Bayes inferential procedure to estimate the image coefficient. The central idea is the combination of an Ising prior distribution, which controls a latent binary indicator map, and an intrinsic Gaussian Markov random field, which controls the smoothness of the nonzero coefficients. The model is fit using a single-site Gibbs sampler, which allows fitting within minutes for hundreds of subjects with predictor images containing thousands of locations. The code is simple and is provided in less than one page in the Appendix. We apply this method to a neuroimaging study where cognitive outcomes are regressed on measures of white matter microstructure at every voxel of the corpus callosum for hundreds of subjects. PMID:24729670

The partition function of the Bures ensemble as the τ-function of BKP and DKP hierarchies: continuous and discrete

NASA Astrophysics Data System (ADS)

Hu, Xing-Biao; Li, Shi-Hao

2017-07-01

The relationship between matrix integrals and integrable systems was revealed more than 20 years ago. As is known, matrix integrals over a Gaussian ensemble used in random matrix theory could act as the τ-function of several hierarchies of integrable systems. In this article, we will show that the time-dependent partition function of the Bures ensemble, whose measure has many interesting geometric properties, could act as the τ-function of BKP and DKP hierarchies. In addition, if discrete time variables are introduced, then this partition function could act as the τ-function of discrete BKP and DKP hierarchies. In particular, there are some links between the partition function of the Bures ensemble and Toda-type equations.

Gaussian-based techniques for quantum propagation from the time-dependent variational principle: Formulation in terms of trajectories of coupled classical and quantum variables

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

Shalashilin, Dmitrii V.; Burghardt, Irene

2008-08-28

In this article, two coherent-state based methods of quantum propagation, namely, coupled coherent states (CCS) and Gaussian-based multiconfiguration time-dependent Hartree (G-MCTDH), are put on the same formal footing, using a derivation from a variational principle in Lagrangian form. By this approach, oscillations of the classical-like Gaussian parameters and oscillations of the quantum amplitudes are formally treated in an identical fashion. We also suggest a new approach denoted here as coupled coherent states trajectories (CCST), which completes the family of Gaussian-based methods. Using the same formalism for all related techniques allows their systematization and a straightforward comparison of their mathematical structuremore » and cost.« less

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.

A Novel Weighted Kernel PCA-Based Method for Optimization and Uncertainty Quantification

NASA Astrophysics Data System (ADS)

Thimmisetty, C.; Talbot, C.; Chen, X.; Tong, C. H.

2016-12-01

It has been demonstrated that machine learning methods can be successfully applied to uncertainty quantification for geophysical systems through the use of the adjoint method coupled with kernel PCA-based optimization. In addition, it has been shown through weighted linear PCA how optimization with respect to both observation weights and feature space control variables can accelerate convergence of such methods. Linear machine learning methods, however, are inherently limited in their ability to represent features of non-Gaussian stochastic random fields, as they are based on only the first two statistical moments of the original data. Nonlinear spatial relationships and multipoint statistics leading to the tortuosity characteristic of channelized media, for example, are captured only to a limited extent by linear PCA. With the aim of coupling the kernel-based and weighted methods discussed, we present a novel mathematical formulation of kernel PCA, Weighted Kernel Principal Component Analysis (WKPCA), that both captures nonlinear relationships and incorporates the attribution of significance levels to different realizations of the stochastic random field of interest. We also demonstrate how new instantiations retaining defining characteristics of the random field can be generated using Bayesian methods. In particular, we present a novel WKPCA-based optimization method that minimizes a given objective function with respect to both feature space random variables and observation weights through which optimal snapshot significance levels and optimal features are learned. We showcase how WKPCA can be applied to nonlinear optimal control problems involving channelized media, and in particular demonstrate an application of the method to learning the spatial distribution of material parameter values in the context of linear elasticity, and discuss further extensions of the method to stochastic inversion.

Inference for dynamics of continuous variables: the extended Plefka expansion with hidden nodes

NASA Astrophysics Data System (ADS)

Bravi, B.; Sollich, P.

2017-06-01

We consider the problem of a subnetwork of observed nodes embedded into a larger bulk of unknown (i.e. hidden) nodes, where the aim is to infer these hidden states given information about the subnetwork dynamics. The biochemical networks underlying many cellular and metabolic processes are important realizations of such a scenario as typically one is interested in reconstructing the time evolution of unobserved chemical concentrations starting from the experimentally more accessible ones. We present an application to this problem of a novel dynamical mean field approximation, the extended Plefka expansion, which is based on a path integral description of the stochastic dynamics. As a paradigmatic model we study the stochastic linear dynamics of continuous degrees of freedom interacting via random Gaussian couplings. The resulting joint distribution is known to be Gaussian and this allows us to fully characterize the posterior statistics of the hidden nodes. In particular the equal-time hidden-to-hidden variance—conditioned on observations—gives the expected error at each node when the hidden time courses are predicted based on the observations. We assess the accuracy of the extended Plefka expansion in predicting these single node variances as well as error correlations over time, focussing on the role of the system size and the number of observed nodes.

High-resolution moisture profiles from full-waveform probabilistic inversion of TDR signals

NASA Astrophysics Data System (ADS)

Laloy, Eric; Huisman, Johan Alexander; Jacques, Diederik

2014-11-01

This study presents an novel Bayesian inversion scheme for high-dimensional undetermined TDR waveform inversion. The methodology quantifies uncertainty in the moisture content distribution, using a Gaussian Markov random field (GMRF) prior as regularization operator. A spatial resolution of 1 cm along a 70-cm long TDR probe is considered for the inferred moisture content. Numerical testing shows that the proposed inversion approach works very well in case of a perfect model and Gaussian measurement errors. Real-world application results are generally satisfying. For a series of TDR measurements made during imbibition and evaporation from a laboratory soil column, the average root-mean-square error (RMSE) between maximum a posteriori (MAP) moisture distribution and reference TDR measurements is 0.04 cm3 cm-3. This RMSE value reduces to less than 0.02 cm3 cm-3 for a field application in a podzol soil. The observed model-data discrepancies are primarily due to model inadequacy, such as our simplified modeling of the bulk soil electrical conductivity profile. Among the important issues that should be addressed in future work are the explicit inference of the soil electrical conductivity profile along with the other sampled variables, the modeling of the temperature-dependence of the coaxial cable properties and the definition of an appropriate statistical model of the residual errors.

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.

Neural substrates of behavioral variability in attention deficit hyperactivity disorder: based on ex-Gaussian reaction time distribution and diffusion spectrum imaging tractography.

PubMed

Lin, H-Y; Gau, S S-F; Huang-Gu, S L; Shang, C-Y; Wu, Y-H; Tseng, W-Y I

2014-06-01

Increased intra-individual variability (IIV) in reaction time (RT) across various tasks is one ubiquitous neuropsychological finding in attention deficit hyperactivity disorder (ADHD). However, neurobiological underpinnings of IIV in individuals with ADHD have not yet been fully delineated. The ex-Gaussian distribution has been proved to capture IIV in RT. The authors explored the three parameters [μ (mu), σ (sigma), τ (tau)] of an ex-Gaussian RT distribution derived from the Conners' continuous performance test (CCPT) and their correlations with the microstructural integrity of the frontostriatal-caudate tracts and the cingulum bundles. We assessed 28 youths with ADHD (8-17 years; 25 males) and 28 age-, sex-, IQ- and handedness-matched typically developing (TD) youths using the CCPT, Wechsler Intelligence Scale for Children, 3rd edition and magnetic resonance imaging (MRI). Microstructural integrity, indexed by generalized fractional anisotropy (GFA), was measured by diffusion spectrum imaging tractrography on a 3-T MRI system. Youths with ADHD had larger σ (s.d. of Gaussian distribution) and τ (mean of exponential distribution) and reduced GFA in four bilateral frontostriatal tracts. With increased inter-stimulus intervals of CCPT, the magnitude of greater τ in ADHD than TD increased. In ADHD youths, the cingulum bundles and frontostriatal integrity were associated with three ex-Gaussian parameters and with μ (mean of Gaussian distribution) and τ, respectively; while only frontostriatal GFA was associated with μ and τ in TD youths. Our findings suggest the crucial role of the integrity of the cingulum bundles in accounting for IIV in ADHD. Involvement of different brain systems in mediating IIV may relate to a distinctive pathophysiological processing and/or adaptive compensatory mechanism.

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.

Fokker-Planck equation for the non-Markovian Brownian motion in the presence of a magnetic field.

PubMed

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.

A Bayesian Semiparametric Latent Variable Model for Mixed Responses

ERIC Educational Resources Information Center

Fahrmeir, Ludwig; Raach, Alexander

2007-01-01

In this paper we introduce a latent variable model (LVM) for mixed ordinal and continuous responses, where covariate effects on the continuous latent variables are modelled through a flexible semiparametric Gaussian regression model. We extend existing LVMs with the usual linear covariate effects by including nonparametric components for nonlinear…

Granger Causality and Transfer Entropy Are Equivalent for Gaussian Variables

NASA Astrophysics Data System (ADS)

Barnett, Lionel; Barrett, Adam B.; Seth, Anil K.

2009-12-01

Granger causality is a statistical notion of causal influence based on prediction via vector autoregression. Developed originally in the field of econometrics, it has since found application in a broader arena, particularly in neuroscience. More recently transfer entropy, an information-theoretic measure of time-directed information transfer between jointly dependent processes, has gained traction in a similarly wide field. While it has been recognized that the two concepts must be related, the exact relationship has until now not been formally described. Here we show that for Gaussian variables, Granger causality and transfer entropy are entirely equivalent, thus bridging autoregressive and information-theoretic approaches to data-driven causal inference.

High-efficiency Gaussian key reconciliation in continuous variable quantum key distribution

NASA Astrophysics Data System (ADS)

Bai, ZengLiang; Wang, XuYang; Yang, ShenShen; Li, YongMin

2016-01-01

Efficient reconciliation is a crucial step in continuous variable quantum key distribution. The progressive-edge-growth (PEG) algorithm is an efficient method to construct relatively short block length low-density parity-check (LDPC) codes. The qua-sicyclic construction method can extend short block length codes and further eliminate the shortest cycle. In this paper, by combining the PEG algorithm and qua-si-cyclic construction method, we design long block length irregular LDPC codes with high error-correcting capacity. Based on these LDPC codes, we achieve high-efficiency Gaussian key reconciliation with slice recon-ciliation based on multilevel coding/multistage decoding with an efficiency of 93.7%.

Gaussian-modulated coherent-state measurement-device-independent quantum key distribution

NASA Astrophysics Data System (ADS)

Ma, Xiang-Chun; Sun, Shi-Hai; Jiang, Mu-Sheng; Gui, Ming; Liang, Lin-Mei

2014-04-01

Measurement-device-independent quantum key distribution (MDI-QKD), leaving the detection procedure to the third partner and thus being immune to all detector side-channel attacks, is very promising for the construction of high-security quantum information networks. We propose a scheme to implement MDI-QKD, but with continuous variables instead of discrete ones, i.e., with the source of Gaussian-modulated coherent states, based on the principle of continuous-variable entanglement swapping. This protocol not only can be implemented with current telecom components but also has high key rates compared to its discrete counterpart; thus it will be highly compatible with quantum networks.

Collective attacks and unconditional security in continuous variable quantum key distribution.

PubMed

Grosshans, Frédéric

2005-01-21

We present here an information theoretic study of Gaussian collective attacks on the continuous variable key distribution protocols based on Gaussian modulation of coherent states. These attacks, overlooked in previous security studies, give a finite advantage to the eavesdropper in the experimentally relevant lossy channel, but are not powerful enough to reduce the range of the reverse reconciliation protocols. Secret key rates are given for the ideal case where Bob performs optimal collective measurements, as well as for the realistic cases where he performs homodyne or heterodyne measurements. We also apply the generic security proof of Christiandl et al. to obtain unconditionally secure rates for these protocols.

Graphical Models for Ordinal Data

PubMed Central

Guo, Jian; Levina, Elizaveta; Michailidis, George; Zhu, Ji

2014-01-01

A graphical model for ordinal variables is considered, where it is assumed that the data are generated by discretizing the marginal distributions of a latent multivariate Gaussian distribution. The relationships between these ordinal variables are then described by the underlying Gaussian graphical model and can be inferred by estimating the corresponding concentration matrix. Direct estimation of the model is computationally expensive, but an approximate EM-like algorithm is developed to provide an accurate estimate of the parameters at a fraction of the computational cost. Numerical evidence based on simulation studies shows the strong performance of the algorithm, which is also illustrated on data sets on movie ratings and an educational survey. PMID:26120267

Continuous-variable measurement-device-independent quantum key distribution with virtual photon subtraction

NASA Astrophysics Data System (ADS)

Zhao, Yijia; Zhang, Yichen; Xu, Bingjie; Yu, Song; Guo, Hong

2018-04-01

The method of improving the performance of continuous-variable quantum key distribution protocols by postselection has been recently proposed and verified. In continuous-variable measurement-device-independent quantum key distribution (CV-MDI QKD) protocols, the measurement results are obtained from untrusted third party Charlie. There is still not an effective method of improving CV-MDI QKD by the postselection with untrusted measurement. We propose a method to improve the performance of coherent-state CV-MDI QKD protocol by virtual photon subtraction via non-Gaussian postselection. The non-Gaussian postselection of transmitted data is equivalent to an ideal photon subtraction on the two-mode squeezed vacuum state, which is favorable to enhance the performance of CV-MDI QKD. In CV-MDI QKD protocol with non-Gaussian postselection, two users select their own data independently. We demonstrate that the optimal performance of the renovated CV-MDI QKD protocol is obtained with the transmitted data only selected by Alice. By setting appropriate parameters of the virtual photon subtraction, the secret key rate and tolerable excess noise are both improved at long transmission distance. The method provides an effective optimization scheme for the application of CV-MDI QKD protocols.

Direct test of the Gaussian auxiliary field ansatz in nonconserved order parameter phase ordering dynamics

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.

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.

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.

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.

Statistical Analyses of Brain Surfaces Using Gaussian Random Fields on 2-D Manifolds

PubMed Central

Staib, Lawrence H.; Xu, Dongrong; Zhu, Hongtu; Peterson, Bradley S.

2008-01-01

Interest in the morphometric analysis of the brain and its subregions has recently intensified because growth or degeneration of the brain in health or illness affects not only the volume but also the shape of cortical and subcortical brain regions, and new image processing techniques permit detection of small and highly localized perturbations in shape or localized volume, with remarkable precision. An appropriate statistical representation of the shape of a brain region is essential, however, for detecting, localizing, and interpreting variability in its surface contour and for identifying differences in volume of the underlying tissue that produce that variability across individuals and groups of individuals. Our statistical representation of the shape of a brain region is defined by a reference region for that region and by a Gaussian random field (GRF) that is defined across the entire surface of the region. We first select a reference region from a set of segmented brain images of healthy individuals. The GRF is then estimated as the signed Euclidean distances between points on the surface of the reference region and the corresponding points on the corresponding region in images of brains that have been coregistered to the reference. Correspondences between points on these surfaces are defined through deformations of each region of a brain into the coordinate space of the reference region using the principles of fluid dynamics. The warped, coregistered region of each subject is then unwarped into its native space, simultaneously bringing into that space the map of corresponding points that was established when the surfaces of the subject and reference regions were tightly coregistered. The proposed statistical description of the shape of surface contours makes no assumptions, other than smoothness, about the shape of the region or its GRF. The description also allows for the detection and localization of statistically significant differences in the shapes of the surfaces across groups of subjects at both a fine and coarse scale. We demonstrate the effectiveness of these statistical methods by applying them to study differences in shape of the amygdala and hippocampus in a large sample of normal subjects and in subjects with attention deficit/hyperactivity disorder (ADHD). PMID:17243583

φq-field theory for portfolio optimization: “fat tails” and nonlinear correlations

NASA Astrophysics Data System (ADS)

Sornette, D.; Simonetti, P.; Andersen, J. V.

