Time-patterns of antibiotic exposure in poultry production--a Markov chains exploratory study of nature and consequences.

PubMed

Chauvin, C; Clement, C; Bruneau, M; Pommeret, D

2007-07-16

This article describes the use of Markov chains to explore the time-patterns of antimicrobial exposure in broiler poultry. The transition in antimicrobial exposure status (exposed/not exposed to an antimicrobial, with a distinction between exposures to the different antimicrobial classes) in extensive data collected in broiler chicken flocks from November 2003 onwards, was investigated. All Markov chains were first-order chains. Mortality rate, geographical location and slaughter semester were sources of heterogeneity between transition matrices. Transitions towards a 'no antimicrobial' exposure state were highly predominant, whatever the initial state. From a 'no antimicrobial' exposure state, the transition to beta-lactams was predominant among transitions to an antimicrobial exposure state. Transitions between antimicrobial classes were rare and variable. Switches between antimicrobial classes and repeats of a particular class were both observed. Application of Markov chains analysis to the database of the nation-wide antimicrobial resistance monitoring programme pointed out that transition probabilities between antimicrobial exposure states increased with the number of resistances in Escherichia coli strains.

Stochastic-shielding approximation of Markov chains and its application to efficiently simulate random ion-channel gating.

PubMed

Schmandt, Nicolaus T; Galán, Roberto F

2012-09-14

Markov chains provide realistic models of numerous stochastic processes in nature. We demonstrate that in any Markov chain, the change in occupation number in state A is correlated to the change in occupation number in state B if and only if A and B are directly connected. This implies that if we are only interested in state A, fluctuations in B may be replaced with their mean if state B is not directly connected to A, which shortens computing time considerably. We show the accuracy and efficacy of our approximation theoretically and in simulations of stochastic ion-channel gating in neurons.

Parallel Markov chain Monte Carlo - bridging the gap to high-performance Bayesian computation in animal breeding and genetics.

PubMed

Wu, Xiao-Lin; Sun, Chuanyu; Beissinger, Timothy M; Rosa, Guilherme Jm; Weigel, Kent A; Gatti, Natalia de Leon; Gianola, Daniel

2012-09-25

Most Bayesian models for the analysis of complex traits are not analytically tractable and inferences are based on computationally intensive techniques. This is true of Bayesian models for genome-enabled selection, which uses whole-genome molecular data to predict the genetic merit of candidate animals for breeding purposes. In this regard, parallel computing can overcome the bottlenecks that can arise from series computing. Hence, a major goal of the present study is to bridge the gap to high-performance Bayesian computation in the context of animal breeding and genetics. Parallel Monte Carlo Markov chain algorithms and strategies are described in the context of animal breeding and genetics. Parallel Monte Carlo algorithms are introduced as a starting point including their applications to computing single-parameter and certain multiple-parameter models. Then, two basic approaches for parallel Markov chain Monte Carlo are described: one aims at parallelization within a single chain; the other is based on running multiple chains, yet some variants are discussed as well. Features and strategies of the parallel Markov chain Monte Carlo are illustrated using real data, including a large beef cattle dataset with 50K SNP genotypes. Parallel Markov chain Monte Carlo algorithms are useful for computing complex Bayesian models, which does not only lead to a dramatic speedup in computing but can also be used to optimize model parameters in complex Bayesian models. Hence, we anticipate that use of parallel Markov chain Monte Carlo will have a profound impact on revolutionizing the computational tools for genomic selection programs.

Parallel Markov chain Monte Carlo - bridging the gap to high-performance Bayesian computation in animal breeding and genetics

PubMed Central

2012-01-01

Background Most Bayesian models for the analysis of complex traits are not analytically tractable and inferences are based on computationally intensive techniques. This is true of Bayesian models for genome-enabled selection, which uses whole-genome molecular data to predict the genetic merit of candidate animals for breeding purposes. In this regard, parallel computing can overcome the bottlenecks that can arise from series computing. Hence, a major goal of the present study is to bridge the gap to high-performance Bayesian computation in the context of animal breeding and genetics. Results Parallel Monte Carlo Markov chain algorithms and strategies are described in the context of animal breeding and genetics. Parallel Monte Carlo algorithms are introduced as a starting point including their applications to computing single-parameter and certain multiple-parameter models. Then, two basic approaches for parallel Markov chain Monte Carlo are described: one aims at parallelization within a single chain; the other is based on running multiple chains, yet some variants are discussed as well. Features and strategies of the parallel Markov chain Monte Carlo are illustrated using real data, including a large beef cattle dataset with 50K SNP genotypes. Conclusions Parallel Markov chain Monte Carlo algorithms are useful for computing complex Bayesian models, which does not only lead to a dramatic speedup in computing but can also be used to optimize model parameters in complex Bayesian models. Hence, we anticipate that use of parallel Markov chain Monte Carlo will have a profound impact on revolutionizing the computational tools for genomic selection programs. PMID:23009363

Density Control of Multi-Agent Systems with Safety Constraints: A Markov Chain Approach

NASA Astrophysics Data System (ADS)

Demirer, Nazli

The control of systems with autonomous mobile agents has been a point of interest recently, with many applications like surveillance, coverage, searching over an area with probabilistic target locations or exploring an area. In all of these applications, the main goal of the swarm is to distribute itself over an operational space to achieve mission objectives specified by the density of swarm. This research focuses on the problem of controlling the distribution of multi-agent systems considering a hierarchical control structure where the whole swarm coordination is achieved at the high-level and individual vehicle/agent control is managed at the low-level. High-level coordination algorithms uses macroscopic models that describes the collective behavior of the whole swarm and specify the agent motion commands, whose execution will lead to the desired swarm behavior. The low-level control laws execute the motion to follow these commands at the agent level. The main objective of this research is to develop high-level decision control policies and algorithms to achieve physically realizable commanding of the agents by imposing mission constraints on the distribution. We also make some connections with decentralized low-level motion control. This dissertation proposes a Markov chain based method to control the density distribution of the whole system where the implementation can be achieved in a decentralized manner with no communication between agents since establishing communication with large number of agents is highly challenging. The ultimate goal is to guide the overall density distribution of the system to a prescribed steady-state desired distribution while satisfying desired transition and safety constraints. Here, the desired distribution is determined based on the mission requirements, for example in the application of area search, the desired distribution should match closely with the probabilistic target locations. The proposed method is applicable for both systems with a single agent and systems with large number of agents due to the probabilistic nature, where the probability distribution of each agent's state evolves according to a finite-state and discrete-time Markov chain (MC). Hence, designing proper decision control policies requires numerically tractable solution methods for the synthesis of Markov chains. The synthesis problem has the form of a Linear Matrix Inequality Problem (LMI), with LMI formulation of the constraints. To this end, we propose convex necessary and sufficient conditions for safety constraints in Markov chains, which is a novel result in the Markov chain literature. In addition to LMI-based, offline, Markov matrix synthesis method, we also propose a QP-based, online, method to compute a time-varying Markov matrix based on the real-time density feedback. Both problems are convex optimization problems that can be solved in a reliable and tractable way, utilizing existing tools in the literature. A Low Earth Orbit (LEO) swarm simulations are presented to validate the effectiveness of the proposed algorithms. Another problem tackled as a part of this research is the generalization of the density control problem to autonomous mobile agents with two control modes: ON and OFF. Here, each mode consists of a (possibly overlapping) finite set of actions, that is, there exist a set of actions for the ON mode and another set for the OFF mode. We give formulation for a new Markov chain synthesis problem, with additional measurements for the state transitions, where a policy is designed to ensure desired safety and convergence properties for the underlying Markov chain.

Invited commentary: Lost in estimation--searching for alternatives to markov chains to fit complex Bayesian models.

PubMed

Molitor, John

2012-03-01

Bayesian methods have seen an increase in popularity in a wide variety of scientific fields, including epidemiology. One of the main reasons for their widespread application is the power of the Markov chain Monte Carlo (MCMC) techniques generally used to fit these models. As a result, researchers often implicitly associate Bayesian models with MCMC estimation procedures. However, Bayesian models do not always require Markov-chain-based methods for parameter estimation. This is important, as MCMC estimation methods, while generally quite powerful, are complex and computationally expensive and suffer from convergence problems related to the manner in which they generate correlated samples used to estimate probability distributions for parameters of interest. In this issue of the Journal, Cole et al. (Am J Epidemiol. 2012;175(5):368-375) present an interesting paper that discusses non-Markov-chain-based approaches to fitting Bayesian models. These methods, though limited, can overcome some of the problems associated with MCMC techniques and promise to provide simpler approaches to fitting Bayesian models. Applied researchers will find these estimation approaches intuitively appealing and will gain a deeper understanding of Bayesian models through their use. However, readers should be aware that other non-Markov-chain-based methods are currently in active development and have been widely published in other fields.

Bayesian clustering of DNA sequences using Markov chains and a stochastic partition model.

PubMed

Jääskinen, Väinö; Parkkinen, Ville; Cheng, Lu; Corander, Jukka

2014-02-01

In many biological applications it is necessary to cluster DNA sequences into groups that represent underlying organismal units, such as named species or genera. In metagenomics this grouping needs typically to be achieved on the basis of relatively short sequences which contain different types of errors, making the use of a statistical modeling approach desirable. Here we introduce a novel method for this purpose by developing a stochastic partition model that clusters Markov chains of a given order. The model is based on a Dirichlet process prior and we use conjugate priors for the Markov chain parameters which enables an analytical expression for comparing the marginal likelihoods of any two partitions. To find a good candidate for the posterior mode in the partition space, we use a hybrid computational approach which combines the EM-algorithm with a greedy search. This is demonstrated to be faster and yield highly accurate results compared to earlier suggested clustering methods for the metagenomics application. Our model is fairly generic and could also be used for clustering of other types of sequence data for which Markov chains provide a reasonable way to compress information, as illustrated by experiments on shotgun sequence type data from an Escherichia coli strain.

The distribution of genome shared identical by descent for a pair of full sibs by means of the continuous time Markov chain

NASA Astrophysics Data System (ADS)

Julie, Hongki; Pasaribu, Udjianna S.; Pancoro, Adi

2015-12-01

This paper will allow Markov Chain's application in genome shared identical by descent by two individual at full sibs model. The full sibs model was a continuous time Markov Chain with three state. In the full sibs model, we look for the cumulative distribution function of the number of sub segment which have 2 IBD haplotypes from a segment of the chromosome which the length is t Morgan and the cumulative distribution function of the number of sub segment which have at least 1 IBD haplotypes from a segment of the chromosome which the length is t Morgan. This cumulative distribution function will be developed by the moment generating function.

An 'adding' algorithm for the Markov chain formalism for radiation transfer

NASA Technical Reports Server (NTRS)

Esposito, L. W.

1979-01-01

An adding algorithm is presented, that extends the Markov chain method and considers a preceding calculation as a single state of a new Markov chain. This method takes advantage of the description of the radiation transport as a stochastic process. Successive application of this procedure makes calculation possible for any optical depth without increasing the size of the linear system used. It is determined that the time required for the algorithm is comparable to that for a doubling calculation for homogeneous atmospheres. For an inhomogeneous atmosphere the new method is considerably faster than the standard adding routine. It is concluded that the algorithm is efficient, accurate, and suitable for smaller computers in calculating the diffuse intensity scattered by an inhomogeneous planetary atmosphere.

A big-data model for multi-modal public transportation with application to macroscopic control and optimisation

NASA Astrophysics Data System (ADS)

Faizrahnemoon, Mahsa; Schlote, Arieh; Maggi, Lorenzo; Crisostomi, Emanuele; Shorten, Robert

2015-11-01

This paper describes a Markov-chain-based approach to modelling multi-modal transportation networks. An advantage of the model is the ability to accommodate complex dynamics and handle huge amounts of data. The transition matrix of the Markov chain is built and the model is validated using the data extracted from a traffic simulator. A realistic test-case using multi-modal data from the city of London is given to further support the ability of the proposed methodology to handle big quantities of data. Then, we use the Markov chain as a control tool to improve the overall efficiency of a transportation network, and some practical examples are described to illustrate the potentials of the approach.

Irreversible Local Markov Chains with Rapid Convergence towards Equilibrium.

PubMed

Kapfer, Sebastian C; Krauth, Werner

2017-12-15

We study the continuous one-dimensional hard-sphere model and present irreversible local Markov chains that mix on faster time scales than the reversible heat bath or Metropolis algorithms. The mixing time scales appear to fall into two distinct universality classes, both faster than for reversible local Markov chains. The event-chain algorithm, the infinitesimal limit of one of these Markov chains, belongs to the class presenting the fastest decay. For the lattice-gas limit of the hard-sphere model, reversible local Markov chains correspond to the symmetric simple exclusion process (SEP) with periodic boundary conditions. The two universality classes for irreversible Markov chains are realized by the totally asymmetric SEP (TASEP), and by a faster variant (lifted TASEP) that we propose here. We discuss how our irreversible hard-sphere Markov chains generalize to arbitrary repulsive pair interactions and carry over to higher dimensions through the concept of lifted Markov chains and the recently introduced factorized Metropolis acceptance rule.

Irreversible Local Markov Chains with Rapid Convergence towards Equilibrium

NASA Astrophysics Data System (ADS)

Kapfer, Sebastian C.; Krauth, Werner

2017-12-01

We study the continuous one-dimensional hard-sphere model and present irreversible local Markov chains that mix on faster time scales than the reversible heat bath or Metropolis algorithms. The mixing time scales appear to fall into two distinct universality classes, both faster than for reversible local Markov chains. The event-chain algorithm, the infinitesimal limit of one of these Markov chains, belongs to the class presenting the fastest decay. For the lattice-gas limit of the hard-sphere model, reversible local Markov chains correspond to the symmetric simple exclusion process (SEP) with periodic boundary conditions. The two universality classes for irreversible Markov chains are realized by the totally asymmetric SEP (TASEP), and by a faster variant (lifted TASEP) that we propose here. We discuss how our irreversible hard-sphere Markov chains generalize to arbitrary repulsive pair interactions and carry over to higher dimensions through the concept of lifted Markov chains and the recently introduced factorized Metropolis acceptance rule.

Markov chain aggregation and its applications to combinatorial reaction networks.

PubMed

Ganguly, Arnab; Petrov, Tatjana; Koeppl, Heinz

2014-09-01

We consider a continuous-time Markov chain (CTMC) whose state space is partitioned into aggregates, and each aggregate is assigned a probability measure. A sufficient condition for defining a CTMC over the aggregates is presented as a variant of weak lumpability, which also characterizes that the measure over the original process can be recovered from that of the aggregated one. We show how the applicability of de-aggregation depends on the initial distribution. The application section is devoted to illustrate how the developed theory aids in reducing CTMC models of biochemical systems particularly in connection to protein-protein interactions. We assume that the model is written by a biologist in form of site-graph-rewrite rules. Site-graph-rewrite rules compactly express that, often, only a local context of a protein (instead of a full molecular species) needs to be in a certain configuration in order to trigger a reaction event. This observation leads to suitable aggregate Markov chains with smaller state spaces, thereby providing sufficient reduction in computational complexity. This is further exemplified in two case studies: simple unbounded polymerization and early EGFR/insulin crosstalk.

Markov chains of infinite order and asymptotic satisfaction of balance: application to the adaptive integration method.

PubMed

Earl, David J; Deem, Michael W

2005-04-14

Adaptive Monte Carlo methods can be viewed as implementations of Markov chains with infinite memory. We derive a general condition for the convergence of a Monte Carlo method whose history dependence is contained within the simulated density distribution. In convergent cases, our result implies that the balance condition need only be satisfied asymptotically. As an example, we show that the adaptive integration method converges.

Markov Chain Ontology Analysis (MCOA)

PubMed Central

2012-01-01

Background Biomedical ontologies have become an increasingly critical lens through which researchers analyze the genomic, clinical and bibliographic data that fuels scientific research. Of particular relevance are methods, such as enrichment analysis, that quantify the importance of ontology classes relative to a collection of domain data. Current analytical techniques, however, remain limited in their ability to handle many important types of structural complexity encountered in real biological systems including class overlaps, continuously valued data, inter-instance relationships, non-hierarchical relationships between classes, semantic distance and sparse data. Results In this paper, we describe a methodology called Markov Chain Ontology Analysis (MCOA) and illustrate its use through a MCOA-based enrichment analysis application based on a generative model of gene activation. MCOA models the classes in an ontology, the instances from an associated dataset and all directional inter-class, class-to-instance and inter-instance relationships as a single finite ergodic Markov chain. The adjusted transition probability matrix for this Markov chain enables the calculation of eigenvector values that quantify the importance of each ontology class relative to other classes and the associated data set members. On both controlled Gene Ontology (GO) data sets created with Escherichia coli, Drosophila melanogaster and Homo sapiens annotations and real gene expression data extracted from the Gene Expression Omnibus (GEO), the MCOA enrichment analysis approach provides the best performance of comparable state-of-the-art methods. Conclusion A methodology based on Markov chain models and network analytic metrics can help detect the relevant signal within large, highly interdependent and noisy data sets and, for applications such as enrichment analysis, has been shown to generate superior performance on both real and simulated data relative to existing state-of-the-art approaches. PMID:22300537

Markov Chain Ontology Analysis (MCOA).

PubMed

Frost, H Robert; McCray, Alexa T

2012-02-03

Biomedical ontologies have become an increasingly critical lens through which researchers analyze the genomic, clinical and bibliographic data that fuels scientific research. Of particular relevance are methods, such as enrichment analysis, that quantify the importance of ontology classes relative to a collection of domain data. Current analytical techniques, however, remain limited in their ability to handle many important types of structural complexity encountered in real biological systems including class overlaps, continuously valued data, inter-instance relationships, non-hierarchical relationships between classes, semantic distance and sparse data. In this paper, we describe a methodology called Markov Chain Ontology Analysis (MCOA) and illustrate its use through a MCOA-based enrichment analysis application based on a generative model of gene activation. MCOA models the classes in an ontology, the instances from an associated dataset and all directional inter-class, class-to-instance and inter-instance relationships as a single finite ergodic Markov chain. The adjusted transition probability matrix for this Markov chain enables the calculation of eigenvector values that quantify the importance of each ontology class relative to other classes and the associated data set members. On both controlled Gene Ontology (GO) data sets created with Escherichia coli, Drosophila melanogaster and Homo sapiens annotations and real gene expression data extracted from the Gene Expression Omnibus (GEO), the MCOA enrichment analysis approach provides the best performance of comparable state-of-the-art methods. A methodology based on Markov chain models and network analytic metrics can help detect the relevant signal within large, highly interdependent and noisy data sets and, for applications such as enrichment analysis, has been shown to generate superior performance on both real and simulated data relative to existing state-of-the-art approaches.

Markov-modulated Markov chains and the covarion process of molecular evolution.

PubMed

Galtier, N; Jean-Marie, A

2004-01-01

The covarion (or site specific rate variation, SSRV) process of biological sequence evolution is a process by which the evolutionary rate of a nucleotide/amino acid/codon position can change in time. In this paper, we introduce time-continuous, space-discrete, Markov-modulated Markov chains as a model for representing SSRV processes, generalizing existing theory to any model of rate change. We propose a fast algorithm for diagonalizing the generator matrix of relevant Markov-modulated Markov processes. This algorithm makes phylogeny likelihood calculation tractable even for a large number of rate classes and a large number of states, so that SSRV models become applicable to amino acid or codon sequence datasets. Using this algorithm, we investigate the accuracy of the discrete approximation to the Gamma distribution of evolutionary rates, widely used in molecular phylogeny. We show that a relatively large number of classes is required to achieve accurate approximation of the exact likelihood when the number of analyzed sequences exceeds 20, both under the SSRV and among site rate variation (ASRV) models.

Space system operations and support cost analysis using Markov chains

NASA Technical Reports Server (NTRS)

Unal, Resit; Dean, Edwin B.; Moore, Arlene A.; Fairbairn, Robert E.

1990-01-01

This paper evaluates the use of Markov chain process in probabilistic life cycle cost analysis and suggests further uses of the process as a design aid tool. A methodology is developed for estimating operations and support cost and expected life for reusable space transportation systems. Application of the methodology is demonstrated for the case of a hypothetical space transportation vehicle. A sensitivity analysis is carried out to explore the effects of uncertainty in key model inputs.

Generalization bounds of ERM-based learning processes for continuous-time Markov chains.

PubMed

Zhang, Chao; Tao, Dacheng

2012-12-01

Many existing results on statistical learning theory are based on the assumption that samples are independently and identically distributed (i.i.d.). However, the assumption of i.i.d. samples is not suitable for practical application to problems in which samples are time dependent. In this paper, we are mainly concerned with the empirical risk minimization (ERM) based learning process for time-dependent samples drawn from a continuous-time Markov chain. This learning process covers many kinds of practical applications, e.g., the prediction for a time series and the estimation of channel state information. Thus, it is significant to study its theoretical properties including the generalization bound, the asymptotic convergence, and the rate of convergence. It is noteworthy that, since samples are time dependent in this learning process, the concerns of this paper cannot (at least straightforwardly) be addressed by existing methods developed under the sample i.i.d. assumption. We first develop a deviation inequality for a sequence of time-dependent samples drawn from a continuous-time Markov chain and present a symmetrization inequality for such a sequence. By using the resultant deviation inequality and symmetrization inequality, we then obtain the generalization bounds of the ERM-based learning process for time-dependent samples drawn from a continuous-time Markov chain. Finally, based on the resultant generalization bounds, we analyze the asymptotic convergence and the rate of convergence of the learning process.

On a Result for Finite Markov Chains

ERIC Educational Resources Information Center

Kulathinal, Sangita; Ghosh, Lagnojita

2006-01-01

In an undergraduate course on stochastic processes, Markov chains are discussed in great detail. Textbooks on stochastic processes provide interesting properties of finite Markov chains. This note discusses one such property regarding the number of steps in which a state is reachable or accessible from another state in a finite Markov chain with M…

Integration within the Felsenstein equation for improved Markov chain Monte Carlo methods in population genetics

PubMed Central

Hey, Jody; Nielsen, Rasmus

2007-01-01

In 1988, Felsenstein described a framework for assessing the likelihood of a genetic data set in which all of the possible genealogical histories of the data are considered, each in proportion to their probability. Although not analytically solvable, several approaches, including Markov chain Monte Carlo methods, have been developed to find approximate solutions. Here, we describe an approach in which Markov chain Monte Carlo simulations are used to integrate over the space of genealogies, whereas other parameters are integrated out analytically. The result is an approximation to the full joint posterior density of the model parameters. For many purposes, this function can be treated as a likelihood, thereby permitting likelihood-based analyses, including likelihood ratio tests of nested models. Several examples, including an application to the divergence of chimpanzee subspecies, are provided. PMID:17301231

Representing Lumped Markov Chains by Minimal Polynomials over Field GF(q)

NASA Astrophysics Data System (ADS)

Zakharov, V. M.; Shalagin, S. V.; Eminov, B. F.

2018-05-01

A method has been proposed to represent lumped Markov chains by minimal polynomials over a finite field. The accuracy of representing lumped stochastic matrices, the law of lumped Markov chains depends linearly on the minimum degree of polynomials over field GF(q). The method allows constructing the realizations of lumped Markov chains on linear shift registers with a pre-defined “linear complexity”.

LD-SPatt: large deviations statistics for patterns on Markov chains.

PubMed

Nuel, G

2004-01-01

Statistics on Markov chains are widely used for the study of patterns in biological sequences. Statistics on these models can be done through several approaches. Central limit theorem (CLT) producing Gaussian approximations are one of the most popular ones. Unfortunately, in order to find a pattern of interest, these methods have to deal with tail distribution events where CLT is especially bad. In this paper, we propose a new approach based on the large deviations theory to assess pattern statistics. We first recall theoretical results for empiric mean (level 1) as well as empiric distribution (level 2) large deviations on Markov chains. Then, we present the applications of these results focusing on numerical issues. LD-SPatt is the name of GPL software implementing these algorithms. We compare this approach to several existing ones in terms of complexity and reliability and show that the large deviations are more reliable than the Gaussian approximations in absolute values as well as in terms of ranking and are at least as reliable as compound Poisson approximations. We then finally discuss some further possible improvements and applications of this new method.

Honest Importance Sampling with Multiple Markov Chains

PubMed Central

Tan, Aixin; Doss, Hani; Hobert, James P.

2017-01-01

Importance sampling is a classical Monte Carlo technique in which a random sample from one probability density, π1, is used to estimate an expectation with respect to another, π. The importance sampling estimator is strongly consistent and, as long as two simple moment conditions are satisfied, it obeys a central limit theorem (CLT). Moreover, there is a simple consistent estimator for the asymptotic variance in the CLT, which makes for routine computation of standard errors. Importance sampling can also be used in the Markov chain Monte Carlo (MCMC) context. Indeed, if the random sample from π1 is replaced by a Harris ergodic Markov chain with invariant density π1, then the resulting estimator remains strongly consistent. There is a price to be paid however, as the computation of standard errors becomes more complicated. First, the two simple moment conditions that guarantee a CLT in the iid case are not enough in the MCMC context. Second, even when a CLT does hold, the asymptotic variance has a complex form and is difficult to estimate consistently. In this paper, we explain how to use regenerative simulation to overcome these problems. Actually, we consider a more general set up, where we assume that Markov chain samples from several probability densities, π1, …, πk, are available. We construct multiple-chain importance sampling estimators for which we obtain a CLT based on regeneration. We show that if the Markov chains converge to their respective target distributions at a geometric rate, then under moment conditions similar to those required in the iid case, the MCMC-based importance sampling estimator obeys a CLT. Furthermore, because the CLT is based on a regenerative process, there is a simple consistent estimator of the asymptotic variance. We illustrate the method with two applications in Bayesian sensitivity analysis. The first concerns one-way random effects models under different priors. The second involves Bayesian variable selection in linear regression, and for this application, importance sampling based on multiple chains enables an empirical Bayes approach to variable selection. PMID:28701855

Honest Importance Sampling with Multiple Markov Chains.

PubMed

Tan, Aixin; Doss, Hani; Hobert, James P

2015-01-01

Importance sampling is a classical Monte Carlo technique in which a random sample from one probability density, π 1 , is used to estimate an expectation with respect to another, π . The importance sampling estimator is strongly consistent and, as long as two simple moment conditions are satisfied, it obeys a central limit theorem (CLT). Moreover, there is a simple consistent estimator for the asymptotic variance in the CLT, which makes for routine computation of standard errors. Importance sampling can also be used in the Markov chain Monte Carlo (MCMC) context. Indeed, if the random sample from π 1 is replaced by a Harris ergodic Markov chain with invariant density π 1 , then the resulting estimator remains strongly consistent. There is a price to be paid however, as the computation of standard errors becomes more complicated. First, the two simple moment conditions that guarantee a CLT in the iid case are not enough in the MCMC context. Second, even when a CLT does hold, the asymptotic variance has a complex form and is difficult to estimate consistently. In this paper, we explain how to use regenerative simulation to overcome these problems. Actually, we consider a more general set up, where we assume that Markov chain samples from several probability densities, π 1 , …, π k , are available. We construct multiple-chain importance sampling estimators for which we obtain a CLT based on regeneration. We show that if the Markov chains converge to their respective target distributions at a geometric rate, then under moment conditions similar to those required in the iid case, the MCMC-based importance sampling estimator obeys a CLT. Furthermore, because the CLT is based on a regenerative process, there is a simple consistent estimator of the asymptotic variance. We illustrate the method with two applications in Bayesian sensitivity analysis. The first concerns one-way random effects models under different priors. The second involves Bayesian variable selection in linear regression, and for this application, importance sampling based on multiple chains enables an empirical Bayes approach to variable selection.

Extreme event statistics in a drifting Markov chain

NASA Astrophysics Data System (ADS)

Kindermann, Farina; Hohmann, Michael; Lausch, Tobias; Mayer, Daniel; Schmidt, Felix; Widera, Artur

2017-07-01

We analyze extreme event statistics of experimentally realized Markov chains with various drifts. Our Markov chains are individual trajectories of a single atom diffusing in a one-dimensional periodic potential. Based on more than 500 individual atomic traces we verify the applicability of the Sparre Andersen theorem to our system despite the presence of a drift. We present detailed analysis of four different rare-event statistics for our system: the distributions of extreme values, of record values, of extreme value occurrence in the chain, and of the number of records in the chain. We observe that, for our data, the shape of the extreme event distributions is dominated by the underlying exponential distance distribution extracted from the atomic traces. Furthermore, we find that even small drifts influence the statistics of extreme events and record values, which is supported by numerical simulations, and we identify cases in which the drift can be determined without information about the underlying random variable distributions. Our results facilitate the use of extreme event statistics as a signal for small drifts in correlated trajectories.

Probability distributions for Markov chain based quantum walks

NASA Astrophysics Data System (ADS)

Balu, Radhakrishnan; Liu, Chaobin; Venegas-Andraca, Salvador E.

2018-01-01

We analyze the probability distributions of the quantum walks induced from Markov chains by Szegedy (2004). The first part of this paper is devoted to the quantum walks induced from finite state Markov chains. It is shown that the probability distribution on the states of the underlying Markov chain is always convergent in the Cesaro sense. In particular, we deduce that the limiting distribution is uniform if the transition matrix is symmetric. In the case of a non-symmetric Markov chain, we exemplify that the limiting distribution of the quantum walk is not necessarily identical with the stationary distribution of the underlying irreducible Markov chain. The Szegedy scheme can be extended to infinite state Markov chains (random walks). In the second part, we formulate the quantum walk induced from a lazy random walk on the line. We then obtain the weak limit of the quantum walk. It is noted that the current quantum walk appears to spread faster than its counterpart-quantum walk on the line driven by the Grover coin discussed in literature. The paper closes with an outlook on possible future directions.

Regenerative Simulation of Harris Recurrent Markov Chains.

DTIC Science & Technology

1982-07-01

Sutijle) S. TYPE OF REPORT A PERIOD COVERED REGENERATIVE SIMULATION OF HARRIS RECURRENT Technical Report MARKOV CHAINS 14. PERFORMING ORG. REPORT NUMBER...7 AD-Ag 251 STANFORD UNIV CA DEPT OF OPERATIONS RESEARCH /s i2/ REGENERATIVE SIMULATION OF HARRIS RECURRENT MARKOV CHAINS,(U) JUL 82 P W GLYNN N0001...76-C-0578 UNtLASSIFIED TR-62 NL EhhhIhEEEEEEI EEEEEIIIIIII REGENERATIVE SIMULATION OF HARRIS RECURRENT MARKOV CHAINS by Peter W. Glynn TECHNICAL

Discrete time Markov chains (DTMC) susceptible infected susceptible (SIS) epidemic model with two pathogens in two patches

NASA Astrophysics Data System (ADS)

Lismawati, Eka; Respatiwulan; Widyaningsih, Purnami

2017-06-01

The SIS epidemic model describes the pattern of disease spread with characteristics that recovered individuals can be infected more than once. The number of susceptible and infected individuals every time follows the discrete time Markov process. It can be represented by the discrete time Markov chains (DTMC) SIS. The DTMC SIS epidemic model can be developed for two pathogens in two patches. The aims of this paper are to reconstruct and to apply the DTMC SIS epidemic model with two pathogens in two patches. The model was presented as transition probabilities. The application of the model obtain that the number of susceptible individuals decreases while the number of infected individuals increases for each pathogen in each patch.

Metis: A Pure Metropolis Markov Chain Monte Carlo Bayesian Inference Library

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

Bates, Cameron Russell; Mckigney, Edward Allen

The use of Bayesian inference in data analysis has become the standard for large scienti c experiments [1, 2]. The Monte Carlo Codes Group(XCP-3) at Los Alamos has developed a simple set of algorithms currently implemented in C++ and Python to easily perform at-prior Markov Chain Monte Carlo Bayesian inference with pure Metropolis sampling. These implementations are designed to be user friendly and extensible for customization based on speci c application requirements. This document describes the algorithmic choices made and presents two use cases.

Markov chains: computing limit existence and approximations with DNA.

PubMed

Cardona, M; Colomer, M A; Conde, J; Miret, J M; Miró, J; Zaragoza, A

2005-09-01

We present two algorithms to perform computations over Markov chains. The first one determines whether the sequence of powers of the transition matrix of a Markov chain converges or not to a limit matrix. If it does converge, the second algorithm enables us to estimate this limit. The combination of these algorithms allows the computation of a limit using DNA computing. In this sense, we have encoded the states and the transition probabilities using strands of DNA for generating paths of the Markov chain.

Temperature scaling method for Markov chains.

PubMed

Crosby, Lonnie D; Windus, Theresa L

2009-01-22

The use of ab initio potentials in Monte Carlo simulations aimed at investigating the nucleation kinetics of water clusters is complicated by the computational expense of the potential energy determinations. Furthermore, the common desire to investigate the temperature dependence of kinetic properties leads to an urgent need to reduce the expense of performing simulations at many different temperatures. A method is detailed that allows a Markov chain (obtained via Monte Carlo) at one temperature to be scaled to other temperatures of interest without the need to perform additional large simulations. This Markov chain temperature-scaling (TeS) can be generally applied to simulations geared for numerous applications. This paper shows the quality of results which can be obtained by TeS and the possible quantities which may be extracted from scaled Markov chains. Results are obtained for a 1-D analytical potential for which the exact solutions are known. Also, this method is applied to water clusters consisting of between 2 and 5 monomers, using Dynamical Nucleation Theory to determine the evaporation rate constant for monomer loss. Although ab initio potentials are not utilized in this paper, the benefit of this method is made apparent by using the Dang-Chang polarizable classical potential for water to obtain statistical properties at various temperatures.

Markov switching multinomial logit model: An application to accident-injury severities.

PubMed

Malyshkina, Nataliya V; Mannering, Fred L

2009-07-01

In this study, two-state Markov switching multinomial logit models are proposed for statistical modeling of accident-injury severities. These models assume Markov switching over time between two unobserved states of roadway safety as a means of accounting for potential unobserved heterogeneity. The states are distinct in the sense that in different states accident-severity outcomes are generated by separate multinomial logit processes. To demonstrate the applicability of the approach, two-state Markov switching multinomial logit models are estimated for severity outcomes of accidents occurring on Indiana roads over a four-year time period. Bayesian inference methods and Markov Chain Monte Carlo (MCMC) simulations are used for model estimation. The estimated Markov switching models result in a superior statistical fit relative to the standard (single-state) multinomial logit models for a number of roadway classes and accident types. It is found that the more frequent state of roadway safety is correlated with better weather conditions and that the less frequent state is correlated with adverse weather conditions.

Phasic Triplet Markov Chains.

PubMed

El Yazid Boudaren, Mohamed; Monfrini, Emmanuel; Pieczynski, Wojciech; Aïssani, Amar

2014-11-01

Hidden Markov chains have been shown to be inadequate for data modeling under some complex conditions. In this work, we address the problem of statistical modeling of phenomena involving two heterogeneous system states. Such phenomena may arise in biology or communications, among other fields. Namely, we consider that a sequence of meaningful words is to be searched within a whole observation that also contains arbitrary one-by-one symbols. Moreover, a word may be interrupted at some site to be carried on later. Applying plain hidden Markov chains to such data, while ignoring their specificity, yields unsatisfactory results. The Phasic triplet Markov chain, proposed in this paper, overcomes this difficulty by means of an auxiliary underlying process in accordance with the triplet Markov chains theory. Related Bayesian restoration techniques and parameters estimation procedures according to the new model are then described. Finally, to assess the performance of the proposed model against the conventional hidden Markov chain model, experiments are conducted on synthetic and real data.

Analysing grouping of nucleotides in DNA sequences using lumped processes constructed from Markov chains.

PubMed

Guédon, Yann; d'Aubenton-Carafa, Yves; Thermes, Claude

2006-03-01

The most commonly used models for analysing local dependencies in DNA sequences are (high-order) Markov chains. Incorporating knowledge relative to the possible grouping of the nucleotides enables to define dedicated sub-classes of Markov chains. The problem of formulating lumpability hypotheses for a Markov chain is therefore addressed. In the classical approach to lumpability, this problem can be formulated as the determination of an appropriate state space (smaller than the original state space) such that the lumped chain defined on this state space retains the Markov property. We propose a different perspective on lumpability where the state space is fixed and the partitioning of this state space is represented by a one-to-many probabilistic function within a two-level stochastic process. Three nested classes of lumped processes can be defined in this way as sub-classes of first-order Markov chains. These lumped processes enable parsimonious reparameterizations of Markov chains that help to reveal relevant partitions of the state space. Characterizations of the lumped processes on the original transition probability matrix are derived. Different model selection methods relying either on hypothesis testing or on penalized log-likelihood criteria are presented as well as extensions to lumped processes constructed from high-order Markov chains. The relevance of the proposed approach to lumpability is illustrated by the analysis of DNA sequences. In particular, the use of lumped processes enables to highlight differences between intronic sequences and gene untranslated region sequences.

An Overview of Markov Chain Methods for the Study of Stage-Sequential Developmental Processes

ERIC Educational Resources Information Center

Kapland, David

2008-01-01

This article presents an overview of quantitative methodologies for the study of stage-sequential development based on extensions of Markov chain modeling. Four methods are presented that exemplify the flexibility of this approach: the manifest Markov model, the latent Markov model, latent transition analysis, and the mixture latent Markov model.…

Using Games to Teach Markov Chains

ERIC Educational Resources Information Center

Johnson, Roger W.

2003-01-01

Games are promoted as examples for classroom discussion of stationary Markov chains. In a game context Markov chain terminology and results are made concrete, interesting, and entertaining. Game length for several-player games such as "Hi Ho! Cherry-O" and "Chutes and Ladders" is investigated and new, simple formulas are given. Slight…

Sampling rare fluctuations of discrete-time Markov chains

NASA Astrophysics Data System (ADS)

Whitelam, Stephen

2018-03-01

We describe a simple method that can be used to sample the rare fluctuations of discrete-time Markov chains. We focus on the case of Markov chains with well-defined steady-state measures, and derive expressions for the large-deviation rate functions (and upper bounds on such functions) for dynamical quantities extensive in the length of the Markov chain. We illustrate the method using a series of simple examples, and use it to study the fluctuations of a lattice-based model of active matter that can undergo motility-induced phase separation.

Sampling rare fluctuations of discrete-time Markov chains.

PubMed

Whitelam, Stephen

2018-03-01

We describe a simple method that can be used to sample the rare fluctuations of discrete-time Markov chains. We focus on the case of Markov chains with well-defined steady-state measures, and derive expressions for the large-deviation rate functions (and upper bounds on such functions) for dynamical quantities extensive in the length of the Markov chain. We illustrate the method using a series of simple examples, and use it to study the fluctuations of a lattice-based model of active matter that can undergo motility-induced phase separation.

Enhancement of Markov chain model by integrating exponential smoothing: A case study on Muslims marriage and divorce

NASA Astrophysics Data System (ADS)

Jamaluddin, Fadhilah; Rahim, Rahela Abdul

2015-12-01

Markov Chain has been introduced since the 1913 for the purpose of studying the flow of data for a consecutive number of years of the data and also forecasting. The important feature in Markov Chain is obtaining the accurate Transition Probability Matrix (TPM). However to obtain the suitable TPM is hard especially in involving long-term modeling due to unavailability of data. This paper aims to enhance the classical Markov Chain by introducing Exponential Smoothing technique in developing the appropriate TPM.

Copula-based prediction of economic movements

NASA Astrophysics Data System (ADS)

García, J. E.; González-López, V. A.; Hirsh, I. D.

2016-06-01

In this paper we model the discretized returns of two paired time series BM&FBOVESPA Dividend Index and BM&FBOVESPA Public Utilities Index using multivariate Markov models. The discretization corresponds to three categories, high losses, high profits and the complementary periods of the series. In technical terms, the maximal memory that can be considered for a Markov model, can be derived from the size of the alphabet and dataset. The number of parameters needed to specify a discrete multivariate Markov chain grows exponentially with the order and dimension of the chain. In this case the size of the database is not large enough for a consistent estimation of the model. We apply a strategy to estimate a multivariate process with an order greater than the order achieved using standard procedures. The new strategy consist on obtaining a partition of the state space which is constructed from a combination, of the partitions corresponding to the two marginal processes and the partition corresponding to the multivariate Markov chain. In order to estimate the transition probabilities, all the partitions are linked using a copula. In our application this strategy provides a significant improvement in the movement predictions.

Detecting memory and structure in human navigation patterns using Markov chain models of varying order.

PubMed

Singer, Philipp; Helic, Denis; Taraghi, Behnam; Strohmaier, Markus

2014-01-01

One of the most frequently used models for understanding human navigation on the Web is the Markov chain model, where Web pages are represented as states and hyperlinks as probabilities of navigating from one page to another. Predominantly, human navigation on the Web has been thought to satisfy the memoryless Markov property stating that the next page a user visits only depends on her current page and not on previously visited ones. This idea has found its way in numerous applications such as Google's PageRank algorithm and others. Recently, new studies suggested that human navigation may better be modeled using higher order Markov chain models, i.e., the next page depends on a longer history of past clicks. Yet, this finding is preliminary and does not account for the higher complexity of higher order Markov chain models which is why the memoryless model is still widely used. In this work we thoroughly present a diverse array of advanced inference methods for determining the appropriate Markov chain order. We highlight strengths and weaknesses of each method and apply them for investigating memory and structure of human navigation on the Web. Our experiments reveal that the complexity of higher order models grows faster than their utility, and thus we confirm that the memoryless model represents a quite practical model for human navigation on a page level. However, when we expand our analysis to a topical level, where we abstract away from specific page transitions to transitions between topics, we find that the memoryless assumption is violated and specific regularities can be observed. We report results from experiments with two types of navigational datasets (goal-oriented vs. free form) and observe interesting structural differences that make a strong argument for more contextual studies of human navigation in future work.

Detecting Memory and Structure in Human Navigation Patterns Using Markov Chain Models of Varying Order

PubMed Central

Singer, Philipp; Helic, Denis; Taraghi, Behnam; Strohmaier, Markus

2014-01-01

One of the most frequently used models for understanding human navigation on the Web is the Markov chain model, where Web pages are represented as states and hyperlinks as probabilities of navigating from one page to another. Predominantly, human navigation on the Web has been thought to satisfy the memoryless Markov property stating that the next page a user visits only depends on her current page and not on previously visited ones. This idea has found its way in numerous applications such as Google's PageRank algorithm and others. Recently, new studies suggested that human navigation may better be modeled using higher order Markov chain models, i.e., the next page depends on a longer history of past clicks. Yet, this finding is preliminary and does not account for the higher complexity of higher order Markov chain models which is why the memoryless model is still widely used. In this work we thoroughly present a diverse array of advanced inference methods for determining the appropriate Markov chain order. We highlight strengths and weaknesses of each method and apply them for investigating memory and structure of human navigation on the Web. Our experiments reveal that the complexity of higher order models grows faster than their utility, and thus we confirm that the memoryless model represents a quite practical model for human navigation on a page level. However, when we expand our analysis to a topical level, where we abstract away from specific page transitions to transitions between topics, we find that the memoryless assumption is violated and specific regularities can be observed. We report results from experiments with two types of navigational datasets (goal-oriented vs. free form) and observe interesting structural differences that make a strong argument for more contextual studies of human navigation in future work. PMID:25013937

An open Markov chain scheme model for a credit consumption portfolio fed by ARIMA and SARMA processes

NASA Astrophysics Data System (ADS)

Esquível, Manuel L.; Fernandes, José Moniz; Guerreiro, Gracinda R.

2016-06-01

We introduce a schematic formalism for the time evolution of a random population entering some set of classes and such that each member of the population evolves among these classes according to a scheme based on a Markov chain model. We consider that the flow of incoming members is modeled by a time series and we detail the time series structure of the elements in each of the classes. We present a practical application to data from a credit portfolio of a Cape Verdian bank; after modeling the entering population in two different ways - namely as an ARIMA process and as a deterministic sigmoid type trend plus a SARMA process for the residues - we simulate the behavior of the population and compare the results. We get that the second method is more accurate in describing the behavior of the populations when compared to the observed values in a direct simulation of the Markov chain.

Modeling long correlation times using additive binary Markov chains: Applications to wind generation time series.

PubMed

Weber, Juliane; Zachow, Christopher; Witthaut, Dirk

2018-03-01

Wind power generation exhibits a strong temporal variability, which is crucial for system integration in highly renewable power systems. Different methods exist to simulate wind power generation but they often cannot represent the crucial temporal fluctuations properly. We apply the concept of additive binary Markov chains to model a wind generation time series consisting of two states: periods of high and low wind generation. The only input parameter for this model is the empirical autocorrelation function. The two-state model is readily extended to stochastically reproduce the actual generation per period. To evaluate the additive binary Markov chain method, we introduce a coarse model of the electric power system to derive backup and storage needs. We find that the temporal correlations of wind power generation, the backup need as a function of the storage capacity, and the resting time distribution of high and low wind events for different shares of wind generation can be reconstructed.

Modeling long correlation times using additive binary Markov chains: Applications to wind generation time series

NASA Astrophysics Data System (ADS)

Weber, Juliane; Zachow, Christopher; Witthaut, Dirk

2018-03-01

Wind power generation exhibits a strong temporal variability, which is crucial for system integration in highly renewable power systems. Different methods exist to simulate wind power generation but they often cannot represent the crucial temporal fluctuations properly. We apply the concept of additive binary Markov chains to model a wind generation time series consisting of two states: periods of high and low wind generation. The only input parameter for this model is the empirical autocorrelation function. The two-state model is readily extended to stochastically reproduce the actual generation per period. To evaluate the additive binary Markov chain method, we introduce a coarse model of the electric power system to derive backup and storage needs. We find that the temporal correlations of wind power generation, the backup need as a function of the storage capacity, and the resting time distribution of high and low wind events for different shares of wind generation can be reconstructed.

Surface Connectivity and Interocean Exchanges From Drifter-Based Transition Matrices

NASA Astrophysics Data System (ADS)

McAdam, Ronan; van Sebille, Erik

2018-01-01

Global surface transport in the ocean can be represented by using the observed trajectories of drifters to calculate probability distribution functions. The oceanographic applications of the Markov Chain approach to modeling include tracking of floating debris and water masses, globally and on yearly-to-centennial time scales. Here we analyze the error inherent with mapping trajectories onto a grid and the consequences for ocean transport modeling and detection of accumulation structures. A sensitivity analysis of Markov Chain parameters is performed in an idealized Stommel gyre and western boundary current as well as with observed ocean drifters, complementing previous studies on widespread floating debris accumulation. Focusing on two key areas of interocean exchange—the Agulhas system and the North Atlantic intergyre transport barrier—we assess the capacity of the Markov Chain methodology to detect surface connectivity and dynamic transport barriers. Finally, we extend the methodology's functionality to separate the geostrophic and nongeostrophic contributions to interocean exchange in these key regions.

Statistical Analysis of Notational AFL Data Using Continuous Time Markov Chains

PubMed Central

Meyer, Denny; Forbes, Don; Clarke, Stephen R.

2006-01-01

Animal biologists commonly use continuous time Markov chain models to describe patterns of animal behaviour. In this paper we consider the use of these models for describing AFL football. In particular we test the assumptions for continuous time Markov chain models (CTMCs), with time, distance and speed values associated with each transition. Using a simple event categorisation it is found that a semi-Markov chain model is appropriate for this data. This validates the use of Markov Chains for future studies in which the outcomes of AFL matches are simulated. Key Points A comparison of four AFL matches suggests similarity in terms of transition probabilities for events and the mean times, distances and speeds associated with each transition. The Markov assumption appears to be valid. However, the speed, time and distance distributions associated with each transition are not exponential suggesting that semi-Markov model can be used to model and simulate play. Team identified events and directions associated with transitions are required to develop the model into a tool for the prediction of match outcomes. PMID:24357946

Statistical Analysis of Notational AFL Data Using Continuous Time Markov Chains.

PubMed

Meyer, Denny; Forbes, Don; Clarke, Stephen R

2006-01-01

Animal biologists commonly use continuous time Markov chain models to describe patterns of animal behaviour. In this paper we consider the use of these models for describing AFL football. In particular we test the assumptions for continuous time Markov chain models (CTMCs), with time, distance and speed values associated with each transition. Using a simple event categorisation it is found that a semi-Markov chain model is appropriate for this data. This validates the use of Markov Chains for future studies in which the outcomes of AFL matches are simulated. Key PointsA comparison of four AFL matches suggests similarity in terms of transition probabilities for events and the mean times, distances and speeds associated with each transition.The Markov assumption appears to be valid.However, the speed, time and distance distributions associated with each transition are not exponential suggesting that semi-Markov model can be used to model and simulate play.Team identified events and directions associated with transitions are required to develop the model into a tool for the prediction of match outcomes.

Fast-slow asymptotics for a Markov chain model of fast sodium current

NASA Astrophysics Data System (ADS)

Starý, Tomáš; Biktashev, Vadim N.

2017-09-01

We explore the feasibility of using fast-slow asymptotics to eliminate the computational stiffness of discrete-state, continuous-time deterministic Markov chain models of ionic channels underlying cardiac excitability. We focus on a Markov chain model of fast sodium current, and investigate its asymptotic behaviour with respect to small parameters identified in different ways.

Modelisation de l'historique d'operation de groupes turbine-alternateur

NASA Astrophysics Data System (ADS)

Szczota, Mickael

Because of their ageing fleet, the utility managers are increasingly in needs of tools that can help them to plan efficiently maintenance operations. Hydro-Quebec started a project that aim to foresee the degradation of their hydroelectric runner, and use that information to classify the generating unit. That classification will help to know which generating unit is more at risk to undergo a major failure. Cracks linked to the fatigue phenomenon are a predominant degradation mode and the loading sequences applied to the runner is a parameter impacting the crack growth. So, the aim of this memoir is to create a generator able to generate synthetic loading sequences that are statistically equivalent to the observed history. Those simulated sequences will be used as input in a life assessment model. At first, we describe how the generating units are operated by Hydro-Quebec and analyse the available data, the analysis shows that the data are non-stationnary. Then, we review modelisation and validation methods. In the following chapter a particular attention is given to a precise description of the validation and comparison procedure. Then, we present the comparison of three kind of model : Discrete Time Markov Chains, Discrete Time Semi-Markov Chains and the Moving Block Bootstrap. For the first two models, we describe how to take account for the non-stationnarity. Finally, we show that the Markov Chain is not adapted for our case, and that the Semi-Markov chains are better when they include the non-stationnarity. The final choice between Semi-Markov Chains and the Moving Block Bootstrap depends of the user. But, with a long term vision we recommend the use of Semi-Markov chains for their flexibility. Keywords: Stochastic models, Models validation, Reliability, Semi-Markov Chains, Markov Chains, Bootstrap

Saccade selection when reward probability is dynamically manipulated using Markov chains

PubMed Central

Lovejoy, Lee P.; Krauzlis, Richard J.

2012-01-01

Markov chains (stochastic processes where probabilities are assigned based on the previous outcome) are commonly used to examine the transitions between behavioral states, such as those that occur during foraging or social interactions. However, relatively little is known about how well primates can incorporate knowledge about Markov chains into their behavior. Saccadic eye movements are an example of a simple behavior influenced by information about probability, and thus are good candidates for testing whether subjects can learn Markov chains. In addition, when investigating the influence of probability on saccade target selection, the use of Markov chains could provide an alternative method that avoids confounds present in other task designs. To investigate these possibilities, we evaluated human behavior on a task in which stimulus reward probabilities were assigned using a Markov chain. On each trial, the subject selected one of four identical stimuli by saccade; after selection, feedback indicated the rewarded stimulus. Each session consisted of 200–600 trials, and on some sessions, the reward magnitude varied. On sessions with a uniform reward, subjects (n = 6) learned to select stimuli at a frequency close to reward probability, which is similar to human behavior on matching or probability classification tasks. When informed that a Markov chain assigned reward probabilities, subjects (n = 3) learned to select the greatest reward probability more often, bringing them close to behavior that maximizes reward. On sessions where reward magnitude varied across stimuli, subjects (n = 6) demonstrated preferences for both greater reward probability and greater reward magnitude, resulting in a preference for greater expected value (the product of reward probability and magnitude). These results demonstrate that Markov chains can be used to dynamically assign probabilities that are rapidly exploited by human subjects during saccade target selection. PMID:18330552

Saccade selection when reward probability is dynamically manipulated using Markov chains.

PubMed

Nummela, Samuel U; Lovejoy, Lee P; Krauzlis, Richard J

2008-05-01

Markov chains (stochastic processes where probabilities are assigned based on the previous outcome) are commonly used to examine the transitions between behavioral states, such as those that occur during foraging or social interactions. However, relatively little is known about how well primates can incorporate knowledge about Markov chains into their behavior. Saccadic eye movements are an example of a simple behavior influenced by information about probability, and thus are good candidates for testing whether subjects can learn Markov chains. In addition, when investigating the influence of probability on saccade target selection, the use of Markov chains could provide an alternative method that avoids confounds present in other task designs. To investigate these possibilities, we evaluated human behavior on a task in which stimulus reward probabilities were assigned using a Markov chain. On each trial, the subject selected one of four identical stimuli by saccade; after selection, feedback indicated the rewarded stimulus. Each session consisted of 200-600 trials, and on some sessions, the reward magnitude varied. On sessions with a uniform reward, subjects (n = 6) learned to select stimuli at a frequency close to reward probability, which is similar to human behavior on matching or probability classification tasks. When informed that a Markov chain assigned reward probabilities, subjects (n = 3) learned to select the greatest reward probability more often, bringing them close to behavior that maximizes reward. On sessions where reward magnitude varied across stimuli, subjects (n = 6) demonstrated preferences for both greater reward probability and greater reward magnitude, resulting in a preference for greater expected value (the product of reward probability and magnitude). These results demonstrate that Markov chains can be used to dynamically assign probabilities that are rapidly exploited by human subjects during saccade target selection.

Significance testing of clinical data using virus dynamics models with a Markov chain Monte Carlo method: application to emergence of lamivudine-resistant hepatitis B virus.

PubMed Central

Burroughs, N J; Pillay, D; Mutimer, D

1999-01-01

Bayesian analysis using a virus dynamics model is demonstrated to facilitate hypothesis testing of patterns in clinical time-series. Our Markov chain Monte Carlo implementation demonstrates that the viraemia time-series observed in two sets of hepatitis B patients on antiviral (lamivudine) therapy, chronic carriers and liver transplant patients, are significantly different, overcoming clinical trial design differences that question the validity of non-parametric tests. We show that lamivudine-resistant mutants grow faster in transplant patients than in chronic carriers, which probably explains the differences in emergence times and failure rates between these two sets of patients. Incorporation of dynamic models into Bayesian parameter analysis is of general applicability in medical statistics. PMID:10643081

Under-reported data analysis with INAR-hidden Markov chains.

PubMed

Fernández-Fontelo, Amanda; Cabaña, Alejandra; Puig, Pedro; Moriña, David

2016-11-20

In this work, we deal with correlated under-reported data through INAR(1)-hidden Markov chain models. These models are very flexible and can be identified through its autocorrelation function, which has a very simple form. A naïve method of parameter estimation is proposed, jointly with the maximum likelihood method based on a revised version of the forward algorithm. The most-probable unobserved time series is reconstructed by means of the Viterbi algorithm. Several examples of application in the field of public health are discussed illustrating the utility of the models. Copyright © 2016 John Wiley & Sons, Ltd. Copyright © 2016 John Wiley & Sons, Ltd.

Theory and Applications of Weakly Interacting Markov Processes

DTIC Science & Technology

2018-02-03

Moderate deviation principles for stochastic dynamical systems. Boston University, Math Colloquium, March 27, 2015. • Moderate Deviation Principles for...Markov chain approximation method. Submitted. [8] E. Bayraktar and M. Ludkovski. Optimal trade execution in illiquid markets. Math . Finance, 21(4):681...701, 2011. [9] E. Bayraktar and M. Ludkovski. Liquidation in limit order books with controlled intensity. Math . Finance, 24(4):627–650, 2014. [10] P.D

The spectral method and the central limit theorem for general Markov chains

NASA Astrophysics Data System (ADS)

Nagaev, S. V.

2017-12-01

We consider Markov chains with an arbitrary phase space and develop a modification of the spectral method that enables us to prove the central limit theorem (CLT) for non-uniformly ergodic Markov chains. The conditions imposed on the transition function are more general than those by Athreya-Ney and Nummelin. Our proof of the CLT is purely analytical.

Zipf exponent of trajectory distribution in the hidden Markov model

NASA Astrophysics Data System (ADS)

Bochkarev, V. V.; Lerner, E. Yu

2014-03-01

This paper is the first step of generalization of the previously obtained full classification of the asymptotic behavior of the probability for Markov chain trajectories for the case of hidden Markov models. The main goal is to study the power (Zipf) and nonpower asymptotics of the frequency list of trajectories of hidden Markov frequencys and to obtain explicit formulae for the exponent of the power asymptotics. We consider several simple classes of hidden Markov models. We prove that the asymptotics for a hidden Markov model and for the corresponding Markov chain can be essentially different.

Radiative transfer calculated from a Markov chain formalism

NASA Technical Reports Server (NTRS)

Esposito, L. W.; House, L. L.

1978-01-01

The theory of Markov chains is used to formulate the radiative transport problem in a general way by modeling the successive interactions of a photon as a stochastic process. Under the minimal requirement that the stochastic process is a Markov chain, the determination of the diffuse reflection or transmission from a scattering atmosphere is equivalent to the solution of a system of linear equations. This treatment is mathematically equivalent to, and thus has many of the advantages of, Monte Carlo methods, but can be considerably more rapid than Monte Carlo algorithms for numerical calculations in particular applications. We have verified the speed and accuracy of this formalism for the standard problem of finding the intensity of scattered light from a homogeneous plane-parallel atmosphere with an arbitrary phase function for scattering. Accurate results over a wide range of parameters were obtained with computation times comparable to those of a standard 'doubling' routine. The generality of this formalism thus allows fast, direct solutions to problems that were previously soluble only by Monte Carlo methods. Some comparisons are made with respect to integral equation methods.

Block-accelerated aggregation multigrid for Markov chains with application to PageRank problems

NASA Astrophysics Data System (ADS)

Shen, Zhao-Li; Huang, Ting-Zhu; Carpentieri, Bruno; Wen, Chun; Gu, Xian-Ming

2018-06-01

Recently, the adaptive algebraic aggregation multigrid method has been proposed for computing stationary distributions of Markov chains. This method updates aggregates on every iterative cycle to keep high accuracies of coarse-level corrections. Accordingly, its fast convergence rate is well guaranteed, but often a large proportion of time is cost by aggregation processes. In this paper, we show that the aggregates on each level in this method can be utilized to transfer the probability equation of that level into a block linear system. Then we propose a Block-Jacobi relaxation that deals with the block system on each level to smooth error. Some theoretical analysis of this technique is presented, meanwhile it is also adapted to solve PageRank problems. The purpose of this technique is to accelerate the adaptive aggregation multigrid method and its variants for solving Markov chains and PageRank problems. It also attempts to shed some light on new solutions for making aggregation processes more cost-effective for aggregation multigrid methods. Numerical experiments are presented to illustrate the effectiveness of this technique.

On the utility of the multi-level algorithm for the solution of nearly completely decomposable Markov chains

NASA Technical Reports Server (NTRS)

Leutenegger, Scott T.; Horton, Graham

1994-01-01

Recently the Multi-Level algorithm was introduced as a general purpose solver for the solution of steady state Markov chains. In this paper, we consider the performance of the Multi-Level algorithm for solving Nearly Completely Decomposable (NCD) Markov chains, for which special-purpose iteractive aggregation/disaggregation algorithms such as the Koury-McAllister-Stewart (KMS) method have been developed that can exploit the decomposability of the the Markov chain. We present experimental results indicating that the general-purpose Multi-Level algorithm is competitive, and can be significantly faster than the special-purpose KMS algorithm when Gauss-Seidel and Gaussian Elimination are used for solving the individual blocks.

Generation of intervention strategy for a genetic regulatory network represented by a family of Markov Chains.

PubMed

Berlow, Noah; Pal, Ranadip

2011-01-01

Genetic Regulatory Networks (GRNs) are frequently modeled as Markov Chains providing the transition probabilities of moving from one state of the network to another. The inverse problem of inference of the Markov Chain from noisy and limited experimental data is an ill posed problem and often generates multiple model possibilities instead of a unique one. In this article, we address the issue of intervention in a genetic regulatory network represented by a family of Markov Chains. The purpose of intervention is to alter the steady state probability distribution of the GRN as the steady states are considered to be representative of the phenotypes. We consider robust stationary control policies with best expected behavior. The extreme computational complexity involved in search of robust stationary control policies is mitigated by using a sequential approach to control policy generation and utilizing computationally efficient techniques for updating the stationary probability distribution of a Markov chain following a rank one perturbation.

Handling target obscuration through Markov chain observations

NASA Astrophysics Data System (ADS)

Kouritzin, Michael A.; Wu, Biao

2008-04-01

Target Obscuration, including foliage or building obscuration of ground targets and landscape or horizon obscuration of airborne targets, plagues many real world filtering problems. In particular, ground moving target identification Doppler radar, mounted on a surveillance aircraft or unattended airborne vehicle, is used to detect motion consistent with targets of interest. However, these targets try to obscure themselves (at least partially) by, for example, traveling along the edge of a forest or around buildings. This has the effect of creating random blockages in the Doppler radar image that move dynamically and somewhat randomly through this image. Herein, we address tracking problems with target obscuration by building memory into the observations, eschewing the usual corrupted, distorted partial measurement assumptions of filtering in favor of dynamic Markov chain assumptions. In particular, we assume the observations are a Markov chain whose transition probabilities depend upon the signal. The state of the observation Markov chain attempts to depict the current obscuration and the Markov chain dynamics are used to handle the evolution of the partially obscured radar image. Modifications of the classical filtering equations that allow observation memory (in the form of a Markov chain) are given. We use particle filters to estimate the position of the moving targets. Moreover, positive proof-of-concept simulations are included.

Metrics for Labeled Markov Systems

NASA Technical Reports Server (NTRS)

Desharnais, Josee; Jagadeesan, Radha; Gupta, Vineet; Panangaden, Prakash

1999-01-01

Partial Labeled Markov Chains are simultaneously generalizations of process algebra and of traditional Markov chains. They provide a foundation for interacting discrete probabilistic systems, the interaction being synchronization on labels as in process algebra. Existing notions of process equivalence are too sensitive to the exact probabilities of various transitions. This paper addresses contextual reasoning principles for reasoning about more robust notions of "approximate" equivalence between concurrent interacting probabilistic systems. The present results indicate that:We develop a family of metrics between partial labeled Markov chains to formalize the notion of distance between processes. We show that processes at distance zero are bisimilar. We describe a decision procedure to compute the distance between two processes. We show that reasoning about approximate equivalence can be done compositionally by showing that process combinators do not increase distance. We introduce an asymptotic metric to capture asymptotic properties of Markov chains; and show that parallel composition does not increase asymptotic distance.

On the Multilevel Solution Algorithm for Markov Chains

NASA Technical Reports Server (NTRS)

Horton, Graham

1997-01-01

We discuss the recently introduced multilevel algorithm for the steady-state solution of Markov chains. The method is based on an aggregation principle which is well established in the literature and features a multiplicative coarse-level correction. Recursive application of the aggregation principle, which uses an operator-dependent coarsening, yields a multi-level method which has been shown experimentally to give results significantly faster than the typical methods currently in use. When cast as a multigrid-like method, the algorithm is seen to be a Galerkin-Full Approximation Scheme with a solution-dependent prolongation operator. Special properties of this prolongation lead to the cancellation of the computationally intensive terms of the coarse-level equations.

Filtering Using Nonlinear Expectations

DTIC Science & Technology

2016-04-16

gives a solution to estimating a Markov chain observed in Gaussian noise when the variance of the noise is unkown. This paper is accepted for the IEEE...Optimization, an A* journal. A short third paper discusses how to estimate a change in the transition dynamics of a noisily observed Markov chain ...The change point time is hidden in a hidden Markov chain , so a second level of discovery is involved. This paper is accepted for Communications in

Markov chains for testing redundant software

NASA Technical Reports Server (NTRS)

White, Allan L.; Sjogren, Jon A.

1988-01-01

A preliminary design for a validation experiment has been developed that addresses several problems unique to assuring the extremely high quality of multiple-version programs in process-control software. The procedure uses Markov chains to model the error states of the multiple version programs. The programs are observed during simulated process-control testing, and estimates are obtained for the transition probabilities between the states of the Markov chain. The experimental Markov chain model is then expanded into a reliability model that takes into account the inertia of the system being controlled. The reliability of the multiple version software is computed from this reliability model at a given confidence level using confidence intervals obtained for the transition probabilities during the experiment. An example demonstrating the method is provided.

Counting of oligomers in sequences generated by markov chains for DNA motif discovery.

PubMed

Shan, Gao; Zheng, Wei-Mou

2009-02-01

By means of the technique of the imbedded Markov chain, an efficient algorithm is proposed to exactly calculate first, second moments of word counts and the probability for a word to occur at least once in random texts generated by a Markov chain. A generating function is introduced directly from the imbedded Markov chain to derive asymptotic approximations for the problem. Two Z-scores, one based on the number of sequences with hits and the other on the total number of word hits in a set of sequences, are examined for discovery of motifs on a set of promoter sequences extracted from A. thaliana genome. Source code is available at http://www.itp.ac.cn/zheng/oligo.c.

Variance-reduced simulation of lattice discrete-time Markov chains with applications in reaction networks

NASA Astrophysics Data System (ADS)

Maginnis, P. A.; West, M.; Dullerud, G. E.

2016-10-01

We propose an algorithm to accelerate Monte Carlo simulation for a broad class of stochastic processes. Specifically, the class of countable-state, discrete-time Markov chains driven by additive Poisson noise, or lattice discrete-time Markov chains. In particular, this class includes simulation of reaction networks via the tau-leaping algorithm. To produce the speedup, we simulate pairs of fair-draw trajectories that are negatively correlated. Thus, when averaged, these paths produce an unbiased Monte Carlo estimator that has reduced variance and, therefore, reduced error. Numerical results for three example systems included in this work demonstrate two to four orders of magnitude reduction of mean-square error. The numerical examples were chosen to illustrate different application areas and levels of system complexity. The areas are: gene expression (affine state-dependent rates), aerosol particle coagulation with emission and human immunodeficiency virus infection (both with nonlinear state-dependent rates). Our algorithm views the system dynamics as a ;black-box;, i.e., we only require control of pseudorandom number generator inputs. As a result, typical codes can be retrofitted with our algorithm using only minor changes. We prove several analytical results. Among these, we characterize the relationship of covariances between paths in the general nonlinear state-dependent intensity rates case, and we prove variance reduction of mean estimators in the special case of affine intensity rates.

Optimal choice of word length when comparing two Markov sequences using a χ 2-statistic.

PubMed

Bai, Xin; Tang, Kujin; Ren, Jie; Waterman, Michael; Sun, Fengzhu

2017-10-03

Alignment-free sequence comparison using counts of word patterns (grams, k-tuples) has become an active research topic due to the large amount of sequence data from the new sequencing technologies. Genome sequences are frequently modelled by Markov chains and the likelihood ratio test or the corresponding approximate χ 2 -statistic has been suggested to compare two sequences. However, it is not known how to best choose the word length k in such studies. We develop an optimal strategy to choose k by maximizing the statistical power of detecting differences between two sequences. Let the orders of the Markov chains for the two sequences be r 1 and r 2 , respectively. We show through both simulations and theoretical studies that the optimal k= max(r 1 ,r 2 )+1 for both long sequences and next generation sequencing (NGS) read data. The orders of the Markov chains may be unknown and several methods have been developed to estimate the orders of Markov chains based on both long sequences and NGS reads. We study the power loss of the statistics when the estimated orders are used. It is shown that the power loss is minimal for some of the estimators of the orders of Markov chains. Our studies provide guidelines on choosing the optimal word length for the comparison of Markov sequences.

Markov chain algorithms: a template for building future robust low-power systems

PubMed Central

Deka, Biplab; Birklykke, Alex A.; Duwe, Henry; Mansinghka, Vikash K.; Kumar, Rakesh

2014-01-01

Although computational systems are looking towards post CMOS devices in the pursuit of lower power, the expected inherent unreliability of such devices makes it difficult to design robust systems without additional power overheads for guaranteeing robustness. As such, algorithmic structures with inherent ability to tolerate computational errors are of significant interest. We propose to cast applications as stochastic algorithms based on Markov chains (MCs) as such algorithms are both sufficiently general and tolerant to transition errors. We show with four example applications—Boolean satisfiability, sorting, low-density parity-check decoding and clustering—how applications can be cast as MC algorithms. Using algorithmic fault injection techniques, we demonstrate the robustness of these implementations to transition errors with high error rates. Based on these results, we make a case for using MCs as an algorithmic template for future robust low-power systems. PMID:24842030

Maximum Kolmogorov-Sinai Entropy Versus Minimum Mixing Time in Markov Chains

NASA Astrophysics Data System (ADS)

Mihelich, M.; Dubrulle, B.; Paillard, D.; Kral, Q.; Faranda, D.

2018-01-01

We establish a link between the maximization of Kolmogorov Sinai entropy (KSE) and the minimization of the mixing time for general Markov chains. Since the maximisation of KSE is analytical and easier to compute in general than mixing time, this link provides a new faster method to approximate the minimum mixing time dynamics. It could be interesting in computer sciences and statistical physics, for computations that use random walks on graphs that can be represented as Markov chains.

Simplification of irreversible Markov chains by removal of states with fast leaving rates.

PubMed

Jia, Chen

2016-07-07

In the recent work of Ullah et al. (2012a), the authors developed an effective method to simplify reversible Markov chains by removal of states with low equilibrium occupancies. In this paper, we extend this result to irreversible Markov chains. We show that an irreversible chain can be simplified by removal of states with fast leaving rates. Moreover, we reveal that the irreversibility of the chain will always decrease after model simplification. This suggests that although model simplification can retain almost all the dynamic information of the chain, it will lose some thermodynamic information as a trade-off. Examples from biology are also given to illustrate the main results of this paper. Copyright © 2016 Elsevier Ltd. All rights reserved.

Simplification of Markov chains with infinite state space and the mathematical theory of random gene expression bursts.

PubMed

Jia, Chen

2017-09-01

Here we develop an effective approach to simplify two-time-scale Markov chains with infinite state spaces by removal of states with fast leaving rates, which improves the simplification method of finite Markov chains. We introduce the concept of fast transition paths and show that the effective transitions of the reduced chain can be represented as the superposition of the direct transitions and the indirect transitions via all the fast transition paths. Furthermore, we apply our simplification approach to the standard Markov model of single-cell stochastic gene expression and provide a mathematical theory of random gene expression bursts. We give the precise mathematical conditions for the bursting kinetics of both mRNAs and proteins. It turns out that random bursts exactly correspond to the fast transition paths of the Markov model. This helps us gain a better understanding of the physics behind the bursting kinetics as an emergent behavior from the fundamental multiscale biochemical reaction kinetics of stochastic gene expression.

Simplification of Markov chains with infinite state space and the mathematical theory of random gene expression bursts

NASA Astrophysics Data System (ADS)

Jia, Chen

2017-09-01

Here we develop an effective approach to simplify two-time-scale Markov chains with infinite state spaces by removal of states with fast leaving rates, which improves the simplification method of finite Markov chains. We introduce the concept of fast transition paths and show that the effective transitions of the reduced chain can be represented as the superposition of the direct transitions and the indirect transitions via all the fast transition paths. Furthermore, we apply our simplification approach to the standard Markov model of single-cell stochastic gene expression and provide a mathematical theory of random gene expression bursts. We give the precise mathematical conditions for the bursting kinetics of both mRNAs and proteins. It turns out that random bursts exactly correspond to the fast transition paths of the Markov model. This helps us gain a better understanding of the physics behind the bursting kinetics as an emergent behavior from the fundamental multiscale biochemical reaction kinetics of stochastic gene expression.

Model-based Clustering of Categorical Time Series with Multinomial Logit Classification

NASA Astrophysics Data System (ADS)

Frühwirth-Schnatter, Sylvia; Pamminger, Christoph; Winter-Ebmer, Rudolf; Weber, Andrea

2010-09-01

A common problem in many areas of applied statistics is to identify groups of similar time series in a panel of time series. However, distance-based clustering methods cannot easily be extended to time series data, where an appropriate distance-measure is rather difficult to define, particularly for discrete-valued time series. Markov chain clustering, proposed by Pamminger and Frühwirth-Schnatter [6], is an approach for clustering discrete-valued time series obtained by observing a categorical variable with several states. This model-based clustering method is based on finite mixtures of first-order time-homogeneous Markov chain models. In order to further explain group membership we present an extension to the approach of Pamminger and Frühwirth-Schnatter [6] by formulating a probabilistic model for the latent group indicators within the Bayesian classification rule by using a multinomial logit model. The parameters are estimated for a fixed number of clusters within a Bayesian framework using an Markov chain Monte Carlo (MCMC) sampling scheme representing a (full) Gibbs-type sampler which involves only draws from standard distributions. Finally, an application to a panel of Austrian wage mobility data is presented which leads to an interesting segmentation of the Austrian labour market.

Application of stochastic automata networks for creation of continuous time Markov chain models of voltage gating of gap junction channels.

PubMed

Snipas, Mindaugas; Pranevicius, Henrikas; Pranevicius, Mindaugas; Pranevicius, Osvaldas; Paulauskas, Nerijus; Bukauskas, Feliksas F

2015-01-01

The primary goal of this work was to study advantages of numerical methods used for the creation of continuous time Markov chain models (CTMC) of voltage gating of gap junction (GJ) channels composed of connexin protein. This task was accomplished by describing gating of GJs using the formalism of the stochastic automata networks (SANs), which allowed for very efficient building and storing of infinitesimal generator of the CTMC that allowed to produce matrices of the models containing a distinct block structure. All of that allowed us to develop efficient numerical methods for a steady-state solution of CTMC models. This allowed us to accelerate CPU time, which is necessary to solve CTMC models, ~20 times.

A Unified Framework for Complex Networks with Degree Trichotomy Based on Markov Chains.

PubMed

Hui, David Shui Wing; Chen, Yi-Chao; Zhang, Gong; Wu, Weijie; Chen, Guanrong; Lui, John C S; Li, Yingtao

2017-06-16

This paper establishes a Markov chain model as a unified framework for describing the evolution processes in complex networks. The unique feature of the proposed model is its capability in addressing the formation mechanism that can reflect the "trichotomy" observed in degree distributions, based on which closed-form solutions can be derived. Important special cases of the proposed unified framework are those classical models, including Poisson, Exponential, Power-law distributed networks. Both simulation and experimental results demonstrate a good match of the proposed model with real datasets, showing its superiority over the classical models. Implications of the model to various applications including citation analysis, online social networks, and vehicular networks design, are also discussed in the paper.

Model-Averaged ℓ1 Regularization using Markov Chain Monte Carlo Model Composition

PubMed Central

Fraley, Chris; Percival, Daniel

2014-01-01

Bayesian Model Averaging (BMA) is an effective technique for addressing model uncertainty in variable selection problems. However, current BMA approaches have computational difficulty dealing with data in which there are many more measurements (variables) than samples. This paper presents a method for combining ℓ1 regularization and Markov chain Monte Carlo model composition techniques for BMA. By treating the ℓ1 regularization path as a model space, we propose a method to resolve the model uncertainty issues arising in model averaging from solution path point selection. We show that this method is computationally and empirically effective for regression and classification in high-dimensional datasets. We apply our technique in simulations, as well as to some applications that arise in genomics. PMID:25642001

A simplified parsimonious higher order multivariate Markov chain model

NASA Astrophysics Data System (ADS)

Wang, Chao; Yang, Chuan-sheng

2017-09-01

In this paper, a simplified parsimonious higher-order multivariate Markov chain model (SPHOMMCM) is presented. Moreover, parameter estimation method of TPHOMMCM is give. Numerical experiments shows the effectiveness of TPHOMMCM.

A tridiagonal parsimonious higher order multivariate Markov chain model

NASA Astrophysics Data System (ADS)

Wang, Chao; Yang, Chuan-sheng

2017-09-01

In this paper, we present a tridiagonal parsimonious higher-order multivariate Markov chain model (TPHOMMCM). Moreover, estimation method of the parameters in TPHOMMCM is give. Numerical experiments illustrate the effectiveness of TPHOMMCM.

Educational Aspirations: Markov and Poisson Models. Rural Industrial Development Project Working Paper Number 14, August 1971.

ERIC Educational Resources Information Center

Kayser, Brian D.

The fit of educational aspirations of Illinois rural high school youths to 3 related one-parameter mathematical models was investigated. The models used were the continuous-time Markov chain model, the discrete-time Markov chain, and the Poisson distribution. The sample of 635 students responded to questionnaires from 1966 to 1969 as part of an…

Markov chain model for demersal fish catch analysis in Indonesia

NASA Astrophysics Data System (ADS)

Firdaniza; Gusriani, N.

2018-03-01

As an archipelagic country, Indonesia has considerable potential fishery resources. One of the fish resources that has high economic value is demersal fish. Demersal fish is a fish with a habitat in the muddy seabed. Demersal fish scattered throughout the Indonesian seas. Demersal fish production in each Indonesia’s Fisheries Management Area (FMA) varies each year. In this paper we have discussed the Markov chain model for demersal fish yield analysis throughout all Indonesia’s Fisheries Management Area. Data of demersal fish catch in every FMA in 2005-2014 was obtained from Directorate of Capture Fisheries. From this data a transition probability matrix is determined by the number of transitions from the catch that lie below the median or above the median. The Markov chain model of demersal fish catch data was an ergodic Markov chain model, so that the limiting probability of the Markov chain model can be determined. The predictive value of demersal fishing yields was obtained by calculating the combination of limiting probability with average catch results below the median and above the median. The results showed that for 2018 and long-term demersal fishing results in most of FMA were below the median value.

Three real-time architectures - A study using reward models

NASA Technical Reports Server (NTRS)

Sjogren, J. A.; Smith, R. M.

1990-01-01

Numerous applications in the area of computer system analysis can be effectively studied with Markov reward models. These models describe the evolutionary behavior of the computer system by a continuous-time Markov chain, and a reward rate is associated with each state. In reliability/availability models, upstates have reward rate 1, and down states have reward rate zero associated with them. In a combined model of performance and reliability, the reward rate of a state may be the computational capacity, or a related performance measure. Steady-state expected reward rate and expected instantaneous reward rate are clearly useful measures which can be extracted from the Markov reward model. The diversity of areas where Markov reward models may be used is illustrated with a comparative study of three examples of interest to the fault tolerant computing community.

The use of simple reparameterizations to improve the efficiency of Markov chain Monte Carlo estimation for multilevel models with applications to discrete time survival models.

PubMed

Browne, William J; Steele, Fiona; Golalizadeh, Mousa; Green, Martin J

2009-06-01

We consider the application of Markov chain Monte Carlo (MCMC) estimation methods to random-effects models and in particular the family of discrete time survival models. Survival models can be used in many situations in the medical and social sciences and we illustrate their use through two examples that differ in terms of both substantive area and data structure. A multilevel discrete time survival analysis involves expanding the data set so that the model can be cast as a standard multilevel binary response model. For such models it has been shown that MCMC methods have advantages in terms of reducing estimate bias. However, the data expansion results in very large data sets for which MCMC estimation is often slow and can produce chains that exhibit poor mixing. Any way of improving the mixing will result in both speeding up the methods and more confidence in the estimates that are produced. The MCMC methodological literature is full of alternative algorithms designed to improve mixing of chains and we describe three reparameterization techniques that are easy to implement in available software. We consider two examples of multilevel survival analysis: incidence of mastitis in dairy cattle and contraceptive use dynamics in Indonesia. For each application we show where the reparameterization techniques can be used and assess their performance.

Analysis and design of a second-order digital phase-locked loop

NASA Technical Reports Server (NTRS)

Blasche, P. R.

1979-01-01

A specific second-order digital phase-locked loop (DPLL) was modeled as a first-order Markov chain with alternatives. From the matrix of transition probabilities of the Markov chain, the steady-state phase error of the DPLL was determined. In a similar manner the loop's response was calculated for a fading input. Additionally, a hardware DPLL was constructed and tested to provide a comparison to the results obtained from the Markov chain model. In all cases tested, good agreement was found between the theoretical predictions and the experimental data.

Indexed semi-Markov process for wind speed modeling.

NASA Astrophysics Data System (ADS)

Petroni, F.; D'Amico, G.; Prattico, F.

2012-04-01

The increasing interest in renewable energy leads scientific research to find a better way to recover most of the available energy. Particularly, the maximum energy recoverable from wind is equal to 59.3% of that available (Betz law) at a specific pitch angle and when the ratio between the wind speed in output and in input is equal to 1/3. The pitch angle is the angle formed between the airfoil of the blade of the wind turbine and the wind direction. Old turbine and a lot of that actually marketed, in fact, have always the same invariant geometry of the airfoil. This causes that wind turbines will work with an efficiency that is lower than 59.3%. New generation wind turbines, instead, have a system to variate the pitch angle by rotating the blades. This system able the wind turbines to recover, at different wind speed, always the maximum energy, working in Betz limit at different speed ratios. A powerful system control of the pitch angle allows the wind turbine to recover better the energy in transient regime. A good stochastic model for wind speed is then needed to help both the optimization of turbine design and to assist the system control to predict the value of the wind speed to positioning the blades quickly and correctly. The possibility to have synthetic data of wind speed is a powerful instrument to assist designer to verify the structures of the wind turbines or to estimate the energy recoverable from a specific site. To generate synthetic data, Markov chains of first or higher order are often used [1,2,3]. In particular in [1] is presented a comparison between a first-order Markov chain and a second-order Markov chain. A similar work, but only for the first-order Markov chain, is conduced by [2], presenting the probability transition matrix and comparing the energy spectral density and autocorrelation of real and synthetic wind speed data. A tentative to modeling and to join speed and direction of wind is presented in [3], by using two models, first-order Markov chain with different number of states, and Weibull distribution. All this model use Markov chains to generate synthetic wind speed time series but the search for a better model is still open. Approaching this issue, we applied new models which are generalization of Markov models. More precisely we applied semi-Markov models to generate synthetic wind speed time series. In a previous work we proposed different semi-Markov models, showing their ability to reproduce the autocorrelation structures of wind speed data. In that paper we showed also that the autocorrelation is higher with respect to the Markov model. Unfortunately this autocorrelation was still too small compared to the empirical one. In order to overcome the problem of low autocorrelation, in this paper we propose an indexed semi-Markov model. More precisely we assume that wind speed is described by a discrete time homogeneous semi-Markov process. We introduce a memory index which takes into account the periods of different wind activities. With this model the statistical characteristics of wind speed are faithfully reproduced. The wind is a very unstable phenomenon characterized by a sequence of lulls and sustained speeds, and a good wind generator must be able to reproduce such sequences. To check the validity of the predictive semi-Markovian model, the persistence of synthetic winds were calculated, then averaged and computed. The model is used to generate synthetic time series for wind speed by means of Monte Carlo simulations and the time lagged autocorrelation is used to compare statistical properties of the proposed models with those of real data and also with a time series generated though a simple Markov chain. [1] A. Shamshad, M.A. Bawadi, W.M.W. Wan Hussin, T.A. Majid, S.A.M. Sanusi, First and second order Markov chain models for synthetic generation of wind speed time series, Energy 30 (2005) 693-708. [2] H. Nfaoui, H. Essiarab, A.A.M. Sayigh, A stochastic Markov chain model for simulating wind speed time series at Tangiers, Morocco, Renewable Energy 29 (2004) 1407-1418. [3] F. Youcef Ettoumi, H. Sauvageot, A.-E.-H. Adane, Statistical bivariate modeling of wind using first-order Markov chain and Weibull distribution, Renewable Energy 28 (2003) 1787-1802.

Weighted Markov chains for forecasting and analysis in Incidence of infectious diseases in jiangsu Province, China☆

PubMed Central

Peng, Zhihang; Bao, Changjun; Zhao, Yang; Yi, Honggang; Xia, Letian; Yu, Hao; Shen, Hongbing; Chen, Feng

2010-01-01

This paper first applies the sequential cluster method to set up the classification standard of infectious disease incidence state based on the fact that there are many uncertainty characteristics in the incidence course. Then the paper presents a weighted Markov chain, a method which is used to predict the future incidence state. This method assumes the standardized self-coefficients as weights based on the special characteristics of infectious disease incidence being a dependent stochastic variable. It also analyzes the characteristics of infectious diseases incidence via the Markov chain Monte Carlo method to make the long-term benefit of decision optimal. Our method is successfully validated using existing incidents data of infectious diseases in Jiangsu Province. In summation, this paper proposes ways to improve the accuracy of the weighted Markov chain, specifically in the field of infection epidemiology. PMID:23554632

Weighted Markov chains for forecasting and analysis in Incidence of infectious diseases in jiangsu Province, China.

PubMed

Peng, Zhihang; Bao, Changjun; Zhao, Yang; Yi, Honggang; Xia, Letian; Yu, Hao; Shen, Hongbing; Chen, Feng

2010-05-01

This paper first applies the sequential cluster method to set up the classification standard of infectious disease incidence state based on the fact that there are many uncertainty characteristics in the incidence course. Then the paper presents a weighted Markov chain, a method which is used to predict the future incidence state. This method assumes the standardized self-coefficients as weights based on the special characteristics of infectious disease incidence being a dependent stochastic variable. It also analyzes the characteristics of infectious diseases incidence via the Markov chain Monte Carlo method to make the long-term benefit of decision optimal. Our method is successfully validated using existing incidents data of infectious diseases in Jiangsu Province. In summation, this paper proposes ways to improve the accuracy of the weighted Markov chain, specifically in the field of infection epidemiology.

Canonical Structure and Orthogonality of Forces and Currents in Irreversible Markov Chains

NASA Astrophysics Data System (ADS)

Kaiser, Marcus; Jack, Robert L.; Zimmer, Johannes

2018-03-01

We discuss a canonical structure that provides a unifying description of dynamical large deviations for irreversible finite state Markov chains (continuous time), Onsager theory, and Macroscopic Fluctuation Theory (MFT). For Markov chains, this theory involves a non-linear relation between probability currents and their conjugate forces. Within this framework, we show how the forces can be split into two components, which are orthogonal to each other, in a generalised sense. This splitting allows a decomposition of the pathwise rate function into three terms, which have physical interpretations in terms of dissipation and convergence to equilibrium. Similar decompositions hold for rate functions at level 2 and level 2.5. These results clarify how bounds on entropy production and fluctuation theorems emerge from the underlying dynamical rules. We discuss how these results for Markov chains are related to similar structures within MFT, which describes hydrodynamic limits of such microscopic models.

Bayesian tomography by interacting Markov chains

NASA Astrophysics Data System (ADS)

Romary, T.

2017-12-01

In seismic tomography, we seek to determine the velocity of the undergound from noisy first arrival travel time observations. In most situations, this is an ill posed inverse problem that admits several unperfect solutions. Given an a priori distribution over the parameters of the velocity model, the Bayesian formulation allows to state this problem as a probabilistic one, with a solution under the form of a posterior distribution. The posterior distribution is generally high dimensional and may exhibit multimodality. Moreover, as it is known only up to a constant, the only sensible way to addressthis problem is to try to generate simulations from the posterior. The natural tools to perform these simulations are Monte Carlo Markov chains (MCMC). Classical implementations of MCMC algorithms generally suffer from slow mixing: the generated states are slow to enter the stationary regime, that is to fit the observations, and when one mode of the posterior is eventually identified, it may become difficult to visit others. Using a varying temperature parameter relaxing the constraint on the data may help to enter the stationary regime. Besides, the sequential nature of MCMC makes them ill fitted toparallel implementation. Running a large number of chains in parallel may be suboptimal as the information gathered by each chain is not mutualized. Parallel tempering (PT) can be seen as a first attempt to make parallel chains at different temperatures communicate but only exchange information between current states. In this talk, I will show that PT actually belongs to a general class of interacting Markov chains algorithm. I will also show that this class enables to design interacting schemes that can take advantage of the whole history of the chain, by authorizing exchanges toward already visited states. The algorithms will be illustrated with toy examples and an application to first arrival traveltime tomography.