2000-08-01

Physics and finance are both fundamentally based on the theory of random walks (and their generalizations to higher dimensions) and on the collective behavior of large numbers of correlated variables. The archetype examplifying this situation in finance is the portfolio optimization problem in which one desires to diversify on a set of possibly dependent assets to optimize the return and minimize the risks. The standard mean-variance solution introduced by Markovitz and its subsequent developments is basically a mean-field Gaussian solution. It has severe limitations for practical applications due to the strongly non-Gaussian structure of distributions and the nonlinear dependence between assets. Here, we present in details a general analytical characterization of the distribution of returns for a portfolio constituted of assets whose returns are described by an arbitrary joint multivariate distribution. In this goal, we introduce a non-linear transformation that maps the returns onto Gaussian variables whose covariance matrix provides a new measure of dependence between the non-normal returns, generalizing the covariance matrix into a nonlinear covariance matrix. This nonlinear covariance matrix is chiseled to the specific fat tail structure of the underlying marginal distributions, thus ensuring stability and good conditioning. The portfolio distribution is then obtained as the solution of a mapping to a so-called φq field theory in particle physics, of which we offer an extensive treatment using Feynman diagrammatic techniques and large deviation theory, that we illustrate in details for multivariate Weibull distributions. The interaction (non-mean field) structure in this field theory is a direct consequence of the non-Gaussian nature of the distribution of asset price returns. We find that minimizing the portfolio variance (i.e. the relatively “small” risks) may often increase the large risks, as measured by higher normalized cumulants. Extensive empirical tests are presented on the foreign exchange market that validate satisfactorily the theory. For “fat tail” distributions, we show that an adequate prediction of the risks of a portfolio relies much more on the correct description of the tail structure rather than on their correlations. For the case of asymmetric return distributions, our theory allows us to generalize the return-risk efficient frontier concept to incorporate the dimensions of large risks embedded in the tail of the asset distributions. We demonstrate that it is often possible to increase the portfolio return while decreasing the large risks as quantified by the fourth and higher-order cumulants. Exact theoretical formulas are validated by empirical tests.

Minimization for conditional simulation: Relationship to optimal transport

NASA Astrophysics Data System (ADS)

Oliver, Dean S.

2014-05-01

In this paper, we consider the problem of generating independent samples from a conditional distribution when independent samples from the prior distribution are available. Although there are exact methods for sampling from the posterior (e.g. Markov chain Monte Carlo or acceptance/rejection), these methods tend to be computationally demanding when evaluation of the likelihood function is expensive, as it is for most geoscience applications. As an alternative, in this paper we discuss deterministic mappings of variables distributed according to the prior to variables distributed according to the posterior. Although any deterministic mappings might be equally useful, we will focus our discussion on a class of algorithms that obtain implicit mappings by minimization of a cost function that includes measures of data mismatch and model variable mismatch. Algorithms of this type include quasi-linear estimation, randomized maximum likelihood, perturbed observation ensemble Kalman filter, and ensemble of perturbed analyses (4D-Var). When the prior pdf is Gaussian and the observation operators are linear, we show that these minimization-based simulation methods solve an optimal transport problem with a nonstandard cost function. When the observation operators are nonlinear, however, the mapping of variables from the prior to the posterior obtained from those methods is only approximate. Errors arise from neglect of the Jacobian determinant of the transformation and from the possibility of discontinuous mappings.

Modelling Geomechanical Heterogeneity of Rock Masses Using Direct and Indirect Geostatistical Conditional Simulation Methods

NASA Astrophysics Data System (ADS)

Eivazy, Hesameddin; Esmaieli, Kamran; Jean, Raynald

2017-12-01

An accurate characterization and modelling of rock mass geomechanical heterogeneity can lead to more efficient mine planning and design. Using deterministic approaches and random field methods for modelling rock mass heterogeneity is known to be limited in simulating the spatial variation and spatial pattern of the geomechanical properties. Although the applications of geostatistical techniques have demonstrated improvements in modelling the heterogeneity of geomechanical properties, geostatistical estimation methods such as Kriging result in estimates of geomechanical variables that are not fully representative of field observations. This paper reports on the development of 3D models for spatial variability of rock mass geomechanical properties using geostatistical conditional simulation method based on sequential Gaussian simulation. A methodology to simulate the heterogeneity of rock mass quality based on the rock mass rating is proposed and applied to a large open-pit mine in Canada. Using geomechanical core logging data collected from the mine site, a direct and an indirect approach were used to model the spatial variability of rock mass quality. The results of the two modelling approaches were validated against collected field data. The study aims to quantify the risks of pit slope failure and provides a measure of uncertainties in spatial variability of rock mass properties in different areas of the pit.

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.

Variability of non-Gaussian diffusion MRI and intravoxel incoherent motion (IVIM) measurements in the breast.

PubMed

Iima, Mami; Kataoka, Masako; Kanao, Shotaro; Kawai, Makiko; Onishi, Natsuko; Koyasu, Sho; Murata, Katsutoshi; Ohashi, Akane; Sakaguchi, Rena; Togashi, Kaori

2018-01-01

We prospectively examined the variability of non-Gaussian diffusion magnetic resonance imaging (MRI) and intravoxel incoherent motion (IVIM) measurements with different numbers of b-values and excitations in normal breast tissue and breast lesions. Thirteen volunteers and fourteen patients with breast lesions (seven malignant, eight benign; one patient had bilateral lesions) were recruited in this prospective study (approved by the Internal Review Board). Diffusion-weighted MRI was performed with 16 b-values (0-2500 s/mm2 with one number of excitations [NEX]) and five b-values (0-2500 s/mm2, 3 NEX), using a 3T breast MRI. Intravoxel incoherent motion (flowing blood volume fraction [fIVIM] and pseudodiffusion coefficient [D*]) and non-Gaussian diffusion (theoretical apparent diffusion coefficient [ADC] at b value of 0 sec/mm2 [ADC0] and kurtosis [K]) parameters were estimated from IVIM and Kurtosis models using 16 b-values, and synthetic apparent diffusion coefficient (sADC) values were obtained from two key b-values. The variabilities between and within subjects and between different diffusion acquisition methods were estimated. There were no statistical differences in ADC0, K, or sADC values between the different b-values or NEX. A good agreement of diffusion parameters was observed between 16 b-values (one NEX), five b-values (one NEX), and five b-values (three NEX) in normal breast tissue or breast lesions. Insufficient agreement was observed for IVIM parameters. There were no statistical differences in the non-Gaussian diffusion MRI estimated values obtained from a different number of b-values or excitations in normal breast tissue or breast lesions. These data suggest that a limited MRI protocol using a few b-values might be relevant in a clinical setting for the estimation of non-Gaussian diffusion MRI parameters in normal breast tissue and breast lesions.

Variability of non-Gaussian diffusion MRI and intravoxel incoherent motion (IVIM) measurements in the breast

PubMed Central

Kataoka, Masako; Kanao, Shotaro; Kawai, Makiko; Onishi, Natsuko; Koyasu, Sho; Murata, Katsutoshi; Ohashi, Akane; Sakaguchi, Rena; Togashi, Kaori

2018-01-01

We prospectively examined the variability of non-Gaussian diffusion magnetic resonance imaging (MRI) and intravoxel incoherent motion (IVIM) measurements with different numbers of b-values and excitations in normal breast tissue and breast lesions. Thirteen volunteers and fourteen patients with breast lesions (seven malignant, eight benign; one patient had bilateral lesions) were recruited in this prospective study (approved by the Internal Review Board). Diffusion-weighted MRI was performed with 16 b-values (0–2500 s/mm2 with one number of excitations [NEX]) and five b-values (0–2500 s/mm2, 3 NEX), using a 3T breast MRI. Intravoxel incoherent motion (flowing blood volume fraction [fIVIM] and pseudodiffusion coefficient [D*]) and non-Gaussian diffusion (theoretical apparent diffusion coefficient [ADC] at b value of 0 sec/mm2 [ADC0] and kurtosis [K]) parameters were estimated from IVIM and Kurtosis models using 16 b-values, and synthetic apparent diffusion coefficient (sADC) values were obtained from two key b-values. The variabilities between and within subjects and between different diffusion acquisition methods were estimated. There were no statistical differences in ADC0, K, or sADC values between the different b-values or NEX. A good agreement of diffusion parameters was observed between 16 b-values (one NEX), five b-values (one NEX), and five b-values (three NEX) in normal breast tissue or breast lesions. Insufficient agreement was observed for IVIM parameters. There were no statistical differences in the non-Gaussian diffusion MRI estimated values obtained from a different number of b-values or excitations in normal breast tissue or breast lesions. These data suggest that a limited MRI protocol using a few b-values might be relevant in a clinical setting for the estimation of non-Gaussian diffusion MRI parameters in normal breast tissue and breast lesions. PMID:29494639

The distribution of the intervals between neural impulses in the maintained discharges of retinal ganglion cells.

PubMed

Levine, M W

1991-01-01

Simulated neural impulse trains were generated by a digital realization of the integrate-and-fire model. The variability in these impulse trains had as its origin a random noise of specified distribution. Three different distributions were used: the normal (Gaussian) distribution (no skew, normokurtic), a first-order gamma distribution (positive skew, leptokurtic), and a uniform distribution (no skew, platykurtic). Despite these differences in the distribution of the variability, the distributions of the intervals between impulses were nearly indistinguishable. These inter-impulse distributions were better fit with a hyperbolic gamma distribution than a hyperbolic normal distribution, although one might expect a better approximation for normally distributed inverse intervals. Consideration of why the inter-impulse distribution is independent of the distribution of the causative noise suggests two putative interval distributions that do not depend on the assumed noise distribution: the log normal distribution, which is predicated on the assumption that long intervals occur with the joint probability of small input values, and the random walk equation, which is the diffusion equation applied to a random walk model of the impulse generating process. Either of these equations provides a more satisfactory fit to the simulated impulse trains than the hyperbolic normal or hyperbolic gamma distributions. These equations also provide better fits to impulse trains derived from the maintained discharges of ganglion cells in the retinae of cats or goldfish. It is noted that both equations are free from the constraint that the coefficient of variation (CV) have a maximum of unity.(ABSTRACT TRUNCATED AT 250 WORDS)

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.

Prediction of sound transmission loss through multilayered panels by using Gaussian distribution of directional incident energy

PubMed

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.

Gaussian variational ansatz in the problem of anomalous sea waves: Comparison with direct numerical simulation

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

SAMBA: Sparse Approximation of Moment-Based Arbitrary Polynomial Chaos

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

Ahlfeld, R., E-mail: r.ahlfeld14@imperial.ac.uk; Belkouchi, B.; Montomoli, F.

2016-09-01

A new arbitrary Polynomial Chaos (aPC) method is presented for moderately high-dimensional problems characterised by limited input data availability. The proposed methodology improves the algorithm of aPC and extends the method, that was previously only introduced as tensor product expansion, to moderately high-dimensional stochastic problems. The fundamental idea of aPC is to use the statistical moments of the input random variables to develop the polynomial chaos expansion. This approach provides the possibility to propagate continuous or discrete probability density functions and also histograms (data sets) as long as their moments exist, are finite and the determinant of the moment matrixmore » is strictly positive. For cases with limited data availability, this approach avoids bias and fitting errors caused by wrong assumptions. In this work, an alternative way to calculate the aPC is suggested, which provides the optimal polynomials, Gaussian quadrature collocation points and weights from the moments using only a handful of matrix operations on the Hankel matrix of moments. It can therefore be implemented without requiring prior knowledge about statistical data analysis or a detailed understanding of the mathematics of polynomial chaos expansions. The extension to more input variables suggested in this work, is an anisotropic and adaptive version of Smolyak's algorithm that is solely based on the moments of the input probability distributions. It is referred to as SAMBA (PC), which is short for Sparse Approximation of Moment-Based Arbitrary Polynomial Chaos. It is illustrated that for moderately high-dimensional problems (up to 20 different input variables or histograms) SAMBA can significantly simplify the calculation of sparse Gaussian quadrature rules. SAMBA's efficiency for multivariate functions with regard to data availability is further demonstrated by analysing higher order convergence and accuracy for a set of nonlinear test functions with 2, 5 and 10 different input distributions or histograms.« less

SAMBA: Sparse Approximation of Moment-Based Arbitrary Polynomial Chaos

NASA Astrophysics Data System (ADS)

Ahlfeld, R.; Belkouchi, B.; Montomoli, F.

2016-09-01

A new arbitrary Polynomial Chaos (aPC) method is presented for moderately high-dimensional problems characterised by limited input data availability. The proposed methodology improves the algorithm of aPC and extends the method, that was previously only introduced as tensor product expansion, to moderately high-dimensional stochastic problems. The fundamental idea of aPC is to use the statistical moments of the input random variables to develop the polynomial chaos expansion. This approach provides the possibility to propagate continuous or discrete probability density functions and also histograms (data sets) as long as their moments exist, are finite and the determinant of the moment matrix is strictly positive. For cases with limited data availability, this approach avoids bias and fitting errors caused by wrong assumptions. In this work, an alternative way to calculate the aPC is suggested, which provides the optimal polynomials, Gaussian quadrature collocation points and weights from the moments using only a handful of matrix operations on the Hankel matrix of moments. It can therefore be implemented without requiring prior knowledge about statistical data analysis or a detailed understanding of the mathematics of polynomial chaos expansions. The extension to more input variables suggested in this work, is an anisotropic and adaptive version of Smolyak's algorithm that is solely based on the moments of the input probability distributions. It is referred to as SAMBA (PC), which is short for Sparse Approximation of Moment-Based Arbitrary Polynomial Chaos. It is illustrated that for moderately high-dimensional problems (up to 20 different input variables or histograms) SAMBA can significantly simplify the calculation of sparse Gaussian quadrature rules. SAMBA's efficiency for multivariate functions with regard to data availability is further demonstrated by analysing higher order convergence and accuracy for a set of nonlinear test functions with 2, 5 and 10 different input distributions or histograms.

Structured Spatial Modeling and Mapping of Domestic Violence Against Women of Reproductive Age in Rwanda.

PubMed

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.

Gate sequence for continuous variable one-way quantum computation

PubMed Central

Su, Xiaolong; Hao, Shuhong; Deng, Xiaowei; Ma, Lingyu; Wang, Meihong; Jia, Xiaojun; Xie, Changde; Peng, Kunchi

2013-01-01

Measurement-based one-way quantum computation using cluster states as resources provides an efficient model to perform computation and information processing of quantum codes. Arbitrary Gaussian quantum computation can be implemented sufficiently by long single-mode and two-mode gate sequences. However, continuous variable gate sequences have not been realized so far due to an absence of cluster states larger than four submodes. Here we present the first continuous variable gate sequence consisting of a single-mode squeezing gate and a two-mode controlled-phase gate based on a six-mode cluster state. The quantum property of this gate sequence is confirmed by the fidelities and the quantum entanglement of two output modes, which depend on both the squeezing and controlled-phase gates. The experiment demonstrates the feasibility of implementing Gaussian quantum computation by means of accessible gate sequences.