Fuzzy Markov random fields versus chains for multispectral image segmentation.

PubMed

Salzenstein, Fabien; Collet, Christophe

2006-11-01

This paper deals with a comparison of recent statistical models based on fuzzy Markov random fields and chains for multispectral image segmentation. The fuzzy scheme takes into account discrete and continuous classes which model the imprecision of the hidden data. In this framework, we assume the dependence between bands and we express the general model for the covariance matrix. A fuzzy Markov chain model is developed in an unsupervised way. This method is compared with the fuzzy Markovian field model previously proposed by one of the authors. The segmentation task is processed with Bayesian tools, such as the well-known MPM (Mode of Posterior Marginals) criterion. Our goal is to compare the robustness and rapidity for both methods (fuzzy Markov fields versus fuzzy Markov chains). Indeed, such fuzzy-based procedures seem to be a good answer, e.g., for astronomical observations when the patterns present diffuse structures. Moreover, these approaches allow us to process missing data in one or several spectral bands which correspond to specific situations in astronomy. To validate both models, we perform and compare the segmentation on synthetic images and raw multispectral astronomical data.

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

PubMed

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

2018-01-01

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

Analysis and Design of Complex Networks

DTIC Science & Technology

2014-12-02

systems. 08-NOV-10, . : , Barlas Oguz, Venkat Anantharam. Long range dependent Markov chains with applications , Information Theory and Applications ...JUL-12, . : , Michael Krishnan, Ehsan Haghani, Avideh Zakhor. Packet Length Adaptation in WLANs with Hidden Nodes and Time-Varying Channels, IEEE... WLAN networks with multi-antenna beam-forming nodes. VII. Use of busy/idle signals for discovering optimum AP association VIII

Quantum Enhanced Inference in Markov Logic Networks

NASA Astrophysics Data System (ADS)

Wittek, Peter; Gogolin, Christian

2017-04-01

Markov logic networks (MLNs) reconcile two opposing schools in machine learning and artificial intelligence: causal networks, which account for uncertainty extremely well, and first-order logic, which allows for formal deduction. An MLN is essentially a first-order logic template to generate Markov networks. Inference in MLNs is probabilistic and it is often performed by approximate methods such as Markov chain Monte Carlo (MCMC) Gibbs sampling. An MLN has many regular, symmetric structures that can be exploited at both first-order level and in the generated Markov network. We analyze the graph structures that are produced by various lifting methods and investigate the extent to which quantum protocols can be used to speed up Gibbs sampling with state preparation and measurement schemes. We review different such approaches, discuss their advantages, theoretical limitations, and their appeal to implementations. We find that a straightforward application of a recent result yields exponential speedup compared to classical heuristics in approximate probabilistic inference, thereby demonstrating another example where advanced quantum resources can potentially prove useful in machine learning.

Quantum Enhanced Inference in Markov Logic Networks.

PubMed

Wittek, Peter; Gogolin, Christian

2017-04-19

Markov logic networks (MLNs) reconcile two opposing schools in machine learning and artificial intelligence: causal networks, which account for uncertainty extremely well, and first-order logic, which allows for formal deduction. An MLN is essentially a first-order logic template to generate Markov networks. Inference in MLNs is probabilistic and it is often performed by approximate methods such as Markov chain Monte Carlo (MCMC) Gibbs sampling. An MLN has many regular, symmetric structures that can be exploited at both first-order level and in the generated Markov network. We analyze the graph structures that are produced by various lifting methods and investigate the extent to which quantum protocols can be used to speed up Gibbs sampling with state preparation and measurement schemes. We review different such approaches, discuss their advantages, theoretical limitations, and their appeal to implementations. We find that a straightforward application of a recent result yields exponential speedup compared to classical heuristics in approximate probabilistic inference, thereby demonstrating another example where advanced quantum resources can potentially prove useful in machine learning.

Quantum Enhanced Inference in Markov Logic Networks

PubMed Central

Wittek, Peter; Gogolin, Christian

2017-01-01

Markov logic networks (MLNs) reconcile two opposing schools in machine learning and artificial intelligence: causal networks, which account for uncertainty extremely well, and first-order logic, which allows for formal deduction. An MLN is essentially a first-order logic template to generate Markov networks. Inference in MLNs is probabilistic and it is often performed by approximate methods such as Markov chain Monte Carlo (MCMC) Gibbs sampling. An MLN has many regular, symmetric structures that can be exploited at both first-order level and in the generated Markov network. We analyze the graph structures that are produced by various lifting methods and investigate the extent to which quantum protocols can be used to speed up Gibbs sampling with state preparation and measurement schemes. We review different such approaches, discuss their advantages, theoretical limitations, and their appeal to implementations. We find that a straightforward application of a recent result yields exponential speedup compared to classical heuristics in approximate probabilistic inference, thereby demonstrating another example where advanced quantum resources can potentially prove useful in machine learning. PMID:28422093

Application of Stochastic Automata Networks for Creation of Continuous Time Markov Chain Models of Voltage Gating of Gap Junction Channels

PubMed Central

Pranevicius, Henrikas; Pranevicius, Mindaugas; Pranevicius, Osvaldas; Bukauskas, Feliksas F.

2015-01-01

The primary goal of this work was to study advantages of numerical methods used for the creation of continuous time Markov chain models (CTMC) of voltage gating of gap junction (GJ) channels composed of connexin protein. This task was accomplished by describing gating of GJs using the formalism of the stochastic automata networks (SANs), which allowed for very efficient building and storing of infinitesimal generator of the CTMC that allowed to produce matrices of the models containing a distinct block structure. All of that allowed us to develop efficient numerical methods for a steady-state solution of CTMC models. This allowed us to accelerate CPU time, which is necessary to solve CTMC models, ∼20 times. PMID:25705700

A toolbox for safety instrumented system evaluation based on improved continuous-time Markov chain

NASA Astrophysics Data System (ADS)

Wardana, Awang N. I.; Kurniady, Rahman; Pambudi, Galih; Purnama, Jaka; Suryopratomo, Kutut

2017-08-01

Safety instrumented system (SIS) is designed to restore a plant into a safe condition when pre-hazardous event is occur. It has a vital role especially in process industries. A SIS shall be meet with safety requirement specifications. To confirm it, SIS shall be evaluated. Typically, the evaluation is calculated by hand. This paper presents a toolbox for SIS evaluation. It is developed based on improved continuous-time Markov chain. The toolbox supports to detailed approach of evaluation. This paper also illustrates an industrial application of the toolbox to evaluate arch burner safety system of primary reformer. The results of the case study demonstrates that the toolbox can be used to evaluate industrial SIS in detail and to plan the maintenance strategy.

RANDOM EVOLUTIONS, MARKOV CHAINS, AND SYSTEMS OF PARTIAL DIFFERENTIAL EQUATIONS

PubMed Central

Griego, R. J.; Hersh, R.

1969-01-01

Several authors have considered Markov processes defined by the motion of a particle on a fixed line with a random velocity1, 6, 8, 10 or a random diffusivity.5, 12 A “random evolution” is a natural but apparently new generalization of this notion. In this note we hope to show that this concept leads to simple and powerful applications of probabilistic tools to initial-value problems of both parabolic and hyperbolic type. We obtain existence theorems, representation theorems, and asymptotic formulas, both old and new. PMID:16578690

Markov Chain Estimation of Avian Seasonal Fecundity

EPA Science Inventory

To explore the consequences of modeling decisions on inference about avian seasonal fecundity we generalize previous Markov chain (MC) models of avian nest success to formulate two different MC models of avian seasonal fecundity that represent two different ways to model renestin...

MC3: Multi-core Markov-chain Monte Carlo code

NASA Astrophysics Data System (ADS)

Cubillos, Patricio; Harrington, Joseph; Lust, Nate; Foster, AJ; Stemm, Madison; Loredo, Tom; Stevenson, Kevin; Campo, Chris; Hardin, Matt; Hardy, Ryan

2016-10-01

MC3 (Multi-core Markov-chain Monte Carlo) is a Bayesian statistics tool that can be executed from the shell prompt or interactively through the Python interpreter with single- or multiple-CPU parallel computing. It offers Markov-chain Monte Carlo (MCMC) posterior-distribution sampling for several algorithms, Levenberg-Marquardt least-squares optimization, and uniform non-informative, Jeffreys non-informative, or Gaussian-informative priors. MC3 can share the same value among multiple parameters and fix the value of parameters to constant values, and offers Gelman-Rubin convergence testing and correlated-noise estimation with time-averaging or wavelet-based likelihood estimation methods.

A Markov Chain-based quantitative study of angular distribution of photons through turbid slabs via isotropic light scattering

NASA Astrophysics Data System (ADS)

Li, Xuesong; Northrop, William F.

2016-04-01

This paper describes a quantitative approach to approximate multiple scattering through an isotropic turbid slab based on Markov Chain theorem. There is an increasing need to utilize multiple scattering for optical diagnostic purposes; however, existing methods are either inaccurate or computationally expensive. Here, we develop a novel Markov Chain approximation approach to solve multiple scattering angular distribution (AD) that can accurately calculate AD while significantly reducing computational cost compared to Monte Carlo simulation. We expect this work to stimulate ongoing multiple scattering research and deterministic reconstruction algorithm development with AD measurements.

Exact goodness-of-fit tests for Markov chains.

PubMed

Besag, J; Mondal, D

2013-06-01

Goodness-of-fit tests are useful in assessing whether a statistical model is consistent with available data. However, the usual χ² asymptotics often fail, either because of the paucity of the data or because a nonstandard test statistic is of interest. In this article, we describe exact goodness-of-fit tests for first- and higher order Markov chains, with particular attention given to time-reversible ones. The tests are obtained by conditioning on the sufficient statistics for the transition probabilities and are implemented by simple Monte Carlo sampling or by Markov chain Monte Carlo. They apply both to single and to multiple sequences and allow a free choice of test statistic. Three examples are given. The first concerns multiple sequences of dry and wet January days for the years 1948-1983 at Snoqualmie Falls, Washington State, and suggests that standard analysis may be misleading. The second one is for a four-state DNA sequence and lends support to the original conclusion that a second-order Markov chain provides an adequate fit to the data. The last one is six-state atomistic data arising in molecular conformational dynamics simulation of solvated alanine dipeptide and points to strong evidence against a first-order reversible Markov chain at 6 picosecond time steps. © 2013, The International Biometric Society.

First and second order semi-Markov chains for wind speed modeling

NASA Astrophysics Data System (ADS)

Prattico, F.; Petroni, F.; D'Amico, G.

2012-04-01

The increasing interest in renewable energy leads scientific research to find a better way to recover most of the available energy. Particularly, the maximum energy recoverable from wind is equal to 59.3% of that available (Betz law) at a specific pitch angle and when the ratio between the wind speed in output and in input is equal to 1/3. The pitch angle is the angle formed between the airfoil of the blade of the wind turbine and the wind direction. Old turbine and a lot of that actually marketed, in fact, have always the same invariant geometry of the airfoil. This causes that wind turbines will work with an efficiency that is lower than 59.3%. New generation wind turbines, instead, have a system to variate the pitch angle by rotating the blades. This system able the wind turbines to recover, at different wind speed, always the maximum energy, working in Betz limit at different speed ratios. A powerful system control of the pitch angle allows the wind turbine to recover better the energy in transient regime. A good stochastic model for wind speed is then needed to help both the optimization of turbine design and to assist the system control to predict the value of the wind speed to positioning the blades quickly and correctly. The possibility to have synthetic data of wind speed is a powerful instrument to assist designer to verify the structures of the wind turbines or to estimate the energy recoverable from a specific site. To generate synthetic data, Markov chains of first or higher order are often used [1,2,3]. In particular in [3] is presented a comparison between a first-order Markov chain and a second-order Markov chain. A similar work, but only for the first-order Markov chain, is conduced by [2], presenting the probability transition matrix and comparing the energy spectral density and autocorrelation of real and synthetic wind speed data. A tentative to modeling and to join speed and direction of wind is presented in [1], by using two models, first-order Markov chain with different number of states, and Weibull distribution. All this model use Markov chains to generate synthetic wind speed time series but the search for a better model is still open. Approaching this issue, we applied new models which are generalization of Markov models. More precisely we applied semi-Markov models to generate synthetic wind speed time series. Semi-Markov processes (SMP) are a wide class of stochastic processes which generalize at the same time both Markov chains and renewal processes. Their main advantage is that of using whatever type of waiting time distribution for modeling the time to have a transition from one state to another one. This major flexibility has a price to pay: availability of data to estimate the parameters of the model which are more numerous. Data availability is not an issue in wind speed studies, therefore, semi-Markov models can be used in a statistical efficient way. In this work we present three different semi-Markov chain models: the first one is a first-order SMP where the transition probabilities from two speed states (at time Tn and Tn-1) depend on the initial state (the state at Tn-1), final state (the state at Tn) and on the waiting time (given by t=Tn-Tn-1), the second model is a second order SMP where we consider the transition probabilities as depending also on the state the wind speed was before the initial state (which is the state at Tn-2) and the last one is still a second order SMP where the transition probabilities depends on the three states at Tn-2,Tn-1 and Tn and on the waiting times t_1=Tn-1-Tn-2 and t_2=Tn-Tn-1. The three models are used to generate synthetic time series for wind speed by means of Monte Carlo simulations and the time lagged autocorrelation is used to compare statistical properties of the proposed models with those of real data and also with a time series generated though a simple Markov chain. [1] F. Youcef Ettoumi, H. Sauvageot, A.-E.-H. Adane, Statistical bivariate modeling of wind using first-order Markov chain and Weibull distribution, Renewable Energy, 28/2003 1787-1802. [2] A. Shamshad, M.A. Bawadi, W.M.W. Wan Hussin, T.A. Majid, S.A.M. Sanusi, First and second order Markov chain models for synthetic generation of wind speed time series, Energy 30/2005 693-708. [3] H. Nfaoui, H. Essiarab, A.A.M. Sayigh, A stochastic Markov chain model for simulating wind speed time series at Tangiers, Morocco, Renewable Energy 29/2004, 1407-1418.

Development of reversible jump Markov Chain Monte Carlo algorithm in the Bayesian mixture modeling for microarray data in Indonesia

NASA Astrophysics Data System (ADS)

Astuti, Ani Budi; Iriawan, Nur; Irhamah, Kuswanto, Heri

2017-12-01

In the Bayesian mixture modeling requires stages the identification number of the most appropriate mixture components thus obtained mixture models fit the data through data driven concept. Reversible Jump Markov Chain Monte Carlo (RJMCMC) is a combination of the reversible jump (RJ) concept and the Markov Chain Monte Carlo (MCMC) concept used by some researchers to solve the problem of identifying the number of mixture components which are not known with certainty number. In its application, RJMCMC using the concept of the birth/death and the split-merge with six types of movement, that are w updating, θ updating, z updating, hyperparameter β updating, split-merge for components and birth/death from blank components. The development of the RJMCMC algorithm needs to be done according to the observed case. The purpose of this study is to know the performance of RJMCMC algorithm development in identifying the number of mixture components which are not known with certainty number in the Bayesian mixture modeling for microarray data in Indonesia. The results of this study represent that the concept RJMCMC algorithm development able to properly identify the number of mixture components in the Bayesian normal mixture model wherein the component mixture in the case of microarray data in Indonesia is not known for certain number.

Dynamical complexity of short and noisy time series. Compression-Complexity vs. Shannon entropy

NASA Astrophysics Data System (ADS)

Nagaraj, Nithin; Balasubramanian, Karthi

2017-07-01

Shannon entropy has been extensively used for characterizing complexity of time series arising from chaotic dynamical systems and stochastic processes such as Markov chains. However, for short and noisy time series, Shannon entropy performs poorly. Complexity measures which are based on lossless compression algorithms are a good substitute in such scenarios. We evaluate the performance of two such Compression-Complexity Measures namely Lempel-Ziv complexity (LZ) and Effort-To-Compress (ETC) on short time series from chaotic dynamical systems in the presence of noise. Both LZ and ETC outperform Shannon entropy (H) in accurately characterizing the dynamical complexity of such systems. For very short binary sequences (which arise in neuroscience applications), ETC has higher number of distinct complexity values than LZ and H, thus enabling a finer resolution. For two-state ergodic Markov chains, we empirically show that ETC converges to a steady state value faster than LZ. Compression-Complexity measures are promising for applications which involve short and noisy time series.

H2-control and the separation principle for discrete-time jump systems with the Markov chain in a general state space

NASA Astrophysics Data System (ADS)

Figueiredo, Danilo Zucolli; Costa, Oswaldo Luiz do Valle

2017-10-01

This paper deals with the H2 optimal control problem of discrete-time Markov jump linear systems (MJLS) considering the case in which the Markov chain takes values in a general Borel space ?. It is assumed that the controller has access only to an output variable and to the jump parameter. The goal, in this case, is to design a dynamic Markov jump controller such that the H2-norm of the closed-loop system is minimised. It is shown that the H2-norm can be written as the sum of two H2-norms, such that one of them does not depend on the control, and the other one is obtained from the optimal filter for an infinite-horizon filtering problem. This result can be seen as a separation principle for MJLS with Markov chain in a Borel space ? considering the infinite time horizon case.

Machine learning in sentiment reconstruction of the simulated stock market

NASA Astrophysics Data System (ADS)

Goykhman, Mikhail; Teimouri, Ali

2018-02-01

In this paper we continue the study of the simulated stock market framework defined by the driving sentiment processes. We focus on the market environment driven by the buy/sell trading sentiment process of the Markov chain type. We apply the methodology of the Hidden Markov Models and the Recurrent Neural Networks to reconstruct the transition probabilities matrix of the Markov sentiment process and recover the underlying sentiment states from the observed stock price behavior. We demonstrate that the Hidden Markov Model can successfully recover the transition probabilities matrix for the hidden sentiment process of the Markov Chain type. We also demonstrate that the Recurrent Neural Network can successfully recover the hidden sentiment states from the observed simulated stock price time series.

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.

A simplified parsimonious higher order multivariate Markov chain model with new convergence condition

NASA Astrophysics Data System (ADS)

Wang, Chao; Yang, Chuan-sheng

2017-09-01

In this paper, we present a simplified parsimonious higher-order multivariate Markov chain model with new convergence condition. (TPHOMMCM-NCC). Moreover, estimation method of the parameters in TPHOMMCM-NCC is give. Numerical experiments illustrate the effectiveness of TPHOMMCM-NCC.

Quantum Markov chains

NASA Astrophysics Data System (ADS)

Gudder, Stanley

2008-07-01

A new approach to quantum Markov chains is presented. We first define a transition operation matrix (TOM) as a matrix whose entries are completely positive maps whose column sums form a quantum operation. A quantum Markov chain is defined to be a pair (G,E) where G is a directed graph and E =[Eij] is a TOM whose entry Eij labels the edge from vertex j to vertex i. We think of the vertices of G as sites that a quantum system can occupy and Eij is the transition operation from site j to site i in one time step. The discrete dynamics of the system is obtained by iterating the TOM E. We next consider a special type of TOM called a transition effect matrix. In this case, there are two types of dynamics, a state dynamics and an operator dynamics. Although these two types are not identical, they are statistically equivalent. We next give examples that illustrate various properties of quantum Markov chains. We conclude by showing that our formalism generalizes the usual framework for quantum random walks.

Open Markov Processes and Reaction Networks

ERIC Educational Resources Information Center

Swistock Pollard, Blake Stephen

2017-01-01

We begin by defining the concept of "open" Markov processes, which are continuous-time Markov chains where probability can flow in and out through certain "boundary" states. We study open Markov processes which in the absence of such boundary flows admit equilibrium states satisfying detailed balance, meaning that the net flow…

Markovian prediction of future values for food grains in the economic survey

NASA Astrophysics Data System (ADS)

Sathish, S.; Khadar Babu, S. K.

2017-11-01

Now-a-days prediction and forecasting are plays a vital role in research. For prediction, regression is useful to predict the future value and current value on production process. In this paper, we assume food grain production exhibit Markov chain dependency and time homogeneity. The economic generative performance evaluation the balance time artificial fertilization different level in Estrusdetection using a daily Markov chain model. Finally, Markov process prediction gives better performance compare with Regression model.

Fitting mechanistic epidemic models to data: A comparison of simple Markov chain Monte Carlo approaches.

PubMed

Li, Michael; Dushoff, Jonathan; Bolker, Benjamin M

2018-07-01

Simple mechanistic epidemic models are widely used for forecasting and parameter estimation of infectious diseases based on noisy case reporting data. Despite the widespread application of models to emerging infectious diseases, we know little about the comparative performance of standard computational-statistical frameworks in these contexts. Here we build a simple stochastic, discrete-time, discrete-state epidemic model with both process and observation error and use it to characterize the effectiveness of different flavours of Bayesian Markov chain Monte Carlo (MCMC) techniques. We use fits to simulated data, where parameters (and future behaviour) are known, to explore the limitations of different platforms and quantify parameter estimation accuracy, forecasting accuracy, and computational efficiency across combinations of modeling decisions (e.g. discrete vs. continuous latent states, levels of stochasticity) and computational platforms (JAGS, NIMBLE, Stan).

Computer modeling of lung cancer diagnosis-to-treatment process

PubMed Central

Ju, Feng; Lee, Hyo Kyung; Osarogiagbon, Raymond U.; Yu, Xinhua; Faris, Nick

2015-01-01

We introduce an example of a rigorous, quantitative method for quality improvement in lung cancer care-delivery. Computer process modeling methods are introduced for lung cancer diagnosis, staging and treatment selection process. Two types of process modeling techniques, discrete event simulation (DES) and analytical models, are briefly reviewed. Recent developments in DES are outlined and the necessary data and procedures to develop a DES model for lung cancer diagnosis, leading up to surgical treatment process are summarized. The analytical models include both Markov chain model and closed formulas. The Markov chain models with its application in healthcare are introduced and the approach to derive a lung cancer diagnosis process model is presented. Similarly, the procedure to derive closed formulas evaluating the diagnosis process performance is outlined. Finally, the pros and cons of these methods are discussed. PMID:26380181

User's Manual MCnest - Markov Chain Nest Productivity Model Version 2.0

EPA Science Inventory

The Markov chain nest productivity model, or MCnest, is a set of algorithms for integrating the results of avian toxicity tests with reproductive life-history data to project the relative magnitude of chemical effects on avian reproduction. The mathematical foundation of MCnest i...

Document Ranking Based upon Markov Chains.

ERIC Educational Resources Information Center

Danilowicz, Czeslaw; Balinski, Jaroslaw

2001-01-01

Considers how the order of documents in information retrieval responses are determined and introduces a method that uses a probabilistic model of a document set where documents are regarded as states of a Markov chain and where transition probabilities are directly proportional to similarities between documents. (Author/LRW)

Using Markov Chain Analyses in Counselor Education Research

ERIC Educational Resources Information Center

Duys, David K.; Headrick, Todd C.

2004-01-01

This study examined the efficacy of an infrequently used statistical analysis in counselor education research. A Markov chain analysis was used to examine hypothesized differences between students' use of counseling skills in an introductory course. Thirty graduate students participated in the study. Independent raters identified the microskills…

Discovering Student Web Usage Profiles Using Markov Chains

ERIC Educational Resources Information Center

Marques, Alice; Belo, Orlando

2011-01-01

Nowadays, Web based platforms are quite common in any university, supporting a very diversified set of applications and services. Ranging from personal management to student evaluation processes, Web based platforms are doing a great job providing a very flexible way of working, promote student enrolment, and making access to academic information…

An Application of Markov Chains and a Monte-Carlo Simulation to Decision-Making Behavior of an Educational Administrator

ERIC Educational Resources Information Center

Yoda, Koji

1973-01-01

Develops models to systematically forecast the tendency of an educational administrator in charge of personnel selection processes to shift from one decision strategy to another under generally stable environmental conditions. Urges further research on these processes by educational planners. (JF)

Diagonal couplings of quantum Markov chains

NASA Astrophysics Data System (ADS)

Kümmerer, Burkhard; Schwieger, Kay

2016-05-01

In this paper we extend the coupling method from classical probability theory to quantum Markov chains on atomic von Neumann algebras. In particular, we establish a coupling inequality, which allow us to estimate convergence rates by analyzing couplings. For a given tensor dilation we construct a self-coupling of a Markov operator. It turns out that the coupling is a dual version of the extended dual transition operator studied by Gohm et al. We deduce that this coupling is successful if and only if the dilation is asymptotically complete.

Avian life history profiles for use in the Markov chain nest productivity model (MCnest)

EPA Science Inventory

The Markov Chain nest productivity model, or MCnest, quantitatively estimates the effects of pesticides or other toxic chemicals on annual reproductive success of avian species (Bennett and Etterson 2013, Etterson and Bennett 2013). The Basic Version of MCnest was developed as a...

Exploring Mass Perception with Markov Chain Monte Carlo

ERIC Educational Resources Information Center

Cohen, Andrew L.; Ross, Michael G.

2009-01-01

Several previous studies have examined the ability to judge the relative mass of objects in idealized collisions. With a newly developed technique of psychological Markov chain Monte Carlo sampling (A. N. Sanborn & T. L. Griffiths, 2008), this work explores participants; perceptions of different collision mass ratios. The results reveal…

Probability, statistics, and computational science.

PubMed

Beerenwinkel, Niko; Siebourg, Juliane

2012-01-01

In this chapter, we review basic concepts from probability theory and computational statistics that are fundamental to evolutionary genomics. We provide a very basic introduction to statistical modeling and discuss general principles, including maximum likelihood and Bayesian inference. Markov chains, hidden Markov models, and Bayesian network models are introduced in more detail as they occur frequently and in many variations in genomics applications. In particular, we discuss efficient inference algorithms and methods for learning these models from partially observed data. Several simple examples are given throughout the text, some of which point to models that are discussed in more detail in subsequent chapters.

Markov reward processes

NASA Technical Reports Server (NTRS)

Smith, R. M.

1991-01-01

Numerous applications in the area of computer system analysis can be effectively studied with Markov reward models. These models describe the behavior of the system with a continuous-time Markov chain, where a reward rate is associated with each state. In a reliability/availability model, upstates may have reward rate 1 and down states may have reward rate zero associated with them. In a queueing model, the number of jobs of certain type in a given state may be the reward rate attached to that state. In a combined model of performance and reliability, the reward rate of a state may be the computational capacity, or a related performance measure. Expected steady-state reward rate and expected instantaneous reward rate are clearly useful measures of the Markov reward model. More generally, the distribution of accumulated reward or time-averaged reward over a finite time interval may be determined from the solution of the Markov reward model. This information is of great practical significance in situations where the workload can be well characterized (deterministically, or by continuous functions e.g., distributions). The design process in the development of a computer system is an expensive and long term endeavor. For aerospace applications the reliability of the computer system is essential, as is the ability to complete critical workloads in a well defined real time interval. Consequently, effective modeling of such systems must take into account both performance and reliability. This fact motivates our use of Markov reward models to aid in the development and evaluation of fault tolerant computer systems.

Path-integral theory of an axially confined worm-like chain

NASA Astrophysics Data System (ADS)

Smith, D. A.

2001-06-01

A path-integral formulation is developed for the thermodynamic properties of a worm-like chain moving on a surface and laterally confined by a harmonic potential. The free energy of the chain is calculated as a function of its length and boundary conditions at each end. Distribution functions for chain displacements can be constructed by utilizing the Markov property as a function of displacement φ(s) and its derivative dφ(s)/ds along the path. These quantities are also calculated in the presence of pinning sites which impose fixed positive or negative displacements, foreshadowing their application to a model for the regulation of striated muscle.

Markov Chain Monte Carlo Inference of Parametric Dictionaries for Sparse Bayesian Approximations

PubMed Central

Chaspari, Theodora; Tsiartas, Andreas; Tsilifis, Panagiotis; Narayanan, Shrikanth

2016-01-01

Parametric dictionaries can increase the ability of sparse representations to meaningfully capture and interpret the underlying signal information, such as encountered in biomedical problems. Given a mapping function from the atom parameter space to the actual atoms, we propose a sparse Bayesian framework for learning the atom parameters, because of its ability to provide full posterior estimates, take uncertainty into account and generalize on unseen data. Inference is performed with Markov Chain Monte Carlo, that uses block sampling to generate the variables of the Bayesian problem. Since the parameterization of dictionary atoms results in posteriors that cannot be analytically computed, we use a Metropolis-Hastings-within-Gibbs framework, according to which variables with closed-form posteriors are generated with the Gibbs sampler, while the remaining ones with the Metropolis Hastings from appropriate candidate-generating densities. We further show that the corresponding Markov Chain is uniformly ergodic ensuring its convergence to a stationary distribution independently of the initial state. Results on synthetic data and real biomedical signals indicate that our approach offers advantages in terms of signal reconstruction compared to previously proposed Steepest Descent and Equiangular Tight Frame methods. This paper demonstrates the ability of Bayesian learning to generate parametric dictionaries that can reliably represent the exemplar data and provides the foundation towards inferring the entire variable set of the sparse approximation problem for signal denoising, adaptation and other applications. PMID:28649173

Teaching Markov Chain Monte Carlo: Revealing the Basic Ideas behind the Algorithm

ERIC Educational Resources Information Center

Stewart, Wayne; Stewart, Sepideh

2014-01-01

For many scientists, researchers and students Markov chain Monte Carlo (MCMC) simulation is an important and necessary tool to perform Bayesian analyses. The simulation is often presented as a mathematical algorithm and then translated into an appropriate computer program. However, this can result in overlooking the fundamental and deeper…

Modelling Faculty Replacement Strategies Using a Time-Dependent Finite Markov-Chain Process.

ERIC Educational Resources Information Center

Hackett, E. Raymond; Magg, Alexander A.; Carrigan, Sarah D.

1999-01-01

Describes the use of a time-dependent Markov-chain model to develop faculty-replacement strategies within a college at a research university. The study suggests that a stochastic modelling approach can provide valuable insight when planning for personnel needs in the immediate (five-to-ten year) future. (MSE)

Asteroid mass estimation with Markov-chain Monte Carlo

NASA Astrophysics Data System (ADS)

Siltala, L.; Granvik, M.

2017-09-01

We have developed a new Markov-chain Monte Carlo-based algorithm for asteroid mass estimation based on mutual encounters and tested it for several different asteroids. Our results are in line with previous literature values but suggest that uncertainties of prior estimates may be misleading as a consequence of using linearized methods.

Predicting hepatitis B monthly incidence rates using weighted Markov chains and time series methods.

PubMed

Shahdoust, Maryam; Sadeghifar, Majid; Poorolajal, Jalal; Javanrooh, Niloofar; Amini, Payam

2015-01-01

Hepatitis B (HB) is a major global mortality. Accurately predicting the trend of the disease can provide an appropriate view to make health policy disease prevention. This paper aimed to apply three different to predict monthly incidence rates of HB. This historical cohort study was conducted on the HB incidence data of Hamadan Province, the west of Iran, from 2004 to 2012. Weighted Markov Chain (WMC) method based on Markov chain theory and two time series models including Holt Exponential Smoothing (HES) and SARIMA were applied on the data. The results of different applied methods were compared to correct percentages of predicted incidence rates. The monthly incidence rates were clustered into two clusters as state of Markov chain. The correct predicted percentage of the first and second clusters for WMC, HES and SARIMA methods was (100, 0), (84, 67) and (79, 47) respectively. The overall incidence rate of HBV is estimated to decrease over time. The comparison of results of the three models indicated that in respect to existing seasonality trend and non-stationarity, the HES had the most accurate prediction of the incidence rates.

Of bugs and birds: Markov Chain Monte Carlo for hierarchical modeling in wildlife research

USGS Publications Warehouse

Link, W.A.; Cam, E.; Nichols, J.D.; Cooch, E.G.

2002-01-01

Markov chain Monte Carlo (MCMC) is a statistical innovation that allows researchers to fit far more complex models to data than is feasible using conventional methods. Despite its widespread use in a variety of scientific fields, MCMC appears to be underutilized in wildlife applications. This may be due to a misconception that MCMC requires the adoption of a subjective Bayesian analysis, or perhaps simply to its lack of familiarity among wildlife researchers. We introduce the basic ideas of MCMC and software BUGS (Bayesian inference using Gibbs sampling), stressing that a simple and satisfactory intuition for MCMC does not require extraordinary mathematical sophistication. We illustrate the use of MCMC with an analysis of the association between latent factors governing individual heterogeneity in breeding and survival rates of kittiwakes (Rissa tridactyla). We conclude with a discussion of the importance of individual heterogeneity for understanding population dynamics and designing management plans.

Descent graphs in pedigree analysis: applications to haplotyping, location scores, and marker-sharing statistics.

PubMed Central

Sobel, E.; Lange, K.

1996-01-01

The introduction of stochastic methods in pedigree analysis has enabled geneticists to tackle computations intractable by standard deterministic methods. Until now these stochastic techniques have worked by running a Markov chain on the set of genetic descent states of a pedigree. Each descent state specifies the paths of gene flow in the pedigree and the founder alleles dropped down each path. The current paper follows up on a suggestion by Elizabeth Thompson that genetic descent graphs offer a more appropriate space for executing a Markov chain. A descent graph specifies the paths of gene flow but not the particular founder alleles traveling down the paths. This paper explores algorithms for implementing Thompson's suggestion for codominant markers in the context of automatic haplotyping, estimating location scores, and computing gene-clustering statistics for robust linkage analysis. Realistic numerical examples demonstrate the feasibility of the algorithms. PMID:8651310

Operations and support cost modeling using Markov chains

NASA Technical Reports Server (NTRS)

Unal, Resit

1989-01-01

Systems for future missions will be selected with life cycle costs (LCC) as a primary evaluation criterion. This reflects the current realization that only systems which are considered affordable will be built in the future due to the national budget constaints. Such an environment calls for innovative cost modeling techniques which address all of the phases a space system goes through during its life cycle, namely: design and development, fabrication, operations and support; and retirement. A significant portion of the LCC for reusable systems are generated during the operations and support phase (OS). Typically, OS costs can account for 60 to 80 percent of the total LCC. Clearly, OS costs are wholly determined or at least strongly influenced by decisions made during the design and development phases of the project. As a result OS costs need to be considered and estimated early in the conceptual phase. To be effective, an OS cost estimating model needs to account for actual instead of ideal processes by associating cost elements with probabilities. One approach that may be suitable for OS cost modeling is the use of the Markov Chain Process. Markov chains are an important method of probabilistic analysis for operations research analysts but they are rarely used for life cycle cost analysis. This research effort evaluates the use of Markov Chains in LCC analysis by developing OS cost model for a hypothetical reusable space transportation vehicle (HSTV) and suggests further uses of the Markov Chain process as a design-aid tool.

A reward semi-Markov process with memory for wind speed modeling

NASA Astrophysics Data System (ADS)

Petroni, F.; D'Amico, G.; Prattico, F.

2012-04-01

The increasing interest in renewable energy leads scientific research to find a better way to recover most of the available energy. Particularly, the maximum energy recoverable from wind is equal to 59.3% of that available (Betz law) at a specific pitch angle and when the ratio between the wind speed in output and in input is equal to 1/3. The pitch angle is the angle formed between the airfoil of the blade of the wind turbine and the wind direction. Old turbine and a lot of that actually marketed, in fact, have always the same invariant geometry of the airfoil. This causes that wind turbines will work with an efficiency that is lower than 59.3%. New generation wind turbines, instead, have a system to variate the pitch angle by rotating the blades. This system able the wind turbines to recover, at different wind speed, always the maximum energy, working in Betz limit at different speed ratios. A powerful system control of the pitch angle allows the wind turbine to recover better the energy in transient regime. A good stochastic model for wind speed is then needed to help both the optimization of turbine design and to assist the system control to predict the value of the wind speed to positioning the blades quickly and correctly. The possibility to have synthetic data of wind speed is a powerful instrument to assist designer to verify the structures of the wind turbines or to estimate the energy recoverable from a specific site. To generate synthetic data, Markov chains of first or higher order are often used [1,2,3]. In particular in [1] is presented a comparison between a first-order Markov chain and a second-order Markov chain. A similar work, but only for the first-order Markov chain, is conduced by [2], presenting the probability transition matrix and comparing the energy spectral density and autocorrelation of real and synthetic wind speed data. A tentative to modeling and to join speed and direction of wind is presented in [3], by using two models, first-order Markov chain with different number of states, and Weibull distribution. All this model use Markov chains to generate synthetic wind speed time series but the search for a better model is still open. Approaching this issue, we applied new models which are generalization of Markov models. More precisely we applied semi-Markov models to generate synthetic wind speed time series. The primary goal of this analysis is the study of the time history of the wind in order to assess its reliability as a source of power and to determine the associated storage levels required. In order to assess this issue we use a probabilistic model based on indexed semi-Markov process [4] to which a reward structure is attached. Our model is used to calculate the expected energy produced by a given turbine and its variability expressed by the variance of the process. Our results can be used to compare different wind farms based on their reward and also on the risk of missed production due to the intrinsic variability of the wind speed process. The model is used to generate synthetic time series for wind speed by means of Monte Carlo simulations and backtesting procedure is used to compare results on first and second oder moments of rewards between real and synthetic data. [1] A. Shamshad, M.A. Bawadi, W.M.W. Wan Hussin, T.A. Majid, S.A.M. Sanusi, First and second order Markov chain models for synthetic gen- eration of wind speed time series, Energy 30 (2005) 693-708. [2] H. Nfaoui, H. Essiarab, A.A.M. Sayigh, A stochastic Markov chain model for simulating wind speed time series at Tangiers, Morocco, Re- newable Energy 29 (2004) 1407-1418. [3] F. Youcef Ettoumi, H. Sauvageot, A.-E.-H. Adane, Statistical bivariate modeling of wind using first-order Markov chain and Weibull distribu- tion, Renewable Energy 28 (2003) 1787-1802. [4]F. Petroni, G. D'Amico, F. Prattico, Indexed semi-Markov process for wind speed modeling. To be submitted.

Analysis of a first order phase locked loop in the presence of Gaussian noise

NASA Technical Reports Server (NTRS)

Blasche, P. R.

1977-01-01

A first-order digital phase locked loop is analyzed by application of a Markov chain model. Steady state loop error probabilities, phase standard deviation, and mean loop transient times are determined for various input signal to noise ratios. Results for direct loop simulation are presented for comparison.

Item Response Theory Equating Using Bayesian Informative Priors.

ERIC Educational Resources Information Center

de la Torre, Jimmy; Patz, Richard J.

This paper seeks to extend the application of Markov chain Monte Carlo (MCMC) methods in item response theory (IRT) to include the estimation of equating relationships along with the estimation of test item parameters. A method is proposed that incorporates estimation of the equating relationship in the item calibration phase. Item parameters from…

Which Came First, the MCnest or the MCnugget? A Survey of Markov Chain Applications in Avian Ecology, Population Biology and Chemical Risk Assessment.

EPA Science Inventory

Stochastic processes, such as survival and reproductive success, govern the trajectories of animal populations. Models of such processes have become increasingly important in understanding the effects of environmental change and anthropogenic disturbance on the ability of popula...

The cutoff phenomenon in finite Markov chains.

PubMed Central

Diaconis, P

1996-01-01

Natural mixing processes modeled by Markov chains often show a sharp cutoff in their convergence to long-time behavior. This paper presents problems where the cutoff can be proved (card shuffling, the Ehrenfests' urn). It shows that chains with polynomial growth (drunkard's walk) do not show cutoffs. The best general understanding of such cutoffs (high multiplicity of second eigenvalues due to symmetry) is explored. Examples are given where the symmetry is broken but the cutoff phenomenon persists. PMID:11607633

Experiences with Markov Chain Monte Carlo Convergence Assessment in Two Psychometric Examples

ERIC Educational Resources Information Center

Sinharay, Sandip

2004-01-01

There is an increasing use of Markov chain Monte Carlo (MCMC) algorithms for fitting statistical models in psychometrics, especially in situations where the traditional estimation techniques are very difficult to apply. One of the disadvantages of using an MCMC algorithm is that it is not straightforward to determine the convergence of the…

A Markov Chain Monte Carlo Approach to Confirmatory Item Factor Analysis

ERIC Educational Resources Information Center

Edwards, Michael C.

2010-01-01

Item factor analysis has a rich tradition in both the structural equation modeling and item response theory frameworks. The goal of this paper is to demonstrate a novel combination of various Markov chain Monte Carlo (MCMC) estimation routines to estimate parameters of a wide variety of confirmatory item factor analysis models. Further, I show…

Markov Chain Monte Carlo Estimation of Item Parameters for the Generalized Graded Unfolding Model

ERIC Educational Resources Information Center

de la Torre, Jimmy; Stark, Stephen; Chernyshenko, Oleksandr S.

2006-01-01

The authors present a Markov Chain Monte Carlo (MCMC) parameter estimation procedure for the generalized graded unfolding model (GGUM) and compare it to the marginal maximum likelihood (MML) approach implemented in the GGUM2000 computer program, using simulated and real personality data. In the simulation study, test length, number of response…

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

ERIC Educational Resources Information Center

Kieftenbeld, Vincent; Natesan, Prathiba

2012-01-01

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

Chutes and Ladders for the Impatient

ERIC Educational Resources Information Center

Cheteyan, Leslie A.; Hengeveld, Stewart; Jones, Michael A.

2011-01-01

In this paper, we review the rules and game board for "Chutes and Ladders", define a Markov chain to model the game regardless of the spinner range, and describe how properties of Markov chains are used to determine that an optimal spinner range of 15 minimizes the expected number of turns for a player to complete the game. Because the Markov…

Students' Progress throughout Examination Process as a Markov Chain

ERIC Educational Resources Information Center

Hlavatý, Robert; Dömeová, Ludmila

2014-01-01

The paper is focused on students of Mathematical methods in economics at the Czech university of life sciences (CULS) in Prague. The idea is to create a model of students' progress throughout the whole course using the Markov chain approach. Each student has to go through various stages of the course requirements where his success depends on the…

Network Security Risk Assessment System Based on Attack Graph and Markov Chain

NASA Astrophysics Data System (ADS)

Sun, Fuxiong; Pi, Juntao; Lv, Jin; Cao, Tian

2017-10-01

Network security risk assessment technology can be found in advance of the network problems and related vulnerabilities, it has become an important means to solve the problem of network security. Based on attack graph and Markov chain, this paper provides a Network Security Risk Assessment Model (NSRAM). Based on the network infiltration tests, NSRAM generates the attack graph by the breadth traversal algorithm. Combines with the international standard CVSS, the attack probability of atomic nodes are counted, and then the attack transition probabilities of ones are calculated by Markov chain. NSRAM selects the optimal attack path after comprehensive measurement to assessment network security risk. The simulation results show that NSRAM can reflect the actual situation of network security objectively.

Metastable Distributions of Markov Chains with Rare Transitions

NASA Astrophysics Data System (ADS)

Freidlin, M.; Koralov, L.

2017-06-01

In this paper we consider Markov chains X^\\varepsilon _t with transition rates that depend on a small parameter \\varepsilon . We are interested in the long time behavior of X^\\varepsilon _t at various \\varepsilon -dependent time scales t = t(\\varepsilon ). The asymptotic behavior depends on how the point (1/\\varepsilon , t(\\varepsilon )) approaches infinity. We introduce a general notion of complete asymptotic regularity (a certain asymptotic relation between the ratios of transition rates), which ensures the existence of the metastable distribution for each initial point and a given time scale t(\\varepsilon ). The technique of i-graphs allows one to describe the metastable distribution explicitly. The result may be viewed as a generalization of the ergodic theorem to the case of parameter-dependent Markov chains.

Markov model of the loan portfolio dynamics considering influence of management and external economic factors

NASA Astrophysics Data System (ADS)

Bozhalkina, Yana; Timofeeva, Galina

2016-12-01

Mathematical model of loan portfolio in the form of a controlled Markov chain with discrete time is considered. It is assumed that coefficients of migration matrix depend on corrective actions and external factors. Corrective actions include process of receiving applications, interaction with existing solvent and insolvent clients. External factors are macroeconomic indicators, such as inflation and unemployment rates, exchange rates, consumer price indices, etc. Changes in corrective actions adjust the intensity of transitions in the migration matrix. The mathematical model for forecasting the credit portfolio structure taking into account a cumulative impact of internal and external changes is obtained.

Modeling haplotype block variation using Markov chains.

PubMed

Greenspan, G; Geiger, D

2006-04-01

Models of background variation in genomic regions form the basis of linkage disequilibrium mapping methods. In this work we analyze a background model that groups SNPs into haplotype blocks and represents the dependencies between blocks by a Markov chain. We develop an error measure to compare the performance of this model against the common model that assumes that blocks are independent. By examining data from the International Haplotype Mapping project, we show how the Markov model over haplotype blocks is most accurate when representing blocks in strong linkage disequilibrium. This contrasts with the independent model, which is rendered less accurate by linkage disequilibrium. We provide a theoretical explanation for this surprising property of the Markov model and relate its behavior to allele diversity.

Modeling Haplotype Block Variation Using Markov Chains

PubMed Central

Greenspan, G.; Geiger, D.

2006-01-01

Models of background variation in genomic regions form the basis of linkage disequilibrium mapping methods. In this work we analyze a background model that groups SNPs into haplotype blocks and represents the dependencies between blocks by a Markov chain. We develop an error measure to compare the performance of this model against the common model that assumes that blocks are independent. By examining data from the International Haplotype Mapping project, we show how the Markov model over haplotype blocks is most accurate when representing blocks in strong linkage disequilibrium. This contrasts with the independent model, which is rendered less accurate by linkage disequilibrium. We provide a theoretical explanation for this surprising property of the Markov model and relate its behavior to allele diversity. PMID:16361244

Variable context Markov chains for HIV protease cleavage site prediction.

PubMed

Oğul, Hasan

2009-06-01

Deciphering the knowledge of HIV protease specificity and developing computational tools for detecting its cleavage sites in protein polypeptide chain are very desirable for designing efficient and specific chemical inhibitors to prevent acquired immunodeficiency syndrome. In this study, we developed a generative model based on a generalization of variable order Markov chains (VOMC) for peptide sequences and adapted the model for prediction of their cleavability by certain proteases. The new method, called variable context Markov chains (VCMC), attempts to identify the context equivalence based on the evolutionary similarities between individual amino acids. It was applied for HIV-1 protease cleavage site prediction problem and shown to outperform existing methods in terms of prediction accuracy on a common dataset. In general, the method is a promising tool for prediction of cleavage sites of all proteases and encouraged to be used for any kind of peptide classification problem as well.

Classification of customer lifetime value models using Markov chain

NASA Astrophysics Data System (ADS)

Permana, Dony; Pasaribu, Udjianna S.; Indratno, Sapto W.; Suprayogi

2017-10-01

A firm’s potential reward in future time from a customer can be determined by customer lifetime value (CLV). There are some mathematic methods to calculate it. One method is using Markov chain stochastic model. Here, a customer is assumed through some states. Transition inter the states follow Markovian properties. If we are given some states for a customer and the relationships inter states, then we can make some Markov models to describe the properties of the customer. As Markov models, CLV is defined as a vector contains CLV for a customer in the first state. In this paper we make a classification of Markov Models to calculate CLV. Start from two states of customer model, we make develop in many states models. The development a model is based on weaknesses in previous model. Some last models can be expected to describe how real characters of customers in a firm.

Building Simple Hidden Markov Models. Classroom Notes

ERIC Educational Resources Information Center

Ching, Wai-Ki; Ng, Michael K.

2004-01-01

Hidden Markov models (HMMs) are widely used in bioinformatics, speech recognition and many other areas. This note presents HMMs via the framework of classical Markov chain models. A simple example is given to illustrate the model. An estimation method for the transition probabilities of the hidden states is also discussed.

An Evaluation of a Markov Chain Monte Carlo Method for the Two-Parameter Logistic Model.

ERIC Educational Resources Information Center

Kim, Seock-Ho; Cohen, Allan S.

The accuracy of the Markov Chain Monte Carlo (MCMC) procedure Gibbs sampling was considered for estimation of item parameters of the two-parameter logistic model. Data for the Law School Admission Test (LSAT) Section 6 were analyzed to illustrate the MCMC procedure. In addition, simulated data sets were analyzed using the MCMC, marginal Bayesian…

Housing Value Projection Model Related to Educational Planning: The Feasibility of a New Methodology. Final Report.

ERIC Educational Resources Information Center

Helbock, Richard W.; Marker, Gordon

This study concerns the feasibility of a Markov chain model for projecting housing values and racial mixes. Such projections could be used in planning the layout of school districts to achieve desired levels of socioeconomic heterogeneity. Based upon the concepts and assumptions underlying a Markov chain model, it is concluded that such a model is…

Recovery of Item Parameters in the Nominal Response Model: A Comparison of Marginal Maximum Likelihood Estimation and Markov Chain Monte Carlo Estimation.

ERIC Educational Resources Information Center

Wollack, James A.; Bolt, Daniel M.; Cohen, Allan S.; Lee, Young-Sun

2002-01-01

Compared the quality of item parameter estimates for marginal maximum likelihood (MML) and Markov Chain Monte Carlo (MCMC) with the nominal response model using simulation. The quality of item parameter recovery was nearly identical for MML and MCMC, and both methods tended to produce good estimates. (SLD)

An NCME Instructional Module on Estimating Item Response Theory Models Using Markov Chain Monte Carlo Methods

ERIC Educational Resources Information Center

Kim, Jee-Seon; Bolt, Daniel M.

2007-01-01

The purpose of this ITEMS module is to provide an introduction to Markov chain Monte Carlo (MCMC) estimation for item response models. A brief description of Bayesian inference is followed by an overview of the various facets of MCMC algorithms, including discussion of prior specification, sampling procedures, and methods for evaluating chain…

Inferring Markov chains: Bayesian estimation, model comparison, entropy rate, and out-of-class modeling.

PubMed

Strelioff, Christopher C; Crutchfield, James P; Hübler, Alfred W

2007-07-01

Markov chains are a natural and well understood tool for describing one-dimensional patterns in time or space. We show how to infer kth order Markov chains, for arbitrary k , from finite data by applying Bayesian methods to both parameter estimation and model-order selection. Extending existing results for multinomial models of discrete data, we connect inference to statistical mechanics through information-theoretic (type theory) techniques. We establish a direct relationship between Bayesian evidence and the partition function which allows for straightforward calculation of the expectation and variance of the conditional relative entropy and the source entropy rate. Finally, we introduce a method that uses finite data-size scaling with model-order comparison to infer the structure of out-of-class processes.

Stochastic Dynamics through Hierarchically Embedded Markov Chains

NASA Astrophysics Data System (ADS)

Vasconcelos, Vítor V.; Santos, Fernando P.; Santos, Francisco C.; Pacheco, Jorge M.

2017-02-01

Studying dynamical phenomena in finite populations often involves Markov processes of significant mathematical and/or computational complexity, which rapidly becomes prohibitive with increasing population size or an increasing number of individual configuration states. Here, we develop a framework that allows us to define a hierarchy of approximations to the stationary distribution of general systems that can be described as discrete Markov processes with time invariant transition probabilities and (possibly) a large number of states. This results in an efficient method for studying social and biological communities in the presence of stochastic effects—such as mutations in evolutionary dynamics and a random exploration of choices in social systems—including situations where the dynamics encompasses the existence of stable polymorphic configurations, thus overcoming the limitations of existing methods. The present formalism is shown to be general in scope, widely applicable, and of relevance to a variety of interdisciplinary problems.

Stochastic Dynamics through Hierarchically Embedded Markov Chains.

PubMed

Vasconcelos, Vítor V; Santos, Fernando P; Santos, Francisco C; Pacheco, Jorge M

2017-02-03

Studying dynamical phenomena in finite populations often involves Markov processes of significant mathematical and/or computational complexity, which rapidly becomes prohibitive with increasing population size or an increasing number of individual configuration states. Here, we develop a framework that allows us to define a hierarchy of approximations to the stationary distribution of general systems that can be described as discrete Markov processes with time invariant transition probabilities and (possibly) a large number of states. This results in an efficient method for studying social and biological communities in the presence of stochastic effects-such as mutations in evolutionary dynamics and a random exploration of choices in social systems-including situations where the dynamics encompasses the existence of stable polymorphic configurations, thus overcoming the limitations of existing methods. The present formalism is shown to be general in scope, widely applicable, and of relevance to a variety of interdisciplinary problems.

Bayesian inversion of seismic and electromagnetic data for marine gas reservoir characterization using multi-chain Markov chain Monte Carlo sampling

NASA Astrophysics Data System (ADS)

Ren, Huiying; Ray, Jaideep; Hou, Zhangshuan; Huang, Maoyi; Bao, Jie; Swiler, Laura

2017-12-01

In this study we developed an efficient Bayesian inversion framework for interpreting marine seismic Amplitude Versus Angle and Controlled-Source Electromagnetic data for marine reservoir characterization. The framework uses a multi-chain Markov-chain Monte Carlo sampler, which is a hybrid of DiffeRential Evolution Adaptive Metropolis and Adaptive Metropolis samplers. The inversion framework is tested by estimating reservoir-fluid saturations and porosity based on marine seismic and Controlled-Source Electromagnetic data. The multi-chain Markov-chain Monte Carlo is scalable in terms of the number of chains, and is useful for computationally demanding Bayesian model calibration in scientific and engineering problems. As a demonstration, the approach is used to efficiently and accurately estimate the porosity and saturations in a representative layered synthetic reservoir. The results indicate that the seismic Amplitude Versus Angle and Controlled-Source Electromagnetic joint inversion provides better estimation of reservoir saturations than the seismic Amplitude Versus Angle only inversion, especially for the parameters in deep layers. The performance of the inversion approach for various levels of noise in observational data was evaluated - reasonable estimates can be obtained with noise levels up to 25%. Sampling efficiency due to the use of multiple chains was also checked and was found to have almost linear scalability.

Limiting Distributions of Functionals of Markov Chains.

DTIC Science & Technology

1984-08-01

limiting distributions; periodic * nonhomoger.,!ous Poisson processes . 19 ANS? MACY IConuui oe nonoe’ee if necorglooy and edern thty by block numbers...homogeneous Poisson processes is of interest in itself. The problem considered in this paper is of interest in the theory of partially observable...where we obtain the limiting distribution of the interevent times. Key Words: Markov Chains, Limiting Distributions, Periodic Nonhomogeneous Poisson

Joint simulation of regional areas burned in Canadian forest fires: A Markov Chain Monte Carlo approach

Treesearch

Steen Magnussen

2009-01-01

Areas burned annually in 29 Canadian forest fire regions show a patchy and irregular correlation structure that significantly influences the distribution of annual totals for Canada and for groups of regions. A binary Monte Carlo Markov Chain (MCMC) is constructed for the purpose of joint simulation of regional areas burned in forest fires. For each year the MCMC...

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

NASA Astrophysics Data System (ADS)

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

2017-12-01

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

Application of Markov chain theory to ASTP natural environment launch criteria at Kennedy Space Center

NASA Technical Reports Server (NTRS)

Graves, M. E.; Perlmutter, M.

1974-01-01

To aid the planning of the Apollo Soyuz Test Program (ASTP), certain natural environment statistical relationships are presented, based on Markov theory and empirical counts. The practical results are in terms of conditional probability of favorable and unfavorable launch conditions at Kennedy Space Center (KSC). They are based upon 15 years of recorded weather data which are analyzed under a set of natural environmental launch constraints. Three specific forecasting problems were treated: (1) the length of record of past weather which is useful to a prediction; (2) the effect of persistence in runs of favorable and unfavorable conditions; and (3) the forecasting of future weather in probabilistic terms.

Application du processus de Markov sur les occurrences des précipitations journalières au Congo-Brazzaville

NASA Astrophysics Data System (ADS)

Samba, Gaston; Mpounza, Marcel

2005-11-01

This study deals with the daily precipitation occurrence during the rainy season in different locations in Congo-Brazzaville. The Markov-chain probability model has been used for defining probable dry and wet rainy sequences at each station, and transition probabilities between daily precipitations of two successive days. The main results are: in Congo, the dependence on the preceding day of the daily precipitations occurrence; the confirmation of two main climatic region (equatorial climate to the north and tropical wet to the south); the lack of coherence in the distribution of precipitations. To cite this article: G. Samba, M. Mpounza, C. R. Geoscience 337 (2005).

Performance Analysis of Power Saving Class of Type 1 with Both Downlink and Uplink Traffics in IEEE 802.16e

NASA Astrophysics Data System (ADS)

Baek, Sangkyu; Choi, Bong Dae

We investigate power consumption of a mobile station with the power saving class of type 1 in the IEEE 802.16e. We deal with stochastic behavior of mobile station during not only sleep mode period but also awake mode period with both downlink and uplink traffics. Our methods for investigating the power saving class of type 1 are to construct the embedded Markov chain and the semi-Markov chain generated by the embedded Markov chain. To see the effect of the sleep mode, we obtain the average power consumption of a mobile station and the mean queueing delay of a message. Numerical results show that the larger size of the sleep window makes the power consumption of a mobile station smaller and the queueing delay of a downlink message longer.

Markov chain Monte Carlo estimation of quantum states

NASA Astrophysics Data System (ADS)

Diguglielmo, James; Messenger, Chris; Fiurášek, Jaromír; Hage, Boris; Samblowski, Aiko; Schmidt, Tabea; Schnabel, Roman

2009-03-01

We apply a Bayesian data analysis scheme known as the Markov chain Monte Carlo to the tomographic reconstruction of quantum states. This method yields a vector, known as the Markov chain, which contains the full statistical information concerning all reconstruction parameters including their statistical correlations with no a priori assumptions as to the form of the distribution from which it has been obtained. From this vector we can derive, e.g., the marginal distributions and uncertainties of all model parameters, and also of other quantities such as the purity of the reconstructed state. We demonstrate the utility of this scheme by reconstructing the Wigner function of phase-diffused squeezed states. These states possess non-Gaussian statistics and therefore represent a nontrivial case of tomographic reconstruction. We compare our results to those obtained through pure maximum-likelihood and Fisher information approaches.

Statistical significance test for transition matrices of atmospheric Markov chains

NASA Technical Reports Server (NTRS)

Vautard, Robert; Mo, Kingtse C.; Ghil, Michael

1990-01-01

Low-frequency variability of large-scale atmospheric dynamics can be represented schematically by a Markov chain of multiple flow regimes. This Markov chain contains useful information for the long-range forecaster, provided that the statistical significance of the associated transition matrix can be reliably tested. Monte Carlo simulation yields a very reliable significance test for the elements of this matrix. The results of this test agree with previously used empirical formulae when each cluster of maps identified as a distinct flow regime is sufficiently large and when they all contain a comparable number of maps. Monte Carlo simulation provides a more reliable way to test the statistical significance of transitions to and from small clusters. It can determine the most likely transitions, as well as the most unlikely ones, with a prescribed level of statistical significance.

Overshoot in biological systems modelled by Markov chains: a non-equilibrium dynamic phenomenon.

PubMed

Jia, Chen; Qian, Minping; Jiang, Daquan

2014-08-01

A number of biological systems can be modelled by Markov chains. Recently, there has been an increasing concern about when biological systems modelled by Markov chains will perform a dynamic phenomenon called overshoot. In this study, the authors found that the steady-state behaviour of the system will have a great effect on the occurrence of overshoot. They showed that overshoot in general cannot occur in systems that will finally approach an equilibrium steady state. They further classified overshoot into two types, named as simple overshoot and oscillating overshoot. They showed that except for extreme cases, oscillating overshoot will occur if the system is far from equilibrium. All these results clearly show that overshoot is a non-equilibrium dynamic phenomenon with energy consumption. In addition, the main result in this study is validated with real experimental data.

Finding exact constants in a Markov model of Zipfs law generation

NASA Astrophysics Data System (ADS)

Bochkarev, V. V.; Lerner, E. Yu.; Nikiforov, A. A.; Pismenskiy, A. A.

2017-12-01

According to the classical Zipfs law, the word frequency is a power function of the word rank with an exponent -1. The objective of this work is to find multiplicative constant in a Markov model of word generation. Previously, the case of independent letters was mathematically strictly investigated in [Bochkarev V V and Lerner E Yu 2017 International Journal of Mathematics and Mathematical Sciences Article ID 914374]. Unfortunately, the methods used in this paper cannot be generalized in case of Markov chains. The search of the correct formulation of the Markov generalization of this results was performed using experiments with different ergodic matrices of transition probability P. Combinatory technique allowed taking into account all the words with probability of more than e -300 in case of 2 by 2 matrices. It was experimentally proved that the required constant in the limit is equal to the value reciprocal to conditional entropy of matrix row P with weights presenting the elements of the vector π of the stationary distribution of the Markov chain.

Exact Markov chain and approximate diffusion solution for haploid genetic drift with one-way mutation.

PubMed

Hössjer, Ola; Tyvand, Peder A; Miloh, Touvia

2016-02-01

The classical Kimura solution of the diffusion equation is investigated for a haploid random mating (Wright-Fisher) model, with one-way mutations and initial-value specified by the founder population. The validity of the transient diffusion solution is checked by exact Markov chain computations, using a Jordan decomposition of the transition matrix. The conclusion is that the one-way diffusion model mostly works well, although the rate of convergence depends on the initial allele frequency and the mutation rate. The diffusion approximation is poor for mutation rates so low that the non-fixation boundary is regular. When this happens we perturb the diffusion solution around the non-fixation boundary and obtain a more accurate approximation that takes quasi-fixation of the mutant allele into account. The main application is to quantify how fast a specific genetic variant of the infinite alleles model is lost. We also discuss extensions of the quasi-fixation approach to other models with small mutation rates. Copyright © 2015 Elsevier Inc. All rights reserved.

Searching for efficient Markov chain Monte Carlo proposal kernels

PubMed Central

Yang, Ziheng; Rodríguez, Carlos E.

2013-01-01

Markov chain Monte Carlo (MCMC) or the Metropolis–Hastings algorithm is a simulation algorithm that has made modern Bayesian statistical inference possible. Nevertheless, the efficiency of different Metropolis–Hastings proposal kernels has rarely been studied except for the Gaussian proposal. Here we propose a unique class of Bactrian kernels, which avoid proposing values that are very close to the current value, and compare their efficiency with a number of proposals for simulating different target distributions, with efficiency measured by the asymptotic variance of a parameter estimate. The uniform kernel is found to be more efficient than the Gaussian kernel, whereas the Bactrian kernel is even better. When optimal scales are used for both, the Bactrian kernel is at least 50% more efficient than the Gaussian. Implementation in a Bayesian program for molecular clock dating confirms the general applicability of our results to generic MCMC algorithms. Our results refute a previous claim that all proposals had nearly identical performance and will prompt further research into efficient MCMC proposals. PMID:24218600

Markov Chain Models for Stochastic Behavior in Resonance Overlap Regions

NASA Astrophysics Data System (ADS)

McCarthy, Morgan; Quillen, Alice

2018-01-01

We aim to predict lifetimes of particles in chaotic zoneswhere resonances overlap. A continuous-time Markov chain model isconstructed using mean motion resonance libration timescales toestimate transition times between resonances. The model is applied todiffusion in the co-rotation region of a planet. For particles begunat low eccentricity, the model is effective for early diffusion, butnot at later time when particles experience close encounters to the planet.

Numerical methods in Markov chain modeling

NASA Technical Reports Server (NTRS)

Philippe, Bernard; Saad, Youcef; Stewart, William J.

1989-01-01

Several methods for computing stationary probability distributions of Markov chains are described and compared. The main linear algebra problem consists of computing an eigenvector of a sparse, usually nonsymmetric, matrix associated with a known eigenvalue. It can also be cast as a problem of solving a homogeneous singular linear system. Several methods based on combinations of Krylov subspace techniques are presented. The performance of these methods on some realistic problems are compared.

Assessing the Progress and the Underlying Nature of the Flows of Doctoral and Master Degree Candidates Using Absorbing Markov Chains

ERIC Educational Resources Information Center

Nicholls, Miles G.

2007-01-01

In this paper, absorbing markov chains are used to analyse the flows of higher degree by research candidates (doctoral and master) within an Australian faculty of business. The candidates are analysed according to whether they are full time or part time. The need for such analysis stemmed from what appeared to be a rather poor completion rate (as…

Comparison of methods for calculating conditional expectations of sufficient statistics for continuous time Markov chains.

PubMed

Tataru, Paula; Hobolth, Asger

2011-12-05

Continuous time Markov chains (CTMCs) is a widely used model for describing the evolution of DNA sequences on the nucleotide, amino acid or codon level. The sufficient statistics for CTMCs are the time spent in a state and the number of changes between any two states. In applications past evolutionary events (exact times and types of changes) are unaccessible and the past must be inferred from DNA sequence data observed in the present. We describe and implement three algorithms for computing linear combinations of expected values of the sufficient statistics, conditioned on the end-points of the chain, and compare their performance with respect to accuracy and running time. The first algorithm is based on an eigenvalue decomposition of the rate matrix (EVD), the second on uniformization (UNI), and the third on integrals of matrix exponentials (EXPM). The implementation in R of the algorithms is available at http://www.birc.au.dk/~paula/. We use two different models to analyze the accuracy and eight experiments to investigate the speed of the three algorithms. We find that they have similar accuracy and that EXPM is the slowest method. Furthermore we find that UNI is usually faster than EVD.

Revisiting Temporal Markov Chains for Continuum modeling of Transport in Porous Media

NASA Astrophysics Data System (ADS)

Delgoshaie, A. H.; Jenny, P.; Tchelepi, H.

2017-12-01

The transport of fluids in porous media is dominated by flow­-field heterogeneity resulting from the underlying permeability field. Due to the high uncertainty in the permeability field, many realizations of the reference geological model are used to describe the statistics of the transport phenomena in a Monte Carlo (MC) framework. There has been strong interest in working with stochastic formulations of the transport that are different from the standard MC approach. Several stochastic models based on a velocity process for tracer particle trajectories have been proposed. Previous studies have shown that for high variances of the log-conductivity, the stochastic models need to account for correlations between consecutive velocity transitions to predict dispersion accurately. The correlated velocity models proposed in the literature can be divided into two general classes of temporal and spatial Markov models. Temporal Markov models have been applied successfully to tracer transport in both the longitudinal and transverse directions. These temporal models are Stochastic Differential Equations (SDEs) with very specific drift and diffusion terms tailored for a specific permeability correlation structure. The drift and diffusion functions devised for a certain setup would not necessarily be suitable for a different scenario, (e.g., a different permeability correlation structure). The spatial Markov models are simple discrete Markov chains that do not require case specific assumptions. However, transverse spreading of contaminant plumes has not been successfully modeled with the available correlated spatial models. Here, we propose a temporal discrete Markov chain to model both the longitudinal and transverse dispersion in a two-dimensional domain. We demonstrate that these temporal Markov models are valid for different correlation structures without modification. Similar to the temporal SDEs, the proposed model respects the limited asymptotic transverse spreading of the plume in two-dimensional problems.

Bayesian inversion of seismic and electromagnetic data for marine gas reservoir characterization using multi-chain Markov chain Monte Carlo sampling

DOE PAGES

Ren, Huiying; Ray, Jaideep; Hou, Zhangshuan; ...

2017-10-17

In this paper we developed an efficient Bayesian inversion framework for interpreting marine seismic Amplitude Versus Angle and Controlled-Source Electromagnetic data for marine reservoir characterization. The framework uses a multi-chain Markov-chain Monte Carlo sampler, which is a hybrid of DiffeRential Evolution Adaptive Metropolis and Adaptive Metropolis samplers. The inversion framework is tested by estimating reservoir-fluid saturations and porosity based on marine seismic and Controlled-Source Electromagnetic data. The multi-chain Markov-chain Monte Carlo is scalable in terms of the number of chains, and is useful for computationally demanding Bayesian model calibration in scientific and engineering problems. As a demonstration, the approach ismore » used to efficiently and accurately estimate the porosity and saturations in a representative layered synthetic reservoir. The results indicate that the seismic Amplitude Versus Angle and Controlled-Source Electromagnetic joint inversion provides better estimation of reservoir saturations than the seismic Amplitude Versus Angle only inversion, especially for the parameters in deep layers. The performance of the inversion approach for various levels of noise in observational data was evaluated — reasonable estimates can be obtained with noise levels up to 25%. Sampling efficiency due to the use of multiple chains was also checked and was found to have almost linear scalability.« less

Bayesian inversion of seismic and electromagnetic data for marine gas reservoir characterization using multi-chain Markov chain Monte Carlo sampling

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

Ren, Huiying; Ray, Jaideep; Hou, Zhangshuan

In this paper we developed an efficient Bayesian inversion framework for interpreting marine seismic Amplitude Versus Angle and Controlled-Source Electromagnetic data for marine reservoir characterization. The framework uses a multi-chain Markov-chain Monte Carlo sampler, which is a hybrid of DiffeRential Evolution Adaptive Metropolis and Adaptive Metropolis samplers. The inversion framework is tested by estimating reservoir-fluid saturations and porosity based on marine seismic and Controlled-Source Electromagnetic data. The multi-chain Markov-chain Monte Carlo is scalable in terms of the number of chains, and is useful for computationally demanding Bayesian model calibration in scientific and engineering problems. As a demonstration, the approach ismore » used to efficiently and accurately estimate the porosity and saturations in a representative layered synthetic reservoir. The results indicate that the seismic Amplitude Versus Angle and Controlled-Source Electromagnetic joint inversion provides better estimation of reservoir saturations than the seismic Amplitude Versus Angle only inversion, especially for the parameters in deep layers. The performance of the inversion approach for various levels of noise in observational data was evaluated — reasonable estimates can be obtained with noise levels up to 25%. Sampling efficiency due to the use of multiple chains was also checked and was found to have almost linear scalability.« less

A New Framework for Analysis of Coevolutionary Systems-Directed Graph Representation and Random Walks.

PubMed

Chong, Siang Yew; Tiňo, Peter; He, Jun; Yao, Xin

2017-11-20

Studying coevolutionary systems in the context of simplified models (i.e., games with pairwise interactions between coevolving solutions modeled as self plays) remains an open challenge since the rich underlying structures associated with pairwise-comparison-based fitness measures are often not taken fully into account. Although cyclic dynamics have been demonstrated in several contexts (such as intransitivity in coevolutionary problems), there is no complete characterization of cycle structures and their effects on coevolutionary search. We develop a new framework to address this issue. At the core of our approach is the directed graph (digraph) representation of coevolutionary problems that fully captures structures in the relations between candidate solutions. Coevolutionary processes are modeled as a specific type of Markov chains-random walks on digraphs. Using this framework, we show that coevolutionary problems admit a qualitative characterization: a coevolutionary problem is either solvable (there is a subset of solutions that dominates the remaining candidate solutions) or not. This has an implication on coevolutionary search. We further develop our framework that provides the means to construct quantitative tools for analysis of coevolutionary processes and demonstrate their applications through case studies. We show that coevolution of solvable problems corresponds to an absorbing Markov chain for which we can compute the expected hitting time of the absorbing class. Otherwise, coevolution will cycle indefinitely and the quantity of interest will be the limiting invariant distribution of the Markov chain. We also provide an index for characterizing complexity in coevolutionary problems and show how they can be generated in a controlled manner.

Mathematical Analysis of Vehicle Delivery Scale of Bike-Sharing Rental Nodes

NASA Astrophysics Data System (ADS)

Zhai, Y.; Liu, J.; Liu, L.

2018-04-01

Aiming at the lack of scientific and reasonable judgment of vehicles delivery scale and insufficient optimization of scheduling decision, based on features of the bike-sharing usage, this paper analyses the applicability of the discrete time and state of the Markov chain, and proves its properties to be irreducible, aperiodic and positive recurrent. Based on above analysis, the paper has reached to the conclusion that limit state (steady state) probability of the bike-sharing Markov chain only exists and is independent of the initial probability distribution. Then this paper analyses the difficulty of the transition probability matrix parameter statistics and the linear equations group solution in the traditional solving algorithm of the bike-sharing Markov chain. In order to improve the feasibility, this paper proposes a "virtual two-node vehicle scale solution" algorithm which considered the all the nodes beside the node to be solved as a virtual node, offered the transition probability matrix, steady state linear equations group and the computational methods related to the steady state scale, steady state arrival time and scheduling decision of the node to be solved. Finally, the paper evaluates the rationality and accuracy of the steady state probability of the proposed algorithm by comparing with the traditional algorithm. By solving the steady state scale of the nodes one by one, the proposed algorithm is proved to have strong feasibility because it lowers the level of computational difficulty and reduces the number of statistic, which will help the bike-sharing companies to optimize the scale and scheduling of nodes.

Markov chain decision model for urinary incontinence procedures.

PubMed

Kumar, Sameer; Ghildayal, Nidhi; Ghildayal, Neha

2017-03-13

Purpose Urinary incontinence (UI) is a common chronic health condition, a problem specifically among elderly women that impacts quality of life negatively. However, UI is usually viewed as likely result of old age, and as such is generally not evaluated or even managed appropriately. Many treatments are available to manage incontinence, such as bladder training and numerous surgical procedures such as Burch colposuspension and Sling for UI which have high success rates. The purpose of this paper is to analyze which of these popular surgical procedures for UI is effective. Design/methodology/approach This research employs randomized, prospective studies to obtain robust cost and utility data used in the Markov chain decision model for examining which of these surgical interventions is more effective in treating women with stress UI based on two measures: number of quality adjusted life years (QALY) and cost per QALY. Treeage Pro Healthcare software was employed in Markov decision analysis. Findings Results showed the Sling procedure is a more effective surgical intervention than the Burch. However, if a utility greater than certain utility value, for which both procedures are equally effective, is assigned to persistent incontinence, the Burch procedure is more effective than the Sling procedure. Originality/value This paper demonstrates the efficacy of a Markov chain decision modeling approach to study the comparative effectiveness analysis of available treatments for patients with UI, an important public health issue, widely prevalent among elderly women in developed and developing countries. This research also improves upon other analyses using a Markov chain decision modeling process to analyze various strategies for treating UI.

A response to Yu et al. "A forward-backward fragment assembling algorithm for the identification of genomic amplification and deletion breakpoints using high-density single nucleotide polymorphism (SNP) array", BMC Bioinformatics 2007, 8: 145.

PubMed

Rueda, Oscar M; Diaz-Uriarte, Ramon

2007-10-16

Yu et al. (BMC Bioinformatics 2007,8: 145+) have recently compared the performance of several methods for the detection of genomic amplification and deletion breakpoints using data from high-density single nucleotide polymorphism arrays. One of the methods compared is our non-homogenous Hidden Markov Model approach. Our approach uses Markov Chain Monte Carlo for inference, but Yu et al. ran the sampler for a severely insufficient number of iterations for a Markov Chain Monte Carlo-based method. Moreover, they did not use the appropriate reference level for the non-altered state. We rerun the analysis in Yu et al. using appropriate settings for both the Markov Chain Monte Carlo iterations and the reference level. Additionally, to show how easy it is to obtain answers to additional specific questions, we have added a new analysis targeted specifically to the detection of breakpoints. The reanalysis shows that the performance of our method is comparable to that of the other methods analyzed. In addition, we can provide probabilities of a given spot being a breakpoint, something unique among the methods examined. Markov Chain Monte Carlo methods require using a sufficient number of iterations before they can be assumed to yield samples from the distribution of interest. Running our method with too small a number of iterations cannot be representative of its performance. Moreover, our analysis shows how our original approach can be easily adapted to answer specific additional questions (e.g., identify edges).

Markov chain Monte Carlo techniques applied to parton distribution functions determination: Proof of concept

NASA Astrophysics Data System (ADS)

Gbedo, Yémalin Gabin; Mangin-Brinet, Mariane

2017-07-01

We present a new procedure to determine parton distribution functions (PDFs), based on Markov chain Monte Carlo (MCMC) methods. The aim of this paper is to show that we can replace the standard χ2 minimization by procedures grounded on statistical methods, and on Bayesian inference in particular, thus offering additional insight into the rich field of PDFs determination. After a basic introduction to these techniques, we introduce the algorithm we have chosen to implement—namely Hybrid (or Hamiltonian) Monte Carlo. This algorithm, initially developed for Lattice QCD, turns out to be very interesting when applied to PDFs determination by global analyses; we show that it allows us to circumvent the difficulties due to the high dimensionality of the problem, in particular concerning the acceptance. A first feasibility study is performed and presented, which indicates that Markov chain Monte Carlo can successfully be applied to the extraction of PDFs and of their uncertainties.

Constructing 1/omegaalpha noise from reversible Markov chains.

PubMed

Erland, Sveinung; Greenwood, Priscilla E

2007-09-01

This paper gives sufficient conditions for the output of 1/omegaalpha noise from reversible Markov chains on finite state spaces. We construct several examples exhibiting this behavior in a specified range of frequencies. We apply simple representations of the covariance function and the spectral density in terms of the eigendecomposition of the probability transition matrix. The results extend to hidden Markov chains. We generalize the results for aggregations of AR1-processes of C. W. J. Granger [J. Econometrics 14, 227 (1980)]. Given the eigenvalue function, there is a variety of ways to assign values to the states such that the 1/omegaalpha condition is satisfied. We show that a random walk on a certain state space is complementary to the point process model of 1/omega noise of B. Kaulakys and T. Meskauskas [Phys. Rev. E 58, 7013 (1998)]. Passing to a continuous state space, we construct 1/omegaalpha noise which also has a long memory.

Large Deviations for Stationary Probabilities of a Family of Continuous Time Markov Chains via Aubry-Mather Theory

NASA Astrophysics Data System (ADS)

Lopes, Artur O.; Neumann, Adriana

2015-05-01

In the present paper, we consider a family of continuous time symmetric random walks indexed by , . For each the matching random walk take values in the finite set of states ; notice that is a subset of , where is the unitary circle. The infinitesimal generator of such chain is denoted by . The stationary probability for such process converges to the uniform distribution on the circle, when . Here we want to study other natural measures, obtained via a limit on , that are concentrated on some points of . We will disturb this process by a potential and study for each the perturbed stationary measures of this new process when . We disturb the system considering a fixed potential and we will denote by the restriction of to . Then, we define a non-stochastic semigroup generated by the matrix , where is the infinifesimal generator of . From the continuous time Perron's Theorem one can normalized such semigroup, and, then we get another stochastic semigroup which generates a continuous time Markov Chain taking values on . This new chain is called the continuous time Gibbs state associated to the potential , see (Lopes et al. in J Stat Phys 152:894-933, 2013). The stationary probability vector for such Markov Chain is denoted by . We assume that the maximum of is attained in a unique point of , and from this will follow that . Thus, here, our main goal is to analyze the large deviation principle for the family , when . The deviation function , which is defined on , will be obtained from a procedure based on fixed points of the Lax-Oleinik operator and Aubry-Mather theory. In order to obtain the associated Lax-Oleinik operator we use the Varadhan's Lemma for the process . For a careful analysis of the problem we present full details of the proof of the Large Deviation Principle, in the Skorohod space, for such family of Markov Chains, when . Finally, we compute the entropy of the invariant probabilities on the Skorohod space associated to the Markov Chains we analyze.

A high-fidelity weather time series generator using the Markov Chain process on a piecewise level

NASA Astrophysics Data System (ADS)

Hersvik, K.; Endrerud, O.-E. V.

2017-12-01

A method is developed for generating a set of unique weather time-series based on an existing weather series. The method allows statistically valid weather variations to take place within repeated simulations of offshore operations. The numerous generated time series need to share the same statistical qualities as the original time series. Statistical qualities here refer mainly to the distribution of weather windows available for work, including durations and frequencies of such weather windows, and seasonal characteristics. The method is based on the Markov chain process. The core new development lies in how the Markov Process is used, specifically by joining small pieces of random length time series together rather than joining individual weather states, each from a single time step, which is a common solution found in the literature. This new Markov model shows favorable characteristics with respect to the requirements set forth and all aspects of the validation performed.

Markov chains at the interface of combinatorics, computing, and statistical physics

NASA Astrophysics Data System (ADS)

Streib, Amanda Pascoe

The fields of statistical physics, discrete probability, combinatorics, and theoretical computer science have converged around efforts to understand random structures and algorithms. Recent activity in the interface of these fields has enabled tremendous breakthroughs in each domain and has supplied a new set of techniques for researchers approaching related problems. This thesis makes progress on several problems in this interface whose solutions all build on insights from multiple disciplinary perspectives. First, we consider a dynamic growth process arising in the context of DNA-based self-assembly. The assembly process can be modeled as a simple Markov chain. We prove that the chain is rapidly mixing for large enough bias in regions of Zd. The proof uses a geometric distance function and a variant of path coupling in order to handle distances that can be exponentially large. We also provide the first results in the case of fluctuating bias, where the bias can vary depending on the location of the tile, which arises in the nanotechnology application. Moreover, we use intuition from statistical physics to construct a choice of the biases for which the Markov chain Mmon requires exponential time to converge. Second, we consider a related problem regarding the convergence rate of biased permutations that arises in the context of self-organizing lists. The Markov chain Mnn in this case is a nearest-neighbor chain that allows adjacent transpositions, and the rate of these exchanges is governed by various input parameters. It was conjectured that the chain is always rapidly mixing when the inversion probabilities are positively biased, i.e., we put nearest neighbor pair x < y in order with bias 1/2 ≤ pxy ≤ 1 and out of order with bias 1 - pxy. The Markov chain Mmon was known to have connections to a simplified version of this biased card-shuffling. We provide new connections between Mnn and Mmon by using simple combinatorial bijections, and we prove that Mnn is always rapidly mixing for two general classes of positively biased { pxy}. More significantly, we also prove that the general conjecture is false by exhibiting values for the pxy, with 1/2 ≤ pxy ≤ 1 for all x < y, but for which the transposition chain will require exponential time to converge. Finally, we consider a model of colloids, which are binary mixtures of molecules with one type of molecule suspended in another. It is believed that at low density typical configurations will be well-mixed throughout, while at high density they will separate into clusters. This clustering has proved elusive to verify, since all local sampling algorithms are known to be inefficient at high density, and in fact a new nonlocal algorithm was recently shown to require exponential time in some cases. We characterize the high and low density phases for a general family of discrete interfering binary mixtures by showing that they exhibit a "clustering property" at high density and not at low density. The clustering property states that there will be a region that has very high area, very small perimeter, and high density of one type of molecule. Special cases of interfering binary mixtures include the Ising model at fixed magnetization and independent sets.

Application of Markov chain model to daily maximum temperature for thermal comfort in Malaysia

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

Nordin, Muhamad Asyraf bin Che; Hassan, Husna

2015-10-22

The Markov chain’s first order principle has been widely used to model various meteorological fields, for prediction purposes. In this study, a 14-year (2000-2013) data of daily maximum temperatures in Bayan Lepas were used. Earlier studies showed that the outdoor thermal comfort range based on physiologically equivalent temperature (PET) index in Malaysia is less than 34°C, thus the data obtained were classified into two state: normal state (within thermal comfort range) and hot state (above thermal comfort range). The long-run results show the probability of daily temperature exceed TCR will be only 2.2%. On the other hand, the probability dailymore » temperature within TCR will be 97.8%.« less

Covariate adjustment of event histories estimated from Markov chains: the additive approach.

PubMed

Aalen, O O; Borgan, O; Fekjaer, H

2001-12-01

Markov chain models are frequently used for studying event histories that include transitions between several states. An empirical transition matrix for nonhomogeneous Markov chains has previously been developed, including a detailed statistical theory based on counting processes and martingales. In this article, we show how to estimate transition probabilities dependent on covariates. This technique may, e.g., be used for making estimates of individual prognosis in epidemiological or clinical studies. The covariates are included through nonparametric additive models on the transition intensities of the Markov chain. The additive model allows for estimation of covariate-dependent transition intensities, and again a detailed theory exists based on counting processes. The martingale setting now allows for a very natural combination of the empirical transition matrix and the additive model, resulting in estimates that can be expressed as stochastic integrals, and hence their properties are easily evaluated. Two medical examples will be given. In the first example, we study how the lung cancer mortality of uranium miners depends on smoking and radon exposure. In the second example, we study how the probability of being in response depends on patient group and prophylactic treatment for leukemia patients who have had a bone marrow transplantation. A program in R and S-PLUS that can carry out the analyses described here has been developed and is freely available on the Internet.

Estimation of customer lifetime value of a health insurance with interest rates obeying uniform distribution

NASA Astrophysics Data System (ADS)

Widyawan, A.; Pasaribu, U. S.; Henintyas, Permana, D.

2015-12-01

Nowadays some firms, including insurer firms, think that customer-centric services are better than product-centric ones in terms of marketing. Insurance firms will try to attract as many new customer as possible while maintaining existing customer. This causes the Customer Lifetime Value (CLV) becomes a very important thing. CLV are able to put customer into different segments and calculate the present value of a firm's relationship with its customer. Insurance customer will depend on the last service he or she can get. So if the service is bad now, then customer will not renew his contract though the service is very good at an erlier time. Because of this situation one suitable mathematical model for modeling customer's relationships and calculating their lifetime value is Markov Chain. In addition, the advantages of using Markov Chain Modeling is its high degree of flexibility. In 2000, Pfeifer and Carraway states that Markov Chain Modeling can be used for customer retention situation. In this situation, Markov Chain Modeling requires only two states, which are present customer and former ones. This paper calculates customer lifetime value in an insurance firm with two distinctive interest rates; the constant interest rate and uniform distribution of interest rates. The result shows that loyal customer and the customer who increase their contract value have the highest CLV.

Quantitative risk stratification in Markov chains with limiting conditional distributions.

PubMed

Chan, David C; Pollett, Philip K; Weinstein, Milton C

2009-01-01

Many clinical decisions require patient risk stratification. The authors introduce the concept of limiting conditional distributions, which describe the equilibrium proportion of surviving patients occupying each disease state in a Markov chain with death. Such distributions can quantitatively describe risk stratification. The authors first establish conditions for the existence of a positive limiting conditional distribution in a general Markov chain and describe a framework for risk stratification using the limiting conditional distribution. They then apply their framework to a clinical example of a treatment indicated for high-risk patients, first to infer the risk of patients selected for treatment in clinical trials and then to predict the outcomes of expanding treatment to other populations of risk. For the general chain, a positive limiting conditional distribution exists only if patients in the earliest state have the lowest combined risk of progression or death. The authors show that in their general framework, outcomes and population risk are interchangeable. For the clinical example, they estimate that previous clinical trials have selected the upper quintile of patient risk for this treatment, but they also show that expanded treatment would weakly dominate this degree of targeted treatment, and universal treatment may be cost-effective. Limiting conditional distributions exist in most Markov models of progressive diseases and are well suited to represent risk stratification quantitatively. This framework can characterize patient risk in clinical trials and predict outcomes for other populations of risk.

Alignment-free Transcriptomic and Metatranscriptomic Comparison Using Sequencing Signatures with Variable Length Markov Chains.

PubMed

Liao, Weinan; Ren, Jie; Wang, Kun; Wang, Shun; Zeng, Feng; Wang, Ying; Sun, Fengzhu

2016-11-23

The comparison between microbial sequencing data is critical to understand the dynamics of microbial communities. The alignment-based tools analyzing metagenomic datasets require reference sequences and read alignments. The available alignment-free dissimilarity approaches model the background sequences with Fixed Order Markov Chain (FOMC) yielding promising results for the comparison of microbial communities. However, in FOMC, the number of parameters grows exponentially with the increase of the order of Markov Chain (MC). Under a fixed high order of MC, the parameters might not be accurately estimated owing to the limitation of sequencing depth. In our study, we investigate an alternative to FOMC to model background sequences with the data-driven Variable Length Markov Chain (VLMC) in metatranscriptomic data. The VLMC originally designed for long sequences was extended to apply to high-throughput sequencing reads and the strategies to estimate the corresponding parameters were developed. The flexible number of parameters in VLMC avoids estimating the vast number of parameters of high-order MC under limited sequencing depth. Different from the manual selection in FOMC, VLMC determines the MC order adaptively. Several beta diversity measures based on VLMC were applied to compare the bacterial RNA-Seq and metatranscriptomic datasets. Experiments show that VLMC outperforms FOMC to model the background sequences in transcriptomic and metatranscriptomic samples. A software pipeline is available at https://d2vlmc.codeplex.com.