Weak constrained localized ensemble transform Kalman filter for radar data assimilation

NASA Astrophysics Data System (ADS)

Janjic, Tijana; Lange, Heiner

2015-04-01

The applications on convective scales require data assimilation with a numerical model with single digit horizontal resolution in km and time evolving error covariances. The ensemble Kalman filter (EnKF) algorithm incorporates these two requirements. However, some challenges for the convective scale applications remain unresolved when using the EnKF approach. These include a need on convective scale to estimate fields that are nonnegative (as rain, graupel, snow) and use of data sets as radar reflectivity or cloud products that have the same property. What underlines these examples are errors that are non-Gaussian in nature causing a problem with EnKF, which uses Gaussian error assumptions to produce the estimates from the previous forecast and the incoming data. Since the proper estimates of hydrometeors are crucial for prediction on convective scales, question arises whether EnKF method can be modified to improve these estimates and whether there is a way of optimizing use of radar observations to initialize NWP models due to importance of this data set for prediction of connective storms. In order to deal with non-Gaussian errors different approaches can be taken in the EnKF framework. For example, variables can be transformed by assuming the relevant state variables follow an appropriate pre-specified non-Gaussian distribution, such as the lognormal and truncated Gaussian distribution or, more generally, by carrying out a parameterized change of state variables known as Gaussian anamorphosis. In a recent work by Janjic et al. 2014, it was shown on a simple example how conservation of mass could be beneficial for assimilation of positive variables. The method developed in the paper outperformed the EnKF as well as the EnKF with the lognormal change of variables. As argued in the paper the reason for this, is that each of these methods preserves mass (EnKF) or positivity (lognormal EnKF) but not both. Only once both positivity and mass were preserved in a new algorithm, the good estimates of the fields were obtained. The alternative to strong constraint formulation in Janjic et al. 2014 is to modify LETKF algorithm to take into the account physical properties only approximately. In this work we will include the weak constraints in the LETKF algorithm for estimation of hydrometers. The benefit on prediction is illustrated in an idealized setup (Lange and Craig, 2013). This setup uses the non hydrostatic COSMO model with a 2 km horizontal resolution, and the LETKF as implemented in KENDA (Km-scale Ensemble Data Assimilation) system of German Weather Service (Reich et al. 2011). Due to the Gaussian assumptions that underline the LETKF algorithm, the analyses of water species will become negative in some grid points of the COSMO model. These values are set to zero currently in KENDA after the LETKF analysis step. The tests done within this setup show that such a procedure introduces a bias in the analysis ensemble with respect to the true, that increases in time due to the cycled data assimilation. The benefits of including the constraints in LETKF are illustrated on the bias values during assimilation and the prediction.

The Gaussian atmospheric transport model and its sensitivity to the joint frequency distribution and parametric variability.

PubMed

Hamby, D M

2002-01-01

Reconstructed meteorological data are often used in some form of long-term wind trajectory models for estimating the historical impacts of atmospheric emissions. Meteorological data for the straight-line Gaussian plume model are put into a joint frequency distribution, a three-dimensional array describing atmospheric wind direction, speed, and stability. Methods using the Gaussian model and joint frequency distribution inputs provide reasonable estimates of downwind concentration and have been shown to be accurate to within a factor of four. We have used multiple joint frequency distributions and probabilistic techniques to assess the Gaussian plume model and determine concentration-estimate uncertainty and model sensitivity. We examine the straight-line Gaussian model while calculating both sector-averaged and annual-averaged relative concentrations at various downwind distances. The sector-average concentration model was found to be most sensitive to wind speed, followed by horizontal dispersion (sigmaZ), the importance of which increases as stability increases. The Gaussian model is not sensitive to stack height uncertainty. Precision of the frequency data appears to be most important to meteorological inputs when calculations are made for near-field receptors, increasing as stack height increases.

Entanglement sensitivity to signal attenuation and amplification

NASA Astrophysics Data System (ADS)

Filippov, Sergey N.; Ziman, Mário

2014-07-01

We analyze general laws of continuous-variable entanglement dynamics during the deterministic attenuation and amplification of the physical signal carrying the entanglement. These processes are inevitably accompanied by noises, so we find fundamental limitations on noise intensities that destroy entanglement of Gaussian and non-Gaussian input states. The phase-insensitive amplification Φ1⊗Φ2⊗⋯ΦN with the power gain κi≥2 (≈3 dB, i =1,...,N) is shown to destroy entanglement of any N-mode Gaussian state even in the case of quantum-limited performance. In contrast, we demonstrate non-Gaussian states with the energy of a few photons such that their entanglement survives within a wide range of noises beyond quantum-limited performance for any degree of attenuation or gain. We detect entanglement preservation properties of the channel Φ1⊗Φ2, where each mode is deterministically attenuated or amplified. Gaussian states of high energy are shown to be robust to very asymmetric attenuations, whereas non-Gaussian states are at an advantage in the case of symmetric attenuation and general amplification. If Φ1=Φ2, the total noise should not exceed 1/2√κ2+1 to guarantee entanglement preservation.

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

Bayesian spatial transformation models with applications in neuroimaging data

PubMed Central

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

Moment Lyapunov Exponent and Stochastic Stability of Binary Airfoil under Combined Harmonic and Non-Gaussian Colored Noise Excitations

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.

Diffraction study of duty-cycle error in ferroelectric quasi-phase-matching gratings with Gaussian beam illumination

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.

LETTER TO THE EDITOR: Phase transition in a random fragmentation problem with applications to computer science

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.

Efficient Bayesian hierarchical functional data analysis with basis function approximations using Gaussian-Wishart processes.

PubMed

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.

Light-curve Instabilities of β Lyrae Observed by the BRITE Satellites

NASA Astrophysics Data System (ADS)

Rucinski, Slavek M.; Pigulski, Andrzej; Popowicz, Adam; Kuschnig, Rainer; Kozłowski, Szymon; Moffat, Anthony F. J.; Pavlovski, Krešimir; Handler, Gerald; Pablo, H.; Wade, G. A.; Weiss, Werner W.; Zwintz, Konstanze

2018-07-01

Photometric instabilities of β Lyrae (β Lyr) were observed in 2016 by two red-filter BRITE satellites over more than 10 revolutions of the binary, with ∼100 minute sampling. Analysis of the time series shows that flares or fading events take place typically three to five times per binary orbit. The amplitudes of the disturbances (relative to the mean light curve, in units of the maximum out-of-eclipse light flux, f.u.) are characterized by a Gaussian distribution with σ = 0.0130 ± 0.0004 f.u. Most of the disturbances appear to be random, with a tendency to remain for one or a few orbital revolutions, sometimes changing from brightening to fading or the reverse. Phases just preceding the center of the deeper eclipse showed the most scatter while phases around the secondary eclipse were the quietest. This implies that the invisible companion is the most likely source of the instabilities. Wavelet transform analysis showed the domination of the variability scales at phase intervals 0.05–0.3 (0.65–4 days), with the shorter (longer) scales dominating in numbers (variability power) in this range. The series can be well described as a stochastic Gaussian process with the signal at short timescales showing a slightly stronger correlation than red noise. The signal decorrelation timescale, τ = (0.068 ± 0.018) in phase or (0.88 ± 0.23) days, appears to follow the same dependence on the accretor mass as that observed for active galactic nucleus and quasi-stellar object masses five to nine orders of magnitude larger than the β Lyr torus-hidden component.

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.

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.

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.

On modeling animal movements using Brownian motion with measurement error.

PubMed

Pozdnyakov, Vladimir; Meyer, Thomas; Wang, Yu-Bo; Yan, Jun

2014-02-01

Modeling animal movements with Brownian motion (or more generally by a Gaussian process) has a long tradition in ecological studies. The recent Brownian bridge movement model (BBMM), which incorporates measurement errors, has been quickly adopted by ecologists because of its simplicity and tractability. We discuss some nontrivial properties of the discrete-time stochastic process that results from observing a Brownian motion with added normal noise at discrete times. In particular, we demonstrate that the observed sequence of random variables is not Markov. Consequently the expected occupation time between two successively observed locations does not depend on just those two observations; the whole path must be taken into account. Nonetheless, the exact likelihood function of the observed time series remains tractable; it requires only sparse matrix computations. The likelihood-based estimation procedure is described in detail and compared to the BBMM estimation.

Metastates in Mean-Field Models with Random External Fields Generated by Markov Chains

NASA Astrophysics Data System (ADS)

Formentin, M.; Külske, C.; Reichenbachs, A.

2012-01-01

We extend the construction by Külske and Iacobelli of metastates in finite-state mean-field models in independent disorder to situations where the local disorder terms are a sample of an external ergodic Markov chain in equilibrium. We show that for non-degenerate Markov chains, the structure of the theorems is analogous to the case of i.i.d. variables when the limiting weights in the metastate are expressed with the aid of a CLT for the occupation time measure of the chain. As a new phenomenon we also show in a Potts example that for a degenerate non-reversible chain this CLT approximation is not enough, and that the metastate can have less symmetry than the symmetry of the interaction and a Gaussian approximation of disorder fluctuations would suggest.

Analog model for quantum gravity effects: phonons in random fluids.

PubMed

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.

On the efficacy of procedures to normalize Ex-Gaussian distributions.

PubMed

Marmolejo-Ramos, Fernando; Cousineau, Denis; Benites, Luis; Maehara, Rocío

2014-01-01

Reaction time (RT) is one of the most common types of measure used in experimental psychology. Its distribution is not normal (Gaussian) but resembles a convolution of normal and exponential distributions (Ex-Gaussian). One of the major assumptions in parametric tests (such as ANOVAs) is that variables are normally distributed. Hence, it is acknowledged by many that the normality assumption is not met. This paper presents different procedures to normalize data sampled from an Ex-Gaussian distribution in such a way that they are suitable for parametric tests based on the normality assumption. Using simulation studies, various outlier elimination and transformation procedures were tested against the level of normality they provide. The results suggest that the transformation methods are better than elimination methods in normalizing positively skewed data and the more skewed the distribution then the transformation methods are more effective in normalizing such data. Specifically, transformation with parameter lambda -1 leads to the best results.

Increased Intra-Individual Reaction Time Variability in Attention-Deficit/Hyperactivity Disorder across Response Inhibition Tasks with Different Cognitive Demands

ERIC Educational Resources Information Center

Vaurio, Rebecca G.; Simmonds, Daniel J.; Mostofsky, Stewart H.

2009-01-01

One of the most consistent findings in children with ADHD is increased moment-to-moment variability in reaction time (RT). The source of increased RT variability can be examined using ex-Gaussian analyses that divide variability into normal and exponential components and Fast Fourier transform (FFT) that allow for detailed examination of the…

Fock expansion of multimode pure Gaussian states

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

Cariolaro, Gianfranco; Pierobon, Gianfranco, E-mail: gianfranco.pierobon@unipd.it

2015-12-15

The Fock expansion of multimode pure Gaussian states is derived starting from their representation as displaced and squeezed multimode vacuum states. The approach is new and appears to be simpler and more general than previous ones starting from the phase-space representation given by the characteristic or Wigner function. Fock expansion is performed in terms of easily evaluable two-variable Hermite–Kampé de Fériet polynomials. A relatively simple and compact expression for the joint statistical distribution of the photon numbers in the different modes is obtained. In particular, this result enables one to give a simple characterization of separable and entangled states, asmore » shown for two-mode and three-mode Gaussian states.« less

A Method for Determining the Nominal Occular Hazard Zone for Gaussian Beam Laser Rangers with a Firmware Controlled Variable Focal Length

NASA Technical Reports Server (NTRS)

Picco, C. E.; Shavers, M. R.; Victor, J. M.; Duron, J. L.; Bowers, W. h.; Gillis, D. B.; VanBaalen, M.

2009-01-01

LIDAR systems that maintain a constant beam spot size on a retroreflector in order to increase the accuracy of bearing and ranging data must use a software controlled variable position lens. These systems periodically update the estimated range and set the position of the focusing lens accordingly. In order to precisely calculate the r NOHD for such a system, the software method for setting the variable position lens and gaussian laser propagation can be used to calculate the irradiance at any point given the range estimation. NASA s Space Shuttle LIDAR, called the Trajectory Control Sensor (TCS), uses this configuration. Analytical tools were developed using Excel and VBA to determine the radiant energy to the International Space Station (ISS) crewmembers eyes while viewing the shuttle on approach and departure. Various viewing scenarios are considered including the use of through-the-lens imaging optics and the window transmissivity at the TCS wavelength. The methodology incorporates the TCS system control logic, gaussian laser propagation, potential failure mode end states, and guidance from American National Standard for the Safe Use of Lasers (ANSI Z136.1-2007). This approach can be adapted for laser safety analyses of similar LIDAR systems.

Adaptive Quadrature Detection for Multicarrier Continuous-Variable Quantum Key Distribution

NASA Astrophysics Data System (ADS)

Gyongyosi, Laszlo; Imre, Sandor

2015-03-01

We propose the adaptive quadrature detection for multicarrier continuous-variable quantum key distribution (CVQKD). A multicarrier CVQKD scheme uses Gaussian subcarrier continuous variables for the information conveying and Gaussian sub-channels for the transmission. The proposed multicarrier detection scheme dynamically adapts to the sub-channel conditions using a corresponding statistics which is provided by our sophisticated sub-channel estimation procedure. The sub-channel estimation phase determines the transmittance coefficients of the sub-channels, which information are used further in the adaptive quadrature decoding process. We define the technique called subcarrier spreading to estimate the transmittance conditions of the sub-channels with a theoretical error-minimum in the presence of a Gaussian noise. We introduce the terms of single and collective adaptive quadrature detection. We also extend the results for a multiuser multicarrier CVQKD scenario. We prove the achievable error probabilities, the signal-to-noise ratios, and quantify the attributes of the framework. The adaptive detection scheme allows to utilize the extra resources of multicarrier CVQKD and to maximize the amount of transmittable information. This work was partially supported by the GOP-1.1.1-11-2012-0092 (Secure quantum key distribution between two units on optical fiber network) project sponsored by the EU and European Structural Fund, and by the COST Action MP1006.

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.

Receiver design for SPAD-based VLC systems under Poisson-Gaussian mixed noise model.

PubMed

Mao, Tianqi; Wang, Zhaocheng; Wang, Qi

2017-01-23

Single-photon avalanche diode (SPAD) is a promising photosensor because of its high sensitivity to optical signals in weak illuminance environment. Recently, it has drawn much attention from researchers in visible light communications (VLC). However, existing literature only deals with the simplified channel model, which only considers the effects of Poisson noise introduced by SPAD, but neglects other noise sources. Specifically, when an analog SPAD detector is applied, there exists Gaussian thermal noise generated by the transimpedance amplifier (TIA) and the digital-to-analog converter (D/A). Therefore, in this paper, we propose an SPAD-based VLC system with pulse-amplitude-modulation (PAM) under Poisson-Gaussian mixed noise model, where Gaussian-distributed thermal noise at the receiver is also investigated. The closed-form conditional likelihood of received signals is derived using the Laplace transform and the saddle-point approximation method, and the corresponding quasi-maximum-likelihood (quasi-ML) detector is proposed. Furthermore, the Poisson-Gaussian-distributed signals are converted to Gaussian variables with the aid of the generalized Anscombe transform (GAT), leading to an equivalent additive white Gaussian noise (AWGN) channel, and a hard-decision-based detector is invoked. Simulation results demonstrate that, the proposed GAT-based detector can reduce the computational complexity with marginal performance loss compared with the proposed quasi-ML detector, and both detectors are capable of accurately demodulating the SPAD-based PAM signals.