Self-Organizing Hidden Markov Model Map (SOHMMM).

PubMed

Ferles, Christos; Stafylopatis, Andreas

2013-12-01

A hybrid approach combining the Self-Organizing Map (SOM) and the Hidden Markov Model (HMM) is presented. The Self-Organizing Hidden Markov Model Map (SOHMMM) establishes a cross-section between the theoretic foundations and algorithmic realizations of its constituents. The respective architectures and learning methodologies are fused in an attempt to meet the increasing requirements imposed by the properties of deoxyribonucleic acid (DNA), ribonucleic acid (RNA), and protein chain molecules. The fusion and synergy of the SOM unsupervised training and the HMM dynamic programming algorithms bring forth a novel on-line gradient descent unsupervised learning algorithm, which is fully integrated into the SOHMMM. Since the SOHMMM carries out probabilistic sequence analysis with little or no prior knowledge, it can have a variety of applications in clustering, dimensionality reduction and visualization of large-scale sequence spaces, and also, in sequence discrimination, search and classification. Two series of experiments based on artificial sequence data and splice junction gene sequences demonstrate the SOHMMM's characteristics and capabilities. Copyright © 2013 Elsevier Ltd. All rights reserved.

A Markovian model of evolving world input-output network

PubMed Central

Isacchini, Giulio

2017-01-01

The initial theoretical connections between Leontief input-output models and Markov chains were established back in 1950s. However, considering the wide variety of mathematical properties of Markov chains, so far there has not been a full investigation of evolving world economic networks with Markov chain formalism. In this work, using the recently available world input-output database, we investigated the evolution of the world economic network from 1995 to 2011 through analysis of a time series of finite Markov chains. We assessed different aspects of this evolving system via different known properties of the Markov chains such as mixing time, Kemeny constant, steady state probabilities and perturbation analysis of the transition matrices. First, we showed how the time series of mixing times and Kemeny constants could be used as an aggregate index of globalization. Next, we focused on the steady state probabilities as a measure of structural power of the economies that are comparable to GDP shares of economies as the traditional index of economies welfare. Further, we introduced two measures of systemic risk, called systemic influence and systemic fragility, where the former is the ratio of number of influenced nodes to the total number of nodes, caused by a shock in the activity of a node, and the latter is based on the number of times a specific economic node is affected by a shock in the activity of any of the other nodes. Finally, focusing on Kemeny constant as a global indicator of monetary flow across the network, we showed that there is a paradoxical effect of a change in activity levels of economic nodes on the overall flow of the world economic network. While the economic slowdown of the majority of nodes with high structural power results to a slower average monetary flow over the network, there are some nodes, where their slowdowns improve the overall quality of the network in terms of connectivity and the average flow of the money. PMID:29065145

[Succession caused by beaver (Castor fiber L.) life activity: I. What is learnt from the calibration of a simple Markov model].

PubMed

Logofet, D O; Evstigneev, O I; Aleĭnikov, A A; Morozova, A O

2014-01-01

A homogeneous Markov chain of three aggregated states "pond--swamp--wood" is proposed as a model of cyclic zoogenic successions caused by beaver (Castor fiber L.) life activity in a forest biogeocoenosis. To calibrate the chain transition matrix, the data have appeared sufficient that were gained from field studies undertaken in "Bryanskii Les" Reserve in the years of 2002-2008. Major outcomes of the calibrated model ensue from the formulae of finite homogeneous Markov chain theory: the stationary probability distribution of states, thematrix (T) of mean first passage times, and the mean durations (M(j)) of succession stages. The former illustrates the distribution of relative areas under succession stages if the current trends and transition rates of succession are conserved in the long-term--it has appeared close to the observed distribution. Matrix T provides for quantitative characteristics of the cyclic process, specifying the ranges the experts proposed for the duration of stages in the conceptual scheme of succession. The calculated values of M(j) detect potential discrepancies between empirical data, the expert knowledge that summarizes the data, and the postulates accepted in the mathematical model. The calculated M2 value falls outside the expert range, which gives a reason to doubt the validity of expert estimation proposed, the aggregation mode chosen for chain states, or/and the accuracy-of data available, i.e., to draw certain "lessons" from partially successful calibration. Refusal to postulate the time homogeneity or the Markov property of the chain is also discussed among possible ways to improve the model.

DNA motif alignment by evolving a population of Markov chains.

PubMed

Bi, Chengpeng

2009-01-30

Deciphering cis-regulatory elements or de novo motif-finding in genomes still remains elusive although much algorithmic effort has been expended. The Markov chain Monte Carlo (MCMC) method such as Gibbs motif samplers has been widely employed to solve the de novo motif-finding problem through sequence local alignment. Nonetheless, the MCMC-based motif samplers still suffer from local maxima like EM. Therefore, as a prerequisite for finding good local alignments, these motif algorithms are often independently run a multitude of times, but without information exchange between different chains. Hence it would be worth a new algorithm design enabling such information exchange. This paper presents a novel motif-finding algorithm by evolving a population of Markov chains with information exchange (PMC), each of which is initialized as a random alignment and run by the Metropolis-Hastings sampler (MHS). It is progressively updated through a series of local alignments stochastically sampled. Explicitly, the PMC motif algorithm performs stochastic sampling as specified by a population-based proposal distribution rather than individual ones, and adaptively evolves the population as a whole towards a global maximum. The alignment information exchange is accomplished by taking advantage of the pooled motif site distributions. A distinct method for running multiple independent Markov chains (IMC) without information exchange, or dubbed as the IMC motif algorithm, is also devised to compare with its PMC counterpart. Experimental studies demonstrate that the performance could be improved if pooled information were used to run a population of motif samplers. The new PMC algorithm was able to improve the convergence and outperformed other popular algorithms tested using simulated and biological motif sequences.

Decentralized learning in Markov games.

PubMed

Vrancx, Peter; Verbeeck, Katja; Nowé, Ann

2008-08-01

Learning automata (LA) were recently shown to be valuable tools for designing multiagent reinforcement learning algorithms. One of the principal contributions of the LA theory is that a set of decentralized independent LA is able to control a finite Markov chain with unknown transition probabilities and rewards. In this paper, we propose to extend this algorithm to Markov games--a straightforward extension of single-agent Markov decision problems to distributed multiagent decision problems. We show that under the same ergodic assumptions of the original theorem, the extended algorithm will converge to a pure equilibrium point between agent policies.

Characterizing Quality Factor of Niobium Resonators Using a Markov Chain Monte Carlo Approach

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

Basu Thakur, Ritoban; Tang, Qing Yang; McGeehan, Ryan

The next generation of radiation detectors in high precision Cosmology, Astronomy, and particle-astrophysics experiments will rely heavily on superconducting microwave resonators and kinetic inductance devices. Understanding the physics of energy loss in these devices, in particular at low temperatures and powers, is vital. We present a comprehensive analysis framework, using Markov Chain Monte Carlo methods, to characterize loss due to two-level system in concert with quasi-particle dynamics in thin-film Nb resonators in the GHz range.

Physical time scale in kinetic Monte Carlo simulations of continuous-time Markov chains.

PubMed

Serebrinsky, Santiago A

2011-03-01

We rigorously establish a physical time scale for a general class of kinetic Monte Carlo algorithms for the simulation of continuous-time Markov chains. This class of algorithms encompasses rejection-free (or BKL) and rejection (or "standard") algorithms. For rejection algorithms, it was formerly considered that the availability of a physical time scale (instead of Monte Carlo steps) was empirical, at best. Use of Monte Carlo steps as a time unit now becomes completely unnecessary.

Parallel algorithms for simulating continuous time Markov chains

NASA Technical Reports Server (NTRS)

Nicol, David M.; Heidelberger, Philip

1992-01-01

We have previously shown that the mathematical technique of uniformization can serve as the basis of synchronization for the parallel simulation of continuous-time Markov chains. This paper reviews the basic method and compares five different methods based on uniformization, evaluating their strengths and weaknesses as a function of problem characteristics. The methods vary in their use of optimism, logical aggregation, communication management, and adaptivity. Performance evaluation is conducted on the Intel Touchstone Delta multiprocessor, using up to 256 processors.

Markov Chain-Like Quantum Biological Modeling of Mutations, Aging, and Evolution.

PubMed

Djordjevic, Ivan B

2015-08-24

Recent evidence suggests that quantum mechanics is relevant in photosynthesis, magnetoreception, enzymatic catalytic reactions, olfactory reception, photoreception, genetics, electron-transfer in proteins, and evolution; to mention few. In our recent paper published in Life, we have derived the operator-sum representation of a biological channel based on codon basekets, and determined the quantum channel model suitable for study of the quantum biological channel capacity. However, this model is essentially memoryless and it is not able to properly model the propagation of mutation errors in time, the process of aging, and evolution of genetic information through generations. To solve for these problems, we propose novel quantum mechanical models to accurately describe the process of creation spontaneous, induced, and adaptive mutations and their propagation in time. Different biological channel models with memory, proposed in this paper, include: (i) Markovian classical model, (ii) Markovian-like quantum model, and (iii) hybrid quantum-classical model. We then apply these models in a study of aging and evolution of quantum biological channel capacity through generations. We also discuss key differences of these models with respect to a multilevel symmetric channel-based Markovian model and a Kimura model-based Markovian process. These models are quite general and applicable to many open problems in biology, not only biological channel capacity, which is the main focus of the paper. We will show that the famous quantum Master equation approach, commonly used to describe different biological processes, is just the first-order approximation of the proposed quantum Markov chain-like model, when the observation interval tends to zero. One of the important implications of this model is that the aging phenotype becomes determined by different underlying transition probabilities in both programmed and random (damage) Markov chain-like models of aging, which are mutually coupled.

Markov Chain-Like Quantum Biological Modeling of Mutations, Aging, and Evolution

PubMed Central

Djordjevic, Ivan B.

2015-01-01

Recent evidence suggests that quantum mechanics is relevant in photosynthesis, magnetoreception, enzymatic catalytic reactions, olfactory reception, photoreception, genetics, electron-transfer in proteins, and evolution; to mention few. In our recent paper published in Life, we have derived the operator-sum representation of a biological channel based on codon basekets, and determined the quantum channel model suitable for study of the quantum biological channel capacity. However, this model is essentially memoryless and it is not able to properly model the propagation of mutation errors in time, the process of aging, and evolution of genetic information through generations. To solve for these problems, we propose novel quantum mechanical models to accurately describe the process of creation spontaneous, induced, and adaptive mutations and their propagation in time. Different biological channel models with memory, proposed in this paper, include: (i) Markovian classical model, (ii) Markovian-like quantum model, and (iii) hybrid quantum-classical model. We then apply these models in a study of aging and evolution of quantum biological channel capacity through generations. We also discuss key differences of these models with respect to a multilevel symmetric channel-based Markovian model and a Kimura model-based Markovian process. These models are quite general and applicable to many open problems in biology, not only biological channel capacity, which is the main focus of the paper. We will show that the famous quantum Master equation approach, commonly used to describe different biological processes, is just the first-order approximation of the proposed quantum Markov chain-like model, when the observation interval tends to zero. One of the important implications of this model is that the aging phenotype becomes determined by different underlying transition probabilities in both programmed and random (damage) Markov chain-like models of aging, which are mutually coupled. PMID:26305258

Joint coverage probability in a simulation study on Continuous-Time Markov Chain parameter estimation.

PubMed

Benoit, Julia S; Chan, Wenyaw; Doody, Rachelle S

2015-01-01

Parameter dependency within data sets in simulation studies is common, especially in models such as Continuous-Time Markov Chains (CTMC). Additionally, the literature lacks a comprehensive examination of estimation performance for the likelihood-based general multi-state CTMC. Among studies attempting to assess the estimation, none have accounted for dependency among parameter estimates. The purpose of this research is twofold: 1) to develop a multivariate approach for assessing accuracy and precision for simulation studies 2) to add to the literature a comprehensive examination of the estimation of a general 3-state CTMC model. Simulation studies are conducted to analyze longitudinal data with a trinomial outcome using a CTMC with and without covariates. Measures of performance including bias, component-wise coverage probabilities, and joint coverage probabilities are calculated. An application is presented using Alzheimer's disease caregiver stress levels. Comparisons of joint and component-wise parameter estimates yield conflicting inferential results in simulations from models with and without covariates. In conclusion, caution should be taken when conducting simulation studies aiming to assess performance and choice of inference should properly reflect the purpose of the simulation.

Exceptional motifs in different Markov chain models for a statistical analysis of DNA sequences.

PubMed

Schbath, S; Prum, B; de Turckheim, E

1995-01-01

Identifying exceptional motifs is often used for extracting information from long DNA sequences. The two difficulties of the method are the choice of the model that defines the expected frequencies of words and the approximation of the variance of the difference T(W) between the number of occurrences of a word W and its estimation. We consider here different Markov chain models, either with stationary or periodic transition probabilities. We estimate the variance of the difference T(W) by the conditional variance of the number of occurrences of W given the oligonucleotides counts that define the model. Two applications show how to use asymptotically standard normal statistics associated with the counts to describe a given sequence in terms of its outlying words. Sequences of Escherichia coli and of Bacillus subtilis are compared with respect to their exceptional tri- and tetranucleotides. For both bacteria, exceptional 3-words are mainly found in the coding frame. E. coli palindrome counts are analyzed in different models, showing that many overabundant words are one-letter mutations of avoided palindromes.

Noise can speed convergence in Markov chains.

PubMed

Franzke, Brandon; Kosko, Bart

2011-10-01

A new theorem shows that noise can speed convergence to equilibrium in discrete finite-state Markov chains. The noise applies to the state density and helps the Markov chain explore improbable regions of the state space. The theorem ensures that a stochastic-resonance noise benefit exists for states that obey a vector-norm inequality. Such noise leads to faster convergence because the noise reduces the norm components. A corollary shows that a noise benefit still occurs if the system states obey an alternate norm inequality. This leads to a noise-benefit algorithm that requires knowledge of the steady state. An alternative blind algorithm uses only past state information to achieve a weaker noise benefit. Simulations illustrate the predicted noise benefits in three well-known Markov models. The first model is a two-parameter Ehrenfest diffusion model that shows how noise benefits can occur in the class of birth-death processes. The second model is a Wright-Fisher model of genotype drift in population genetics. The third model is a chemical reaction network of zeolite crystallization. A fourth simulation shows a convergence rate increase of 64% for states that satisfy the theorem and an increase of 53% for states that satisfy the corollary. A final simulation shows that even suboptimal noise can speed convergence if the noise applies over successive time cycles. Noise benefits tend to be sharpest in Markov models that do not converge quickly and that do not have strong absorbing states.

A novel framework to simulating non-stationary, non-linear, non-Normal hydrological time series using Markov Switching Autoregressive Models

NASA Astrophysics Data System (ADS)

Birkel, C.; Paroli, R.; Spezia, L.; Tetzlaff, D.; Soulsby, C.

2012-12-01

In this paper we present a novel model framework using the class of Markov Switching Autoregressive Models (MSARMs) to examine catchments as complex stochastic systems that exhibit non-stationary, non-linear and non-Normal rainfall-runoff and solute dynamics. Hereby, MSARMs are pairs of stochastic processes, one observed and one unobserved, or hidden. We model the unobserved process as a finite state Markov chain and assume that the observed process, given the hidden Markov chain, is conditionally autoregressive, which means that the current observation depends on its recent past (system memory). The model is fully embedded in a Bayesian analysis based on Markov Chain Monte Carlo (MCMC) algorithms for model selection and uncertainty assessment. Hereby, the autoregressive order and the dimension of the hidden Markov chain state-space are essentially self-selected. The hidden states of the Markov chain represent unobserved levels of variability in the observed process that may result from complex interactions of hydroclimatic variability on the one hand and catchment characteristics affecting water and solute storage on the other. To deal with non-stationarity, additional meteorological and hydrological time series along with a periodic component can be included in the MSARMs as covariates. This extension allows identification of potential underlying drivers of temporal rainfall-runoff and solute dynamics. We applied the MSAR model framework to streamflow and conservative tracer (deuterium and oxygen-18) time series from an intensively monitored 2.3 km2 experimental catchment in eastern Scotland. Statistical time series analysis, in the form of MSARMs, suggested that the streamflow and isotope tracer time series are not controlled by simple linear rules. MSARMs showed that the dependence of current observations on past inputs observed by transport models often in form of the long-tailing of travel time and residence time distributions can be efficiently explained by non-stationarity either of the system input (climatic variability) and/or the complexity of catchment storage characteristics. The statistical model is also capable of reproducing short (event) and longer-term (inter-event) and wet and dry dynamical "hydrological states". These reflect the non-linear transport mechanisms of flow pathways induced by transient climatic and hydrological variables and modified by catchment characteristics. We conclude that MSARMs are a powerful tool to analyze the temporal dynamics of hydrological data, allowing for explicit integration of non-stationary, non-linear and non-Normal characteristics.

Constructing 1/ωα noise from reversible Markov chains

NASA Astrophysics Data System (ADS)

Erland, Sveinung; Greenwood, Priscilla E.

2007-09-01

This paper gives sufficient conditions for the output of 1/ωα noise from reversible Markov chains on finite state spaces. We construct several examples exhibiting this behavior in a specified range of frequencies. We apply simple representations of the covariance function and the spectral density in terms of the eigendecomposition of the probability transition matrix. The results extend to hidden Markov chains. We generalize the results for aggregations of AR1-processes of C. W. J. Granger [J. Econometrics 14, 227 (1980)]. Given the eigenvalue function, there is a variety of ways to assign values to the states such that the 1/ωα condition is satisfied. We show that a random walk on a certain state space is complementary to the point process model of 1/ω noise of B. Kaulakys and T. Meskauskas [Phys. Rev. E 58, 7013 (1998)]. Passing to a continuous state space, we construct 1/ωα noise which also has a long memory.

spMC: an R-package for 3D lithological reconstructions based on spatial Markov chains

NASA Astrophysics Data System (ADS)

Sartore, Luca; Fabbri, Paolo; Gaetan, Carlo

2016-09-01

The paper presents the spatial Markov Chains (spMC) R-package and a case study of subsoil simulation/prediction located in a plain site of Northeastern Italy. spMC is a quite complete collection of advanced methods for data inspection, besides spMC implements Markov Chain models to estimate experimental transition probabilities of categorical lithological data. Furthermore, simulation methods based on most known prediction methods (as indicator Kriging and CoKriging) were implemented in spMC package. Moreover, other more advanced methods are available for simulations, e.g. path methods and Bayesian procedures, that exploit the maximum entropy. Since the spMC package was developed for intensive geostatistical computations, part of the code is implemented for parallel computations via the OpenMP constructs. A final analysis of this computational efficiency compares the simulation/prediction algorithms by using different numbers of CPU cores, and considering the example data set of the case study included in the package.

Motif finding in DNA sequences based on skipping nonconserved positions in background Markov chains.

PubMed

Zhao, Xiaoyan; Sze, Sing-Hoi

2011-05-01

One strategy to identify transcription factor binding sites is through motif finding in upstream DNA sequences of potentially co-regulated genes. Despite extensive efforts, none of the existing algorithms perform very well. We consider a string representation that allows arbitrary ignored positions within the nonconserved portion of single motifs, and use O(2(l)) Markov chains to model the background distributions of motifs of length l while skipping these positions within each Markov chain. By focusing initially on positions that have fixed nucleotides to define core occurrences, we develop an algorithm to identify motifs of moderate lengths. We compare the performance of our algorithm to other motif finding algorithms on a few benchmark data sets, and show that significant improvement in accuracy can be obtained when the sites are sufficiently conserved within a given sample, while comparable performance is obtained when the site conservation rate is low. A software program (PosMotif ) and detailed results are available online at http://faculty.cse.tamu.edu/shsze/posmotif.

Optimal Linear Responses for Markov Chains and Stochastically Perturbed Dynamical Systems

NASA Astrophysics Data System (ADS)

Antown, Fadi; Dragičević, Davor; Froyland, Gary

2018-03-01

The linear response of a dynamical system refers to changes to properties of the system when small external perturbations are applied. We consider the little-studied question of selecting an optimal perturbation so as to (i) maximise the linear response of the equilibrium distribution of the system, (ii) maximise the linear response of the expectation of a specified observable, and (iii) maximise the linear response of the rate of convergence of the system to the equilibrium distribution. We also consider the inhomogeneous, sequential, or time-dependent situation where the governing dynamics is not stationary and one wishes to select a sequence of small perturbations so as to maximise the overall linear response at some terminal time. We develop the theory for finite-state Markov chains, provide explicit solutions for some illustrative examples, and numerically apply our theory to stochastically perturbed dynamical systems, where the Markov chain is replaced by a matrix representation of an approximate annealed transfer operator for the random dynamical system.

Predicting Urban Medical Services Demand in China: An Improved Grey Markov Chain Model by Taylor Approximation.

PubMed

Duan, Jinli; Jiao, Feng; Zhang, Qishan; Lin, Zhibin

2017-08-06

The sharp increase of the aging population has raised the pressure on the current limited medical resources in China. To better allocate resources, a more accurate prediction on medical service demand is very urgently needed. This study aims to improve the prediction on medical services demand in China. To achieve this aim, the study combines Taylor Approximation into the Grey Markov Chain model, and develops a new model named Taylor-Markov Chain GM (1,1) (T-MCGM (1,1)). The new model has been tested by adopting the historical data, which includes the medical service on treatment of diabetes, heart disease, and cerebrovascular disease from 1997 to 2015 in China. The model provides a predication on medical service demand of these three types of disease up to 2022. The results reveal an enormous growth of urban medical service demand in the future. The findings provide practical implications for the Health Administrative Department to allocate medical resources, and help hospitals to manage investments on medical facilities.

A Bayesian approach to modeling diffraction profiles and application to ferroelectric materials

DOE PAGES

Iamsasri, Thanakorn; Guerrier, Jonathon; Esteves, Giovanni; ...

2017-02-01

A new statistical approach for modeling diffraction profiles is introduced, using Bayesian inference and a Markov chain Monte Carlo (MCMC) algorithm. This method is demonstrated by modeling the degenerate reflections during application of an electric field to two different ferroelectric materials: thin-film lead zirconate titanate (PZT) of composition PbZr 0.3Ti 0.7O 3and a bulk commercial PZT polycrystalline ferroelectric. Here, the new method offers a unique uncertainty quantification of the model parameters that can be readily propagated into new calculated parameters.

Characterization of the rat exploratory behavior in the elevated plus-maze with Markov chains.

PubMed

Tejada, Julián; Bosco, Geraldine G; Morato, Silvio; Roque, Antonio C

2010-11-30

The elevated plus-maze is an animal model of anxiety used to study the effect of different drugs on the behavior of the animal. It consists of a plus-shaped maze with two open and two closed arms elevated 50cm from the floor. The standard measures used to characterize exploratory behavior in the elevated plus-maze are the time spent and the number of entries in the open arms. In this work, we use Markov chains to characterize the exploratory behavior of the rat in the elevated plus-maze under three different conditions: normal and under the effects of anxiogenic and anxiolytic drugs. The spatial structure of the elevated plus-maze is divided into squares, which are associated with states of a Markov chain. By counting the frequencies of transitions between states during 5-min sessions in the elevated plus-maze, we constructed stochastic matrices for the three conditions studied. The stochastic matrices show specific patterns, which correspond to the observed behaviors of the rat under the three different conditions. For the control group, the stochastic matrix shows a clear preference for places in the closed arms. This preference is enhanced for the anxiogenic group. For the anxiolytic group, the stochastic matrix shows a pattern similar to a random walk. Our results suggest that Markov chains can be used together with the standard measures to characterize the rat behavior in the elevated plus-maze. Copyright © 2010 Elsevier B.V. All rights reserved.

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

Markov and semi-Markov switching linear mixed models used to identify forest tree growth components.

PubMed

Chaubert-Pereira, Florence; Guédon, Yann; Lavergne, Christian; Trottier, Catherine

2010-09-01

Tree growth is assumed to be mainly the result of three components: (i) an endogenous component assumed to be structured as a succession of roughly stationary phases separated by marked change points that are asynchronous among individuals, (ii) a time-varying environmental component assumed to take the form of synchronous fluctuations among individuals, and (iii) an individual component corresponding mainly to the local environment of each tree. To identify and characterize these three components, we propose to use semi-Markov switching linear mixed models, i.e., models that combine linear mixed models in a semi-Markovian manner. The underlying semi-Markov chain represents the succession of growth phases and their lengths (endogenous component) whereas the linear mixed models attached to each state of the underlying semi-Markov chain represent-in the corresponding growth phase-both the influence of time-varying climatic covariates (environmental component) as fixed effects, and interindividual heterogeneity (individual component) as random effects. In this article, we address the estimation of Markov and semi-Markov switching linear mixed models in a general framework. We propose a Monte Carlo expectation-maximization like algorithm whose iterations decompose into three steps: (i) sampling of state sequences given random effects, (ii) prediction of random effects given state sequences, and (iii) maximization. The proposed statistical modeling approach is illustrated by the analysis of successive annual shoots along Corsican pine trunks influenced by climatic covariates. © 2009, The International Biometric Society.

Animal vocal sequences: not the Markov chains we thought they were

PubMed Central

Kershenbaum, Arik; Bowles, Ann E.; Freeberg, Todd M.; Jin, Dezhe Z.; Lameira, Adriano R.; Bohn, Kirsten

2014-01-01

Many animals produce vocal sequences that appear complex. Most researchers assume that these sequences are well characterized as Markov chains (i.e. that the probability of a particular vocal element can be calculated from the history of only a finite number of preceding elements). However, this assumption has never been explicitly tested. Furthermore, it is unclear how language could evolve in a single step from a Markovian origin, as is frequently assumed, as no intermediate forms have been found between animal communication and human language. Here, we assess whether animal taxa produce vocal sequences that are better described by Markov chains, or by non-Markovian dynamics such as the ‘renewal process’ (RP), characterized by a strong tendency to repeat elements. We examined vocal sequences of seven taxa: Bengalese finches Lonchura striata domestica, Carolina chickadees Poecile carolinensis, free-tailed bats Tadarida brasiliensis, rock hyraxes Procavia capensis, pilot whales Globicephala macrorhynchus, killer whales Orcinus orca and orangutans Pongo spp. The vocal systems of most of these species are more consistent with a non-Markovian RP than with the Markovian models traditionally assumed. Our data suggest that non-Markovian vocal sequences may be more common than Markov sequences, which must be taken into account when evaluating alternative hypotheses for the evolution of signalling complexity, and perhaps human language origins. PMID:25143037

Inferring animal densities from tracking data using Markov chains.

PubMed

Whitehead, Hal; Jonsen, Ian D

2013-01-01

The distributions and relative densities of species are keys to ecology. Large amounts of tracking data are being collected on a wide variety of animal species using several methods, especially electronic tags that record location. These tracking data are effectively used for many purposes, but generally provide biased measures of distribution, because the starts of the tracks are not randomly distributed among the locations used by the animals. We introduce a simple Markov-chain method that produces unbiased measures of relative density from tracking data. The density estimates can be over a geographical grid, and/or relative to environmental measures. The method assumes that the tracked animals are a random subset of the population in respect to how they move through the habitat cells, and that the movements of the animals among the habitat cells form a time-homogenous Markov chain. We illustrate the method using simulated data as well as real data on the movements of sperm whales. The simulations illustrate the bias introduced when the initial tracking locations are not randomly distributed, as well as the lack of bias when the Markov method is used. We believe that this method will be important in giving unbiased estimates of density from the growing corpus of animal tracking data.

SHARP ENTRYWISE PERTURBATION BOUNDS FOR MARKOV CHAINS.

PubMed

Thiede, Erik; VAN Koten, Brian; Weare, Jonathan

For many Markov chains of practical interest, the invariant distribution is extremely sensitive to perturbations of some entries of the transition matrix, but insensitive to others; we give an example of such a chain, motivated by a problem in computational statistical physics. We have derived perturbation bounds on the relative error of the invariant distribution that reveal these variations in sensitivity. Our bounds are sharp, we do not impose any structural assumptions on the transition matrix or on the perturbation, and computing the bounds has the same complexity as computing the invariant distribution or computing other bounds in the literature. Moreover, our bounds have a simple interpretation in terms of hitting times, which can be used to draw intuitive but rigorous conclusions about the sensitivity of a chain to various types of perturbations.

Statistical Inference on Memory Structure of Processes and Its Applications to Information Theory

DTIC Science & Technology

2016-05-12

valued times series from a sample. (A practical algorithm to compute the estimator is a work in progress.) Third, finitely-valued spatial processes...ES) U.S. Army Research Office P.O. Box 12211 Research Triangle Park, NC 27709-2211 mathematical statistics; time series ; Markov chains; random...proved. Second, a statistical method is developed to estimate the memory depth of discrete- time and continuously-valued times series from a sample. (A

An introduction of Markov chain Monte Carlo method to geochemical inverse problems: Reading melting parameters from REE abundances in abyssal peridotites

NASA Astrophysics Data System (ADS)

Liu, Boda; Liang, Yan

2017-04-01

Markov chain Monte Carlo (MCMC) simulation is a powerful statistical method in solving inverse problems that arise from a wide range of applications. In Earth sciences applications of MCMC simulations are primarily in the field of geophysics. The purpose of this study is to introduce MCMC methods to geochemical inverse problems related to trace element fractionation during mantle melting. MCMC methods have several advantages over least squares methods in deciphering melting processes from trace element abundances in basalts and mantle rocks. Here we use an MCMC method to invert for extent of melting, fraction of melt present during melting, and extent of chemical disequilibrium between the melt and residual solid from REE abundances in clinopyroxene in abyssal peridotites from Mid-Atlantic Ridge, Central Indian Ridge, Southwest Indian Ridge, Lena Trough, and American-Antarctic Ridge. We consider two melting models: one with exact analytical solution and the other without. We solve the latter numerically in a chain of melting models according to the Metropolis-Hastings algorithm. The probability distribution of inverted melting parameters depends on assumptions of the physical model, knowledge of mantle source composition, and constraints from the REE data. Results from MCMC inversion are consistent with and provide more reliable uncertainty estimates than results based on nonlinear least squares inversion. We show that chemical disequilibrium is likely to play an important role in fractionating LREE in residual peridotites during partial melting beneath mid-ocean ridge spreading centers. MCMC simulation is well suited for more complicated but physically more realistic melting problems that do not have analytical solutions.

Mathematical model of the loan portfolio dynamics in the form of Markov chain considering the process of new customers attraction

NASA Astrophysics Data System (ADS)

Bozhalkina, Yana

2017-12-01

Mathematical model of the loan portfolio structure change in the form of Markov chain is explored. This model considers in one scheme both the process of customers attraction, their selection based on the credit score, and loans repayment. The model describes the structure and volume of the loan portfolio dynamics, which allows to make medium-term forecasts of profitability and risk. Within the model corrective actions of bank management in order to increase lending volumes or to reduce the risk are formalized.

A Linear Regression and Markov Chain Model for the Arabian Horse Registry

DTIC Science & Technology

1993-04-01

as a tax deduction? Yes No T-4367 68 26. Regardless of previous equine tax deductions, do you consider your current horse activities to be... (Mark one...E L T-4367 A Linear Regression and Markov Chain Model For the Arabian Horse Registry Accesion For NTIS CRA&I UT 7 4:iC=D 5 D-IC JA" LI J:13tjlC,3 lO...the Arabian Horse Registry, which needed to forecast its future registration of purebred Arabian horses . A linear regression model was utilized to

SIMULATION FROM ENDPOINT-CONDITIONED, CONTINUOUS-TIME MARKOV CHAINS ON A FINITE STATE SPACE, WITH APPLICATIONS TO MOLECULAR EVOLUTION.

PubMed

Hobolth, Asger; Stone, Eric A

2009-09-01

Analyses of serially-sampled data often begin with the assumption that the observations represent discrete samples from a latent continuous-time stochastic process. The continuous-time Markov chain (CTMC) is one such generative model whose popularity extends to a variety of disciplines ranging from computational finance to human genetics and genomics. A common theme among these diverse applications is the need to simulate sample paths of a CTMC conditional on realized data that is discretely observed. Here we present a general solution to this sampling problem when the CTMC is defined on a discrete and finite state space. Specifically, we consider the generation of sample paths, including intermediate states and times of transition, from a CTMC whose beginning and ending states are known across a time interval of length T. We first unify the literature through a discussion of the three predominant approaches: (1) modified rejection sampling, (2) direct sampling, and (3) uniformization. We then give analytical results for the complexity and efficiency of each method in terms of the instantaneous transition rate matrix Q of the CTMC, its beginning and ending states, and the length of sampling time T. In doing so, we show that no method dominates the others across all model specifications, and we give explicit proof of which method prevails for any given Q, T, and endpoints. Finally, we introduce and compare three applications of CTMCs to demonstrate the pitfalls of choosing an inefficient sampler.

OPTIMIZING OBSERVER EFFORT FOR FIELD DETECTION OF REPRODUCTIVE EFFECTS IN BIRDS

EPA Science Inventory

Avian nest survival is best viewed as a Markov process with two absorbing states, death and fledging. We present a column-stochastic Markov chain from which all major Mayfield formulations of daily nest-survival can be derived contingent upon the degree of observer knowledge of e...

Improving Markov Chain Models for Road Profiles Simulation via Definition of States

DTIC Science & Technology

2012-04-01

wavelet transform in pavement profile analysis," Vehicle System Dynamics: International Journal of Vehicle Mechanics and Mobility, vol. 47, no. 4...34Estimating Markov Transition Probabilities from Micro -Unit Data," Journal of the Royal Statistical Society. Series C (Applied Statistics), pp. 355-371

Generalized species sampling priors with latent Beta reinforcements

PubMed Central

Airoldi, Edoardo M.; Costa, Thiago; Bassetti, Federico; Leisen, Fabrizio; Guindani, Michele

2014-01-01

Many popular Bayesian nonparametric priors can be characterized in terms of exchangeable species sampling sequences. However, in some applications, exchangeability may not be appropriate. We introduce a novel and probabilistically coherent family of non-exchangeable species sampling sequences characterized by a tractable predictive probability function with weights driven by a sequence of independent Beta random variables. We compare their theoretical clustering properties with those of the Dirichlet Process and the two parameters Poisson-Dirichlet process. The proposed construction provides a complete characterization of the joint process, differently from existing work. We then propose the use of such process as prior distribution in a hierarchical Bayes modeling framework, and we describe a Markov Chain Monte Carlo sampler for posterior inference. We evaluate the performance of the prior and the robustness of the resulting inference in a simulation study, providing a comparison with popular Dirichlet Processes mixtures and Hidden Markov Models. Finally, we develop an application to the detection of chromosomal aberrations in breast cancer by leveraging array CGH data. PMID:25870462

Bayesian Analysis of Biogeography when the Number of Areas is Large

PubMed Central

Landis, Michael J.; Matzke, Nicholas J.; Moore, Brian R.; Huelsenbeck, John P.

2013-01-01

Historical biogeography is increasingly studied from an explicitly statistical perspective, using stochastic models to describe the evolution of species range as a continuous-time Markov process of dispersal between and extinction within a set of discrete geographic areas. The main constraint of these methods is the computational limit on the number of areas that can be specified. We propose a Bayesian approach for inferring biogeographic history that extends the application of biogeographic models to the analysis of more realistic problems that involve a large number of areas. Our solution is based on a “data-augmentation” approach, in which we first populate the tree with a history of biogeographic events that is consistent with the observed species ranges at the tips of the tree. We then calculate the likelihood of a given history by adopting a mechanistic interpretation of the instantaneous-rate matrix, which specifies both the exponential waiting times between biogeographic events and the relative probabilities of each biogeographic change. We develop this approach in a Bayesian framework, marginalizing over all possible biogeographic histories using Markov chain Monte Carlo (MCMC). Besides dramatically increasing the number of areas that can be accommodated in a biogeographic analysis, our method allows the parameters of a given biogeographic model to be estimated and different biogeographic models to be objectively compared. Our approach is implemented in the program, BayArea. [ancestral area analysis; Bayesian biogeographic inference; data augmentation; historical biogeography; Markov chain Monte Carlo.] PMID:23736102

Bayesian seismic tomography by parallel interacting Markov chains

NASA Astrophysics Data System (ADS)

Gesret, Alexandrine; Bottero, Alexis; Romary, Thomas; Noble, Mark; Desassis, Nicolas

2014-05-01

The velocity field estimated by first arrival traveltime tomography is commonly used as a starting point for further seismological, mineralogical, tectonic or similar analysis. In order to interpret quantitatively the results, the tomography uncertainty values as well as their spatial distribution are required. The estimated velocity model is obtained through inverse modeling by minimizing an objective function that compares observed and computed traveltimes. This step is often performed by gradient-based optimization algorithms. The major drawback of such local optimization schemes, beyond the possibility of being trapped in a local minimum, is that they do not account for the multiple possible solutions of the inverse problem. They are therefore unable to assess the uncertainties linked to the solution. Within a Bayesian (probabilistic) framework, solving the tomography inverse problem aims at estimating the posterior probability density function of velocity model using a global sampling algorithm. Markov chains Monte-Carlo (MCMC) methods are known to produce samples of virtually any distribution. In such a Bayesian inversion, the total number of simulations we can afford is highly related to the computational cost of the forward model. Although fast algorithms have been recently developed for computing first arrival traveltimes of seismic waves, the complete browsing of the posterior distribution of velocity model is hardly performed, especially when it is high dimensional and/or multimodal. In the latter case, the chain may even stay stuck in one of the modes. In order to improve the mixing properties of classical single MCMC, we propose to make interact several Markov chains at different temperatures. This method can make efficient use of large CPU clusters, without increasing the global computational cost with respect to classical MCMC and is therefore particularly suited for Bayesian inversion. The exchanges between the chains allow a precise sampling of the high probability zones of the model space while avoiding the chains to end stuck in a probability maximum. This approach supplies thus a robust way to analyze the tomography imaging uncertainties. The interacting MCMC approach is illustrated on two synthetic examples of tomography of calibration shots such as encountered in induced microseismic studies. On the second application, a wavelet based model parameterization is presented that allows to significantly reduce the dimension of the problem, making thus the algorithm efficient even for a complex velocity model.

Polymeric Radiation Shielding for Applications in Space: Polyimide Synthesis and Modeling of Multi-Layered Polymeric Shields

NASA Astrophysics Data System (ADS)

Schiavone, Clinton Cleveland

We begin by defining the concept of `open' Markov processes, which are continuous-time Markov chains where probability can flow in and out through certain `boundary' states. We study open Markov processes which in the absence of such boundary flows admit equilibrium states satisfying detailed balance, meaning that the net flow of probability vanishes between all pairs of states. External couplings which fix the probabilities of boundary states can maintain such systems in non-equilibrium steady states in which non-zero probability currents flow. We show that these non-equilibrium steady states minimize a quadratic form which we call 'dissipation.' This is closely related to Prigogine's principle of minimum entropy production. We bound the rate of change of the entropy of a driven non-equilibrium steady state relative to the underlying equilibrium state in terms of the flow of probability through the boundary of the process. We then consider open Markov processes as morphisms in a symmetric monoidal category by splitting up their boundary states into certain sets of `inputs' and `outputs.' Composition corresponds to gluing the outputs of one such open Markov process onto the inputs of another so that the probability flowing out of the first process is equal to the probability flowing into the second. Tensoring in this category corresponds to placing two such systems side by side. We construct a `black-box' functor characterizing the behavior of an open Markov process in terms of the space of possible steady state probabilities and probability currents along the boundary. The fact that this is a functor means that the behavior of a composite open Markov process can be computed by composing the behaviors of the open Markov processes from which it is composed. We prove a similar black-boxing theorem for reaction networks whose dynamics are given by the non-linear rate equation. Along the way we describe a more general category of open dynamical systems where composition corresponds to gluing together open dynamical systems.

Modeling of Critically-Stratified Gravity Flows: Application to the Eel River Continental Shelf, Northern California

NASA Astrophysics Data System (ADS)

Scully, Malcolm E.

We begin by defining the concept of `open' Markov processes, which are continuous-time Markov chains where probability can flow in and out through certain `boundary' states. We study open Markov processes which in the absence of such boundary flows admit equilibrium states satisfying detailed balance, meaning that the net flow of probability vanishes between all pairs of states. External couplings which fix the probabilities of boundary states can maintain such systems in non-equilibrium steady states in which non-zero probability currents flow. We show that these non-equilibrium steady states minimize a quadratic form which we call 'dissipation.' This is closely related to Prigogine's principle of minimum entropy production. We bound the rate of change of the entropy of a driven non-equilibrium steady state relative to the underlying equilibrium state in terms of the flow of probability through the boundary of the process. We then consider open Markov processes as morphisms in a symmetric monoidal category by splitting up their boundary states into certain sets of `inputs' and `outputs.' Composition corresponds to gluing the outputs of one such open Markov process onto the inputs of another so that the probability flowing out of the first process is equal to the probability flowing into the second. Tensoring in this category corresponds to placing two such systems side by side. We construct a `black-box' functor characterizing the behavior of an open Markov process in terms of the space of possible steady state probabilities and probability currents along the boundary. The fact that this is a functor means that the behavior of a composite open Markov process can be computed by composing the behaviors of the open Markov processes from which it is composed. We prove a similar black-boxing theorem for reaction networks whose dynamics are given by the non-linear rate equation. Along the way we describe a more general category of open dynamical systems where composition corresponds to gluing together open dynamical systems.

Utilization of two web-based continuing education courses evaluated by Markov chain model.

PubMed

Tian, Hao; Lin, Jin-Mann S; Reeves, William C

2012-01-01

To evaluate the web structure of two web-based continuing education courses, identify problems and assess the effects of web site modifications. Markov chain models were built from 2008 web usage data to evaluate the courses' web structure and navigation patterns. The web site was then modified to resolve identified design issues and the improvement in user activity over the subsequent 12 months was quantitatively evaluated. Web navigation paths were collected between 2008 and 2010. The probability of navigating from one web page to another was analyzed. The continuing education courses' sequential structure design was clearly reflected in the resulting actual web usage models, and none of the skip transitions provided was heavily used. The web navigation patterns of the two different continuing education courses were similar. Two possible design flaws were identified and fixed in only one of the two courses. Over the following 12 months, the drop-out rate in the modified course significantly decreased from 41% to 35%, but remained unchanged in the unmodified course. The web improvement effects were further verified via a second-order Markov chain model. The results imply that differences in web content have less impact than web structure design on how learners navigate through continuing education courses. Evaluation of user navigation can help identify web design flaws and guide modifications. This study showed that Markov chain models provide a valuable tool to evaluate web-based education courses. Both the results and techniques in this study would be very useful for public health education and research specialists.

Utilization of two web-based continuing education courses evaluated by Markov chain model

PubMed Central

Lin, Jin-Mann S; Reeves, William C

2011-01-01

Objectives To evaluate the web structure of two web-based continuing education courses, identify problems and assess the effects of web site modifications. Design Markov chain models were built from 2008 web usage data to evaluate the courses' web structure and navigation patterns. The web site was then modified to resolve identified design issues and the improvement in user activity over the subsequent 12 months was quantitatively evaluated. Measurements Web navigation paths were collected between 2008 and 2010. The probability of navigating from one web page to another was analyzed. Results The continuing education courses' sequential structure design was clearly reflected in the resulting actual web usage models, and none of the skip transitions provided was heavily used. The web navigation patterns of the two different continuing education courses were similar. Two possible design flaws were identified and fixed in only one of the two courses. Over the following 12 months, the drop-out rate in the modified course significantly decreased from 41% to 35%, but remained unchanged in the unmodified course. The web improvement effects were further verified via a second-order Markov chain model. Conclusions The results imply that differences in web content have less impact than web structure design on how learners navigate through continuing education courses. Evaluation of user navigation can help identify web design flaws and guide modifications. This study showed that Markov chain models provide a valuable tool to evaluate web-based education courses. Both the results and techniques in this study would be very useful for public health education and research specialists. PMID:21976027

The algebra of the general Markov model on phylogenetic trees and networks.