A phenomenological approach to modeling chemical dynamics in nonlinear and two-dimensional spectroscopy.

PubMed

Ramasesha, Krupa; De Marco, Luigi; Horning, Andrew D; Mandal, Aritra; Tokmakoff, Andrei

2012-04-07

We present an approach for calculating nonlinear spectroscopic observables, which overcomes the approximations inherent to current phenomenological models without requiring the computational cost of performing molecular dynamics simulations. The trajectory mapping method uses the semi-classical approximation to linear and nonlinear response functions, and calculates spectra from trajectories of the system's transition frequencies and transition dipole moments. It rests on identifying dynamical variables important to the problem, treating the dynamics of these variables stochastically, and then generating correlated trajectories of spectroscopic quantities by mapping from the dynamical variables. This approach allows one to describe non-Gaussian dynamics, correlated dynamics between variables of the system, and nonlinear relationships between spectroscopic variables of the system and the bath such as non-Condon effects. We illustrate the approach by applying it to three examples that are often not adequately treated by existing analytical models--the non-Condon effect in the nonlinear infrared spectra of water, non-Gaussian dynamics inherent to strongly hydrogen bonded systems, and chemical exchange processes in barrier crossing reactions. The methods described are generally applicable to nonlinear spectroscopy throughout the optical, infrared and terahertz regions.

Genuine multipartite entanglement of symmetric Gaussian states: Strong monogamy, unitary localization, scaling behavior, and molecular sharing structure

NASA Astrophysics Data System (ADS)

Adesso, Gerardo; Illuminati, Fabrizio

2008-10-01

We investigate the structural aspects of genuine multipartite entanglement in Gaussian states of continuous variable systems. Generalizing the results of Adesso and Illuminati [Phys. Rev. Lett. 99, 150501 (2007)], we analyze whether the entanglement shared by blocks of modes distributes according to a strong monogamy law. This property, once established, allows us to quantify the genuine N -partite entanglement not encoded into 2,…,K,…,(N-1) -partite quantum correlations. Strong monogamy is numerically verified, and the explicit expression of the measure of residual genuine multipartite entanglement is analytically derived, by a recursive formula, for a subclass of Gaussian states. These are fully symmetric (permutation-invariant) states that are multipartitioned into blocks, each consisting of an arbitrarily assigned number of modes. We compute the genuine multipartite entanglement shared by the blocks of modes and investigate its scaling properties with the number and size of the blocks, the total number of modes, the global mixedness of the state, and the squeezed resources needed for state engineering. To achieve the exact computation of the block entanglement, we introduce and prove a general result of symplectic analysis: Correlations among K blocks in N -mode multisymmetric and multipartite Gaussian states, which are locally invariant under permutation of modes within each block, can be transformed by a local (with respect to the partition) unitary operation into correlations shared by K single modes, one per block, in effective nonsymmetric states where N-K modes are completely uncorrelated. Due to this theorem, the above results, such as the derivation of the explicit expression for the residual multipartite entanglement, its nonnegativity, and its scaling properties, extend to the subclass of non-symmetric Gaussian states that are obtained by the unitary localization of the multipartite entanglement of symmetric states. These findings provide strong numerical evidence that the distributed Gaussian entanglement is strongly monogamous under and possibly beyond specific symmetry constraints, and that the residual continuous-variable tangle is a proper measure of genuine multipartite entanglement for permutation-invariant Gaussian states under any multipartition of the modes.

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.

Gaussian process-based Bayesian nonparametric inference of population size trajectories from gene genealogies.

PubMed

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.

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.

Nuclear DNA contents of Echinchloa crus-galli and its Gaussian relationships with environments

NASA Astrophysics Data System (ADS)

Li, Dan-Dan; Lu, Yong-Liang; Guo, Shui-Liang; Yin, Li-Ping; Zhou, Ping; Lou, Yu-Xia

2017-02-01

Previous studies on plant nuclear DNA content variation and its relationships with environmental gradients produced conflicting results. We speculated that the relationships between nuclear DNA content of a widely-distributed species and its environmental gradients might be non-linear if it was sampled in a large geographical gradient. Echinochloa crus-galli (L.) P. Beauv. is a worldwide species, but without documents on its intraspecific variation of nuclear DNA content. Our objectives are: 1) to detect intraspecific variation scope of E. crus-galli in its nuclear DNA content, and 2) to testify whether nuclear DNA content of the species changes with environmental gradients following Gaussian models if its populations were sampled in a large geographical gradient. We collected seeds of 36 Chinese populations of E. crus-galli across a wide geographical gradient, and sowed them in a homogeneous field to get their offspring to determine their nuclear DNA content. We analyzed the relationships of nuclear DNA content of these populations with latitude, longitude, and nineteen bioclimatic variables by using Gaussian and linear models. (1) Nuclear DNA content varied from 2.113 to 2.410 pg among 36 Chinese populations of E. crus-galli, with a mean value of 2.256 pg. (2) Gaussian correlations of nuclear DNA content (y) with geographical gradients were detected, with latitude (x) following y = 2.2923*e -(x - 24.9360)2/2*63.79452 (r = 0.546, P < 0.001), and with longitude (x) following y = 2.2933*e -(x - 116.1801)2/2*44.74502 (r = 0.672, P < 0.001). (3) Among the nineteen bioclimatic variables, except temperature isothermality, precipitations of the wettest month, the wettest quarter and the warmest quarter, the others could be better fit with nuclear DNA content by using Gaussian models than by linear models. There exists intra-specific variation among 36 Chinese populations of E. crus-galli, Gaussian models could be applied to fit the correlations of its Nuclear DNA content with geographical and most bioclimatic gradients.

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.

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.

Bayesian spatial transformation models with applications in neuroimaging data.

PubMed

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.

On an Additive Semigraphoid Model for Statistical Networks With Application to Pathway Analysis.

PubMed

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.

Monogamy inequalities for certifiers of continuous-variable Einstein-Podolsky-Rosen entanglement without the assumption of Gaussianity

NASA Astrophysics Data System (ADS)

Rosales-Zárate, L.; Teh, R. Y.; Opanchuk, B.; Reid, M. D.

2017-08-01

We consider three modes A , B , and C and derive monogamy inequalities that constrain the distribution of bipartite continuous variable Einstein-Podolsky-Rosen entanglement amongst the three modes. The inequalities hold without the assumption of Gaussian states, and are based on measurements of the quadrature phase amplitudes Xi and Pi at each mode i =A ,B ,C . The first monogamy inequality involves the well-known quantity DI J defined by Duan-Giedke-Cirac-Zoller as the sum of the variances of (XI-XJ)/2 and (PI+PJ)/2 where [XI,PJ] =δI J . Entanglement between I and J is certified if DI J<1 . A second monogamy inequality involves the more general entanglement certifier EntIJ defined as the normalized product of the variances of XI-g XJ and PI+g PJ , where g is a real constant. The monogamy inequalities give a lower bound on the values of DB C and EntBC for one pair, given the values DB A and EntBA for the first pair. This lower bound changes in the absence of two-mode Gaussian steering of B . We illustrate for a range of tripartite entangled states, identifying regimes of saturation of the inequalities. The monogamy relations explain without the assumption of Gaussianity the experimentally observed saturation at DA B=0.5 where there is symmetry between modes A and C .

Long-distance continuous-variable quantum key distribution using non-Gaussian state-discrimination detection

NASA Astrophysics Data System (ADS)

Liao, Qin; Guo, Ying; Huang, Duan; Huang, Peng; Zeng, Guihua

2018-02-01

We propose a long-distance continuous-variable quantum key distribution (CVQKD) with a four-state protocol using non-Gaussian state-discrimination detection. A photon subtraction operation, which is deployed at the transmitter, is used for splitting the signal required for generating the non-Gaussian operation to lengthen the maximum transmission distance of the CVQKD. Whereby an improved state-discrimination detector, which can be deemed as an optimized quantum measurement that allows the discrimination of nonorthogonal coherent states beating the standard quantum limit, is applied at the receiver to codetermine the measurement result with the conventional coherent detector. By tactfully exploiting the multiplexing technique, the resulting signals can be simultaneously transmitted through an untrusted quantum channel, and subsequently sent to the state-discrimination detector and coherent detector, respectively. Security analysis shows that the proposed scheme can lengthen the maximum transmission distance up to hundreds of kilometers. Furthermore, by taking the finite-size effect and composable security into account we obtain the tightest bound of the secure distance, which is more practical than that obtained in the asymptotic limit.

Screening and clustering of sparse regressions with finite non-Gaussian mixtures.

PubMed

Zhang, Jian

2017-06-01

This article proposes a method to address the problem that can arise when covariates in a regression setting are not Gaussian, which may give rise to approximately mixture-distributed errors, or when a true mixture of regressions produced the data. The method begins with non-Gaussian mixture-based marginal variable screening, followed by fitting a full but relatively smaller mixture regression model to the selected data with help of a new penalization scheme. Under certain regularity conditions, the new screening procedure is shown to possess a sure screening property even when the population is heterogeneous. We further prove that there exists an elbow point in the associated scree plot which results in a consistent estimator of the set of active covariates in the model. By simulations, we demonstrate that the new procedure can substantially improve the performance of the existing procedures in the content of variable screening and data clustering. By applying the proposed procedure to motif data analysis in molecular biology, we demonstrate that the new method holds promise in practice. © 2016, The International Biometric Society.

Continuous-variable entanglement distillation of non-Gaussian mixed states

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

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

2010-07-15

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

An Interactive Image Segmentation Method in Hand Gesture Recognition

PubMed Central

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

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.

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

Parameter estimation and forecasting for multiplicative log-normal cascades.

PubMed

Leövey, Andrés E; Lux, Thomas

2012-04-01

We study the well-known multiplicative log-normal cascade process in which the multiplication of Gaussian and log normally distributed random variables yields time series with intermittent bursts of activity. Due to the nonstationarity of this process and the combinatorial nature of such a formalism, its parameters have been estimated mostly by fitting the numerical approximation of the associated non-Gaussian probability density function to empirical data, cf. Castaing et al. [Physica D 46, 177 (1990)]. More recently, alternative estimators based upon various moments have been proposed by Beck [Physica D 193, 195 (2004)] and Kiyono et al. [Phys. Rev. E 76, 041113 (2007)]. In this paper, we pursue this moment-based approach further and develop a more rigorous generalized method of moments (GMM) estimation procedure to cope with the documented difficulties of previous methodologies. We show that even under uncertainty about the actual number of cascade steps, our methodology yields very reliable results for the estimated intermittency parameter. Employing the Levinson-Durbin algorithm for best linear forecasts, we also show that estimated parameters can be used for forecasting the evolution of the turbulent flow. We compare forecasting results from the GMM and Kiyono et al.'s procedure via Monte Carlo simulations. We finally test the applicability of our approach by estimating the intermittency parameter and forecasting of volatility for a sample of financial data from stock and foreign exchange markets.

Non-linear resonant coupling of tsunami edge waves using stochastic earthquake source models

USGS Publications Warehouse

Geist, Eric L.

2016-01-01

Non-linear resonant coupling of edge waves can occur with tsunamis generated by large-magnitude subduction zone earthquakes. Earthquake rupture zones that straddle beneath the coastline of continental margins are particularly efficient at generating tsunami edge waves. Using a stochastic model for earthquake slip, it is shown that a wide range of edge-wave modes and wavenumbers can be excited, depending on the variability of slip. If two modes are present that satisfy resonance conditions, then a third mode can gradually increase in amplitude over time, even if the earthquake did not originally excite that edge-wave mode. These three edge waves form a resonant triad that can cause unexpected variations in tsunami amplitude long after the first arrival. An M ∼ 9, 1100 km-long continental subduction zone earthquake is considered as a test case. For the least-variable slip examined involving a Gaussian random variable, the dominant resonant triad includes a high-amplitude fundamental mode wave with wavenumber associated with the along-strike dimension of rupture. The two other waves that make up this triad include subharmonic waves, one of fundamental mode and the other of mode 2 or 3. For the most variable slip examined involving a Cauchy-distributed random variable, the dominant triads involve higher wavenumbers and modes because subevents, rather than the overall rupture dimension, control the excitation of edge waves. Calculation of the resonant period for energy transfer determines which cases resonant coupling may be instrumentally observed. For low-mode triads, the maximum transfer of energy occurs approximately 20–30 wave periods after the first arrival and thus may be observed prior to the tsunami coda being completely attenuated. Therefore, under certain circumstances the necessary ingredients for resonant coupling of tsunami edge waves exist, indicating that resonant triads may be observable and implicated in late, large-amplitude tsunami arrivals.

Random walks with shape prior for cochlea segmentation in ex vivo μCT.

PubMed

Ruiz Pujadas, Esmeralda; Kjer, Hans Martin; Piella, Gemma; Ceresa, Mario; González Ballester, Miguel Angel

2016-09-01

Cochlear implantation is a safe and effective surgical procedure to restore hearing in deaf patients. However, the level of restoration achieved may vary due to differences in anatomy, implant type and surgical access. In order to reduce the variability of the surgical outcomes, we previously proposed the use of a high-resolution model built from [Formula: see text] images and then adapted to patient-specific clinical CT scans. As the accuracy of the model is dependent on the precision of the original segmentation, it is extremely important to have accurate [Formula: see text] segmentation algorithms. We propose a new framework for cochlea segmentation in ex vivo [Formula: see text] images using random walks where a distance-based shape prior is combined with a region term estimated by a Gaussian mixture model. The prior is also weighted by a confidence map to adjust its influence according to the strength of the image contour. Random walks is performed iteratively, and the prior mask is aligned in every iteration. We tested the proposed approach in ten [Formula: see text] data sets and compared it with other random walks-based segmentation techniques such as guided random walks (Eslami et al. in Med Image Anal 17(2):236-253, 2013) and constrained random walks (Li et al. in Advances in image and video technology. Springer, Berlin, pp 215-226, 2012). Our approach demonstrated higher accuracy results due to the probability density model constituted by the region term and shape prior information weighed by a confidence map. The weighted combination of the distance-based shape prior with a region term into random walks provides accurate segmentations of the cochlea. The experiments suggest that the proposed approach is robust for cochlea segmentation.

Anomalous scaling of a passive scalar advected by the Navier-Stokes velocity field: two-loop approximation.

PubMed

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.

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

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

Accuracy of maximum likelihood and least-squares estimates in the lidar slope method with noisy data.

PubMed

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.

An evaluation of several different classification schemes - Their parameters and performance. [maximum likelihood decision for crop identification

NASA Technical Reports Server (NTRS)

Scholz, D.; Fuhs, N.; Hixson, M.

1979-01-01

The overall objective of this study was to apply and evaluate several of the currently available classification schemes for crop identification. The approaches examined were: (1) a per point Gaussian maximum likelihood classifier, (2) a per point sum of normal densities classifier, (3) a per point linear classifier, (4) a per point Gaussian maximum likelihood decision tree classifier, and (5) a texture sensitive per field Gaussian maximum likelihood classifier. Three agricultural data sets were used in the study: areas from Fayette County, Illinois, and Pottawattamie and Shelby Counties in Iowa. The segments were located in two distinct regions of the Corn Belt to sample variability in soils, climate, and agricultural practices.

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.

Dynamic least-squares kernel density modeling of Fokker-Planck equations with application to neural population.

PubMed

Shotorban, Babak

2010-04-01

The dynamic least-squares kernel density (LSQKD) model [C. Pantano and B. Shotorban, Phys. Rev. E 76, 066705 (2007)] is used to solve the Fokker-Planck equations. In this model the probability density function (PDF) is approximated by a linear combination of basis functions with unknown parameters whose governing equations are determined by a global least-squares approximation of the PDF in the phase space. In this work basis functions are set to be Gaussian for which the mean, variance, and covariances are governed by a set of partial differential equations (PDEs) or ordinary differential equations (ODEs) depending on what phase-space variables are approximated by Gaussian functions. Three sample problems of univariate double-well potential, bivariate bistable neurodynamical system [G. Deco and D. Martí, Phys. Rev. E 75, 031913 (2007)], and bivariate Brownian particles in a nonuniform gas are studied. The LSQKD is verified for these problems as its results are compared against the results of the method of characteristics in nondiffusive cases and the stochastic particle method in diffusive cases. For the double-well potential problem it is observed that for low to moderate diffusivity the dynamic LSQKD well predicts the stationary PDF for which there is an exact solution. A similar observation is made for the bistable neurodynamical system. In both these problems least-squares approximation is made on all phase-space variables resulting in a set of ODEs with time as the independent variable for the Gaussian function parameters. In the problem of Brownian particles in a nonuniform gas, this approximation is made only for the particle velocity variable leading to a set of PDEs with time and particle position as independent variables. Solving these PDEs, a very good performance by LSQKD is observed for a wide range of diffusivities.

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.

Statistical Orbit Determination using the Particle Filter for Incorporating Non-Gaussian Uncertainties

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.

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

Dong Yuli; Zou Xubo; Guo Guangcan

We investigate the economical Gaussian cloning of coherent states with the known phase, which produces M copies from N input replica and can be implemented with degenerate parametric amplifiers and beam splitters.The achievable fidelity of single copy is given by 2M{radical}(N)/[{radical}(N)(M-1)+{radical}((1+N)(M{sup 2}+N))], which is bigger than the optimal fidelity of the universal Gaussian cloning. The cloning machine presented here works without ancillary optical modes and can be regarded as the continuous variable generalization of the economical cloning machine for qudits.

Demonstration of coherent-state discrimination using a displacement-controlled photon-number-resolving detector.

PubMed

Wittmann, Christoffer; Andersen, Ulrik L; Takeoka, Masahiro; Sych, Denis; Leuchs, Gerd

2010-03-12

We experimentally demonstrate a new measurement scheme for the discrimination of two coherent states. The measurement scheme is based on a displacement operation followed by a photon-number-resolving detector, and we show that it outperforms the standard homodyne detector which we, in addition, prove to be optimal within all Gaussian operations including conditional dynamics. We also show that the non-Gaussian detector is superior to the homodyne detector in a continuous variable quantum key distribution scheme.

Simultaneous classical communication and quantum key distribution using continuous variables*

NASA Astrophysics Data System (ADS)

Qi, Bing

2016-10-01

Presently, classical optical communication systems employing strong laser pulses and quantum key distribution (QKD) systems working at single-photon levels are very different communication modalities. Dedicated devices are commonly required to implement QKD. In this paper, we propose a scheme which allows classical communication and QKD to be implemented simultaneously using the same communication infrastructure. More specially, we propose a coherent communication scheme where both the bits for classical communication and the Gaussian distributed random numbers for QKD are encoded on the same weak coherent pulse and decoded by the same coherent receiver. Simulation results based on practical system parameters show that both deterministic classical communication with a bit error rate of 10-9 and secure key distribution could be achieved over tens of kilometers of single-mode fibers. It is conceivable that in the future coherent optical communication network, QKD will be operated in the background of classical communication at a minimal cost.

Performance analysis of OOK-based FSO systems in Gamma-Gamma turbulence with imprecise channel models

NASA Astrophysics Data System (ADS)

Feng, Jianfeng; Zhao, Xiaohui

2017-11-01

For an FSO communication system with imprecise channel model, we investigate its system performance based on outage probability, average BEP and ergodic capacity. The exact FSO links are modeled as Gamma-Gamma fading channel in consideration of both atmospheric turbulence and pointing errors, and the imprecise channel model is treated as the superposition of exact channel gain and a Gaussian random variable. After we derive the PDF, CDF and nth moment of the imprecise channel gain, and based on these statistics the expressions for the outage probability, the average BEP and the ergodic capacity in terms of the Meijer's G functions are obtained. Both numerical and analytical results are presented. The simulation results show that the communication performance deteriorates in the imprecise channel model, and approaches to the exact performance curves as the channel model becomes accurate.

Heterodyne efficiency for a coherent laser radar with diffuse or aerosol targets

NASA Technical Reports Server (NTRS)

Frehlich, R. G.

1993-01-01

The performance of a Coherent Laser Radar is determined by the statistics of the coherent Doppler signal. The heterodyne efficiency is an excellent indication of performance because it is an absolute measure of beam alignment and is independent of the transmitter power, the target backscatter coefficient, the atmospheric attenuation, and the detector quantum efficiency and gain. The theoretical calculation of heterodyne efficiency for an optimal monostatic lidar with a circular aperture and Gaussian transmit laser is presented including beam misalignment in the far-field and near-field regimes. The statistical behavior of estimates of the heterodyne efficiency using a calibration hard target are considered. For space based applications, a biased estimate of heterodyne efficiency is proposed that removes the variability due to the random surface return but retains the sensitivity to misalignment. Physical insight is provided by simulation of the fields on the detector surface. The required detector calibration is also discussed.

Incorporating signal-dependent noise for hyperspectral target detection

NASA Astrophysics Data System (ADS)

Morman, Christopher J.; Meola, Joseph

2015-05-01

The majority of hyperspectral target detection algorithms are developed from statistical data models employing stationary background statistics or white Gaussian noise models. Stationary background models are inaccurate as a result of two separate physical processes. First, varying background classes often exist in the imagery that possess different clutter statistics. Many algorithms can account for this variability through the use of subspaces or clustering techniques. The second physical process, which is often ignored, is a signal-dependent sensor noise term. For photon counting sensors that are often used in hyperspectral imaging systems, sensor noise increases as the measured signal level increases as a result of Poisson random processes. This work investigates the impact of this sensor noise on target detection performance. A linear noise model is developed describing sensor noise variance as a linear function of signal level. The linear noise model is then incorporated for detection of targets using data collected at Wright Patterson Air Force Base.

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.

Damage/fault diagnosis in an operating wind turbine under uncertainty via a vibration response Gaussian mixture random coefficient model based framework

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.

SETI and SEH (Statistical Equation for Habitables)

NASA Astrophysics Data System (ADS)

Maccone, Claudio

2011-01-01

The statistics of habitable planets may be based on a set of ten (and possibly more) astrobiological requirements first pointed out by Stephen H. Dole in his book "Habitable planets for man" (1964). In this paper, we first provide the statistical generalization of the original and by now too simplistic Dole equation. In other words, a product of ten positive numbers is now turned into the product of ten positive random variables. This we call the SEH, an acronym standing for "Statistical Equation for Habitables". The mathematical structure of the SEH is then derived. The proof is based on the central limit theorem (CLT) of Statistics. In loose terms, the CLT states that the sum of any number of independent random variables, each of which may be arbitrarily distributed, approaches a Gaussian (i.e. normal) random variable. This is called the Lyapunov form of the CLT, or the Lindeberg form of the CLT, depending on the mathematical constraints assumed on the third moments of the various probability distributions. In conclusion, we show that The new random variable NHab, yielding the number of habitables (i.e. habitable planets) in the Galaxy, follows the lognormal distribution. By construction, the mean value of this lognormal distribution is the total number of habitable planets as given by the statistical Dole equation. But now we also derive the standard deviation, the mode, the median and all the moments of this new lognormal NHab random variable. The ten (or more) astrobiological factors are now positive random variables. The probability distribution of each random variable may be arbitrary. The CLT in the so-called Lyapunov or Lindeberg forms (that both do not assume the factors to be identically distributed) allows for that. In other words, the CLT "translates" into our SEH by allowing an arbitrary probability distribution for each factor. This is both astrobiologically realistic and useful for any further investigations. An application of our SEH then follows. The (average) distancebetween any two nearby habitable planets in the Galaxy may be shown to be inversely proportional to the cubic root of NHab. Then, in our approach, this distance becomes a new random variable. We derive the relevant probability density function, apparently previously unknown and dubbed "Maccone distribution" by Paul Davies in 2008. Data Enrichment Principle. It should be noticed that ANY positive number of random variables in the SEH is compatible with the CLT. So, our generalization allows for many more factors to be added in the future as long as more refined scientific knowledge about each factor will be known to the scientists. This capability to make room for more future factors in the SEH we call the "Data Enrichment Principle", and we regard it as the key to more profound future results in the fields of Astrobiology and SETI. A practical example is then given of how our SEH works numerically. We work out in detail the case where each of the ten random variables is uniformly distributed around its own mean value as given by Dole back in 1964 and has an assumed standard deviation of 10%. The conclusion is that the average number of habitable planets in the Galaxy should be around 100 million±200 million, and the average distance in between any couple of nearby habitable planets should be about 88 light years±40 light years. Finally, we match our SEH results against the results of the Statistical Drake Equation that we introduced in our 2008 IAC presentation. As expected, the number of currently communicating ET civilizations in the Galaxy turns out to be much smaller than the number of habitable planets (about 10,000 against 100 million, i.e. one ET civilization out of 10,000 habitable planets). And the average distance between any two nearby habitable planets turns out to be much smaller than the average distance between any two neighboring ET civilizations: 88 light years vs. 2000 light years, respectively. This means an ET average distance about 20 times higher than the average distance between any couple of adjacent habitable planets.

Random pure states: Quantifying bipartite entanglement beyond the linear statistics.

PubMed

Vivo, Pierpaolo; Pato, Mauricio P; Oshanin, Gleb

2016-05-01

We analyze the properties of entangled random pure states of a quantum system partitioned into two smaller subsystems of dimensions N and M. Framing the problem in terms of random matrices with a fixed-trace constraint, we establish, for arbitrary N≤M, a general relation between the n-point densities and the cross moments of the eigenvalues of the reduced density matrix, i.e., the so-called Schmidt eigenvalues, and the analogous functionals of the eigenvalues of the Wishart-Laguerre ensemble of the random matrix theory. This allows us to derive explicit expressions for two-level densities, and also an exact expression for the variance of von Neumann entropy at finite N,M. Then, we focus on the moments E{K^{a}} of the Schmidt number K, the reciprocal of the purity. This is a random variable supported on [1,N], which quantifies the number of degrees of freedom effectively contributing to the entanglement. We derive a wealth of analytical results for E{K^{a}} for N=2 and 3 and arbitrary M, and also for square N=M systems by spotting for the latter a connection with the probability P(x_{min}^{GUE}≥sqrt[2N]ξ) that the smallest eigenvalue x_{min}^{GUE} of an N×N matrix belonging to the Gaussian unitary ensemble is larger than sqrt[2N]ξ. As a by-product, we present an exact asymptotic expansion for P(x_{min}^{GUE}≥sqrt[2N]ξ) for finite N as ξ→∞. Our results are corroborated by numerical simulations whenever possible, with excellent agreement.

Unitarily localizable entanglement of Gaussian states

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

Serafini, Alessio; Adesso, Gerardo; Illuminati, Fabrizio

2005-03-01

We consider generic (mxn)-mode bipartitions of continuous-variable systems, and study the associated bisymmetric multimode Gaussian states. They are defined as (m+n)-mode Gaussian states invariant under local mode permutations on the m-mode and n-mode subsystems. We prove that such states are equivalent, under local unitary transformations, to the tensor product of a two-mode state and of m+n-2 uncorrelated single-mode states. The entanglement between the m-mode and the n-mode blocks can then be completely concentrated on a single pair of modes by means of local unitary operations alone. This result allows us to prove that the PPT (positivity of the partial transpose)more » condition is necessary and sufficient for the separability of (m+n)-mode bisymmetric Gaussian states. We determine exactly their negativity and identify a subset of bisymmetric states whose multimode entanglement of formation can be computed analytically. We consider explicit examples of pure and mixed bisymmetric states and study their entanglement scaling with the number of modes.« less

Uncertainties in extracted parameters of a Gaussian emission line profile with continuum background.

PubMed

Minin, Serge; Kamalabadi, Farzad

2009-12-20

We derive analytical equations for uncertainties in parameters extracted by nonlinear least-squares fitting of a Gaussian emission function with an unknown continuum background component in the presence of additive white Gaussian noise. The derivation is based on the inversion of the full curvature matrix (equivalent to Fisher information matrix) of the least-squares error, chi(2), in a four-variable fitting parameter space. The derived uncertainty formulas (equivalent to Cramer-Rao error bounds) are found to be in good agreement with the numerically computed uncertainties from a large ensemble of simulated measurements. The derived formulas can be used for estimating minimum achievable errors for a given signal-to-noise ratio and for investigating some aspects of measurement setup trade-offs and optimization. While the intended application is Fabry-Perot spectroscopy for wind and temperature measurements in the upper atmosphere, the derivation is generic and applicable to other spectroscopy problems with a Gaussian line shape.

Gaussian curvature directs the distribution of spontaneous curvature on bilayer membrane necks.

PubMed

Chabanon, Morgan; Rangamani, Padmini

2018-03-28

Formation of membrane necks is crucial for fission and fusion in lipid bilayers. In this work, we seek to answer the following fundamental question: what is the relationship between protein-induced spontaneous mean curvature and the Gaussian curvature at a membrane neck? Using an augmented Helfrich model for lipid bilayers to include membrane-protein interaction, we solve the shape equation on catenoids to find the field of spontaneous curvature that satisfies mechanical equilibrium of membrane necks. In this case, the shape equation reduces to a variable coefficient Helmholtz equation for spontaneous curvature, where the source term is proportional to the Gaussian curvature. We show how this latter quantity is responsible for non-uniform distribution of spontaneous curvature in minimal surfaces. We then explore the energetics of catenoids with different spontaneous curvature boundary conditions and geometric asymmetries to show how heterogeneities in spontaneous curvature distribution can couple with Gaussian curvature to result in membrane necks of different geometries.