PubMed

Sumner, J G; Holland, B R; Jarvis, P D

2012-04-01

It is known that the Kimura 3ST model of sequence evolution on phylogenetic trees can be extended quite naturally to arbitrary split systems. However, this extension relies heavily on mathematical peculiarities of the associated Hadamard transformation, and providing an analogous augmentation of the general Markov model has thus far been elusive. In this paper, we rectify this shortcoming by showing how to extend the general Markov model on trees to include incompatible edges; and even further to more general network models. This is achieved by exploring the algebra of the generators of the continuous-time Markov chain together with the “splitting” operator that generates the branching process on phylogenetic trees. For simplicity, we proceed by discussing the two state case and then show that our results are easily extended to more states with little complication. Intriguingly, upon restriction of the two state general Markov model to the parameter space of the binary symmetric model, our extension is indistinguishable from the Hadamard approach only on trees; as soon as any incompatible splits are introduced the two approaches give rise to differing probability distributions with disparate structure. Through exploration of a simple example, we give an argument that our extension to more general networks has desirable properties that the previous approaches do not share. In particular, our construction allows for convergent evolution of previously divergent lineages; a property that is of significant interest for biological applications.

GPU-powered Shotgun Stochastic Search for Dirichlet process mixtures of Gaussian Graphical Models

PubMed Central

Mukherjee, Chiranjit; Rodriguez, Abel

2016-01-01

Gaussian graphical models are popular for modeling high-dimensional multivariate data with sparse conditional dependencies. A mixture of Gaussian graphical models extends this model to the more realistic scenario where observations come from a heterogenous population composed of a small number of homogeneous sub-groups. In this paper we present a novel stochastic search algorithm for finding the posterior mode of high-dimensional Dirichlet process mixtures of decomposable Gaussian graphical models. Further, we investigate how to harness the massive thread-parallelization capabilities of graphical processing units to accelerate computation. The computational advantages of our algorithms are demonstrated with various simulated data examples in which we compare our stochastic search with a Markov chain Monte Carlo algorithm in moderate dimensional data examples. These experiments show that our stochastic search largely outperforms the Markov chain Monte Carlo algorithm in terms of computing-times and in terms of the quality of the posterior mode discovered. Finally, we analyze a gene expression dataset in which Markov chain Monte Carlo algorithms are too slow to be practically useful. PMID:28626348

GPU-powered Shotgun Stochastic Search for Dirichlet process mixtures of Gaussian Graphical Models.

PubMed

Mukherjee, Chiranjit; Rodriguez, Abel

2016-01-01

Gaussian graphical models are popular for modeling high-dimensional multivariate data with sparse conditional dependencies. A mixture of Gaussian graphical models extends this model to the more realistic scenario where observations come from a heterogenous population composed of a small number of homogeneous sub-groups. In this paper we present a novel stochastic search algorithm for finding the posterior mode of high-dimensional Dirichlet process mixtures of decomposable Gaussian graphical models. Further, we investigate how to harness the massive thread-parallelization capabilities of graphical processing units to accelerate computation. The computational advantages of our algorithms are demonstrated with various simulated data examples in which we compare our stochastic search with a Markov chain Monte Carlo algorithm in moderate dimensional data examples. These experiments show that our stochastic search largely outperforms the Markov chain Monte Carlo algorithm in terms of computing-times and in terms of the quality of the posterior mode discovered. Finally, we analyze a gene expression dataset in which Markov chain Monte Carlo algorithms are too slow to be practically useful.

A Markov chain model for reliability growth and decay

NASA Technical Reports Server (NTRS)

Siegrist, K.

1982-01-01

A mathematical model is developed to describe a complex system undergoing a sequence of trials in which there is interaction between the internal states of the system and the outcomes of the trials. For example, the model might describe a system undergoing testing that is redesigned after each failure. The basic assumptions for the model are that the state of the system after a trial depends probabilistically only on the state before the trial and on the outcome of the trial and that the outcome of a trial depends probabilistically only on the state of the system before the trial. It is shown that under these basic assumptions, the successive states form a Markov chain and the successive states and outcomes jointly form a Markov chain. General results are obtained for the transition probabilities, steady-state distributions, etc. A special case studied in detail describes a system that has two possible state ('repaired' and 'unrepaired') undergoing trials that have three possible outcomes ('inherent failure', 'assignable-cause' 'failure' and 'success'). For this model, the reliability function is computed explicitly and an optimal repair policy is obtained.

Trans-dimensional matched-field geoacoustic inversion with hierarchical error models and interacting Markov chains.

PubMed

Dettmer, Jan; Dosso, Stan E

2012-10-01

This paper develops a trans-dimensional approach to matched-field geoacoustic inversion, including interacting Markov chains to improve efficiency and an autoregressive model to account for correlated errors. The trans-dimensional approach and hierarchical seabed model allows inversion without assuming any particular parametrization by relaxing model specification to a range of plausible seabed models (e.g., in this case, the number of sediment layers is an unknown parameter). Data errors are addressed by sampling statistical error-distribution parameters, including correlated errors (covariance), by applying a hierarchical autoregressive error model. The well-known difficulty of low acceptance rates for trans-dimensional jumps is addressed with interacting Markov chains, resulting in a substantial increase in efficiency. The trans-dimensional seabed model and the hierarchical error model relax the degree of prior assumptions required in the inversion, resulting in substantially improved (more realistic) uncertainty estimates and a more automated algorithm. In particular, the approach gives seabed parameter uncertainty estimates that account for uncertainty due to prior model choice (layering and data error statistics). The approach is applied to data measured on a vertical array in the Mediterranean Sea.

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.

Adaptive relaxation for the steady-state analysis of Markov chains

NASA Technical Reports Server (NTRS)

Horton, Graham

1994-01-01

We consider a variant of the well-known Gauss-Seidel method for the solution of Markov chains in steady state. Whereas the standard algorithm visits each state exactly once per iteration in a predetermined order, the alternative approach uses a dynamic strategy. A set of states to be visited is maintained which can grow and shrink as the computation progresses. In this manner, we hope to concentrate the computational work in those areas of the chain in which maximum improvement in the solution can be achieved. We consider the adaptive approach both as a solver in its own right and as a relaxation method within the multi-level algorithm. Experimental results show significant computational savings in both cases.

A Test of the Need Hierarchy Concept by a Markov Model of Change in Need Strength.

ERIC Educational Resources Information Center

Rauschenberger, John; And Others

1980-01-01

In this study of 547 high school graduates, Alderfer's and Maslow's need hierarchy theories were expressed in Markov chain form and were subjected to empirical test. Both models were disconfirmed. Corroborative multiwave correlational analysis also failed to support the need hierarchy concept. (Author/IRT)

Towards early software reliability prediction for computer forensic tools (case study).

PubMed

Abu Talib, Manar

2016-01-01

Versatility, flexibility and robustness are essential requirements for software forensic tools. Researchers and practitioners need to put more effort into assessing this type of tool. A Markov model is a robust means for analyzing and anticipating the functioning of an advanced component based system. It is used, for instance, to analyze the reliability of the state machines of real time reactive systems. This research extends the architecture-based software reliability prediction model for computer forensic tools, which is based on Markov chains and COSMIC-FFP. Basically, every part of the computer forensic tool is linked to a discrete time Markov chain. If this can be done, then a probabilistic analysis by Markov chains can be performed to analyze the reliability of the components and of the whole tool. The purposes of the proposed reliability assessment method are to evaluate the tool's reliability in the early phases of its development, to improve the reliability assessment process for large computer forensic tools over time, and to compare alternative tool designs. The reliability analysis can assist designers in choosing the most reliable topology for the components, which can maximize the reliability of the tool and meet the expected reliability level specified by the end-user. The approach of assessing component-based tool reliability in the COSMIC-FFP context is illustrated with the Forensic Toolkit Imager case study.

A Graph-Algorithmic Approach for the Study of Metastability in Markov Chains

NASA Astrophysics Data System (ADS)

Gan, Tingyue; Cameron, Maria

2017-06-01

Large continuous-time Markov chains with exponentially small transition rates arise in modeling complex systems in physics, chemistry, and biology. We propose a constructive graph-algorithmic approach to determine the sequence of critical timescales at which the qualitative behavior of a given Markov chain changes, and give an effective description of the dynamics on each of them. This approach is valid for both time-reversible and time-irreversible Markov processes, with or without symmetry. Central to this approach are two graph algorithms, Algorithm 1 and Algorithm 2, for obtaining the sequences of the critical timescales and the hierarchies of Typical Transition Graphs or T-graphs indicating the most likely transitions in the system without and with symmetry, respectively. The sequence of critical timescales includes the subsequence of the reciprocals of the real parts of eigenvalues. Under a certain assumption, we prove sharp asymptotic estimates for eigenvalues (including pre-factors) and show how one can extract them from the output of Algorithm 1. We discuss the relationship between Algorithms 1 and 2 and explain how one needs to interpret the output of Algorithm 1 if it is applied in the case with symmetry instead of Algorithm 2. Finally, we analyze an example motivated by R. D. Astumian's model of the dynamics of kinesin, a molecular motor, by means of Algorithm 2.

Animal vocal sequences: not the Markov chains we thought they were.

PubMed

Kershenbaum, Arik; Bowles, Ann E; Freeberg, Todd M; Jin, Dezhe Z; Lameira, Adriano R; Bohn, Kirsten

2014-10-07

Many animals produce vocal sequences that appear complex. Most researchers assume that these sequences are well characterized as Markov chains (i.e. that the probability of a particular vocal element can be calculated from the history of only a finite number of preceding elements). However, this assumption has never been explicitly tested. Furthermore, it is unclear how language could evolve in a single step from a Markovian origin, as is frequently assumed, as no intermediate forms have been found between animal communication and human language. Here, we assess whether animal taxa produce vocal sequences that are better described by Markov chains, or by non-Markovian dynamics such as the 'renewal process' (RP), characterized by a strong tendency to repeat elements. We examined vocal sequences of seven taxa: Bengalese finches Lonchura striata domestica, Carolina chickadees Poecile carolinensis, free-tailed bats Tadarida brasiliensis, rock hyraxes Procavia capensis, pilot whales Globicephala macrorhynchus, killer whales Orcinus orca and orangutans Pongo spp. The vocal systems of most of these species are more consistent with a non-Markovian RP than with the Markovian models traditionally assumed. Our data suggest that non-Markovian vocal sequences may be more common than Markov sequences, which must be taken into account when evaluating alternative hypotheses for the evolution of signalling complexity, and perhaps human language origins. © 2014 The Author(s) Published by the Royal Society. All rights reserved.

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

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

Hock, Kiel; Earle, Keith

2016-02-06

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

Markov Chain Analysis of Musical Dice Games

NASA Astrophysics Data System (ADS)

Volchenkov, D.; Dawin, J. R.

2012-07-01

A system for using dice to compose music randomly is known as the musical dice game. The discrete time MIDI models of 804 pieces of classical music written by 29 composers have been encoded into the transition matrices and studied by Markov chains. Contrary to human languages, entropy dominates over redundancy, in the musical dice games based on the compositions of classical music. The maximum complexity is achieved on the blocks consisting of just a few notes (8 notes, for the musical dice games generated over Bach's compositions). First passage times to notes can be used to resolve tonality and feature a composer.

Musical Markov Chains

NASA Astrophysics Data System (ADS)

Volchenkov, Dima; Dawin, Jean René

A system for using dice to compose music randomly is known as the musical dice game. The discrete time MIDI models of 804 pieces of classical music written by 29 composers have been encoded into the transition matrices and studied by Markov chains. Contrary to human languages, entropy dominates over redundancy, in the musical dice games based on the compositions of classical music. The maximum complexity is achieved on the blocks consisting of just a few notes (8 notes, for the musical dice games generated over Bach's compositions). First passage times to notes can be used to resolve tonality and feature a composer.

A Markov chain technique for determining the acquisition behavior of a digital tracking loop

NASA Technical Reports Server (NTRS)

Chadwick, H. D.

1972-01-01

An iterative procedure is presented for determining the acquisition behavior of discrete or digital implementations of a tracking loop. The technique is based on the theory of Markov chains and provides the cumulative probability of acquisition in the loop as a function of time in the presence of noise and a given set of initial condition probabilities. A digital second-order tracking loop to be used in the Viking command receiver for continuous tracking of the command subcarrier phase was analyzed using this technique, and the results agree closely with experimental data.

Preliminary testing for the Markov property of the fifteen chromatin states of the Broad Histone Track.

PubMed

Lee, Kyung-Eun; Park, Hyun-Seok

2015-01-01

Epigenetic computational analyses based on Markov chains can integrate dependencies between regions in the genome that are directly adjacent. In this paper, the BED files of fifteen chromatin states of the Broad Histone Track of the ENCODE project are parsed, and comparative nucleotide frequencies of regional chromatin blocks are thoroughly analyzed to detect the Markov property in them. We perform various tests to examine the Markov property embedded in a frequency domain by checking for the presence of the Markov property in the various chromatin states. We apply these tests to each region of the fifteen chromatin states. The results of our simulation indicate that some of the chromatin states possess a stronger Markov property than others. We discuss the significance of our findings in statistical models of nucleotide sequences that are necessary for the computational analysis of functional units in noncoding DNA.

Appraisal of jump distributions in ensemble-based sampling algorithms

NASA Astrophysics Data System (ADS)

Dejanic, Sanda; Scheidegger, Andreas; Rieckermann, Jörg; Albert, Carlo

2017-04-01

Sampling Bayesian posteriors of model parameters is often required for making model-based probabilistic predictions. For complex environmental models, standard Monte Carlo Markov Chain (MCMC) methods are often infeasible because they require too many sequential model runs. Therefore, we focused on ensemble methods that use many Markov chains in parallel, since they can be run on modern cluster architectures. Little is known about how to choose the best performing sampler, for a given application. A poor choice can lead to an inappropriate representation of posterior knowledge. We assessed two different jump moves, the stretch and the differential evolution move, underlying, respectively, the software packages EMCEE and DREAM, which are popular in different scientific communities. For the assessment, we used analytical posteriors with features as they often occur in real posteriors, namely high dimensionality, strong non-linear correlations or multimodality. For posteriors with non-linear features, standard convergence diagnostics based on sample means can be insufficient. Therefore, we resorted to an entropy-based convergence measure. We assessed the samplers by means of their convergence speed, robustness and effective sample sizes. For posteriors with strongly non-linear features, we found that the stretch move outperforms the differential evolution move, w.r.t. all three aspects.

Finding the best resolution for the Kingman-Tajima coalescent: theory and applications.

PubMed

Sainudiin, Raazesh; Stadler, Tanja; Véber, Amandine

2015-05-01

Many summary statistics currently used in population genetics and in phylogenetics depend only on a rather coarse resolution of the underlying tree (the number of extant lineages, for example). Hence, for computational purposes, working directly on these resolutions appears to be much more efficient. However, this approach seems to have been overlooked in the past. In this paper, we describe six different resolutions of the Kingman-Tajima coalescent together with the corresponding Markov chains, which are essential for inference methods. Two of the resolutions are the well-known n-coalescent and the lineage death process due to Kingman. Two other resolutions were mentioned by Kingman and Tajima, but never explicitly formalized. Another two resolutions are novel, and complete the picture of a multi-resolution coalescent. For all of them, we provide the forward and backward transition probabilities, the probability of visiting a given state as well as the probability of a given realization of the full Markov chain. We also provide a description of the state-space that highlights the computational gain obtained by working with lower-resolution objects. Finally, we give several examples of summary statistics that depend on a coarser resolution of Kingman's coalescent, on which simulations are usually based.

A kinetic Monte Carlo approach to diffusion-controlled thermal desorption spectroscopy

NASA Astrophysics Data System (ADS)

Schablitzki, T.; Rogal, J.; Drautz, R.

2017-06-01

Atomistic simulations of thermal desorption spectra for effusion from bulk materials to characterize binding or trapping sites are a challenging task as large system sizes as well as extended time scales are required. Here, we introduce an approach where we combine kinetic Monte Carlo with an analytic approximation of the superbasins within the framework of absorbing Markov chains. We apply our approach to the effusion of hydrogen from BCC iron, where the diffusion within bulk grains is coarse grained using absorbing Markov chains, which provide an exact solution of the dynamics within a superbasin. Our analytic approximation to the superbasin is transferable with respect to grain size and elliptical shapes and can be applied in simulations with constant temperature as well as constant heating rate. The resulting thermal desorption spectra are in close agreement with direct kinetic Monte Carlo simulations, but the calculations are computationally much more efficient. Our approach is thus applicable to much larger system sizes and provides a first step towards an atomistic understanding of the influence of structural features on the position and shape of peaks in thermal desorption spectra. This article is part of the themed issue 'The challenges of hydrogen and metals'.

A mathematical description of the inclusive fitness theory.

PubMed

Wakano, Joe Yuichiro; Ohtsuki, Hisashi; Kobayashi, Yutaka

2013-03-01

Recent developments in the inclusive fitness theory have revealed that the direction of evolution can be analytically predicted in a wider class of models than previously thought, such as those models dealing with network structure. This paper aims to provide a mathematical description of the inclusive fitness theory. Specifically, we provide a general framework based on a Markov chain that can implement basic models of inclusive fitness. Our framework is based on the probability distribution of "offspring-to-parent map", from which the key concepts of the theory, such as fitness function, relatedness and inclusive fitness, are derived in a straightforward manner. We prove theorems showing that inclusive fitness always provides a correct prediction on which of two competing genes more frequently appears in the long run in the Markov chain. As an application of the theorems, we prove a general formula of the optimal dispersal rate in the Wright's island model with recurrent mutations. We also show the existence of the critical mutation rate, which does not depend on the number of islands and below which a positive dispersal rate evolves. Our framework can also be applied to lattice or network structured populations. Copyright © 2012 Elsevier Inc. All rights reserved.

A Hybrid Secure Scheme for Wireless Sensor Networks against Timing Attacks Using Continuous-Time Markov Chain and Queueing Model.

PubMed

Meng, Tianhui; Li, Xiaofan; Zhang, Sha; Zhao, Yubin

2016-09-28

Wireless sensor networks (WSNs) have recently gained popularity for a wide spectrum of applications. Monitoring tasks can be performed in various environments. This may be beneficial in many scenarios, but it certainly exhibits new challenges in terms of security due to increased data transmission over the wireless channel with potentially unknown threats. Among possible security issues are timing attacks, which are not prevented by traditional cryptographic security. Moreover, the limited energy and memory resources prohibit the use of complex security mechanisms in such systems. Therefore, balancing between security and the associated energy consumption becomes a crucial challenge. This paper proposes a secure scheme for WSNs while maintaining the requirement of the security-performance tradeoff. In order to proceed to a quantitative treatment of this problem, a hybrid continuous-time Markov chain (CTMC) and queueing model are put forward, and the tradeoff analysis of the security and performance attributes is carried out. By extending and transforming this model, the mean time to security attributes failure is evaluated. Through tradeoff analysis, we show that our scheme can enhance the security of WSNs, and the optimal rekeying rate of the performance and security tradeoff can be obtained.

Inferring soil salinity in a drip irrigation system from multi-configuration EMI measurements using adaptive Markov chain Monte Carlo

NASA Astrophysics Data System (ADS)

Zaib Jadoon, Khan; Umer Altaf, Muhammad; McCabe, Matthew Francis; Hoteit, Ibrahim; Muhammad, Nisar; Moghadas, Davood; Weihermüller, Lutz

2017-10-01

A substantial interpretation of electromagnetic induction (EMI) measurements requires quantifying optimal model parameters and uncertainty of a nonlinear inverse problem. For this purpose, an adaptive Bayesian Markov chain Monte Carlo (MCMC) algorithm is used to assess multi-orientation and multi-offset EMI measurements in an agriculture field with non-saline and saline soil. In MCMC the posterior distribution is computed using Bayes' rule. The electromagnetic forward model based on the full solution of Maxwell's equations was used to simulate the apparent electrical conductivity measured with the configurations of EMI instrument, the CMD Mini-Explorer. Uncertainty in the parameters for the three-layered earth model are investigated by using synthetic data. Our results show that in the scenario of non-saline soil, the parameters of layer thickness as compared to layers electrical conductivity are not very informative and are therefore difficult to resolve. Application of the proposed MCMC-based inversion to field measurements in a drip irrigation system demonstrates that the parameters of the model can be well estimated for the saline soil as compared to the non-saline soil, and provides useful insight about parameter uncertainty for the assessment of the model outputs.

AEOLUS: A MARKOV CHAIN MONTE CARLO CODE FOR MAPPING ULTRACOOL ATMOSPHERES. AN APPLICATION ON JUPITER AND BROWN DWARF HST LIGHT CURVES

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

Karalidi, Theodora; Apai, Dániel; Schneider, Glenn

Deducing the cloud cover and its temporal evolution from the observed planetary spectra and phase curves can give us major insight into the atmospheric dynamics. In this paper, we present Aeolus, a Markov chain Monte Carlo code that maps the structure of brown dwarf and other ultracool atmospheres. We validated Aeolus on a set of unique Jupiter Hubble Space Telescope (HST) light curves. Aeolus accurately retrieves the properties of the major features of the Jovian atmosphere, such as the Great Red Spot and a major 5 μm hot spot. Aeolus is the first mapping code validated on actual observations of amore » giant planet over a full rotational period. For this study, we applied Aeolus to J- and H-band HST light curves of 2MASS J21392676+0220226 and 2MASS J0136565+093347. Aeolus retrieves three spots at the top of the atmosphere (per observational wavelength) of these two brown dwarfs, with a surface coverage of 21% ± 3% and 20.3% ± 1.5%, respectively. The Jupiter HST light curves will be publicly available via ADS/VIZIR.« less

A Hybrid Secure Scheme for Wireless Sensor Networks against Timing Attacks Using Continuous-Time Markov Chain and Queueing Model

PubMed Central

Meng, Tianhui; Li, Xiaofan; Zhang, Sha; Zhao, Yubin

2016-01-01

Wireless sensor networks (WSNs) have recently gained popularity for a wide spectrum of applications. Monitoring tasks can be performed in various environments. This may be beneficial in many scenarios, but it certainly exhibits new challenges in terms of security due to increased data transmission over the wireless channel with potentially unknown threats. Among possible security issues are timing attacks, which are not prevented by traditional cryptographic security. Moreover, the limited energy and memory resources prohibit the use of complex security mechanisms in such systems. Therefore, balancing between security and the associated energy consumption becomes a crucial challenge. This paper proposes a secure scheme for WSNs while maintaining the requirement of the security-performance tradeoff. In order to proceed to a quantitative treatment of this problem, a hybrid continuous-time Markov chain (CTMC) and queueing model are put forward, and the tradeoff analysis of the security and performance attributes is carried out. By extending and transforming this model, the mean time to security attributes failure is evaluated. Through tradeoff analysis, we show that our scheme can enhance the security of WSNs, and the optimal rekeying rate of the performance and security tradeoff can be obtained. PMID:27690042

The generalization ability of online SVM classification based on Markov sampling.

PubMed

Xu, Jie; Yan Tang, Yuan; Zou, Bin; Xu, Zongben; Li, Luoqing; Lu, Yang

2015-03-01

In this paper, we consider online support vector machine (SVM) classification learning algorithms with uniformly ergodic Markov chain (u.e.M.c.) samples. We establish the bound on the misclassification error of an online SVM classification algorithm with u.e.M.c. samples based on reproducing kernel Hilbert spaces and obtain a satisfactory convergence rate. We also introduce a novel online SVM classification algorithm based on Markov sampling, and present the numerical studies on the learning ability of online SVM classification based on Markov sampling for benchmark repository. The numerical studies show that the learning performance of the online SVM classification algorithm based on Markov sampling is better than that of classical online SVM classification based on random sampling as the size of training samples is larger.

Stability Analysis of Multi-Sensor Kalman Filtering over Lossy Networks

PubMed Central

Gao, Shouwan; Chen, Pengpeng; Huang, Dan; Niu, Qiang

2016-01-01

This paper studies the remote Kalman filtering problem for a distributed system setting with multiple sensors that are located at different physical locations. Each sensor encapsulates its own measurement data into one single packet and transmits the packet to the remote filter via a lossy distinct channel. For each communication channel, a time-homogeneous Markov chain is used to model the normal operating condition of packet delivery and losses. Based on the Markov model, a necessary and sufficient condition is obtained, which can guarantee the stability of the mean estimation error covariance. Especially, the stability condition is explicitly expressed as a simple inequality whose parameters are the spectral radius of the system state matrix and transition probabilities of the Markov chains. In contrast to the existing related results, our method imposes less restrictive conditions on systems. Finally, the results are illustrated by simulation examples. PMID:27104541

Bayesian parameter inference for stochastic biochemical network models using particle Markov chain Monte Carlo

PubMed Central

Golightly, Andrew; Wilkinson, Darren J.

2011-01-01

Computational systems biology is concerned with the development of detailed mechanistic models of biological processes. Such models are often stochastic and analytically intractable, containing uncertain parameters that must be estimated from time course data. In this article, we consider the task of inferring the parameters of a stochastic kinetic model defined as a Markov (jump) process. Inference for the parameters of complex nonlinear multivariate stochastic process models is a challenging problem, but we find here that algorithms based on particle Markov chain Monte Carlo turn out to be a very effective computationally intensive approach to the problem. Approximations to the inferential model based on stochastic differential equations (SDEs) are considered, as well as improvements to the inference scheme that exploit the SDE structure. We apply the methodology to a Lotka–Volterra system and a prokaryotic auto-regulatory network. PMID:23226583

Irreversible Markov chains in spin models: Topological excitations

NASA Astrophysics Data System (ADS)

Lei, Ze; Krauth, Werner

2018-01-01

We analyze the convergence of the irreversible event-chain Monte Carlo algorithm for continuous spin models in the presence of topological excitations. In the two-dimensional XY model, we show that the local nature of the Markov-chain dynamics leads to slow decay of vortex-antivortex correlations while spin waves decorrelate very quickly. Using a Fréchet description of the maximum vortex-antivortex distance, we quantify the contributions of topological excitations to the equilibrium correlations, and show that they vary from a dynamical critical exponent z∼ 2 at the critical temperature to z∼ 0 in the limit of zero temperature. We confirm the event-chain algorithm's fast relaxation (corresponding to z = 0) of spin waves in the harmonic approximation to the XY model. Mixing times (describing the approach towards equilibrium from the least favorable initial state) however remain much larger than equilibrium correlation times at low temperatures. We also describe the respective influence of topological monopole-antimonopole excitations and of spin waves on the event-chain dynamics in the three-dimensional Heisenberg model.

Operator-Geometric Stationary Distributions for Markov Chains, with Application to Queueing Models.

DTIC Science & Technology

1980-12-01

2.22) with equality. The quantity R-1 is the natural analogue of the Perron - Frobenius eigenvalue for finite matrices, with Q the corresponding...ensure that S is irreducible, using Perron - Frobenius theory: see [8], pp. 187-188. I- -14 - §3 Neuts’ "mean-drift" condition In Theorems 2 and 3 of [8...where E is finite, \\ is guaranteed to exist from Perron - Frobenius theory, and the proof that (3.1) is equivalent to the existence of a stationary

pytc: Open-Source Python Software for Global Analyses of Isothermal Titration Calorimetry Data.

PubMed

Duvvuri, Hiranmayi; Wheeler, Lucas C; Harms, Michael J

2018-05-08

Here we describe pytc, an open-source Python package for global fits of thermodynamic models to multiple isothermal titration calorimetry experiments. Key features include simplicity, the ability to implement new thermodynamic models, a robust maximum likelihood fitter, a fast Bayesian Markov-Chain Monte Carlo sampler, rigorous implementation, extensive documentation, and full cross-platform compatibility. pytc fitting can be done using an application program interface or via a graphical user interface. It is available for download at https://github.com/harmslab/pytc .

Generating intrinsically disordered protein conformational ensembles from a Markov chain

NASA Astrophysics Data System (ADS)

Cukier, Robert I.

2018-03-01

Intrinsically disordered proteins (IDPs) sample a diverse conformational space. They are important to signaling and regulatory pathways in cells. An entropy penalty must be payed when an IDP becomes ordered upon interaction with another protein or a ligand. Thus, the degree of conformational disorder of an IDP is of interest. We create a dichotomic Markov model that can explore entropic features of an IDP. The Markov condition introduces local (neighbor residues in a protein sequence) rotamer dependences that arise from van der Waals and other chemical constraints. A protein sequence of length N is characterized by its (information) entropy and mutual information, MIMC, the latter providing a measure of the dependence among the random variables describing the rotamer probabilities of the residues that comprise the sequence. For a Markov chain, the MIMC is proportional to the pair mutual information MI which depends on the singlet and pair probabilities of neighbor residue rotamer sampling. All 2N sequence states are generated, along with their probabilities, and contrasted with the probabilities under the assumption of independent residues. An efficient method to generate realizations of the chain is also provided. The chain entropy, MIMC, and state probabilities provide the ingredients to distinguish different scenarios using the terminologies: MoRF (molecular recognition feature), not-MoRF, and not-IDP. A MoRF corresponds to large entropy and large MIMC (strong dependence among the residues' rotamer sampling), a not-MoRF corresponds to large entropy but small MIMC, and not-IDP corresponds to low entropy irrespective of the MIMC. We show that MorFs are most appropriate as descriptors of IDPs. They provide a reasonable number of high-population states that reflect the dependences between neighbor residues, thus classifying them as IDPs, yet without very large entropy that might lead to a too high entropy penalty.

Atmospheric Tracer Inverse Modeling Using Markov Chain Monte Carlo (MCMC)

NASA Astrophysics Data System (ADS)

Kasibhatla, P.

2004-12-01

In recent years, there has been an increasing emphasis on the use of Bayesian statistical estimation techniques to characterize the temporal and spatial variability of atmospheric trace gas sources and sinks. The applications have been varied in terms of the particular species of interest, as well as in terms of the spatial and temporal resolution of the estimated fluxes. However, one common characteristic has been the use of relatively simple statistical models for describing the measurement and chemical transport model error statistics and prior source statistics. For example, multivariate normal probability distribution functions (pdfs) are commonly used to model these quantities and inverse source estimates are derived for fixed values of pdf paramaters. While the advantage of this approach is that closed form analytical solutions for the a posteriori pdfs of interest are available, it is worth exploring Bayesian analysis approaches which allow for a more general treatment of error and prior source statistics. Here, we present an application of the Markov Chain Monte Carlo (MCMC) methodology to an atmospheric tracer inversion problem to demonstrate how more gereral statistical models for errors can be incorporated into the analysis in a relatively straightforward manner. The MCMC approach to Bayesian analysis, which has found wide application in a variety of fields, is a statistical simulation approach that involves computing moments of interest of the a posteriori pdf by efficiently sampling this pdf. The specific inverse problem that we focus on is the annual mean CO2 source/sink estimation problem considered by the TransCom3 project. TransCom3 was a collaborative effort involving various modeling groups and followed a common modeling and analysis protocoal. As such, this problem provides a convenient case study to demonstrate the applicability of the MCMC methodology to atmospheric tracer source/sink estimation problems.

Forecasting client transitions in British Columbia's Long-Term Care Program.

PubMed Central

Lane, D; Uyeno, D; Stark, A; Gutman, G; McCashin, B

1987-01-01

This article presents a model for the annual transitions of clients through various home and facility placements in a long-term care program. The model, an application of Markov chain analysis, is developed, tested, and applied to over 9,000 clients (N = 9,483) in British Columbia's Long Term Care Program (LTC) over the period 1978-1983. Results show that the model gives accurate forecasts of the progress of groups of clients from state to state in the long-term care system from time of admission until eventual death. Statistical methods are used to test the modeling hypothesis that clients' year-over-year transitions occur in constant proportions from state to state within the long-term care system. Tests are carried out by examining actual year-over-year transitions of each year's new admission cohort (1978-1983). Various subsets of the available data are analyzed and, after accounting for clear differences among annual cohorts, the most acceptable model of the actual client transition data occurred when clients were separated into male and female groups, i.e., the transition behavior of each group is describable by a different Markov model. To validate the model, we develop model estimates for the numbers of existing clients in each state of the long-term care system for the period (1981-1983) for which actual data are available. When these estimates are compared with the actual data, total weighted absolute deviations do not exceed 10 percent of actuals. Finally, we use the properties of the Markov chain probability transition matrix and simulation methods to develop three-year forecasts with prediction intervals for the distribution of the existing total clients into each state of the system. The tests, forecasts, and Markov model supplemental information are contained in a mechanized procedure suitable for a microcomputer. The procedure provides a powerful, efficient tool for decision makers planning facilities and services in response to the needs of long-term care clients. PMID:3121537

Fuzzy hidden Markov chains segmentation for volume determination and quantitation in PET.

PubMed

Hatt, M; Lamare, F; Boussion, N; Turzo, A; Collet, C; Salzenstein, F; Roux, C; Jarritt, P; Carson, K; Cheze-Le Rest, C; Visvikis, D

2007-06-21

Accurate volume of interest (VOI) estimation in PET is crucial in different oncology applications such as response to therapy evaluation and radiotherapy treatment planning. The objective of our study was to evaluate the performance of the proposed algorithm for automatic lesion volume delineation; namely the fuzzy hidden Markov chains (FHMC), with that of current state of the art in clinical practice threshold based techniques. As the classical hidden Markov chain (HMC) algorithm, FHMC takes into account noise, voxel intensity and spatial correlation, in order to classify a voxel as background or functional VOI. However the novelty of the fuzzy model consists of the inclusion of an estimation of imprecision, which should subsequently lead to a better modelling of the 'fuzzy' nature of the object of interest boundaries in emission tomography data. The performance of the algorithms has been assessed on both simulated and acquired datasets of the IEC phantom, covering a large range of spherical lesion sizes (from 10 to 37 mm), contrast ratios (4:1 and 8:1) and image noise levels. Both lesion activity recovery and VOI determination tasks were assessed in reconstructed images using two different voxel sizes (8 mm3 and 64 mm3). In order to account for both the functional volume location and its size, the concept of % classification errors was introduced in the evaluation of volume segmentation using the simulated datasets. Results reveal that FHMC performs substantially better than the threshold based methodology for functional volume determination or activity concentration recovery considering a contrast ratio of 4:1 and lesion sizes of <28 mm. Furthermore differences between classification and volume estimation errors evaluated were smaller for the segmented volumes provided by the FHMC algorithm. Finally, the performance of the automatic algorithms was less susceptible to image noise levels in comparison to the threshold based techniques. The analysis of both simulated and acquired datasets led to similar results and conclusions as far as the performance of segmentation algorithms under evaluation is concerned.

Reconciling a geophysical model to data using a Markov chain Monte Carlo algorithm: An application to the Yellow Sea-Korean Peninsula region

NASA Astrophysics Data System (ADS)

Pasyanos, Michael E.; Franz, Gregory A.; Ramirez, Abelardo L.

2006-03-01

In an effort to build seismic models that are the most consistent with multiple data sets we have applied a new probabilistic inverse technique. This method uses a Markov chain Monte Carlo (MCMC) algorithm to sample models from a prior distribution and test them against multiple data types to generate a posterior distribution. While computationally expensive, this approach has several advantages over deterministic models, notably the seamless reconciliation of different data types that constrain the model, the proper handling of both data and model uncertainties, and the ability to easily incorporate a variety of prior information, all in a straightforward, natural fashion. A real advantage of the technique is that it provides a more complete picture of the solution space. By mapping out the posterior probability density function, we can avoid simplistic assumptions about the model space and allow alternative solutions to be identified, compared, and ranked. Here we use this method to determine the crust and upper mantle structure of the Yellow Sea and Korean Peninsula region. The model is parameterized as a series of seven layers in a regular latitude-longitude grid, each of which is characterized by thickness and seismic parameters (Vp, Vs, and density). We use surface wave dispersion and body wave traveltime data to drive the model. We find that when properly tuned (i.e., the Markov chains have had adequate time to fully sample the model space and the inversion has converged), the technique behaves as expected. The posterior model reflects the prior information at the edge of the model where there is little or no data to constrain adjustments, but the range of acceptable models is significantly reduced in data-rich regions, producing values of sediment thickness, crustal thickness, and upper mantle velocities consistent with expectations based on knowledge of the regional tectonic setting.

A compositional framework for Markov processes

NASA Astrophysics Data System (ADS)

Baez, John C.; Fong, Brendan; Pollard, Blake S.

2016-03-01

We define the concept of an "open" Markov process, or more precisely, continuous-time Markov chain, which is one where probability can flow in or out of certain states called "inputs" and "outputs." One can build up a Markov process from smaller open pieces. This process is formalized by making open Markov processes into the morphisms of a dagger compact category. We show that the behavior of a detailed balanced open Markov process is determined by a principle of minimum dissipation, closely related to Prigogine's principle of minimum entropy production. Using this fact, we set up a functor mapping open detailed balanced Markov processes to open circuits made of linear resistors. We also describe how to "black box" an open Markov process, obtaining the linear relation between input and output data that holds in any steady state, including nonequilibrium steady states with a nonzero flow of probability through the system. We prove that black boxing gives a symmetric monoidal dagger functor sending open detailed balanced Markov processes to Lagrangian relations between symplectic vector spaces. This allows us to compute the steady state behavior of an open detailed balanced Markov process from the behaviors of smaller pieces from which it is built. We relate this black box functor to a previously constructed black box functor for circuits.

A nonstationary Markov transition model for computing the relative risk of dementia before death

PubMed Central

Yu, Lei; Griffith, William S.; Tyas, Suzanne L.; Snowdon, David A.; Kryscio, Richard J.

2010-01-01

This paper investigates the long-term behavior of the k-step transition probability matrix for a nonstationary discrete time Markov chain in the context of modeling transitions from intact cognition to dementia with mild cognitive impairment (MCI) and global impairment (GI) as intervening cognitive states. The authors derive formulas for the following absorption statistics: (1) the relative risk of absorption between competing absorbing states, and (2) the mean and variance of the number of visits among the transient states before absorption. Since absorption is not guaranteed, sufficient conditions are discussed to ensure that the substochastic matrix associated with transitions among transient states converges to zero in limit. Results are illustrated with an application to the Nun Study, a cohort of 678 participants, 75 to 107 years of age, followed longitudinally with up to ten cognitive assessments over a fifteen-year period. PMID:20087848

A multi-level solution algorithm for steady-state Markov chains

NASA Technical Reports Server (NTRS)

Horton, Graham; Leutenegger, Scott T.

1993-01-01

A new iterative algorithm, the multi-level algorithm, for the numerical solution of steady state Markov chains is presented. The method utilizes a set of recursively coarsened representations of the original system to achieve accelerated convergence. It is motivated by multigrid methods, which are widely used for fast solution of partial differential equations. Initial results of numerical experiments are reported, showing significant reductions in computation time, often an order of magnitude or more, relative to the Gauss-Seidel and optimal SOR algorithms for a variety of test problems. The multi-level method is compared and contrasted with the iterative aggregation-disaggregation algorithm of Takahashi.

Geodesic Monte Carlo on Embedded Manifolds

PubMed Central

Byrne, Simon; Girolami, Mark

2013-01-01

Markov chain Monte Carlo methods explicitly defined on the manifold of probability distributions have recently been established. These methods are constructed from diffusions across the manifold and the solution of the equations describing geodesic flows in the Hamilton–Jacobi representation. This paper takes the differential geometric basis of Markov chain Monte Carlo further by considering methods to simulate from probability distributions that themselves are defined on a manifold, with common examples being classes of distributions describing directional statistics. Proposal mechanisms are developed based on the geodesic flows over the manifolds of support for the distributions, and illustrative examples are provided for the hypersphere and Stiefel manifold of orthonormal matrices. PMID:25309024

Using Markov chains of nucleotide sequences as a possible precursor to predict functional roles of human genome: a case study on inactive chromatin regions.

PubMed

Lee, K-E; Lee, E-J; Park, H-S

2016-08-30

Recent advances in computational epigenetics have provided new opportunities to evaluate n-gram probabilistic language models. In this paper, we describe a systematic genome-wide approach for predicting functional roles in inactive chromatin regions by using a sequence-based Markovian chromatin map of the human genome. We demonstrate that Markov chains of sequences can be used as a precursor to predict functional roles in heterochromatin regions and provide an example comparing two publicly available chromatin annotations of large-scale epigenomics projects: ENCODE project consortium and Roadmap Epigenomics consortium.

A descriptive model of resting-state networks using Markov chains.

PubMed

Xie, H; Pal, R; Mitra, S

2016-08-01

Resting-state functional connectivity (RSFC) studies considering pairwise linear correlations have attracted great interests while the underlying functional network structure still remains poorly understood. To further our understanding of RSFC, this paper presents an analysis of the resting-state networks (RSNs) based on the steady-state distributions and provides a novel angle to investigate the RSFC of multiple functional nodes. This paper evaluates the consistency of two networks based on the Hellinger distance between the steady-state distributions of the inferred Markov chain models. The results show that generated steady-state distributions of default mode network have higher consistency across subjects than random nodes from various RSNs.

A Monte-Carlo method which is not based on Markov chain algorithm, used to study electrostatic screening of ion potential

NASA Astrophysics Data System (ADS)

Šantić, Branko; Gracin, Davor

2017-12-01

A new simple Monte Carlo method is introduced for the study of electrostatic screening by surrounding ions. The proposed method is not based on the generally used Markov chain method for sample generation. Each sample is pristine and there is no correlation with other samples. As the main novelty, the pairs of ions are gradually added to a sample provided that the energy of each ion is within the boundaries determined by the temperature and the size of ions. The proposed method provides reliable results, as demonstrated by the screening of ion in plasma and in water.

Vulnerability of networks of interacting Markov chains.

PubMed

Kocarev, L; Zlatanov, N; Trajanov, D

2010-05-13

The concept of vulnerability is introduced for a model of random, dynamical interactions on networks. In this model, known as the influence model, the nodes are arranged in an arbitrary network, while the evolution of the status at a node is according to an internal Markov chain, but with transition probabilities that depend not only on the current status of that node but also on the statuses of the neighbouring nodes. Vulnerability is treated analytically and numerically for several networks with different topological structures, as well as for two real networks--the network of infrastructures and the EU power grid--identifying the most vulnerable nodes of these networks.

Analysis of Streamline Separation at Infinity Using Time-Discrete Markov Chains.

PubMed

Reich, W; Scheuermann, G

2012-12-01

Existing methods for analyzing separation of streamlines are often restricted to a finite time or a local area. In our paper we introduce a new method that complements them by allowing an infinite-time-evaluation of steady planar vector fields. Our algorithm unifies combinatorial and probabilistic methods and introduces the concept of separation in time-discrete Markov-Chains. We compute particle distributions instead of the streamlines of single particles. We encode the flow into a map and then into a transition matrix for each time direction. Finally, we compare the results of our grid-independent algorithm to the popular Finite-Time-Lyapunov-Exponents and discuss the discrepancies.

Population Synthesis of Radio and Y-ray Millisecond Pulsars Using Markov Chain Monte Carlo

NASA Astrophysics Data System (ADS)

Gonthier, Peter L.; Billman, C.; Harding, A. K.

2013-04-01

We present preliminary results of a new population synthesis of millisecond pulsars (MSP) from the Galactic disk using Markov Chain Monte Carlo techniques to better understand the model parameter space. We include empirical radio and γ-ray luminosity models that are dependent on the pulsar period and period derivative with freely varying exponents. The magnitudes of the model luminosities are adjusted to reproduce the number of MSPs detected by a group of ten radio surveys and by Fermi, predicting the MSP birth rate in the Galaxy. We follow a similar set of assumptions that we have used in previous, more constrained Monte Carlo simulations. The parameters associated with the birth distributions such as those for the accretion rate, magnetic field and period distributions are also free to vary. With the large set of free parameters, we employ Markov Chain Monte Carlo simulations to explore the large and small worlds of the parameter space. We present preliminary comparisons of the simulated and detected distributions of radio and γ-ray pulsar characteristics. We express our gratitude for the generous support of the National Science Foundation (REU and RUI), Fermi Guest Investigator Program and the NASA Astrophysics Theory and Fundamental Program.

Multiframe video coding for improved performance over wireless channels.