On the efficacy of procedures to normalize Ex-Gaussian distributions

PubMed Central

Marmolejo-Ramos, Fernando; Cousineau, Denis; Benites, Luis; Maehara, Rocío

2015-01-01

Reaction time (RT) is one of the most common types of measure used in experimental psychology. Its distribution is not normal (Gaussian) but resembles a convolution of normal and exponential distributions (Ex-Gaussian). One of the major assumptions in parametric tests (such as ANOVAs) is that variables are normally distributed. Hence, it is acknowledged by many that the normality assumption is not met. This paper presents different procedures to normalize data sampled from an Ex-Gaussian distribution in such a way that they are suitable for parametric tests based on the normality assumption. Using simulation studies, various outlier elimination and transformation procedures were tested against the level of normality they provide. The results suggest that the transformation methods are better than elimination methods in normalizing positively skewed data and the more skewed the distribution then the transformation methods are more effective in normalizing such data. Specifically, transformation with parameter lambda -1 leads to the best results. PMID:25709588

Unsupervised classification of multivariate geostatistical data: Two algorithms

NASA Astrophysics Data System (ADS)

Romary, Thomas; Ors, Fabien; Rivoirard, Jacques; Deraisme, Jacques

2015-12-01

With the increasing development of remote sensing platforms and the evolution of sampling facilities in mining and oil industry, spatial datasets are becoming increasingly large, inform a growing number of variables and cover wider and wider areas. Therefore, it is often necessary to split the domain of study to account for radically different behaviors of the natural phenomenon over the domain and to simplify the subsequent modeling step. The definition of these areas can be seen as a problem of unsupervised classification, or clustering, where we try to divide the domain into homogeneous domains with respect to the values taken by the variables in hand. The application of classical clustering methods, designed for independent observations, does not ensure the spatial coherence of the resulting classes. Image segmentation methods, based on e.g. Markov random fields, are not adapted to irregularly sampled data. Other existing approaches, based on mixtures of Gaussian random functions estimated via the expectation-maximization algorithm, are limited to reasonable sample sizes and a small number of variables. In this work, we propose two algorithms based on adaptations of classical algorithms to multivariate geostatistical data. Both algorithms are model free and can handle large volumes of multivariate, irregularly spaced data. The first one proceeds by agglomerative hierarchical clustering. The spatial coherence is ensured by a proximity condition imposed for two clusters to merge. This proximity condition relies on a graph organizing the data in the coordinates space. The hierarchical algorithm can then be seen as a graph-partitioning algorithm. Following this interpretation, a spatial version of the spectral clustering algorithm is also proposed. The performances of both algorithms are assessed on toy examples and a mining dataset.

Determination of continuous variable entanglement by purity measurements.

PubMed

Adesso, Gerardo; Serafini, Alessio; Illuminati, Fabrizio

2004-02-27

We classify the entanglement of two-mode Gaussian states according to their degree of total and partial mixedness. We derive exact bounds that determine maximally and minimally entangled states for fixed global and marginal purities. This characterization allows for an experimentally reliable estimate of continuous variable entanglement based on measurements of purity.

Proactive Control Processes in Event-Based Prospective Memory: Evidence from Intraindividual Variability and Ex-Gaussian Analyses

ERIC Educational Resources Information Center

Ball, B. Hunter; Brewer, Gene A.

2018-01-01

The present study implemented an individual differences approach in conjunction with response time (RT) variability and distribution modeling techniques to better characterize the cognitive control dynamics underlying ongoing task cost (i.e., slowing) and cue detection in event-based prospective memory (PM). Three experiments assessed the relation…

The modelling of carbon-based supercapacitors: Distributions of time constants and Pascal Equivalent Circuits

NASA Astrophysics Data System (ADS)

Fletcher, Stephen; Kirkpatrick, Iain; Dring, Roderick; Puttock, Robert; Thring, Rob; Howroyd, Simon

2017-03-01

Supercapacitors are an emerging technology with applications in pulse power, motive power, and energy storage. However, their carbon electrodes show a variety of non-ideal behaviours that have so far eluded explanation. These include Voltage Decay after charging, Voltage Rebound after discharging, and Dispersed Kinetics at long times. In the present work, we establish that a vertical ladder network of RC components can reproduce all these puzzling phenomena. Both software and hardware realizations of the network are described. In general, porous carbon electrodes contain random distributions of resistance R and capacitance C, with a wider spread of log R values than log C values. To understand what this implies, a simplified model is developed in which log R is treated as a Gaussian random variable while log C is treated as a constant. From this model, a new family of equivalent circuits is developed in which the continuous distribution of log R values is replaced by a discrete set of log R values drawn from a geometric series. We call these Pascal Equivalent Circuits. Their behaviour is shown to resemble closely that of real supercapacitors. The results confirm that distributions of RC time constants dominate the behaviour of real supercapacitors.

A Comparison of Traditional, Step-Path, and Geostatistical Techniques in the Stability Analysis of a Large Open Pit

NASA Astrophysics Data System (ADS)

Mayer, J. M.; Stead, D.

2017-04-01

With the increased drive towards deeper and more complex mine designs, geotechnical engineers are often forced to reconsider traditional deterministic design techniques in favour of probabilistic methods. These alternative techniques allow for the direct quantification of uncertainties within a risk and/or decision analysis framework. However, conventional probabilistic practices typically discretize geological materials into discrete, homogeneous domains, with attributes defined by spatially constant random variables, despite the fact that geological media display inherent heterogeneous spatial characteristics. This research directly simulates this phenomenon using a geostatistical approach, known as sequential Gaussian simulation. The method utilizes the variogram which imposes a degree of controlled spatial heterogeneity on the system. Simulations are constrained using data from the Ok Tedi mine site in Papua New Guinea and designed to randomly vary the geological strength index and uniaxial compressive strength using Monte Carlo techniques. Results suggest that conventional probabilistic techniques have a fundamental limitation compared to geostatistical approaches, as they fail to account for the spatial dependencies inherent to geotechnical datasets. This can result in erroneous model predictions, which are overly conservative when compared to the geostatistical results.

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.

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

Theory of Genuine Tripartite Nonlocality of Gaussian States

NASA Astrophysics Data System (ADS)

Adesso, Gerardo; Piano, Samanta

2014-01-01

We investigate the genuine multipartite nonlocality of three-mode Gaussian states of continuous variable systems. For pure states, we present a simplified procedure to obtain the maximum violation of the Svetlichny inequality based on displaced parity measurements, and we analyze its interplay with genuine tripartite entanglement measured via Rényi-2 entropy. The maximum Svetlichny violation admits tight upper and lower bounds at fixed tripartite entanglement. For mixed states, no violation is possible when the purity falls below 0.86. We also explore a set of recently derived weaker inequalities for three-way nonlocality, finding violations for all tested pure states. Our results provide a strong signature for the nonclassical and nonlocal nature of Gaussian states despite their positive Wigner function, and lead to precise recipes for its experimental verification.

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).

Analytical and Experimental Random Vibration of Nonlinear Aeroelastic Structures.

DTIC Science & Technology

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

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.

Planckian Information (Ip): A New Measure of Order in Atoms, Enzymes, Cells, Brains, Human Societies, and the Cosmos

NASA Astrophysics Data System (ADS)

Ji, Sungchul

A new mathematical formula referred to as the Planckian distribution equation (PDE) has been found to fit long-tailed histograms generated in various fields of studies, ranging from atomic physics to single-molecule enzymology, cell biology, brain neurobiology, glottometrics, econophysics, and to cosmology. PDE can be derived from a Gaussian-like equation (GLE) by non-linearly transforming its variable, x, while keeping the y coordinate constant. Assuming that GLE represents a random distribution (due to its symmetry), it is possible to define a binary logarithm of the ratio between the areas under the curves of PDE and GLE as a measure of the non-randomness (or order) underlying the biophysicochemical processes generating long-tailed histograms that fit PDE. This new function has been named the Planckian information, IP, which (i) may be a new measure of order that can be applied widely to both natural and human sciences and (ii) can serve as the opposite of the Boltzmann-Gibbs entropy, S, which is a measure of disorder. The possible rationales for the universality of PDE may include (i) the universality of the wave-particle duality embedded in PDE, (ii) the selection of subsets of random processes (thereby breaking the symmetry of GLE) as the basic mechanism of generating order, organization, and function, and (iii) the quantity-quality complementarity as the connection between PDE and Peircean semiotics.

Investigation of Biotransport in a Tumor With Uncertain Material Properties Using a Nonintrusive Spectral Uncertainty Quantification Method.

PubMed

Alexanderian, Alen; Zhu, Liang; Salloum, Maher; Ma, Ronghui; Yu, Meilin

2017-09-01

In this study, statistical models are developed for modeling uncertain heterogeneous permeability and porosity in tumors, and the resulting uncertainties in pressure and velocity fields during an intratumoral injection are quantified using a nonintrusive spectral uncertainty quantification (UQ) method. Specifically, the uncertain permeability is modeled as a log-Gaussian random field, represented using a truncated Karhunen-Lòeve (KL) expansion, and the uncertain porosity is modeled as a log-normal random variable. The efficacy of the developed statistical models is validated by simulating the concentration fields with permeability and porosity of different uncertainty levels. The irregularity in the concentration field bears reasonable visual agreement with that in MicroCT images from experiments. The pressure and velocity fields are represented using polynomial chaos (PC) expansions to enable efficient computation of their statistical properties. The coefficients in the PC expansion are computed using a nonintrusive spectral projection method with the Smolyak sparse quadrature. The developed UQ approach is then used to quantify the uncertainties in the random pressure and velocity fields. A global sensitivity analysis is also performed to assess the contribution of individual KL modes of the log-permeability field to the total variance of the pressure field. It is demonstrated that the developed UQ approach can effectively quantify the flow uncertainties induced by uncertain material properties of the tumor.

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.

A High Performance Bayesian Computing Framework for Spatiotemporal Uncertainty Modeling

NASA Astrophysics Data System (ADS)

Cao, G.

2015-12-01

All types of spatiotemporal measurements are subject to uncertainty. With spatiotemporal data becomes increasingly involved in scientific research and decision making, it is important to appropriately model the impact of uncertainty. Quantitatively modeling spatiotemporal uncertainty, however, is a challenging problem considering the complex dependence and dataheterogeneities.State-space models provide a unifying and intuitive framework for dynamic systems modeling. In this paper, we aim to extend the conventional state-space models for uncertainty modeling in space-time contexts while accounting for spatiotemporal effects and data heterogeneities. Gaussian Markov Random Field (GMRF) models, also known as conditional autoregressive models, are arguably the most commonly used methods for modeling of spatially dependent data. GMRF models basically assume that a geo-referenced variable primarily depends on its neighborhood (Markov property), and the spatial dependence structure is described via a precision matrix. Recent study has shown that GMRFs are efficient approximation to the commonly used Gaussian fields (e.g., Kriging), and compared with Gaussian fields, GMRFs enjoy a series of appealing features, such as fast computation and easily accounting for heterogeneities in spatial data (e.g, point and areal). This paper represents each spatial dataset as a GMRF and integrates them into a state-space form to statistically model the temporal dynamics. Different types of spatial measurements (e.g., categorical, count or continuous), can be accounted for by according link functions. A fast alternative to MCMC framework, so-called Integrated Nested Laplace Approximation (INLA), was adopted for model inference.Preliminary case studies will be conducted to showcase the advantages of the described framework. In the first case, we apply the proposed method for modeling the water table elevation of Ogallala aquifer over the past decades. In the second case, we analyze the drought impacts in Texas counties in the past years, where the spatiotemporal dynamics are represented in areal data.

PyGlobal: A toolkit for automated compilation of DFT-based descriptors.

PubMed

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.

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.

Log-correlated random-energy models with extensive free-energy fluctuations: Pathologies caused by rare events as signatures of phase transitions

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.

Identifying stochastic oscillations in single-cell live imaging time series using Gaussian processes

PubMed Central

Manning, Cerys; Rattray, Magnus

2017-01-01

Multiple biological processes are driven by oscillatory gene expression at different time scales. Pulsatile dynamics are thought to be widespread, and single-cell live imaging of gene expression has lead to a surge of dynamic, possibly oscillatory, data for different gene networks. However, the regulation of gene expression at the level of an individual cell involves reactions between finite numbers of molecules, and this can result in inherent randomness in expression dynamics, which blurs the boundaries between aperiodic fluctuations and noisy oscillators. This underlies a new challenge to the experimentalist because neither intuition nor pre-existing methods work well for identifying oscillatory activity in noisy biological time series. Thus, there is an acute need for an objective statistical method for classifying whether an experimentally derived noisy time series is periodic. Here, we present a new data analysis method that combines mechanistic stochastic modelling with the powerful methods of non-parametric regression with Gaussian processes. Our method can distinguish oscillatory gene expression from random fluctuations of non-oscillatory expression in single-cell time series, despite peak-to-peak variability in period and amplitude of single-cell oscillations. We show that our method outperforms the Lomb-Scargle periodogram in successfully classifying cells as oscillatory or non-oscillatory in data simulated from a simple genetic oscillator model and in experimental data. Analysis of bioluminescent live-cell imaging shows a significantly greater number of oscillatory cells when luciferase is driven by a Hes1 promoter (10/19), which has previously been reported to oscillate, than the constitutive MoMuLV 5’ LTR (MMLV) promoter (0/25). The method can be applied to data from any gene network to both quantify the proportion of oscillating cells within a population and to measure the period and quality of oscillations. It is publicly available as a MATLAB package. PMID:28493880

Scalable hierarchical PDE sampler for generating spatially correlated random fields using nonmatching meshes: Scalable hierarchical PDE sampler using nonmatching meshes

DOE PAGES

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

Scalable hierarchical PDE sampler for generating spatially correlated random fields using nonmatching meshes: Scalable hierarchical PDE sampler using nonmatching meshes

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

Decoherence and tripartite entanglement dynamics in the presence of Gaussian and non-Gaussian classical noise

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.

Strong monogamy of bipartite and genuine multipartite entanglement: the Gaussian case.

PubMed

Adesso, Gerardo; Illuminati, Fabrizio

2007-10-12

We demonstrate the existence of general constraints on distributed quantum correlations, which impose a trade-off on bipartite and multipartite entanglement at once. For all N-mode Gaussian states under permutation invariance, we establish exactly a monogamy inequality, stronger than the traditional one, that by recursion defines a proper measure of genuine N-partite entanglement. Strong monogamy holds as well for subsystems of arbitrary size, and the emerging multipartite entanglement measure is found to be scale invariant. We unveil its operational connection with the optimal fidelity of continuous variable teleportation networks.

Security of coherent-state quantum cryptography in the presence of Gaussian noise

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

Heid, Matthias; Luetkenhaus, Norbert

2007-08-15

We investigate the security against collective attacks of a continuous variable quantum key distribution scheme in the asymptotic key limit for a realistic setting. The quantum channel connecting the two honest parties is assumed to be lossy and imposes Gaussian noise on the observed quadrature distributions. Secret key rates are given for direct and reverse reconciliation schemes including post-selection in the collective attack scenario. The effect of a nonideal error correction and two-way communication in the classical post-processing step is also taken into account.

Mean first-passage times of non-Markovian random walkers in confinement.

PubMed

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.

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.

Spatial Analysis of “Crazy Quilts”, a Class of Potentially Random Aesthetic Artefacts

PubMed Central

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

Spatial analysis of "crazy quilts", a class of potentially random aesthetic artefacts.

PubMed

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.

Effects of vibration on occupant driving performance under simulated driving conditions.

PubMed

Azizan, Amzar; Fard, M; Azari, Michael F; Jazar, Reza

2017-04-01

Although much research has been devoted to the characterization of the effects of whole-body vibration on seated occupants' comfort, drowsiness induced by vibration has received less attention to date. There are also little validated measurement methods available to quantify whole body vibration-induced drowsiness. Here, the effects of vibration on drowsiness were investigated. Twenty male volunteers were recruited for this experiment. Drowsiness was measured in a driving simulator, before and after 30-min exposure to vibration. Gaussian random vibration, with 1-15 Hz frequency bandwidth was used for excitation. During the driving session, volunteers were required to obey the speed limit of 100 kph and maintain a steady position on the left-hand lane. A deviation in lane position, steering angle variability, and speed deviation were recorded and analysed. Alternatively, volunteers rated their subjective drowsiness by Karolinska Sleepiness Scale (KSS) scores every 5-min. Following 30-min of exposure to vibration, a significant increase of lane deviation, steering angle variability, and KSS scores were observed in all volunteers suggesting the adverse effects of vibration on human alertness level. Copyright © 2016 Elsevier Ltd. All rights reserved.

Parameter estimation and forecasting for multiplicative log-normal cascades

NASA Astrophysics Data System (ADS)

Leövey, Andrés E.; Lux, Thomas

2012-04-01

We study the well-known multiplicative log-normal cascade process in which the multiplication of Gaussian and log normally distributed random variables yields time series with intermittent bursts of activity. Due to the nonstationarity of this process and the combinatorial nature of such a formalism, its parameters have been estimated mostly by fitting the numerical approximation of the associated non-Gaussian probability density function to empirical data, cf. Castaing [Physica DPDNPDT0167-278910.1016/0167-2789(90)90035-N 46, 177 (1990)]. More recently, alternative estimators based upon various moments have been proposed by Beck [Physica DPDNPDT0167-278910.1016/j.physd.2004.01.020 193, 195 (2004)] and Kiyono [Phys. Rev. EPLEEE81539-375510.1103/PhysRevE.76.041113 76, 041113 (2007)]. In this paper, we pursue this moment-based approach further and develop a more rigorous generalized method of moments (GMM) estimation procedure to cope with the documented difficulties of previous methodologies. We show that even under uncertainty about the actual number of cascade steps, our methodology yields very reliable results for the estimated intermittency parameter. Employing the Levinson-Durbin algorithm for best linear forecasts, we also show that estimated parameters can be used for forecasting the evolution of the turbulent flow. We compare forecasting results from the GMM and Kiyono 's procedure via Monte Carlo simulations. We finally test the applicability of our approach by estimating the intermittency parameter and forecasting of volatility for a sample of financial data from stock and foreign exchange markets.

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

Multifractal Properties of Process Control Variables

NASA Astrophysics Data System (ADS)

Domański, Paweł D.

2017-06-01

Control system is an inevitable element of any industrial installation. Its quality affects overall process performance significantly. The assessment, whether control system needs any improvement or not, requires relevant and constructive measures. There are various methods, like time domain based, Minimum Variance, Gaussian and non-Gaussian statistical factors, fractal and entropy indexes. Majority of approaches use time series of control variables. They are able to cover many phenomena. But process complexities and human interventions cause effects that are hardly visible for standard measures. It is shown that the signals originating from industrial installations have multifractal properties and such an analysis may extend standard approach to further observations. The work is based on industrial and simulation data. The analysis delivers additional insight into the properties of control system and the process. It helps to discover internal dependencies and human factors, which are hardly detectable.

Implication of observed cloud variability for parameterizations of microphysical and radiative transfer processes in climate models

NASA Astrophysics Data System (ADS)

Huang, D.; Liu, Y.

2014-12-01

The effects of subgrid cloud variability on grid-average microphysical rates and radiative fluxes are examined by use of long-term retrieval products at the Tropical West Pacific (TWP), Southern Great Plains (SGP), and North Slope of Alaska (NSA) sites of the Department of Energy's Atmospheric Radiation Measurement (ARM) Program. Four commonly used distribution functions, the truncated Gaussian, Gamma, lognormal, and Weibull distributions, are constrained to have the same mean and standard deviation as observed cloud liquid water content. The PDFs are then used to upscale relevant physical processes to obtain grid-average process rates. It is found that the truncated Gaussian representation results in up to 30% mean bias in autoconversion rate whereas the mean bias for the lognormal representation is about 10%. The Gamma and Weibull distribution function performs the best for the grid-average autoconversion rate with the mean relative bias less than 5%. For radiative fluxes, the lognormal and truncated Gaussian representations perform better than the Gamma and Weibull representations. The results show that the optimal choice of subgrid cloud distribution function depends on the nonlinearity of the process of interest and thus there is no single distribution function that works best for all parameterizations. Examination of the scale (window size) dependence of the mean bias indicates that the bias in grid-average process rates monotonically increases with increasing window sizes, suggesting the increasing importance of subgrid variability with increasing grid sizes.

Remote sensing data with the conditional latin hypercube sampling and geostatistical approach to delineate landscape changes induced by large chronological physical disturbances.

PubMed

Lin, Yu-Pin; Chu, Hone-Jay; Wang, Cheng-Long; Yu, Hsiao-Hsuan; Wang, Yung-Chieh

2009-01-01

This study applies variogram analyses of normalized difference vegetation index (NDVI) images derived from SPOT HRV images obtained before and after the ChiChi earthquake in the Chenyulan watershed, Taiwan, as well as images after four large typhoons, to delineate the spatial patterns, spatial structures and spatial variability of landscapes caused by these large disturbances. The conditional Latin hypercube sampling approach was applied to select samples from multiple NDVI images. Kriging and sequential Gaussian simulation with sufficient samples were then used to generate maps of NDVI images. The variography of NDVI image results demonstrate that spatial patterns of disturbed landscapes were successfully delineated by variogram analysis in study areas. The high-magnitude Chi-Chi earthquake created spatial landscape variations in the study area. After the earthquake, the cumulative impacts of typhoons on landscape patterns depended on the magnitudes and paths of typhoons, but were not always evident in the spatiotemporal variability of landscapes in the study area. The statistics and spatial structures of multiple NDVI images were captured by 3,000 samples from 62,500 grids in the NDVI images. Kriging and sequential Gaussian simulation with the 3,000 samples effectively reproduced spatial patterns of NDVI images. However, the proposed approach, which integrates the conditional Latin hypercube sampling approach, variogram, kriging and sequential Gaussian simulation in remotely sensed images, efficiently monitors, samples and maps the effects of large chronological disturbances on spatial characteristics of landscape changes including spatial variability and heterogeneity.

Pseudo-steady-state non-Gaussian Einstein-Podolsky-Rosen steering of massive particles in pumped and damped Bose-Hubbard dimers

NASA Astrophysics Data System (ADS)

Olsen, M. K.

2017-02-01

We propose and analyze a pumped and damped Bose-Hubbard dimer as a source of continuous-variable Einstein-Podolsky-Rosen (EPR) steering with non-Gaussian statistics. We use and compare the results of the approximate truncated Wigner and the exact positive-P representation to calculate and compare the predictions for intensities, second-order quantum correlations, and third- and fourth-order cumulants. We find agreement for intensities and the products of inferred quadrature variances, which indicate that states demonstrating the EPR paradox are present. We find clear signals of non-Gaussianity in the quantum states of the modes from both the approximate and exact techniques, with quantitative differences in their predictions. Our proposed experimental configuration is extrapolated from current experimental techniques and adds another apparatus to the current toolbox of quantum atom optics.

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

Information geometry of Gaussian channels

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

Monras, Alex; CNR-INFM Coherentia, Napoli; CNISM Unita di Salerno

2010-06-15

We define a local Riemannian metric tensor in the manifold of Gaussian channels and the distance that it induces. We adopt an information-geometric approach and define a metric derived from the Bures-Fisher metric for quantum states. The resulting metric inherits several desirable properties from the Bures-Fisher metric and is operationally motivated by distinguishability considerations: It serves as an upper bound to the attainable quantum Fisher information for the channel parameters using Gaussian states, under generic constraints on the physically available resources. Our approach naturally includes the use of entangled Gaussian probe states. We prove that the metric enjoys some desirablemore » properties like stability and covariance. As a by-product, we also obtain some general results in Gaussian channel estimation that are the continuous-variable analogs of previously known results in finite dimensions. We prove that optimal probe states are always pure and bounded in the number of ancillary modes, even in the presence of constraints on the reduced state input in the channel. This has experimental and computational implications. It limits the complexity of optimal experimental setups for channel estimation and reduces the computational requirements for the evaluation of the metric: Indeed, we construct a converging algorithm for its computation. We provide explicit formulas for computing the multiparametric quantum Fisher information for dissipative channels probed with arbitrary Gaussian states and provide the optimal observables for the estimation of the channel parameters (e.g., bath couplings, squeezing, and temperature).« less

Non-Gaussian spatiotemporal simulation of multisite daily precipitation: downscaling framework

NASA Astrophysics Data System (ADS)

Ben Alaya, M. A.; Ouarda, T. B. M. J.; Chebana, F.

2018-01-01

Probabilistic regression approaches for downscaling daily precipitation are very useful. They provide the whole conditional distribution at each forecast step to better represent the temporal variability. The question addressed in this paper is: how to simulate spatiotemporal characteristics of multisite daily precipitation from probabilistic regression models? Recent publications point out the complexity of multisite properties of daily precipitation and highlight the need for using a non-Gaussian flexible tool. This work proposes a reasonable compromise between simplicity and flexibility avoiding model misspecification. A suitable nonparametric bootstrapping (NB) technique is adopted. A downscaling model which merges a vector generalized linear model (VGLM as a probabilistic regression tool) and the proposed bootstrapping technique is introduced to simulate realistic multisite precipitation series. The model is applied to data sets from the southern part of the province of Quebec, Canada. It is shown that the model is capable of reproducing both at-site properties and the spatial structure of daily precipitations. Results indicate the superiority of the proposed NB technique, over a multivariate autoregressive Gaussian framework (i.e. Gaussian copula).

Estimation of High-Dimensional Graphical Models Using Regularized Score Matching

PubMed Central

Lin, Lina; Drton, Mathias; Shojaie, Ali

2017-01-01

Graphical models are widely used to model stochastic dependences among large collections of variables. We introduce a new method of estimating undirected conditional independence graphs based on the score matching loss, introduced by Hyvärinen (2005), and subsequently extended in Hyvärinen (2007). The regularized score matching method we propose applies to settings with continuous observations and allows for computationally efficient treatment of possibly non-Gaussian exponential family models. In the well-explored Gaussian setting, regularized score matching avoids issues of asymmetry that arise when applying the technique of neighborhood selection, and compared to existing methods that directly yield symmetric estimates, the score matching approach has the advantage that the considered loss is quadratic and gives piecewise linear solution paths under ℓ1 regularization. Under suitable irrepresentability conditions, we show that ℓ1-regularized score matching is consistent for graph estimation in sparse high-dimensional settings. Through numerical experiments and an application to RNAseq data, we confirm that regularized score matching achieves state-of-the-art performance in the Gaussian case and provides a valuable tool for computationally efficient estimation in non-Gaussian graphical models. PMID:28638498

Geographically weighted regression model on poverty indicator

NASA Astrophysics Data System (ADS)

Slamet, I.; Nugroho, N. F. T. A.; Muslich

2017-12-01

In this research, we applied geographically weighted regression (GWR) for analyzing the poverty in Central Java. We consider Gaussian Kernel as weighted function. The GWR uses the diagonal matrix resulted from calculating kernel Gaussian function as a weighted function in the regression model. The kernel weights is used to handle spatial effects on the data so that a model can be obtained for each location. The purpose of this paper is to model of poverty percentage data in Central Java province using GWR with Gaussian kernel weighted function and to determine the influencing factors in each regency/city in Central Java province. Based on the research, we obtained geographically weighted regression model with Gaussian kernel weighted function on poverty percentage data in Central Java province. We found that percentage of population working as farmers, population growth rate, percentage of households with regular sanitation, and BPJS beneficiaries are the variables that affect the percentage of poverty in Central Java province. In this research, we found the determination coefficient R2 are 68.64%. There are two categories of district which are influenced by different of significance factors.

Heralded processes on continuous-variable spaces as quantum maps

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

Ferreyrol, Franck; Spagnolo, Nicolò; Blandino, Rémi

2014-12-04

Heralding processes, which only work when a measurement on a part of the system give the good result, are particularly interesting for continuous-variables. They permit non-Gaussian transformations that are necessary for several continuous-variable quantum information tasks. However if maps and quantum process tomography are commonly used to describe quantum transformations in discrete-variable space, they are much rarer in the continuous-variable domain. Also, no convenient tool for representing maps in a way more adapted to the particularities of continuous variables have yet been explored. In this paper we try to fill this gap by presenting such a tool.

Nonparametric triple collocation

USDA-ARS?s Scientific Manuscript database

Triple collocation derives variance-covariance relationships between three or more independent measurement sources and an indirectly observed truth variable in the case where the measurement operators are linear-Gaussian. We generalize that theory to arbitrary observation operators by deriving nonpa...

Deterministic Mean-Field Ensemble Kalman Filtering

DOE PAGES

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

Resampling methods in Microsoft Excel® for estimating reference intervals

PubMed Central

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

Resampling methods in Microsoft Excel® for estimating reference intervals.

PubMed

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.

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.

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

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.

Evidence for higher reaction time variability for children with ADHD on a range of cognitive tasks including reward and event rate manipulations

PubMed Central

Epstein, Jeffery N.; Langberg, Joshua M.; Rosen, Paul J.; Graham, Amanda; Narad, Megan E.; Antonini, Tanya N.; Brinkman, William B.; Froehlich, Tanya; Simon, John O.; Altaye, Mekibib

2012-01-01

Objective The purpose of the research study was to examine the manifestation of variability in reaction times (RT) in children with Attention Deficit Hyperactivity Disorder (ADHD) and to examine whether RT variability presented differently across a variety of neuropsychological tasks, was present across the two most common ADHD subtypes, and whether it was affected by reward and event rate (ER) manipulations. Method Children with ADHD-Combined Type (n=51), ADHD-Predominantly Inattentive Type (n=53) and 47 controls completed five neuropsychological tasks (Choice Discrimination Task, Child Attentional Network Task, Go/No-Go task, Stop Signal Task, and N-back task), each allowing trial-by-trial assessment of reaction times. Multiple indicators of RT variability including RT standard deviation, coefficient of variation and ex-Gaussian tau were used. Results Children with ADHD demonstrated greater RT variability than controls across all five tasks as measured by the ex-Gaussian indicator tau. There were minimal differences in RT variability across the ADHD subtypes. Children with ADHD also had poorer task accuracy than controls across all tasks except the Choice Discrimination task. Although ER and reward manipulations did affect children’s RT variability and task accuracy, these manipulations largely did not differentially affect children with ADHD compared to controls. RT variability and task accuracy were highly correlated across tasks. Removing variance attributable to RT variability from task accuracy did not appreciably affect between-group differences in task accuracy. Conclusions High RT variability is a ubiquitous and robust phenomenon in children with ADHD. PMID:21463041

On the use of the noncentral chi-square density function for the distribution of helicopter spectral estimates

NASA Technical Reports Server (NTRS)

Garber, Donald P.

1993-01-01

A probability density function for the variability of ensemble averaged spectral estimates from helicopter acoustic signals in Gaussian background noise was evaluated. Numerical methods for calculating the density function and for determining confidence limits were explored. Density functions were predicted for both synthesized and experimental data and compared with observed spectral estimate variability.

Identification of degenerate neuronal systems based on intersubject variability.

PubMed

Noppeney, Uta; Penny, Will D; Price, Cathy J; Flandin, Guillaume; Friston, Karl J

2006-04-15

Group studies implicitly assume that all subjects activate one common system to sustain a particular cognitive task. Intersubject variability is generally treated as well-behaved and uninteresting noise. However, intersubject variability might result from subjects engaging different degenerate neuronal systems that are each sufficient for task performance. This would produce a multimodal distribution of intersubject variability. We have explored this idea with the help of Gaussian Mixture Modeling and Bayesian model comparison procedures. We illustrate our approach using a crossmodal priming paradigm, in which subjects perform a semantic decision on environmental sounds or their spoken names that were preceded by a semantically congruent or incongruent picture or written name. All subjects consistently activated the superior temporal gyri bilaterally, the left fusiform gyrus and the inferior frontal sulcus. Comparing a One and Two Gaussian Mixture Model of the unexplained residuals provided very strong evidence for two groups with distinct activation patterns: 6 subjects exhibited additional activations in the superior temporal sulci bilaterally, the right superior frontal and central sulcus. 11 subjects showed increased activation in the striate and the right inferior parietal cortex. These results suggest that semantic decisions on auditory-visual compound stimuli might be accomplished by two overlapping degenerate neuronal systems.