PubMed

Budagavi, M; Gibson, J D

2001-01-01

We propose and evaluate a multi-frame extension to block motion compensation (BMC) coding of videoconferencing-type video signals for wireless channels. The multi-frame BMC (MF-BMC) coder makes use of the redundancy that exists across multiple frames in typical videoconferencing sequences to achieve additional compression over that obtained by using the single frame BMC (SF-BMC) approach, such as in the base-level H.263 codec. The MF-BMC approach also has an inherent ability of overcoming some transmission errors and is thus more robust when compared to the SF-BMC approach. We model the error propagation process in MF-BMC coding as a multiple Markov chain and use Markov chain analysis to infer that the use of multiple frames in motion compensation increases robustness. The Markov chain analysis is also used to devise a simple scheme which randomizes the selection of the frame (amongst the multiple previous frames) used in BMC to achieve additional robustness. The MF-BMC coders proposed are a multi-frame extension of the base level H.263 coder and are found to be more robust than the base level H.263 coder when subjected to simulated errors commonly encountered on wireless channels.

Fracture overprinting history using Markov chain analysis: Windsor-Kennetcook subbasin, Maritimes Basin, Canada

NASA Astrophysics Data System (ADS)

Snyder, Morgan E.; Waldron, John W. F.

2018-03-01

The deformation history of the Upper Paleozoic Maritimes Basin, Atlantic Canada, can be partially unraveled by examining fractures (joints, veins, and faults) that are well exposed on the shorelines of the macrotidal Bay of Fundy, in subsurface core, and on image logs. Data were collected from coastal outcrops and well core across the Windsor-Kennetcook subbasin, a subbasin in the Maritimes Basin, using the circular scan-line and vertical scan-line methods in outcrop, and FMI Image log analysis of core. We use cross-cutting and abutting relationships between fractures to understand relative timing of fracturing, followed by a statistical test (Markov chain analysis) to separate groups of fractures. This analysis, previously used in sedimentology, was modified to statistically test the randomness of fracture timing relationships. The results of the Markov chain analysis suggest that fracture initiation can be attributed to movement along the Minas Fault Zone, an E-W fault system that bounds the Windsor-Kennetcook subbasin to the north. Four sets of fractures are related to dextral strike slip along the Minas Fault Zone in the late Paleozoic, and four sets are related to sinistral reactivation of the same boundary in the Mesozoic.

Markov Chains For Testing Redundant Software

NASA Technical Reports Server (NTRS)

White, Allan L.; Sjogren, Jon A.

1990-01-01

Preliminary design developed for validation experiment that addresses problems unique to assuring extremely high quality of multiple-version programs in process-control software. Approach takes into account inertia of controlled system in sense it takes more than one failure of control program to cause controlled system to fail. Verification procedure consists of two steps: experimentation (numerical simulation) and computation, with Markov model for each step.

Modular techniques for dynamic fault-tree analysis

NASA Technical Reports Server (NTRS)

Patterson-Hine, F. A.; Dugan, Joanne B.

1992-01-01

It is noted that current approaches used to assess the dependability of complex systems such as Space Station Freedom and the Air Traffic Control System are incapable of handling the size and complexity of these highly integrated designs. A novel technique for modeling such systems which is built upon current techniques in Markov theory and combinatorial analysis is described. It enables the development of a hierarchical representation of system behavior which is more flexible than either technique alone. A solution strategy which is based on an object-oriented approach to model representation and evaluation is discussed. The technique is virtually transparent to the user since the fault tree models can be built graphically and the objects defined automatically. The tree modularization procedure allows the two model types, Markov and combinatoric, to coexist and does not require that the entire fault tree be translated to a Markov chain for evaluation. This effectively reduces the size of the Markov chain required and enables solutions with less truncation, making analysis of longer mission times possible. Using the fault-tolerant parallel processor as an example, a model is built and solved for a specific mission scenario and the solution approach is illustrated in detail.

Markov stochasticity coordinates

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

Eliazar, Iddo, E-mail: iddo.eliazar@intel.com

Markov dynamics constitute one of the most fundamental models of random motion between the states of a system of interest. Markov dynamics have diverse applications in many fields of science and engineering, and are particularly applicable in the context of random motion in networks. In this paper we present a two-dimensional gauging method of the randomness of Markov dynamics. The method–termed Markov Stochasticity Coordinates–is established, discussed, and exemplified. Also, the method is tweaked to quantify the stochasticity of the first-passage-times of Markov dynamics, and the socioeconomic equality and mobility in human societies.

Phi-value analysis of a linear, sequential reaction mechanism: theory and application to ion channel gating.

PubMed

Zhou, Yu; Pearson, John E; Auerbach, Anthony

2005-12-01

We derive the analytical form of a rate-equilibrium free-energy relationship (with slope Phi) for a bounded, linear chain of coupled reactions having arbitrary connecting rate constants. The results confirm previous simulation studies showing that Phi-values reflect the position of the perturbed reaction within the chain, with reactions occurring earlier in the sequence producing higher Phi-values than those occurring later in the sequence. The derivation includes an expression for the transmission coefficients of the overall reaction based on the rate constants of an arbitrary, discrete, finite Markov chain. The results indicate that experimental Phi-values can be used to calculate the relative heights of the energy barriers between intermediate states of the chain but provide no information about the energies of the wells along the reaction path. Application of the equations to the case of diliganded acetylcholine receptor channel gating suggests that the transition-state ensemble for this reaction is nearly flat. Although this mechanism accounts for many of the basic features of diliganded and unliganded acetylcholine receptor channel gating, the experimental rate-equilibrium free-energy relationships appear to be more linear than those predicted by the theory.

SaaS enabled admission control for MCMC simulation in cloud computing infrastructures

NASA Astrophysics Data System (ADS)

Vázquez-Poletti, J. L.; Moreno-Vozmediano, R.; Han, R.; Wang, W.; Llorente, I. M.

2017-02-01

Markov Chain Monte Carlo (MCMC) methods are widely used in the field of simulation and modelling of materials, producing applications that require a great amount of computational resources. Cloud computing represents a seamless source for these resources in the form of HPC. However, resource over-consumption can be an important drawback, specially if the cloud provision process is not appropriately optimized. In the present contribution we propose a two-level solution that, on one hand, takes advantage of approximate computing for reducing the resource demand and on the other, uses admission control policies for guaranteeing an optimal provision to running applications.

The generalization ability of SVM classification based on Markov sampling.

PubMed

Xu, Jie; Tang, Yuan Yan; Zou, Bin; Xu, Zongben; Li, Luoqing; Lu, Yang; Zhang, Baochang

2015-06-01

The previously known works studying the generalization ability of support vector machine classification (SVMC) algorithm are usually based on the assumption of independent and identically distributed samples. In this paper, we go far beyond this classical framework by studying the generalization ability of SVMC based on uniformly ergodic Markov chain (u.e.M.c.) samples. We analyze the excess misclassification error of SVMC based on u.e.M.c. samples, and obtain the optimal learning rate of SVMC for u.e.M.c. We also introduce a new Markov sampling algorithm for SVMC to generate u.e.M.c. samples from given dataset, and present the numerical studies on the learning performance of SVMC based on Markov sampling for benchmark datasets. The numerical studies show that the SVMC based on Markov sampling not only has better generalization ability as the number of training samples are bigger, but also the classifiers based on Markov sampling are sparsity when the size of dataset is bigger with regard to the input dimension.

Grey-Markov prediction model based on background value optimization and central-point triangular whitenization weight function

NASA Astrophysics Data System (ADS)

Ye, Jing; Dang, Yaoguo; Li, Bingjun

2018-01-01

Grey-Markov forecasting model is a combination of grey prediction model and Markov chain which show obvious optimization effects for data sequences with characteristics of non-stationary and volatility. However, the state division process in traditional Grey-Markov forecasting model is mostly based on subjective real numbers that immediately affects the accuracy of forecasting values. To seek the solution, this paper introduces the central-point triangular whitenization weight function in state division to calculate possibilities of research values in each state which reflect preference degrees in different states in an objective way. On the other hand, background value optimization is applied in the traditional grey model to generate better fitting data. By this means, the improved Grey-Markov forecasting model is built. Finally, taking the grain production in Henan Province as an example, it verifies this model's validity by comparing with GM(1,1) based on background value optimization and the traditional Grey-Markov forecasting model.

High-Performance Nanocomposites Designed for Radiation Shielding in Space and an Application of GIS for Analyzing Nanopowder Dispersion in Polymer Matrixes

NASA Astrophysics Data System (ADS)

Auslander, Joseph Simcha

We begin by defining the concept of `open' Markov processes, which are continuous-time Markov chains where probability can flow in and out through certain `boundary' states. We study open Markov processes which in the absence of such boundary flows admit equilibrium states satisfying detailed balance, meaning that the net flow of probability vanishes between all pairs of states. External couplings which fix the probabilities of boundary states can maintain such systems in non-equilibrium steady states in which non-zero probability currents flow. We show that these non-equilibrium steady states minimize a quadratic form which we call 'dissipation.' This is closely related to Prigogine's principle of minimum entropy production. We bound the rate of change of the entropy of a driven non-equilibrium steady state relative to the underlying equilibrium state in terms of the flow of probability through the boundary of the process. We then consider open Markov processes as morphisms in a symmetric monoidal category by splitting up their boundary states into certain sets of `inputs' and `outputs.' Composition corresponds to gluing the outputs of one such open Markov process onto the inputs of another so that the probability flowing out of the first process is equal to the probability flowing into the second. Tensoring in this category corresponds to placing two such systems side by side. We construct a `black-box' functor characterizing the behavior of an open Markov process in terms of the space of possible steady state probabilities and probability currents along the boundary. The fact that this is a functor means that the behavior of a composite open Markov process can be computed by composing the behaviors of the open Markov processes from which it is composed. We prove a similar black-boxing theorem for reaction networks whose dynamics are given by the non-linear rate equation. Along the way we describe a more general category of open dynamical systems where composition corresponds to gluing together open dynamical systems.

Data Analysis Recipes: Using Markov Chain Monte Carlo

NASA Astrophysics Data System (ADS)

Hogg, David W.; Foreman-Mackey, Daniel

2018-05-01

Markov Chain Monte Carlo (MCMC) methods for sampling probability density functions (combined with abundant computational resources) have transformed the sciences, especially in performing probabilistic inferences, or fitting models to data. In this primarily pedagogical contribution, we give a brief overview of the most basic MCMC method and some practical advice for the use of MCMC in real inference problems. We give advice on method choice, tuning for performance, methods for initialization, tests of convergence, troubleshooting, and use of the chain output to produce or report parameter estimates with associated uncertainties. We argue that autocorrelation time is the most important test for convergence, as it directly connects to the uncertainty on the sampling estimate of any quantity of interest. We emphasize that sampling is a method for doing integrals; this guides our thinking about how MCMC output is best used. .

Entropy of finite random binary sequences with weak long-range correlations.

PubMed

Melnik, S S; Usatenko, O V

2014-11-01

We study the N-step binary stationary ergodic Markov chain and analyze its differential entropy. Supposing that the correlations are weak we express the conditional probability function of the chain through the pair correlation function and represent the entropy as a functional of the pair correlator. Since the model uses the two-point correlators instead of the block probability, it makes it possible to calculate the entropy of strings at much longer distances than using standard methods. A fluctuation contribution to the entropy due to finiteness of random chains is examined. This contribution can be of the same order as its regular part even at the relatively short lengths of subsequences. A self-similar structure of entropy with respect to the decimation transformations is revealed for some specific forms of the pair correlation function. Application of the theory to the DNA sequence of the R3 chromosome of Drosophila melanogaster is presented.

Entropy of finite random binary sequences with weak long-range correlations

NASA Astrophysics Data System (ADS)

Melnik, S. S.; Usatenko, O. V.

2014-11-01

We study the N -step binary stationary ergodic Markov chain and analyze its differential entropy. Supposing that the correlations are weak we express the conditional probability function of the chain through the pair correlation function and represent the entropy as a functional of the pair correlator. Since the model uses the two-point correlators instead of the block probability, it makes it possible to calculate the entropy of strings at much longer distances than using standard methods. A fluctuation contribution to the entropy due to finiteness of random chains is examined. This contribution can be of the same order as its regular part even at the relatively short lengths of subsequences. A self-similar structure of entropy with respect to the decimation transformations is revealed for some specific forms of the pair correlation function. Application of the theory to the DNA sequence of the R3 chromosome of Drosophila melanogaster is presented.

Kepler Uniform Modeling of KOIs: MCMC Notes for Data Release 25

NASA Technical Reports Server (NTRS)

Hoffman, Kelsey L.; Rowe, Jason F.

2017-01-01

This document describes data products related to the reported planetary parameters and uncertainties for the Kepler Objects of Interest (KOIs) based on a Markov-Chain-Monte-Carlo (MCMC) analysis. Reported parameters, uncertainties and data products can be found at the NASA Exoplanet Archive . The codes used for this data analysis are available on the Github website (Rowe 2016). The relevant paper for details of the calculations is Rowe et al. (2015). The main differences between the model fits discussed here and those in the DR24 catalogue are that the DR25 light curves were used in the analysis, our processing of the MAST light curves took into account different data flags, the number of chains calculated was doubled to 200 000, and the parameters which are reported are based on a damped least-squares fit, instead of the median value from the Markov chain or the chain with the lowest 2 as reported in the past.

Strong diffusion formulation of Markov chain ensembles and its optimal weaker reductions

NASA Astrophysics Data System (ADS)

Güler, Marifi

2017-10-01

Two self-contained diffusion formulations, in the form of coupled stochastic differential equations, are developed for the temporal evolution of state densities over an ensemble of Markov chains evolving independently under a common transition rate matrix. Our first formulation derives from Kurtz's strong approximation theorem of density-dependent Markov jump processes [Stoch. Process. Their Appl. 6, 223 (1978), 10.1016/0304-4149(78)90020-0] and, therefore, strongly converges with an error bound of the order of lnN /N for ensemble size N . The second formulation eliminates some fluctuation variables, and correspondingly some noise terms, within the governing equations of the strong formulation, with the objective of achieving a simpler analytic formulation and a faster computation algorithm when the transition rates are constant or slowly varying. There, the reduction of the structural complexity is optimal in the sense that the elimination of any given set of variables takes place with the lowest attainable increase in the error bound. The resultant formulations are supported by numerical simulations.

Modeling and Computing of Stock Index Forecasting Based on Neural Network and Markov Chain

PubMed Central

Dai, Yonghui; Han, Dongmei; Dai, Weihui

2014-01-01

The stock index reflects the fluctuation of the stock market. For a long time, there have been a lot of researches on the forecast of stock index. However, the traditional method is limited to achieving an ideal precision in the dynamic market due to the influences of many factors such as the economic situation, policy changes, and emergency events. Therefore, the approach based on adaptive modeling and conditional probability transfer causes the new attention of researchers. This paper presents a new forecast method by the combination of improved back-propagation (BP) neural network and Markov chain, as well as its modeling and computing technology. This method includes initial forecasting by improved BP neural network, division of Markov state region, computing of the state transition probability matrix, and the prediction adjustment. Results of the empirical study show that this method can achieve high accuracy in the stock index prediction, and it could provide a good reference for the investment in stock market. PMID:24782659

Application of Markov chain Monte Carlo analysis to biomathematical modeling of respirable dust in US and UK coal miners

PubMed Central

Sweeney, Lisa M.; Parker, Ann; Haber, Lynne T.; Tran, C. Lang; Kuempel, Eileen D.

2015-01-01

A biomathematical model was previously developed to describe the long-term clearance and retention of particles in the lungs of coal miners. The model structure was evaluated and parameters were estimated in two data sets, one from the United States and one from the United Kingdom. The three-compartment model structure consists of deposition of inhaled particles in the alveolar region, competing processes of either clearance from the alveolar region or translocation to the lung interstitial region, and very slow, irreversible sequestration of interstitialized material in the lung-associated lymph nodes. Point estimates of model parameter values were estimated separately for the two data sets. In the current effort, Bayesian population analysis using Markov chain Monte Carlo simulation was used to recalibrate the model while improving assessments of parameter variability and uncertainty. When model parameters were calibrated simultaneously to the two data sets, agreement between the derived parameters for the two groups was very good, and the central tendency values were similar to those derived from the deterministic approach. These findings are relevant to the proposed update of the ICRP human respiratory tract model with revisions to the alveolar-interstitial region based on this long-term particle clearance and retention model. PMID:23454101

Collaborative emitter tracking using Rao-Blackwellized random exchange diffusion particle filtering

NASA Astrophysics Data System (ADS)

Bruno, Marcelo G. S.; Dias, Stiven S.

2014-12-01

We introduce in this paper the fully distributed, random exchange diffusion particle filter (ReDif-PF) to track a moving emitter using multiple received signal strength (RSS) sensors. We consider scenarios with both known and unknown sensor model parameters. In the unknown parameter case, a Rao-Blackwellized (RB) version of the random exchange diffusion particle filter, referred to as the RB ReDif-PF, is introduced. In a simulated scenario with a partially connected network, the proposed ReDif-PF outperformed a PF tracker that assimilates local neighboring measurements only and also outperformed a linearized random exchange distributed extended Kalman filter (ReDif-EKF). Furthermore, the novel ReDif-PF matched the tracking error performance of alternative suboptimal distributed PFs based respectively on iterative Markov chain move steps and selective average gossiping with an inter-node communication cost that is roughly two orders of magnitude lower than the corresponding cost for the Markov chain and selective gossip filters. Compared to a broadcast-based filter which exactly mimics the optimal centralized tracker or its equivalent (exact) consensus-based implementations, ReDif-PF showed a degradation in steady-state error performance. However, compared to the optimal consensus-based trackers, ReDif-PF is better suited for real-time applications since it does not require iterative inter-node communication between measurement arrivals.

Bayesian posterior distributions without Markov chains.

PubMed

Cole, Stephen R; Chu, Haitao; Greenland, Sander; Hamra, Ghassan; Richardson, David B

2012-03-01

Bayesian posterior parameter distributions are often simulated using Markov chain Monte Carlo (MCMC) methods. However, MCMC methods are not always necessary and do not help the uninitiated understand Bayesian inference. As a bridge to understanding Bayesian inference, the authors illustrate a transparent rejection sampling method. In example 1, they illustrate rejection sampling using 36 cases and 198 controls from a case-control study (1976-1983) assessing the relation between residential exposure to magnetic fields and the development of childhood cancer. Results from rejection sampling (odds ratio (OR) = 1.69, 95% posterior interval (PI): 0.57, 5.00) were similar to MCMC results (OR = 1.69, 95% PI: 0.58, 4.95) and approximations from data-augmentation priors (OR = 1.74, 95% PI: 0.60, 5.06). In example 2, the authors apply rejection sampling to a cohort study of 315 human immunodeficiency virus seroconverters (1984-1998) to assess the relation between viral load after infection and 5-year incidence of acquired immunodeficiency syndrome, adjusting for (continuous) age at seroconversion and race. In this more complex example, rejection sampling required a notably longer run time than MCMC sampling but remained feasible and again yielded similar results. The transparency of the proposed approach comes at a price of being less broadly applicable than MCMC.

Application of spatial Markov chains to the analysis of the temporal-spatial evolution of soil erosion.

PubMed

Liu, Ruimin; Men, Cong; Wang, Xiujuan; Xu, Fei; Yu, Wenwen

Soil and water conservation in the Three Gorges Reservoir Area of China is important, and soil erosion is a significant issue. In the present study, spatial Markov chains were applied to explore the impacts of the regional context on soil erosion in the Xiangxi River watershed, and Thematic Mapper remote sensing data from 1999 and 2007 were employed. The results indicated that the observed changes in soil erosion were closely related to the soil erosion levels of the surrounding areas. When neighboring regions were not considered, the probability that moderate erosion transformed into slight and severe erosion was 0.8330 and 0.0049, respectively. However, when neighboring regions that displayed intensive erosion were considered, the probabilities were 0.2454 and 0.7513, respectively. Moreover, the different levels of soil erosion in neighboring regions played different roles in soil erosion. If the erosion levels in the neighboring region were lower, the probability of a high erosion class transferring to a lower level was relatively high. In contrast, if erosion levels in the neighboring region were higher, the probability was lower. The results of the present study provide important information for the planning and implementation of soil conservation measures in the study area.

Replica exchange and expanded ensemble simulations as Gibbs sampling: simple improvements for enhanced mixing.

PubMed

Chodera, John D; Shirts, Michael R

2011-11-21

The widespread popularity of replica exchange and expanded ensemble algorithms for simulating complex molecular systems in chemistry and biophysics has generated much interest in discovering new ways to enhance the phase space mixing of these protocols in order to improve sampling of uncorrelated configurations. Here, we demonstrate how both of these classes of algorithms can be considered as special cases of Gibbs sampling within a Markov chain Monte Carlo framework. Gibbs sampling is a well-studied scheme in the field of statistical inference in which different random variables are alternately updated from conditional distributions. While the update of the conformational degrees of freedom by Metropolis Monte Carlo or molecular dynamics unavoidably generates correlated samples, we show how judicious updating of the thermodynamic state indices--corresponding to thermodynamic parameters such as temperature or alchemical coupling variables--can substantially increase mixing while still sampling from the desired distributions. We show how state update methods in common use can lead to suboptimal mixing, and present some simple, inexpensive alternatives that can increase mixing of the overall Markov chain, reducing simulation times necessary to obtain estimates of the desired precision. These improved schemes are demonstrated for several common applications, including an alchemical expanded ensemble simulation, parallel tempering, and multidimensional replica exchange umbrella sampling.

Exact Markov chains versus diffusion theory for haploid random mating.

PubMed

Tyvand, Peder A; Thorvaldsen, Steinar

2010-05-01

Exact discrete Markov chains are applied to the Wright-Fisher model and the Moran model of haploid random mating. Selection and mutations are neglected. At each discrete value of time t there is a given number n of diploid monoecious organisms. The evolution of the population distribution is given in diffusion variables, to compare the two models of random mating with their common diffusion limit. Only the Moran model converges uniformly to the diffusion limit near the boundary. The Wright-Fisher model allows the population size to change with the generations. Diffusion theory tends to under-predict the loss of genetic information when a population enters a bottleneck. 2010 Elsevier Inc. All rights reserved.

A brief history of the introduction of generalized ensembles to Markov chain Monte Carlo simulations

NASA Astrophysics Data System (ADS)

Berg, Bernd A.

2017-03-01

The most efficient weights for Markov chain Monte Carlo calculations of physical observables are not necessarily those of the canonical ensemble. Generalized ensembles, which do not exist in nature but can be simulated on computers, lead often to a much faster convergence. In particular, they have been used for simulations of first order phase transitions and for simulations of complex systems in which conflicting constraints lead to a rugged free energy landscape. Starting off with the Metropolis algorithm and Hastings' extension, I present a minireview which focuses on the explosive use of generalized ensembles in the early 1990s. Illustrations are given, which range from spin models to peptides.

Conditional rate derivation in the presence of intervening variables using a Markov chain.

PubMed

Shachtman, R H; Schoenfelder, J R; Hogue, C J

1982-01-01

When conducting inferential and epidemiologic studies, researchers are often interested in the distribution of time until the occurrence of some specified event, a form of incidence calculation. Furthermore, this interest often extends to the effects of intervening factors on this distribution. In this paper we impose the assumption that the phenomena being investigated are governed by a stationary Markov chain and review how one may estimate the above distribution. We then introduce and relate two different methods of investigating the effects of intervening factors. In particular, we show how an investigator may evaluate the effect of potential intervention programs. Finally, we demonstrate the proposed methodology using data from a population study.

Asymptotics in Time, Temperature and Size for Optimization by Simulated Annealing: Theory, Practice and Applications

DTIC Science & Technology

1990-01-19

following theorem from the Perron - Frobenius theory of nonnegative matrices. Theorem 2.2 : [1] Consider an irreducible Markov chain with transition...us suppose to the contrary that both expressions are nonnegative . Then max ,01v,,= max /3,1v,,> max 3OV,,= max /3,0V max i,01v,,, -A.,. A’ ,, A.i. A...induction. For k 1, from (20) we see that (22) /3, 8 ,, _-30,A V(). Clearly, the left-hand side of (22) is nonnegative , implying that the right-hand

Sample size guidelines for fitting a lognormal probability distribution to censored most probable number data with a Markov chain Monte Carlo method.

PubMed

Williams, Michael S; Cao, Yong; Ebel, Eric D

2013-07-15

Levels of pathogenic organisms in food and water have steadily declined in many parts of the world. A consequence of this reduction is that the proportion of samples that test positive for the most contaminated product-pathogen pairings has fallen to less than 0.1. While this is unequivocally beneficial to public health, datasets with very few enumerated samples present an analytical challenge because a large proportion of the observations are censored values. One application of particular interest to risk assessors is the fitting of a statistical distribution function to datasets collected at some point in the farm-to-table continuum. The fitted distribution forms an important component of an exposure assessment. A number of studies have compared different fitting methods and proposed lower limits on the proportion of samples where the organisms of interest are identified and enumerated, with the recommended lower limit of enumerated samples being 0.2. This recommendation may not be applicable to food safety risk assessments for a number of reasons, which include the development of new Bayesian fitting methods, the use of highly sensitive screening tests, and the generally larger sample sizes found in surveys of food commodities. This study evaluates the performance of a Markov chain Monte Carlo fitting method when used in conjunction with a screening test and enumeration of positive samples by the Most Probable Number technique. The results suggest that levels of contamination for common product-pathogen pairs, such as Salmonella on poultry carcasses, can be reliably estimated with the proposed fitting method and samples sizes in excess of 500 observations. The results do, however, demonstrate that simple guidelines for this application, such as the proportion of positive samples, cannot be provided. Published by Elsevier B.V.

Bacterial genomes lacking long-range correlations may not be modeled by low-order Markov chains: the role of mixing statistics and frame shift of neighboring genes.

PubMed

Cocho, Germinal; Miramontes, Pedro; Mansilla, Ricardo; Li, Wentian

2014-12-01

We examine the relationship between exponential correlation functions and Markov models in a bacterial genome in detail. Despite the well known fact that Markov models generate sequences with correlation function that decays exponentially, simply constructed Markov models based on nearest-neighbor dimer (first-order), trimer (second-order), up to hexamer (fifth-order), and treating the DNA sequence as being homogeneous all fail to predict the value of exponential decay rate. Even reading-frame-specific Markov models (both first- and fifth-order) could not explain the fact that the exponential decay is very slow. Starting with the in-phase coding-DNA-sequence (CDS), we investigated correlation within a fixed-codon-position subsequence, and in artificially constructed sequences by packing CDSs with out-of-phase spacers, as well as altering CDS length distribution by imposing an upper limit. From these targeted analyses, we conclude that the correlation in the bacterial genomic sequence is mainly due to a mixing of heterogeneous statistics at different codon positions, and the decay of correlation is due to the possible out-of-phase between neighboring CDSs. There are also small contributions to the correlation from bases at the same codon position, as well as by non-coding sequences. These show that the seemingly simple exponential correlation functions in bacterial genome hide a complexity in correlation structure which is not suitable for a modeling by Markov chain in a homogeneous sequence. Other results include: use of the (absolute value) second largest eigenvalue to represent the 16 correlation functions and the prediction of a 10-11 base periodicity from the hexamer frequencies. Copyright © 2014 Elsevier Ltd. All rights reserved.

Optimal clinical trial design based on a dichotomous Markov-chain mixed-effect sleep model.

PubMed

Steven Ernest, C; Nyberg, Joakim; Karlsson, Mats O; Hooker, Andrew C

2014-12-01

D-optimal designs for discrete-type responses have been derived using generalized linear mixed models, simulation based methods and analytical approximations for computing the fisher information matrix (FIM) of non-linear mixed effect models with homogeneous probabilities over time. In this work, D-optimal designs using an analytical approximation of the FIM for a dichotomous, non-homogeneous, Markov-chain phase advanced sleep non-linear mixed effect model was investigated. The non-linear mixed effect model consisted of transition probabilities of dichotomous sleep data estimated as logistic functions using piecewise linear functions. Theoretical linear and nonlinear dose effects were added to the transition probabilities to modify the probability of being in either sleep stage. D-optimal designs were computed by determining an analytical approximation the FIM for each Markov component (one where the previous state was awake and another where the previous state was asleep). Each Markov component FIM was weighted either equally or by the average probability of response being awake or asleep over the night and summed to derive the total FIM (FIM(total)). The reference designs were placebo, 0.1, 1-, 6-, 10- and 20-mg dosing for a 2- to 6-way crossover study in six dosing groups. Optimized design variables were dose and number of subjects in each dose group. The designs were validated using stochastic simulation/re-estimation (SSE). Contrary to expectations, the predicted parameter uncertainty obtained via FIM(total) was larger than the uncertainty in parameter estimates computed by SSE. Nevertheless, the D-optimal designs decreased the uncertainty of parameter estimates relative to the reference designs. Additionally, the improvement for the D-optimal designs were more pronounced using SSE than predicted via FIM(total). Through the use of an approximate analytic solution and weighting schemes, the FIM(total) for a non-homogeneous, dichotomous Markov-chain phase advanced sleep model was computed and provided more efficient trial designs and increased nonlinear mixed-effects modeling parameter precision.

Sorting processes with energy-constrained comparisons*

NASA Astrophysics Data System (ADS)

Geissmann, Barbara; Penna, Paolo

2018-05-01

We study very simple sorting algorithms based on a probabilistic comparator model. In this model, errors in comparing two elements are due to (1) the energy or effort put in the comparison and (2) the difference between the compared elements. Such algorithms repeatedly compare and swap pairs of randomly chosen elements, and they correspond to natural Markovian processes. The study of these Markov chains reveals an interesting phenomenon. Namely, in several cases, the algorithm that repeatedly compares only adjacent elements is better than the one making arbitrary comparisons: in the long-run, the former algorithm produces sequences that are "better sorted". The analysis of the underlying Markov chain poses interesting questions as the latter algorithm yields a nonreversible chain, and therefore its stationary distribution seems difficult to calculate explicitly. We nevertheless provide bounds on the stationary distributions and on the mixing time of these processes in several restrictions.

Entropy and long-range memory in random symbolic additive Markov chains

NASA Astrophysics Data System (ADS)

Melnik, S. S.; Usatenko, O. V.

2016-06-01

The goal of this paper is to develop an estimate for the entropy of random symbolic sequences with elements belonging to a finite alphabet. As a plausible model, we use the high-order additive stationary ergodic Markov chain with long-range memory. Supposing that the correlations between random elements of the chain are weak, we express the conditional entropy of the sequence by means of the symbolic pair correlation function. We also examine an algorithm for estimating the conditional entropy of finite symbolic sequences. We show that the entropy contains two contributions, i.e., the correlation and the fluctuation. The obtained analytical results are used for numerical evaluation of the entropy of written English texts and DNA nucleotide sequences. The developed theory opens the way for constructing a more consistent and sophisticated approach to describe the systems with strong short-range and weak long-range memory.

Copula-based analysis of rhythm

NASA Astrophysics Data System (ADS)

García, J. E.; González-López, V. A.; Viola, M. L. Lanfredi

2016-06-01

In this paper we establish stochastic profiles of the rhythm for three languages: English, Japanese and Spanish. We model the increase or decrease of the acoustical energy, collected into three bands coming from the acoustic signal. The number of parameters needed to specify a discrete multivariate Markov chain grows exponentially with the order and dimension of the chain. In this case the size of the database is not large enough for a consistent estimation of the model. We apply a strategy to estimate a multivariate process with an order greater than the order achieved using standard procedures. The new strategy consist on obtaining a partition of the state space which is constructed from a combination of the partitions corresponding to the three marginal processes, one for each band of energy, and the partition coming from to the multivariate Markov chain. Then, all the partitions are linked using a copula, in order to estimate the transition probabilities.

Entropy and long-range memory in random symbolic additive Markov chains.

PubMed

Melnik, S S; Usatenko, O V

2016-06-01

The goal of this paper is to develop an estimate for the entropy of random symbolic sequences with elements belonging to a finite alphabet. As a plausible model, we use the high-order additive stationary ergodic Markov chain with long-range memory. Supposing that the correlations between random elements of the chain are weak, we express the conditional entropy of the sequence by means of the symbolic pair correlation function. We also examine an algorithm for estimating the conditional entropy of finite symbolic sequences. We show that the entropy contains two contributions, i.e., the correlation and the fluctuation. The obtained analytical results are used for numerical evaluation of the entropy of written English texts and DNA nucleotide sequences. The developed theory opens the way for constructing a more consistent and sophisticated approach to describe the systems with strong short-range and weak long-range memory.

Geometry and Dynamics for Markov Chain Monte Carlo

NASA Astrophysics Data System (ADS)

Barp, Alessandro; Briol, François-Xavier; Kennedy, Anthony D.; Girolami, Mark

2018-03-01

Markov Chain Monte Carlo methods have revolutionised mathematical computation and enabled statistical inference within many previously intractable models. In this context, Hamiltonian dynamics have been proposed as an efficient way of building chains which can explore probability densities efficiently. The method emerges from physics and geometry and these links have been extensively studied by a series of authors through the last thirty years. However, there is currently a gap between the intuitions and knowledge of users of the methodology and our deep understanding of these theoretical foundations. The aim of this review is to provide a comprehensive introduction to the geometric tools used in Hamiltonian Monte Carlo at a level accessible to statisticians, machine learners and other users of the methodology with only a basic understanding of Monte Carlo methods. This will be complemented with some discussion of the most recent advances in the field which we believe will become increasingly relevant to applied scientists.

Optimized nested Markov chain Monte Carlo sampling: theory

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

Coe, Joshua D; Shaw, M Sam; Sewell, Thomas D

2009-01-01

Metropolis Monte Carlo sampling of a reference potential is used to build a Markov chain in the isothermal-isobaric ensemble. At the endpoints of the chain, the energy is reevaluated at a different level of approximation (the 'full' energy) and a composite move encompassing all of the intervening steps is accepted on the basis of a modified Metropolis criterion. By manipulating the thermodynamic variables characterizing the reference system we maximize the average acceptance probability of composite moves, lengthening significantly the random walk made between consecutive evaluations of the full energy at a fixed acceptance probability. This provides maximally decorrelated samples ofmore » the full potential, thereby lowering the total number required to build ensemble averages of a given variance. The efficiency of the method is illustrated using model potentials appropriate to molecular fluids at high pressure. Implications for ab initio or density functional theory (DFT) treatment are discussed.« less

Bayesian inversion of seismic and electromagnetic data for marine gas reservoir characterization using multi-chain Markov chain Monte Carlo sampling

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

Ren, Huiying; Ray, Jaideep; Hou, Zhangshuan

In this study we developed an efficient Bayesian inversion framework for interpreting marine seismic amplitude versus angle (AVA) and controlled source electromagnetic (CSEM) data for marine reservoir characterization. The framework uses a multi-chain Markov-chain Monte Carlo (MCMC) sampler, which is a hybrid of DiffeRential Evolution Adaptive Metropolis (DREAM) and Adaptive Metropolis (AM) samplers. The inversion framework is tested by estimating reservoir-fluid saturations and porosity based on marine seismic and CSEM data. The multi-chain MCMC is scalable in terms of the number of chains, and is useful for computationally demanding Bayesian model calibration in scientific and engineering problems. As a demonstration,more » the approach is used to efficiently and accurately estimate the porosity and saturations in a representative layered synthetic reservoir. The results indicate that the seismic AVA and CSEM joint inversion provides better estimation of reservoir saturations than the seismic AVA-only inversion, especially for the parameters in deep layers. The performance of the inversion approach for various levels of noise in observational data was evaluated – reasonable estimates can be obtained with noise levels up to 25%. Sampling efficiency due to the use of multiple chains was also checked and was found to have almost linear scalability.« less

Coupling of Markov chains and cellular automata spatial models to predict land cover changes (case study: upper Ci Leungsi catchment area)

NASA Astrophysics Data System (ADS)

Marko, K.; Zulkarnain, F.; Kusratmoko, E.

2016-11-01

Land cover changes particular in urban catchment area has been rapidly occur. Land cover changes occur as a result of increasing demand for built-up area. Various kinds of environmental and hydrological problems e.g. floods and urban heat island can happen if the changes are uncontrolled. This study aims to predict land cover changes using coupling of Markov chains and cellular automata. One of the most rapid land cover changes is occurs at upper Ci Leungsi catchment area that located near Bekasi City and Jakarta Metropolitan Area. Markov chains has a good ability to predict the probability of change statistically while cellular automata believed as a powerful method in reading the spatial patterns of change. Temporal land cover data was obtained by remote sensing satellite imageries. In addition, this study also used multi-criteria analysis to determine which driving factor that could stimulate the changes such as proximity, elevation, and slope. Coupling of these two methods could give better prediction model rather than just using it separately. The prediction model was validated using existing 2015 land cover data and shown a satisfactory kappa coefficient. The most significant increasing land cover is built-up area from 24% to 53%.

Patchwork sampling of stochastic differential equations

NASA Astrophysics Data System (ADS)

Kürsten, Rüdiger; Behn, Ulrich

2016-03-01

We propose a method to sample stationary properties of solutions of stochastic differential equations, which is accurate and efficient if there are rarely visited regions or rare transitions between distinct regions of the state space. The method is based on a complete, nonoverlapping partition of the state space into patches on which the stochastic process is ergodic. On each of these patches we run simulations of the process strictly truncated to the corresponding patch, which allows effective simulations also in rarely visited regions. The correct weight for each patch is obtained by counting the attempted transitions between all different patches. The results are patchworked to cover the whole state space. We extend the concept of truncated Markov chains which is originally formulated for processes which obey detailed balance to processes not fulfilling detailed balance. The method is illustrated by three examples, describing the one-dimensional diffusion of an overdamped particle in a double-well potential, a system of many globally coupled overdamped particles in double-well potentials subject to additive Gaussian white noise, and the overdamped motion of a particle on the circle in a periodic potential subject to a deterministic drift and additive noise. In an appendix we explain how other well-known Markov chain Monte Carlo algorithms can be related to truncated Markov chains.

Saliency Detection via Absorbing Markov Chain With Learnt Transition Probability.

PubMed

Lihe Zhang; Jianwu Ai; Bowen Jiang; Huchuan Lu; Xiukui Li

2018-02-01

In this paper, we propose a bottom-up saliency model based on absorbing Markov chain (AMC). First, a sparsely connected graph is constructed to capture the local context information of each node. All image boundary nodes and other nodes are, respectively, treated as the absorbing nodes and transient nodes in the absorbing Markov chain. Then, the expected number of times from each transient node to all other transient nodes can be used to represent the saliency value of this node. The absorbed time depends on the weights on the path and their spatial coordinates, which are completely encoded in the transition probability matrix. Considering the importance of this matrix, we adopt different hierarchies of deep features extracted from fully convolutional networks and learn a transition probability matrix, which is called learnt transition probability matrix. Although the performance is significantly promoted, salient objects are not uniformly highlighted very well. To solve this problem, an angular embedding technique is investigated to refine the saliency results. Based on pairwise local orderings, which are produced by the saliency maps of AMC and boundary maps, we rearrange the global orderings (saliency value) of all nodes. Extensive experiments demonstrate that the proposed algorithm outperforms the state-of-the-art methods on six publicly available benchmark data sets.

How well-connected is the surface of the global ocean?

PubMed

Froyland, Gary; Stuart, Robyn M; van Sebille, Erik

2014-09-01

The Ekman dynamics of the ocean surface circulation is known to contain attracting regions such as the great oceanic gyres and the associated garbage patches. Less well-known are the extents of the basins of attractions of these regions and how strongly attracting they are. Understanding the shape and extent of the basins of attraction sheds light on the question of the strength of connectivity of different regions of the ocean, which helps in understanding the flow of buoyant material like plastic litter. Using short flow time trajectory data from a global ocean model, we create a Markov chain model of the surface ocean dynamics. The surface ocean is not a conservative dynamical system as water in the ocean follows three-dimensional pathways, with upwelling and downwelling in certain regions. Using our Markov chain model, we easily compute net surface upwelling and downwelling, and verify that it matches observed patterns of upwelling and downwelling in the real ocean. We analyze the Markov chain to determine multiple attracting regions. Finally, using an eigenvector approach, we (i) identify the five major ocean garbage patches, (ii) partition the ocean into basins of attraction for each of the garbage patches, and (iii) partition the ocean into regions that demonstrate transient dynamics modulo the attracting garbage patches.

An efficient interpolation technique for jump proposals in reversible-jump Markov chain Monte Carlo calculations

PubMed Central

Farr, W. M.; Mandel, I.; Stevens, D.

2015-01-01

Selection among alternative theoretical models given an observed dataset is an important challenge in many areas of physics and astronomy. Reversible-jump Markov chain Monte Carlo (RJMCMC) is an extremely powerful technique for performing Bayesian model selection, but it suffers from a fundamental difficulty and it requires jumps between model parameter spaces, but cannot efficiently explore both parameter spaces at once. Thus, a naive jump between parameter spaces is unlikely to be accepted in the Markov chain Monte Carlo (MCMC) algorithm and convergence is correspondingly slow. Here, we demonstrate an interpolation technique that uses samples from single-model MCMCs to propose intermodel jumps from an approximation to the single-model posterior of the target parameter space. The interpolation technique, based on a kD-tree data structure, is adaptive and efficient in modest dimensionality. We show that our technique leads to improved convergence over naive jumps in an RJMCMC, and compare it to other proposals in the literature to improve the convergence of RJMCMCs. We also demonstrate the use of the same interpolation technique as a way to construct efficient ‘global’ proposal distributions for single-model MCMCs without prior knowledge of the structure of the posterior distribution, and discuss improvements that permit the method to be used in higher dimensional spaces efficiently. PMID:26543580

Allele Age Under Non-Classical Assumptions is Clarified by an Exact Computational Markov Chain Approach.

PubMed

De Sanctis, Bianca; Krukov, Ivan; de Koning, A P Jason

2017-09-19

Determination of the age of an allele based on its population frequency is a well-studied problem in population genetics, for which a variety of approximations have been proposed. We present a new result that, surprisingly, allows the expectation and variance of allele age to be computed exactly (within machine precision) for any finite absorbing Markov chain model in a matter of seconds. This approach makes none of the classical assumptions (e.g., weak selection, reversibility, infinite sites), exploits modern sparse linear algebra techniques, integrates over all sample paths, and is rapidly computable for Wright-Fisher populations up to N e  = 100,000. With this approach, we study the joint effect of recurrent mutation, dominance, and selection, and demonstrate new examples of "selective strolls" where the classical symmetry of allele age with respect to selection is violated by weakly selected alleles that are older than neutral alleles at the same frequency. We also show evidence for a strong age imbalance, where rare deleterious alleles are expected to be substantially older than advantageous alleles observed at the same frequency when population-scaled mutation rates are large. These results highlight the under-appreciated utility of computational methods for the direct analysis of Markov chain models in population genetics.

Markov-chain model of classified atomistic transition states for discrete kinetic Monte Carlo simulations.

PubMed

Numazawa, Satoshi; Smith, Roger

2011-10-01

Classical harmonic transition state theory is considered and applied in discrete lattice cells with hierarchical transition levels. The scheme is then used to determine transitions that can be applied in a lattice-based kinetic Monte Carlo (KMC) atomistic simulation model. The model results in an effective reduction of KMC simulation steps by utilizing a classification scheme of transition levels for thermally activated atomistic diffusion processes. Thermally activated atomistic movements are considered as local transition events constrained in potential energy wells over certain local time periods. These processes are represented by Markov chains of multidimensional Boolean valued functions in three-dimensional lattice space. The events inhibited by the barriers under a certain level are regarded as thermal fluctuations of the canonical ensemble and accepted freely. Consequently, the fluctuating system evolution process is implemented as a Markov chain of equivalence class objects. It is shown that the process can be characterized by the acceptance of metastable local transitions. The method is applied to a problem of Au and Ag cluster growth on a rippled surface. The simulation predicts the existence of a morphology-dependent transition time limit from a local metastable to stable state for subsequent cluster growth by accretion. Excellent agreement with observed experimental results is obtained.