Sensitivity and specificity of normality tests and consequences on reference interval accuracy at small sample size: a computer-simulation study.

PubMed

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.

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.

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.

Pinning time statistics for vortex lines in disordered environments.

PubMed

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.

A general method for the definition of margin recipes depending on the treatment technique applied in helical tomotherapy prostate plans.

PubMed

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.

Preservation of Gaussian state entanglement in a quantum beat laser by reservoir engineering

NASA Astrophysics Data System (ADS)

Qurban, Misbah; Islam, Rameez ul; Ge, Guo-Qin; Ikram, Manzoor

2018-04-01

Quantum beat lasers have been considered as sources of entangled radiation in continuous variables such as Gaussian states. In order to preserve entanglement and to minimize entanglement degradation due to the system’s interaction with the surrounding environment, we propose to engineer environment modes through insertion of another system in between the laser resonator and the environment. This makes the environment surrounding the two-mode laser a structured reservoir. It not only enhances the entanglement among two modes of the laser but also preserves the entanglement for sufficiently longer times, a stringent requirement for quantum information processing tasks.

Strong subadditivity for log-determinant of covariance matrices and its applications

NASA Astrophysics Data System (ADS)

Adesso, Gerardo; Simon, R.

2016-08-01

We prove that the log-determinant of the covariance matrix obeys the strong subadditivity inequality for arbitrary tripartite states of multimode continuous variable quantum systems. This establishes general limitations on the distribution of information encoded in the second moments of canonically conjugate operators. The inequality is shown to be stronger than the conventional strong subadditivity inequality for von Neumann entropy in a class of pure tripartite Gaussian states. We finally show that such an inequality implies a strict monogamy-type constraint for joint Einstein-Podolsky-Rosen steerability of single modes by Gaussian measurements performed on multiple groups of modes.

Statistical methods for estimating normal blood chemistry ranges and variance in rainbow trout (Salmo gairdneri), Shasta Strain

USGS Publications Warehouse

Wedemeyer, Gary A.; Nelson, Nancy C.

1975-01-01

Gaussian and nonparametric (percentile estimate and tolerance interval) statistical methods were used to estimate normal ranges for blood chemistry (bicarbonate, bilirubin, calcium, hematocrit, hemoglobin, magnesium, mean cell hemoglobin concentration, osmolality, inorganic phosphorus, and pH for juvenile rainbow (Salmo gairdneri, Shasta strain) trout held under defined environmental conditions. The percentile estimate and Gaussian methods gave similar normal ranges, whereas the tolerance interval method gave consistently wider ranges for all blood variables except hemoglobin. If the underlying frequency distribution is unknown, the percentile estimate procedure would be the method of choice.

Continuous-variable measurement-device-independent quantum key distribution: Composable security against coherent attacks

NASA Astrophysics Data System (ADS)

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

2018-05-01

We present a rigorous security analysis of continuous-variable measurement-device-independent quantum key distribution (CV MDI QKD) in a finite-size scenario. The security proof is obtained in two steps: by first assessing the security against collective Gaussian attacks, and then extending to the most general class of coherent attacks via the Gaussian de Finetti reduction. Our result combines recent state-of-the-art security proofs for CV QKD with findings about min-entropy calculus and parameter estimation. In doing so, we improve the finite-size estimate of the secret key rate. Our conclusions confirm that CV MDI protocols allow for high rates on the metropolitan scale, and may achieve a nonzero secret key rate against the most general class of coherent attacks after 107-109 quantum signal transmissions, depending on loss and noise, and on the required level of security.

Entropy generation in Gaussian quantum transformations: applying the replica method to continuous-variable quantum information theory

NASA Astrophysics Data System (ADS)

Gagatsos, Christos N.; Karanikas, Alexandros I.; Kordas, Georgios; Cerf, Nicolas J.

2016-02-01

In spite of their simple description in terms of rotations or symplectic transformations in phase space, quadratic Hamiltonians such as those modelling the most common Gaussian operations on bosonic modes remain poorly understood in terms of entropy production. For instance, determining the quantum entropy generated by a Bogoliubov transformation is notably a hard problem, with generally no known analytical solution, while it is vital to the characterisation of quantum communication via bosonic channels. Here we overcome this difficulty by adapting the replica method, a tool borrowed from statistical physics and quantum field theory. We exhibit a first application of this method to continuous-variable quantum information theory, where it enables accessing entropies in an optical parametric amplifier. As an illustration, we determine the entropy generated by amplifying a binary superposition of the vacuum and a Fock state, which yields a surprisingly simple, yet unknown analytical expression.

Inferring time derivatives including cell growth rates using Gaussian processes

NASA Astrophysics Data System (ADS)

Swain, Peter S.; Stevenson, Keiran; Leary, Allen; Montano-Gutierrez, Luis F.; Clark, Ivan B. N.; Vogel, Jackie; Pilizota, Teuta

2016-12-01

Often the time derivative of a measured variable is of as much interest as the variable itself. For a growing population of biological cells, for example, the population's growth rate is typically more important than its size. Here we introduce a non-parametric method to infer first and second time derivatives as a function of time from time-series data. Our approach is based on Gaussian processes and applies to a wide range of data. In tests, the method is at least as accurate as others, but has several advantages: it estimates errors both in the inference and in any summary statistics, such as lag times, and allows interpolation with the corresponding error estimation. As illustrations, we infer growth rates of microbial cells, the rate of assembly of an amyloid fibril and both the speed and acceleration of two separating spindle pole bodies. Our algorithm should thus be broadly applicable.

Assessing medication effects in the MTA study using neuropsychological outcomes.

PubMed

Epstein, Jeffery N; Conners, C Keith; Hervey, Aaron S; Tonev, Simon T; Arnold, L Eugene; Abikoff, Howard B; Elliott, Glen; Greenhill, Laurence L; Hechtman, Lily; Hoagwood, Kimberly; Hinshaw, Stephen P; Hoza, Betsy; Jensen, Peter S; March, John S; Newcorn, Jeffrey H; Pelham, William E; Severe, Joanne B; Swanson, James M; Wells, Karen; Vitiello, Benedetto; Wigal, Timothy

2006-05-01

While studies have increasingly investigated deficits in reaction time (RT) and RT variability in children with attention deficit/hyperactivity disorder (ADHD), few studies have examined the effects of stimulant medication on these important neuropsychological outcome measures. 316 children who participated in the Multimodal Treatment Study of Children with ADHD (MTA) completed the Conners' Continuous Performance Test (CPT) at the 24-month assessment point. Outcome measures included standard CPT outcomes (e.g., errors of commission, mean hit reaction time (RT)) and RT indicators derived from an Ex-Gaussian distributional model (i.e., mu, sigma, and tau). Analyses revealed significant effects of medication across all neuropsychological outcome measures. Results on the Ex-Gaussian outcome measures revealed that stimulant medication slows RT and reduces RT variability. This demonstrates the importance of including analytic strategies that can accurately model the actual distributional pattern, including the positive skew. Further, the results of the study relate to several theoretical models of ADHD.

Monitoring of continuous-variable quantum key distribution system in real environment.

PubMed

Liu, Weiqi; Peng, Jinye; Huang, Peng; Huang, Duan; Zeng, Guihua

2017-08-07

How to guarantee the practical security of continuous-variable quantum key distribution (CVQKD) system has been an important issue in the quantum cryptography applications. In contrast to the previous practical security strategies, which focus on the intercept-resend attack or the Gaussian attack, we investigate the practical security strategy based on a general attack, i.e., an arbitrated individual attack or collective attack on the system by Eve in this paper. The low bound of intensity disturbance of the local oscillator signal for eavesdropper successfully concealing herself is obtained, considering all noises can be used by Eve in the practical environment. Furthermore, we obtain an optimal monitoring condition for the practical CVQKD system so that legitimate communicators can monitor the general attack in real-time. As examples, practical security of two special systems, i.e., the Gaussian modulated coherent state CVQKD system and the middle-based CVQKD system, are investigated under the intercept-resend attacks.

Phase transition and entropy inequality of noncommutative black holes in a new extended phase space

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

Miao, Yan-Gang; Xu, Zhen-Ming, E-mail: miaoyg@nankai.edu.cn, E-mail: xuzhenm@mail.nankai.edu.cn

We analyze the thermodynamics of the noncommutative high-dimensional Schwarzschild-Tangherlini AdS black hole with the non-Gaussian smeared matter distribution by regarding a noncommutative parameter as an independent thermodynamic variable named as the noncommutative pressure . In the new extended phase space that includes this noncommutative pressure and its conjugate variable, we reveal that the noncommutative pressure and the original thermodynamic pressure related to the negative cosmological constant make the opposite effects in the phase transition of the noncommutative black hole, i.e. the former dominates the UV regime while the latter does the IR regime, respectively. In addition, by means of themore » reverse isoperimetric inequality, we indicate that only the black hole with the Gaussian smeared matter distribution holds the maximum entropy for a given thermodynamic volume among the noncommutative black holes with various matter distributions.« less

Divergence-free approach for obtaining decompositions of quantum-optical processes

NASA Astrophysics Data System (ADS)

Sabapathy, K. K.; Ivan, J. S.; García-Patrón, R.; Simon, R.

2018-02-01

Operator-sum representations of quantum channels can be obtained by applying the channel to one subsystem of a maximally entangled state and deploying the channel-state isomorphism. However, for continuous-variable systems, such schemes contain natural divergences since the maximally entangled state is ill defined. We introduce a method that avoids such divergences by utilizing finitely entangled (squeezed) states and then taking the limit of arbitrary large squeezing. Using this method, we derive an operator-sum representation for all single-mode bosonic Gaussian channels where a unique feature is that both quantum-limited and noisy channels are treated on an equal footing. This technique facilitates a proof that the rank-1 Kraus decomposition for Gaussian channels at its respective entanglement-breaking thresholds, obtained in the overcomplete coherent-state basis, is unique. The methods could have applications to simulation of continuous-variable channels.

Geometric characterization of separability and entanglement in pure Gaussian states by single-mode unitary operations

NASA Astrophysics Data System (ADS)

Adesso, Gerardo; Giampaolo, Salvatore M.; Illuminati, Fabrizio

2007-10-01

We present a geometric approach to the characterization of separability and entanglement in pure Gaussian states of an arbitrary number of modes. The analysis is performed adapting to continuous variables a formalism based on single subsystem unitary transformations that has been recently introduced to characterize separability and entanglement in pure states of qubits and qutrits [S. M. Giampaolo and F. Illuminati, Phys. Rev. A 76, 042301 (2007)]. In analogy with the finite-dimensional case, we demonstrate that the 1×M bipartite entanglement of a multimode pure Gaussian state can be quantified by the minimum squared Euclidean distance between the state itself and the set of states obtained by transforming it via suitable local symplectic (unitary) operations. This minimum distance, corresponding to a , uniquely determined, extremal local operation, defines an entanglement monotone equivalent to the entropy of entanglement, and amenable to direct experimental measurement with linear optical schemes.

Purity of Gaussian states: Measurement schemes and time evolution in noisy channels

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

Paris, Matteo G.A.; Illuminati, Fabrizio; Serafini, Alessio

2003-07-01

We present a systematic study of the purity for Gaussian states of single-mode continuous variable systems. We prove the connection of purity to observable quantities for these states, and show that the joint measurement of two conjugate quadratures is necessary and sufficient to determine the purity at any time. The statistical reliability and the range of applicability of the proposed measurement scheme are tested by means of Monte Carlo simulated experiments. We then consider the dynamics of purity in noisy channels. We derive an evolution equation for the purity of general Gaussian states both in thermal and in squeezed thermalmore » baths. We show that purity is maximized at any given time for an initial coherent state evolving in a thermal bath, or for an initial squeezed state evolving in a squeezed thermal bath whose asymptotic squeezing is orthogonal to that of the input state.« less

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

Real-time model learning using Incremental Sparse Spectrum Gaussian Process Regression.

PubMed

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.

Passive state preparation in the Gaussian-modulated coherent-states quantum key distribution

DOE PAGES

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

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.

Rapid automatized naming (RAN) in children with ADHD: An ex-Gaussian analysis.

PubMed

Ryan, Matthew; Jacobson, Lisa A; Hague, Cole; Bellows, Alison; Denckla, Martha B; Mahone, E Mark

2017-07-01

Children with ADHD demonstrate increased frequent "lapses" in performance on tasks in which the stimulus presentation rate is externally controlled, leading to increased variability in response times. It is less clear whether these lapses are also evident during performance on self-paced tasks, e.g., rapid automatized naming (RAN), or whether RAN inter-item pause time variability uniquely predicts reading performance. A total of 80 children aged 9 to 14 years-45 children with attention-deficit/hyperactivity disorder (ADHD) and 35 typically developing (TD) children-completed RAN and reading fluency measures. RAN responses were digitally recorded for analyses. Inter-stimulus pause time distributions (excluding between-row pauses) were analyzed using traditional (mean, standard deviation [SD], coefficient of variation [CV]) and ex-Gaussian (mu, sigma, tau) methods. Children with ADHD were found to be significantly slower than TD children (p < .05) on RAN letter naming mean response time as well as on oral and silent reading fluency. RAN response time distributions were also significantly more variable (SD, tau) in children with ADHD. Hierarchical regression revealed that the exponential component (tau) of the letter-naming response time distribution uniquely predicted reading fluency in children with ADHD (p < .001, ΔR 2  = .16), even after controlling for IQ, basic reading, ADHD symptom severity and age. The findings suggest that children with ADHD (without word-level reading difficulties) manifest slowed performance on tasks of reading fluency; however, this "slowing" may be due in part to lapses from ongoing performance that can be assessed directly using ex-Gaussian methods that capture excessively long response times.

Estimating the State of Aerodynamic Flows in the Presence of Modeling Errors

NASA Astrophysics Data System (ADS)

da Silva, Andre F. C.; Colonius, Tim

2017-11-01

The ensemble Kalman filter (EnKF) has been proven to be successful in fields such as meteorology, in which high-dimensional nonlinear systems render classical estimation techniques impractical. When the model used to forecast state evolution misrepresents important aspects of the true dynamics, estimator performance may degrade. In this work, parametrization and state augmentation are used to track misspecified boundary conditions (e.g., free stream perturbations). The resolution error is modeled as a Gaussian-distributed random variable with the mean (bias) and variance to be determined. The dynamics of the flow past a NACA 0009 airfoil at high angles of attack and moderate Reynolds number is represented by a Navier-Stokes equations solver with immersed boundaries capabilities. The pressure distribution on the airfoil or the velocity field in the wake, both randomized by synthetic noise, are sampled as measurement data and incorporated into the estimated state and bias following Kalman's analysis scheme. Insights about how to specify the modeling error covariance matrix and its impact on the estimator performance are conveyed. This work has been supported in part by a Grant from AFOSR (FA9550-14-1-0328) with Dr. Douglas Smith as program manager, and by a Science without Borders scholarship from the Ministry of Education of Brazil (Capes Foundation - BEX 12966/13-4).

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

USGS Publications Warehouse

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

1988-01-01

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