Dynamic Bandwidth Provisioning Using Markov Chain Based on RSVP

DTIC Science & Technology

2013-09-01

AUTHOR(S) Yavuz Sagir 7. PERFORMING ORGANIZATION NAME(S) AND ADDRESS (ES) Naval Postgraduate School Monterey, CA 93943-5000 8. PERFORMING...ORGANIZATION REPORT NUMBER 9. SPONSORING /MONITORING AGENCY NAME(S) AND ADDRESS (ES) N/A 10. SPONSORING/MONITORING AGENCY REPORT NUMBER 11...is finite or countable. A Markov process is basically a stochastic process in which the past history of the process is irrelevant if the current

Application of the Markov Chain Monte Carlo method for snow water equivalent retrieval based on passive microwave measurements

NASA Astrophysics Data System (ADS)

Pan, J.; Durand, M. T.; Vanderjagt, B. J.

2015-12-01

Markov Chain Monte Carlo (MCMC) method is a retrieval algorithm based on Bayes' rule, which starts from an initial state of snow/soil parameters, and updates it to a series of new states by comparing the posterior probability of simulated snow microwave signals before and after each time of random walk. It is a realization of the Bayes' rule, which gives an approximation to the probability of the snow/soil parameters in condition of the measured microwave TB signals at different bands. Although this method could solve all snow parameters including depth, density, snow grain size and temperature at the same time, it still needs prior information of these parameters for posterior probability calculation. How the priors will influence the SWE retrieval is a big concern. Therefore, in this paper at first, a sensitivity test will be carried out to study how accurate the snow emission models and how explicit the snow priors need to be to maintain the SWE error within certain amount. The synthetic TB simulated from the measured snow properties plus a 2-K observation error will be used for this purpose. It aims to provide a guidance on the MCMC application under different circumstances. Later, the method will be used for the snowpits at different sites, including Sodankyla, Finland, Churchill, Canada and Colorado, USA, using the measured TB from ground-based radiometers at different bands. Based on the previous work, the error in these practical cases will be studied, and the error sources will be separated and quantified.

Multivariate Markov chain modeling for stock markets

NASA Astrophysics Data System (ADS)

Maskawa, Jun-ichi

2003-06-01

We study a multivariate Markov chain model as a stochastic model of the price changes of portfolios in the framework of the mean field approximation. The time series of price changes are coded into the sequences of up and down spins according to their signs. We start with the discussion for small portfolios consisting of two stock issues. The generalization of our model to arbitrary size of portfolio is constructed by a recurrence relation. The resultant form of the joint probability of the stationary state coincides with Gibbs measure assigned to each configuration of spin glass model. Through the analysis of actual portfolios, it has been shown that the synchronization of the direction of the price changes is well described by the model.

Distance between configurations in Markov chain Monte Carlo simulations

NASA Astrophysics Data System (ADS)

Fukuma, Masafumi; Matsumoto, Nobuyuki; Umeda, Naoya

2017-12-01

For a given Markov chain Monte Carlo algorithm we introduce a distance between two configurations that quantifies the difficulty of transition from one configuration to the other configuration. We argue that the distance takes a universal form for the class of algorithms which generate local moves in the configuration space. We explicitly calculate the distance for the Langevin algorithm, and show that it certainly has desired and expected properties as distance. We further show that the distance for a multimodal distribution gets dramatically reduced from a large value by the introduction of a tempering method. We also argue that, when the original distribution is highly multimodal with large number of degenerate vacua, an anti-de Sitter-like geometry naturally emerges in the extended configuration space.

How old is this bird? The age distribution under some phase sampling schemes.

PubMed

Hautphenne, Sophie; Massaro, Melanie; Taylor, Peter

2017-12-01

In this paper, we use a finite-state continuous-time Markov chain with one absorbing state to model an individual's lifetime. Under this model, the time of death follows a phase-type distribution, and the transient states of the Markov chain are known as phases. We then attempt to provide an answer to the simple question "What is the conditional age distribution of the individual, given its current phase"? We show that the answer depends on how we interpret the question, and in particular, on the phase observation scheme under consideration. We then apply our results to the computation of the age pyramid for the endangered Chatham Island black robin Petroica traversi during the monitoring period 2007-2014.

Monogamy has a fixation advantage based on fitness variance in an ideal promiscuity group.

PubMed

Garay, József; Móri, Tamás F

2012-11-01

We consider an ideal promiscuity group of females, which implies that all males have the same average mating success. If females have concealed ovulation, then the males' paternity chances are equal. We find that male-based monogamy will be fixed in females' promiscuity group when the stochastic Darwinian selection is described by a Markov chain.We point out that in huge populations the relative advantage (difference between average fitness of different strategies) determines primarily the end of evolution; in the case of neutrality (means are equal) the smallest variance guarantees fixation (absorption) advantage; when the means and variances are the same, then the higher third moment determines which types will be fixed in the Markov chains.

Bayesian Atmospheric Radiative Transfer (BART): Model, Statistics Driver, and Application to HD 209458b

NASA Astrophysics Data System (ADS)

Cubillos, Patricio; Harrington, Joseph; Blecic, Jasmina; Stemm, Madison M.; Lust, Nate B.; Foster, Andrew S.; Rojo, Patricio M.; Loredo, Thomas J.

2014-11-01

Multi-wavelength secondary-eclipse and transit depths probe the thermo-chemical properties of exoplanets. In recent years, several research groups have developed retrieval codes to analyze the existing data and study the prospects of future facilities. However, the scientific community has limited access to these packages. Here we premiere the open-source Bayesian Atmospheric Radiative Transfer (BART) code. We discuss the key aspects of the radiative-transfer algorithm and the statistical package. The radiation code includes line databases for all HITRAN molecules, high-temperature H2O, TiO, and VO, and includes a preprocessor for adding additional line databases without recompiling the radiation code. Collision-induced absorption lines are available for H2-H2 and H2-He. The parameterized thermal and molecular abundance profiles can be modified arbitrarily without recompilation. The generated spectra are integrated over arbitrary bandpasses for comparison to data. BART's statistical package, Multi-core Markov-chain Monte Carlo (MC3), is a general-purpose MCMC module. MC3 implements the Differental-evolution Markov-chain Monte Carlo algorithm (ter Braak 2006, 2009). MC3 converges 20-400 times faster than the usual Metropolis-Hastings MCMC algorithm, and in addition uses the Message Passing Interface (MPI) to parallelize the MCMC chains. We apply the BART retrieval code to the HD 209458b data set to estimate the planet's temperature profile and molecular abundances. This work was supported by NASA Planetary Atmospheres grant NNX12AI69G and NASA Astrophysics Data Analysis Program grant NNX13AF38G. JB holds a NASA Earth and Space Science Fellowship.

Modeling the coupled return-spread high frequency dynamics of large tick assets

NASA Astrophysics Data System (ADS)

Curato, Gianbiagio; Lillo, Fabrizio

2015-01-01

Large tick assets, i.e. assets where one tick movement is a significant fraction of the price and bid-ask spread is almost always equal to one tick, display a dynamics in which price changes and spread are strongly coupled. We present an approach based on the hidden Markov model, also known in econometrics as the Markov switching model, for the dynamics of price changes, where the latent Markov process is described by the transitions between spreads. We then use a finite Markov mixture of logit regressions on past squared price changes to describe temporal dependencies in the dynamics of price changes. The model can thus be seen as a double chain Markov model. We show that the model describes the shape of the price change distribution at different time scales, volatility clustering, and the anomalous decrease of kurtosis. We calibrate our models based on Nasdaq stocks and we show that this model reproduces remarkably well the statistical properties of real data.

Detecting synchronization clusters in multivariate time series via coarse-graining of Markov chains.

PubMed

Allefeld, Carsten; Bialonski, Stephan

2007-12-01

Synchronization cluster analysis is an approach to the detection of underlying structures in data sets of multivariate time series, starting from a matrix R of bivariate synchronization indices. A previous method utilized the eigenvectors of R for cluster identification, analogous to several recent attempts at group identification using eigenvectors of the correlation matrix. All of these approaches assumed a one-to-one correspondence of dominant eigenvectors and clusters, which has however been shown to be wrong in important cases. We clarify the usefulness of eigenvalue decomposition for synchronization cluster analysis by translating the problem into the language of stochastic processes, and derive an enhanced clustering method harnessing recent insights from the coarse-graining of finite-state Markov processes. We illustrate the operation of our method using a simulated system of coupled Lorenz oscillators, and we demonstrate its superior performance over the previous approach. Finally we investigate the question of robustness of the algorithm against small sample size, which is important with regard to field applications.

Medical imaging feasibility in body fluids using Markov chains

NASA Astrophysics Data System (ADS)

Kavehrad, M.; Armstrong, A. D.

2017-02-01

A relatively wide field-of-view and high resolution imaging is necessary for navigating the scope within the body, inspecting tissue, diagnosing disease, and guiding surgical interventions. As the large number of modes available in the multimode fibers (MMF) provides higher resolution, MMFs could replace the millimeters-thick bundles of fibers and lenses currently used in endoscopes. However, attributes of body fluids and obscurants such as blood, impose perennial limitations on resolution and reliability of optical imaging inside human body. To design and evaluate optimum imaging techniques that operate under realistic body fluids conditions, a good understanding of the channel (medium) behavior is necessary. In most prior works, Monte-Carlo Ray Tracing (MCRT) algorithm has been used to analyze the channel behavior. This task is quite numerically intensive. The focus of this paper is on investigating the possibility of simplifying this task by a direct extraction of state transition matrices associated with standard Markov modeling from the MCRT computer simulations programs. We show that by tracing a photon's trajectory in the body fluids via a Markov chain model, the angular distribution can be calculated by simple matrix multiplications. We also demonstrate that the new approach produces result that are close to those obtained by MCRT and other known methods. Furthermore, considering the fact that angular, spatial, and temporal distributions of energy are inter-related, mixing time of Monte- Carlo Markov Chain (MCMC) for different types of liquid concentrations is calculated based on Eigen-analysis of the state transition matrix and possibility of imaging in scattering media are investigated. To this end, we have started to characterize the body fluids that reduce the resolution of imaging [1].

An example of complex modelling in dentistry using Markov chain Monte Carlo (MCMC) simulation.

PubMed

Helfenstein, Ulrich; Menghini, Giorgio; Steiner, Marcel; Murati, Francesca

2002-09-01

In the usual regression setting one regression line is computed for a whole data set. In a more complex situation, each person may be observed for example at several points in time and thus a regression line might be calculated for each person. Additional complexities, such as various forms of errors in covariables may make a straightforward statistical evaluation difficult or even impossible. During recent years methods have been developed allowing convenient analysis of problems where the data and the corresponding models show these and many other forms of complexity. The methodology makes use of a Bayesian approach and Markov chain Monte Carlo (MCMC) simulations. The methods allow the construction of increasingly elaborate models by building them up from local sub-models. The essential structure of the models can be represented visually by directed acyclic graphs (DAG). This attractive property allows communication and discussion of the essential structure and the substantial meaning of a complex model without needing algebra. After presentation of the statistical methods an example from dentistry is presented in order to demonstrate their application and use. The dataset of the example had a complex structure; each of a set of children was followed up over several years. The number of new fillings in permanent teeth had been recorded at several ages. The dependent variables were markedly different from the normal distribution and could not be transformed to normality. In addition, explanatory variables were assumed to be measured with different forms of error. Illustration of how the corresponding models can be estimated conveniently via MCMC simulation, in particular, 'Gibbs sampling', using the freely available software BUGS is presented. In addition, how the measurement error may influence the estimates of the corresponding coefficients is explored. It is demonstrated that the effect of the independent variable on the dependent variable may be markedly underestimated if the measurement error is not taken into account ('regression dilution bias'). Markov chain Monte Carlo methods may be of great value to dentists in allowing analysis of data sets which exhibit a wide range of different forms of complexity.

Application and Evaluation of a Snowmelt Runoff Model in the Tamor River Basin, Eastern Himalaya Using a Markov Chain Monte Carlo (MCMC) Data Assimilation Approach

NASA Technical Reports Server (NTRS)

Panday, Prajjwal K.; Williams, Christopher A.; Frey, Karen E.; Brown, Molly E.

2013-01-01

Previous studies have drawn attention to substantial hydrological changes taking place in mountainous watersheds where hydrology is dominated by cryospheric processes. Modelling is an important tool for understanding these changes but is particularly challenging in mountainous terrain owing to scarcity of ground observations and uncertainty of model parameters across space and time. This study utilizes a Markov Chain Monte Carlo data assimilation approach to examine and evaluate the performance of a conceptual, degree-day snowmelt runoff model applied in the Tamor River basin in the eastern Nepalese Himalaya. The snowmelt runoff model is calibrated using daily streamflow from 2002 to 2006 with fairly high accuracy (average Nash-Sutcliffe metric approx. 0.84, annual volume bias <3%). The Markov Chain Monte Carlo approach constrains the parameters to which the model is most sensitive (e.g. lapse rate and recession coefficient) and maximizes model fit and performance. Model simulated streamflow using an interpolated precipitation data set decreases the fractional contribution from rainfall compared with simulations using observed station precipitation. The average snowmelt contribution to total runoff in the Tamor River basin for the 2002-2006 period is estimated to be 29.7+/-2.9% (which includes 4.2+/-0.9% from snowfall that promptly melts), whereas 70.3+/-2.6% is attributed to contributions from rainfall. On average, the elevation zone in the 4000-5500m range contributes the most to basin runoff, averaging 56.9+/-3.6% of all snowmelt input and 28.9+/-1.1% of all rainfall input to runoff. Model simulated streamflow using an interpolated precipitation data set decreases the fractional contribution from rainfall versus snowmelt compared with simulations using observed station precipitation. Model experiments indicate that the hydrograph itself does not constrain estimates of snowmelt versus rainfall contributions to total outflow but that this derives from the degree-day melting model. Lastly, we demonstrate that the data assimilation approach is useful for quantifying and reducing uncertainty related to model parameters and thus provides uncertainty bounds on snowmelt and rainfall contributions in such mountainous watersheds.

A Markov chain model for studying suicide dynamics: an illustration of the Rose theorem

PubMed Central

2014-01-01

Background High-risk strategies would only have a modest effect on suicide prevention within a population. It is best to incorporate both high-risk and population-based strategies to prevent suicide. This study aims to compare the effectiveness of suicide prevention between high-risk and population-based strategies. Methods A Markov chain illness and death model is proposed to determine suicide dynamic in a population and examine its effectiveness for reducing the number of suicides by modifying certain parameters of the model. Assuming a population with replacement, the suicide risk of the population was estimated by determining the final state of the Markov model. Results The model shows that targeting the whole population for suicide prevention is more effective than reducing risk in the high-risk tail of the distribution of psychological distress (i.e. the mentally ill). Conclusions The results of this model reinforce the essence of the Rose theorem that lowering the suicidal risk in the population at large may be more effective than reducing the high risk in a small population. PMID:24948330

Markov Chain Monte Carlo in the Analysis of Single-Molecule Experimental Data

NASA Astrophysics Data System (ADS)

Kou, S. C.; Xie, X. Sunney; Liu, Jun S.

2003-11-01

This article provides a Bayesian analysis of the single-molecule fluorescence lifetime experiment designed to probe the conformational dynamics of a single DNA hairpin molecule. The DNA hairpin's conformational change is initially modeled as a two-state Markov chain, which is not observable and has to be indirectly inferred. The Brownian diffusion of the single molecule, in addition to the hidden Markov structure, further complicates the matter. We show that the analytical form of the likelihood function can be obtained in the simplest case and a Metropolis-Hastings algorithm can be designed to sample from the posterior distribution of the parameters of interest and to compute desired estiamtes. To cope with the molecular diffusion process and the potentially oscillating energy barrier between the two states of the DNA hairpin, we introduce a data augmentation technique to handle both the Brownian diffusion and the hidden Ornstein-Uhlenbeck process associated with the fluctuating energy barrier, and design a more sophisticated Metropolis-type algorithm. Our method not only increases the estimating resolution by several folds but also proves to be successful for model discrimination.

Algorithms for Discovery of Multiple Markov Boundaries

PubMed Central

Statnikov, Alexander; Lytkin, Nikita I.; Lemeire, Jan; Aliferis, Constantin F.

2013-01-01

Algorithms for Markov boundary discovery from data constitute an important recent development in machine learning, primarily because they offer a principled solution to the variable/feature selection problem and give insight on local causal structure. Over the last decade many sound algorithms have been proposed to identify a single Markov boundary of the response variable. Even though faithful distributions and, more broadly, distributions that satisfy the intersection property always have a single Markov boundary, other distributions/data sets may have multiple Markov boundaries of the response variable. The latter distributions/data sets are common in practical data-analytic applications, and there are several reasons why it is important to induce multiple Markov boundaries from such data. However, there are currently no sound and efficient algorithms that can accomplish this task. This paper describes a family of algorithms TIE* that can discover all Markov boundaries in a distribution. The broad applicability as well as efficiency of the new algorithmic family is demonstrated in an extensive benchmarking study that involved comparison with 26 state-of-the-art algorithms/variants in 15 data sets from a diversity of application domains. PMID:25285052

Learning In networks

NASA Technical Reports Server (NTRS)

Buntine, Wray L.

1995-01-01

Intelligent systems require software incorporating probabilistic reasoning, and often times learning. Networks provide a framework and methodology for creating this kind of software. This paper introduces network models based on chain graphs with deterministic nodes. Chain graphs are defined as a hierarchical combination of Bayesian and Markov networks. To model learning, plates on chain graphs are introduced to model independent samples. The paper concludes by discussing various operations that can be performed on chain graphs with plates as a simplification process or to generate learning algorithms.

Robust model selection and the statistical classification of languages

NASA Astrophysics Data System (ADS)

García, J. E.; González-López, V. A.; Viola, M. L. L.

2012-10-01

In this paper we address the problem of model selection for the set of finite memory stochastic processes with finite alphabet, when the data is contaminated. We consider m independent samples, with more than half of them being realizations of the same stochastic process with law Q, which is the one we want to retrieve. We devise a model selection procedure such that for a sample size large enough, the selected process is the one with law Q. Our model selection strategy is based on estimating relative entropies to select a subset of samples that are realizations of the same law. Although the procedure is valid for any family of finite order Markov models, we will focus on the family of variable length Markov chain models, which include the fixed order Markov chain model family. We define the asymptotic breakdown point (ABDP) for a model selection procedure, and we show the ABDP for our procedure. This means that if the proportion of contaminated samples is smaller than the ABDP, then, as the sample size grows our procedure selects a model for the process with law Q. We also use our procedure in a setting where we have one sample conformed by the concatenation of sub-samples of two or more stochastic processes, with most of the subsamples having law Q. We conducted a simulation study. In the application section we address the question of the statistical classification of languages according to their rhythmic features using speech samples. This is an important open problem in phonology. A persistent difficulty on this problem is that the speech samples correspond to several sentences produced by diverse speakers, corresponding to a mixture of distributions. The usual procedure to deal with this problem has been to choose a subset of the original sample which seems to best represent each language. The selection is made by listening to the samples. In our application we use the full dataset without any preselection of samples. We apply our robust methodology estimating a model which represent the main law for each language. Our findings agree with the linguistic conjecture, related to the rhythm of the languages included on our dataset.

A Bivariate Mixed Distribution with a Heavy-tailed Component and its Application to Single-site Daily Rainfall Simulation

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

Li, Chao ..; Singh, Vijay P.; Mishra, Ashok K.

2013-02-06

This paper presents an improved brivariate mixed distribution, which is capable of modeling the dependence of daily rainfall from two distinct sources (e.g., rainfall from two stations, two consecutive days, or two instruments such as satellite and rain gauge). The distribution couples an existing framework for building a bivariate mixed distribution, the theory of copulae and a hybrid marginal distribution. Contributions of the improved distribution are twofold. One is the appropriate selection of the bivariate dependence structure from a wider admissible choice (10 candidate copula families). The other is the introduction of a marginal distribution capable of better representing lowmore » to moderate values as well as extremes of daily rainfall. Among several applications of the improved distribution, particularly presented here is its utility for single-site daily rainfall simulation. Rather than simulating rainfall occurrences and amounts separately, the developed generator unifies the two processes by generalizing daily rainfall as a Markov process with autocorrelation described by the improved bivariate mixed distribution. The generator is first tested on a sample station in Texas. Results reveal that the simulated and observed sequences are in good agreement with respect to essential characteristics. Then, extensive simulation experiments are carried out to compare the developed generator with three other alternative models: the conventional two-state Markov chain generator, the transition probability matrix model and the semi-parametric Markov chain model with kernel density estimation for rainfall amounts. Analyses establish that overall the developed generator is capable of reproducing characteristics of historical extreme rainfall events and is apt at extrapolating rare values beyond the upper range of available observed data. Moreover, it automatically captures the persistence of rainfall amounts on consecutive wet days in a relatively natural and easy way. Another interesting observation is that the recognized ‘overdispersion’ problem in daily rainfall simulation ascribes more to the loss of rainfall extremes than the under-representation of first-order persistence. The developed generator appears to be a sound option for daily rainfall simulation, especially in particular hydrologic planning situations when rare rainfall events are of great importance.« less

Combination of Markov state models and kinetic networks for the analysis of molecular dynamics simulations of peptide folding.

PubMed

Radford, Isolde H; Fersht, Alan R; Settanni, Giovanni

2011-06-09

Atomistic molecular dynamics simulations of the TZ1 beta-hairpin peptide have been carried out using an implicit model for the solvent. The trajectories have been analyzed using a Markov state model defined on the projections along two significant observables and a kinetic network approach. The Markov state model allowed for an unbiased identification of the metastable states of the system, and provided the basis for commitment probability calculations performed on the kinetic network. The kinetic network analysis served to extract the main transition state for folding of the peptide and to validate the results from the Markov state analysis. The combination of the two techniques allowed for a consistent and concise characterization of the dynamics of the peptide. The slowest relaxation process identified is the exchange between variably folded and denatured species, and the second slowest process is the exchange between two different subsets of the denatured state which could not be otherwise identified by simple inspection of the projected trajectory. The third slowest process is the exchange between a fully native and a partially folded intermediate state characterized by a native turn with a proximal backbone H-bond, and frayed side-chain packing and termini. The transition state for the main folding reaction is similar to the intermediate state, although a more native like side-chain packing is observed.

[Analysis and modelling of safety culture in a Mexican hospital by Markov chains].

PubMed

Velázquez-Martínez, J D; Cruz-Suárez, H; Santos-Reyes, J

2016-01-01

The objective of this study was to analyse and model the safety culture with Markov chains, as well as predicting and/or prioritizing over time the evolutionary behaviour of the safety culture of the health's staff in one Mexican hospital. The Markov chain theory has been employed in the analysis, and the input data has been obtained from a previous study based on the Safety Attitude Questionnaire (CAS-MX-II), by considering the following 6 dimensions: safety climate, teamwork, job satisfaction, recognition of stress, perception of management, and work environment. The results highlighted the predictions and/or prioritisation of the approximate time for the possible integration into the evolutionary behaviour of the safety culture as regards the "slightly agree" (Likert scale) for: safety climate (in 12 years; 24.13%); teamwork (8 years; 34.61%); job satisfaction (11 years; 52.41%); recognition of the level of stress (8 years; 19.35%); and perception of the direction (22 years; 27.87%). The work environment dimension was unable to determine the behaviour of staff information, i.e. no information cultural roots were obtained. In general, it has been shown that there are weaknesses in the safety culture of the hospital, which is an opportunity to suggest changes to the mandatory policies in order to strengthen it. Copyright © 2016 SECA. Publicado por Elsevier España, S.L.U. All rights reserved.

Population synthesis of radio and gamma-ray millisecond pulsars using Markov Chain Monte Carlo techniques

NASA Astrophysics Data System (ADS)

Gonthier, Peter L.; Koh, Yew-Meng; Kust Harding, Alice

2016-04-01

We present preliminary results of a new population synthesis of millisecond pulsars (MSP) from the Galactic disk using Markov Chain Monte Carlo techniques to better understand the model parameter space. We include empirical radio and gamma-ray luminosity models that are dependent on the pulsar period and period derivative with freely varying exponents. The magnitudes of the model luminosities are adjusted to reproduce the number of MSPs detected by a group of thirteen radio surveys as well as the MSP birth rate in the Galaxy and the number of MSPs detected by Fermi. We explore various high-energy emission geometries like the slot gap, outer gap, two pole caustic and pair starved polar cap models. The parameters associated with the birth distributions for the mass accretion rate, magnetic field, and period distributions are well constrained. With the set of four free parameters, we employ Markov Chain Monte Carlo simulations to explore the model parameter space. We present preliminary comparisons of the simulated and detected distributions of radio and gamma-ray pulsar characteristics. We estimate the contribution of MSPs to the diffuse gamma-ray background with a special focus on the Galactic Center.We express our gratitude for the generous support of the National Science Foundation (RUI: AST-1009731), Fermi Guest Investigator Program and the NASA Astrophysics Theory and Fundamental Program (NNX09AQ71G).

Quantum Markov chains, sufficiency of quantum channels, and Rényi information measures

NASA Astrophysics Data System (ADS)

Datta, Nilanjana; Wilde, Mark M.

2015-12-01

A short quantum Markov chain is a tripartite state {ρ }{ABC} such that system A can be recovered perfectly by acting on system C of the reduced state {ρ }{BC}. Such states have conditional mutual information I(A;B| C) equal to zero and are the only states with this property. A quantum channel {N} is sufficient for two states ρ and σ if there exists a recovery channel using which one can perfectly recover ρ from {N}(ρ ) and σ from {N}(σ ). The relative entropy difference D(ρ \\parallel σ )-D({N}(ρ )\\parallel {N}(σ )) is equal to zero if and only if {N} is sufficient for ρ and σ. In this paper, we show that these properties extend to Rényi generalizations of these information measures which were proposed in (Berta et al 2015 J. Math. Phys. 56 022205; Seshadreesan et al 2015 J. Phys. A: Math. Theor. 48 395303), thus providing an alternate characterization of short quantum Markov chains and sufficient quantum channels. These results give further support to these quantities as being legitimate Rényi generalizations of the conditional mutual information and the relative entropy difference. Along the way, we solve some open questions of Ruskai and Zhang, regarding the trace of particular matrices that arise in the study of monotonicity of relative entropy under quantum operations and strong subadditivity of the von Neumann entropy.

Estimates and Standard Errors for Ratios of Normalizing Constants from Multiple Markov Chains via Regeneration

PubMed Central

Doss, Hani; Tan, Aixin

2017-01-01

In the classical biased sampling problem, we have k densities π1(·), …, πk(·), each known up to a normalizing constant, i.e. for l = 1, …, k, πl(·) = νl(·)/ml, where νl(·) is a known function and ml is an unknown constant. For each l, we have an iid sample from πl,·and the problem is to estimate the ratios ml/ms for all l and all s. This problem arises frequently in several situations in both frequentist and Bayesian inference. An estimate of the ratios was developed and studied by Vardi and his co-workers over two decades ago, and there has been much subsequent work on this problem from many different perspectives. In spite of this, there are no rigorous results in the literature on how to estimate the standard error of the estimate. We present a class of estimates of the ratios of normalizing constants that are appropriate for the case where the samples from the πl’s are not necessarily iid sequences, but are Markov chains. We also develop an approach based on regenerative simulation for obtaining standard errors for the estimates of ratios of normalizing constants. These standard error estimates are valid for both the iid case and the Markov chain case. PMID:28706463

Short-term droughts forecast using Markov chain model in Victoria, Australia

NASA Astrophysics Data System (ADS)

Rahmat, Siti Nazahiyah; Jayasuriya, Niranjali; Bhuiyan, Muhammed A.

2017-07-01

A comprehensive risk management strategy for dealing with drought should include both short-term and long-term planning. The objective of this paper is to present an early warning method to forecast drought using the Standardised Precipitation Index (SPI) and a non-homogeneous Markov chain model. A model such as this is useful for short-term planning. The developed method has been used to forecast droughts at a number of meteorological monitoring stations that have been regionalised into six (6) homogenous clusters with similar drought characteristics based on SPI. The non-homogeneous Markov chain model was used to estimate drought probabilities and drought predictions up to 3 months ahead. The drought severity classes defined using the SPI were computed at a 12-month time scale. The drought probabilities and the predictions were computed for six clusters that depict similar drought characteristics in Victoria, Australia. Overall, the drought severity class predicted was quite similar for all the clusters, with the non-drought class probabilities ranging from 49 to 57 %. For all clusters, the near normal class had a probability of occurrence varying from 27 to 38 %. For the more moderate and severe classes, the probabilities ranged from 2 to 13 % and 3 to 1 %, respectively. The developed model predicted drought situations 1 month ahead reasonably well. However, 2 and 3 months ahead predictions should be used with caution until the models are developed further.

Estimates and Standard Errors for Ratios of Normalizing Constants from Multiple Markov Chains via Regeneration.

PubMed

Doss, Hani; Tan, Aixin

2014-09-01

In the classical biased sampling problem, we have k densities π 1 (·), …, π k (·), each known up to a normalizing constant, i.e. for l = 1, …, k , π l (·) = ν l (·)/ m l , where ν l (·) is a known function and m l is an unknown constant. For each l , we have an iid sample from π l , · and the problem is to estimate the ratios m l /m s for all l and all s . This problem arises frequently in several situations in both frequentist and Bayesian inference. An estimate of the ratios was developed and studied by Vardi and his co-workers over two decades ago, and there has been much subsequent work on this problem from many different perspectives. In spite of this, there are no rigorous results in the literature on how to estimate the standard error of the estimate. We present a class of estimates of the ratios of normalizing constants that are appropriate for the case where the samples from the π l 's are not necessarily iid sequences, but are Markov chains. We also develop an approach based on regenerative simulation for obtaining standard errors for the estimates of ratios of normalizing constants. These standard error estimates are valid for both the iid case and the Markov chain case.

Spreaders and Sponges define metastasis in lung cancer: A Markov chain Monte Carlo Mathematical Model

PubMed Central

Newton, Paul K.; Mason, Jeremy; Bethel, Kelly; Bazhenova, Lyudmila; Nieva, Jorge; Norton, Larry; Kuhn, Peter

2013-01-01

The classic view of metastatic cancer progression is that it is a unidirectional process initiated at the primary tumor site, progressing to variably distant metastatic sites in a fairly predictable, though not perfectly understood, fashion. A Markov chain Monte Carlo mathematical approach can determine a pathway diagram that classifies metastatic tumors as ‘spreaders’ or ‘sponges’ and orders the timescales of progression from site to site. In light of recent experimental evidence highlighting the potential significance of self-seeding of primary tumors, we use a Markov chain Monte Carlo (MCMC) approach, based on large autopsy data sets, to quantify the stochastic, systemic, and often multi-directional aspects of cancer progression. We quantify three types of multi-directional mechanisms of progression: (i) self-seeding of the primary tumor; (ii) re-seeding of the primary tumor from a metastatic site (primary re-seeding); and (iii) re-seeding of metastatic tumors (metastasis re-seeding). The model shows that the combined characteristics of the primary and the first metastatic site to which it spreads largely determine the future pathways and timescales of systemic disease. For lung cancer, the main ‘spreaders’ of systemic disease are the adrenal gland and kidney, whereas the main ‘sponges’ are regional lymph nodes, liver, and bone. Lung is a significant self-seeder, although it is a ‘sponge’ site with respect to progression characteristics. PMID:23447576

Markov chain decomposition of monthly rainfall into daily rainfall: Evaluation of climate change impact

DOE PAGES

Yoo, Chulsang; Lee, Jinwook; Ro, Yonghun

2016-01-01

This paper evaluates the effect of climate change on daily rainfall, especially on the mean number of wet days and the mean rainfall intensity. Assuming that the mechanism of daily rainfall occurrences follows the first-order Markov chain model, the possible changes in the transition probabilities are estimated by considering the climate change scenarios. Also, the change of the stationary probabilities of wet and dry day occurrences and finally the change in the number of wet days are derived for the comparison of current (1x CO 2) and 2x CO 2conditions. As a result of this study, the increase or decreasemore » in the mean number of wet days was found to be not enough to explain all of the change in monthly rainfall amounts, so rainfall intensity should also be modified. The application to the Seoul weather station in Korea shows that about 30% of the total change in monthly rainfall amount can be explained by the change in the number of wet days and the remaining 70% by the change in the rainfall intensity. That is, as an effect of climate change, the increase in the rainfall intensity could be more significant than the increase in the wet days and, thus, the risk of flood will be much highly increased.« less

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

NASA Astrophysics Data System (ADS)

Lu, Dan; Ricciuto, Daniel; Walker, Anthony; Safta, Cosmin; Munger, William

2017-09-01

Calibration of terrestrial ecosystem models is important but challenging. Bayesian inference implemented by Markov chain Monte Carlo (MCMC) sampling provides a comprehensive framework to estimate model parameters and associated uncertainties using their posterior distributions. The effectiveness and efficiency of the method strongly depend on the MCMC algorithm used. In this work, a differential evolution adaptive Metropolis (DREAM) algorithm is used to estimate posterior distributions of 21 parameters for the data assimilation linked ecosystem carbon (DALEC) model using 14 years of daily net ecosystem exchange data collected at the Harvard Forest Environmental Measurement Site eddy-flux tower. The calibration of DREAM results in a better model fit and predictive performance compared to the popular adaptive Metropolis (AM) scheme. Moreover, DREAM indicates that two parameters controlling autumn phenology have multiple modes in their posterior distributions while AM only identifies one mode. The application suggests that DREAM is very suitable to calibrate complex terrestrial ecosystem models, where the uncertain parameter size is usually large and existence of local optima is always a concern. In addition, this effort justifies the assumptions of the error model used in Bayesian calibration according to the residual analysis. The result indicates that a heteroscedastic, correlated, Gaussian error model is appropriate for the problem, and the consequent constructed likelihood function can alleviate the underestimation of parameter uncertainty that is usually caused by using uncorrelated error models.

Prediction of small molecule binding property of protein domains with Bayesian classifiers based on Markov chains.

PubMed

Bulashevska, Alla; Stein, Martin; Jackson, David; Eils, Roland

2009-12-01

Accurate computational methods that can help to predict biological function of a protein from its sequence are of great interest to research biologists and pharmaceutical companies. One approach to assume the function of proteins is to predict the interactions between proteins and other molecules. In this work, we propose a machine learning method that uses a primary sequence of a domain to predict its propensity for interaction with small molecules. By curating the Pfam database with respect to the small molecule binding ability of its component domains, we have constructed a dataset of small molecule binding and non-binding domains. This dataset was then used as training set to learn a Bayesian classifier, which should distinguish members of each class. The domain sequences of both classes are modelled with Markov chains. In a Jack-knife test, our classification procedure achieved the predictive accuracies of 77.2% and 66.7% for binding and non-binding classes respectively. We demonstrate the applicability of our classifier by using it to identify previously unknown small molecule binding domains. Our predictions are available as supplementary material and can provide very useful information to drug discovery specialists. Given the ubiquitous and essential role small molecules play in biological processes, our method is important for identifying pharmaceutically relevant components of complete proteomes. The software is available from the author upon request.

Application of Bayesian population physiologically based pharmacokinetic (PBPK) modeling and Markov chain Monte Carlo simulations to pesticide kinetics studies in protected marine mammals: DDT, DDE, and DDD in harbor porpoises.

PubMed

Weijs, Liesbeth; Yang, Raymond S H; Das, Krishna; Covaci, Adrian; Blust, Ronny

2013-05-07

Physiologically based pharmacokinetic (PBPK) modeling in marine mammals is a challenge because of the lack of parameter information and the ban on exposure experiments. To minimize uncertainty and variability, parameter estimation methods are required for the development of reliable PBPK models. The present study is the first to develop PBPK models for the lifetime bioaccumulation of p,p'-DDT, p,p'-DDE, and p,p'-DDD in harbor porpoises. In addition, this study is also the first to apply the Bayesian approach executed with Markov chain Monte Carlo simulations using two data sets of harbor porpoises from the Black and North Seas. Parameters from the literature were used as priors for the first "model update" using the Black Sea data set, the resulting posterior parameters were then used as priors for the second "model update" using the North Sea data set. As such, PBPK models with parameters specific for harbor porpoises could be strengthened with more robust probability distributions. As the science and biomonitoring effort progress in this area, more data sets will become available to further strengthen and update the parameters in the PBPK models for harbor porpoises as a species anywhere in the world. Further, such an approach could very well be extended to other protected marine mammals.

Fisher information and asymptotic normality in system identification for quantum Markov chains

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

Guta, Madalin

2011-06-15

This paper deals with the problem of estimating the coupling constant {theta} of a mixing quantum Markov chain. For a repeated measurement on the chain's output we show that the outcomes' time average has an asymptotically normal (Gaussian) distribution, and we give the explicit expressions of its mean and variance. In particular, we obtain a simple estimator of {theta} whose classical Fisher information can be optimized over different choices of measured observables. We then show that the quantum state of the output together with the system is itself asymptotically Gaussian and compute its quantum Fisher information, which sets an absolutemore » bound to the estimation error. The classical and quantum Fisher information are compared in a simple example. In the vicinity of {theta}=0 we find that the quantum Fisher information has a quadratic rather than linear scaling in output size, and asymptotically the Fisher information is localized in the system, while the output is independent of the parameter.« less

Quantum speedup of Monte Carlo methods.

PubMed

Montanaro, Ashley

2015-09-08

Monte Carlo methods use random sampling to estimate numerical quantities which are hard to compute deterministically. One important example is the use in statistical physics of rapidly mixing Markov chains to approximately compute partition functions. In this work, we describe a quantum algorithm which can accelerate Monte Carlo methods in a very general setting. The algorithm estimates the expected output value of an arbitrary randomized or quantum subroutine with bounded variance, achieving a near-quadratic speedup over the best possible classical algorithm. Combining the algorithm with the use of quantum walks gives a quantum speedup of the fastest known classical algorithms with rigorous performance bounds for computing partition functions, which use multiple-stage Markov chain Monte Carlo techniques. The quantum algorithm can also be used to estimate the total variation distance between probability distributions efficiently.

Multilocus Association Mapping Using Variable-Length Markov Chains

PubMed Central

Browning, Sharon R.

2006-01-01

I propose a new method for association-based gene mapping that makes powerful use of multilocus data, is computationally efficient, and is straightforward to apply over large genomic regions. The approach is based on the fitting of variable-length Markov chain models, which automatically adapt to the degree of linkage disequilibrium (LD) between markers to create a parsimonious model for the LD structure. Edges of the fitted graph are tested for association with trait status. This approach can be thought of as haplotype testing with sophisticated windowing that accounts for extent of LD to reduce degrees of freedom and number of tests while maximizing information. I present analyses of two published data sets that show that this approach can have better power than single-marker tests or sliding-window haplotypic tests. PMID:16685642

Transition probabilities of health states for workers in Malaysia using a Markov chain model

NASA Astrophysics Data System (ADS)

Samsuddin, Shamshimah; Ismail, Noriszura

2017-04-01

The aim of our study is to estimate the transition probabilities of health states for workers in Malaysia who contribute to the Employment Injury Scheme under the Social Security Organization Malaysia using the Markov chain model. Our study uses four states of health (active, temporary disability, permanent disability and death) based on the data collected from the longitudinal studies of workers in Malaysia for 5 years. The transition probabilities vary by health state, age and gender. The results show that men employees are more likely to have higher transition probabilities to any health state compared to women employees. The transition probabilities can be used to predict the future health of workers in terms of a function of current age, gender and health state.

Nonequilibrium thermodynamic potentials for continuous-time Markov chains.

PubMed

Verley, Gatien

2016-01-01

We connect the rare fluctuations of an equilibrium (EQ) process and the typical fluctuations of a nonequilibrium (NE) stationary process. In the framework of large deviation theory, this observation allows us to introduce NE thermodynamic potentials. For continuous-time Markov chains, we identify the relevant pairs of conjugated variables and propose two NE ensembles: one with fixed dynamics and fluctuating time-averaged variables, and another with fixed time-averaged variables, but a fluctuating dynamics. Accordingly, we show that NE processes are equivalent to conditioned EQ processes ensuring that NE potentials are Legendre dual. We find a variational principle satisfied by the NE potentials that reach their maximum in the NE stationary state and whose first derivatives produce the NE equations of state and second derivatives produce the NE Maxwell relations generalizing the Onsager reciprocity relations.

Analysis of mean time to data loss of fault-tolerant disk arrays RAID-6 based on specialized Markov chain

NASA Astrophysics Data System (ADS)

Rahman, P. A.; D'K Novikova Freyre Shavier, G.

2018-03-01

This scientific paper is devoted to the analysis of the mean time to data loss of redundant disk arrays RAID-6 with alternation of data considering different failure rates of disks both in normal state of the disk array and in degraded and rebuild states, and also nonzero time of the disk replacement. The reliability model developed by the authors on the basis of the Markov chain and obtained calculation formula for estimation of the mean time to data loss (MTTDL) of the RAID-6 disk arrays are also presented. At last, the technique of estimation of the initial reliability parameters and examples of calculation of the MTTDL of the RAID-6 disk arrays for the different numbers of disks are also given.

Multilocus association mapping using variable-length Markov chains.

PubMed

Browning, Sharon R

2006-06-01

I propose a new method for association-based gene mapping that makes powerful use of multilocus data, is computationally efficient, and is straightforward to apply over large genomic regions. The approach is based on the fitting of variable-length Markov chain models, which automatically adapt to the degree of linkage disequilibrium (LD) between markers to create a parsimonious model for the LD structure. Edges of the fitted graph are tested for association with trait status. This approach can be thought of as haplotype testing with sophisticated windowing that accounts for extent of LD to reduce degrees of freedom and number of tests while maximizing information. I present analyses of two published data sets that show that this approach can have better power than single-marker tests or sliding-window haplotypic tests.

Quantum speedup of Monte Carlo methods

PubMed Central

Montanaro, Ashley

2015-01-01

Monte Carlo methods use random sampling to estimate numerical quantities which are hard to compute deterministically. One important example is the use in statistical physics of rapidly mixing Markov chains to approximately compute partition functions. In this work, we describe a quantum algorithm which can accelerate Monte Carlo methods in a very general setting. The algorithm estimates the expected output value of an arbitrary randomized or quantum subroutine with bounded variance, achieving a near-quadratic speedup over the best possible classical algorithm. Combining the algorithm with the use of quantum walks gives a quantum speedup of the fastest known classical algorithms with rigorous performance bounds for computing partition functions, which use multiple-stage Markov chain Monte Carlo techniques. The quantum algorithm can also be used to estimate the total variation distance between probability distributions efficiently. PMID:26528079

Projection methods for the numerical solution of Markov chain models

NASA Technical Reports Server (NTRS)

Saad, Youcef

1989-01-01

Projection methods for computing stationary probability distributions for Markov chain models are presented. A general projection method is a method which seeks an approximation from a subspace of small dimension to the original problem. Thus, the original matrix problem of size N is approximated by one of dimension m, typically much smaller than N. A particularly successful class of methods based on this principle is that of Krylov subspace methods which utilize subspaces of the form span(v,av,...,A(exp m-1)v). These methods are effective in solving linear systems and eigenvalue problems (Lanczos, Arnoldi,...) as well as nonlinear equations. They can be combined with more traditional iterative methods such as successive overrelaxation, symmetric successive overrelaxation, or with incomplete factorization methods to enhance convergence.

[Succession caused by beaver (Castor fiber L.) life activity: II. A refined Markov model].

PubMed

Logofet; Evstigneev, O I; Aleinikov, A A; Morozova, A O

2015-01-01

The refined Markov model of cyclic zoogenic successions caused by beaver (Castor fiber L.) life activity represents a discrete chain of the following six states: flooded forest, swamped forest, pond, grassy swamp, shrubby swamp, and wet forest, which correspond to certain stages of succession. Those stages are defined, and a conceptual scheme of probable transitions between them for one time step is constructed from the knowledge of beaver behaviour in small river floodplains of "Bryanskii Les" Reserve. We calibrated the corresponding matrix of transition probabilities according to the optimization principle: minimizing differences between the model outcome and reality; the model generates a distribution of relative areas corresponding to the stages of succession, that has to be compared to those gained from case studies in the Reserve during 2002-2006. The time step is chosen to equal 2 years, and the first-step data in the sum of differences are given various weights, w (between 0 and 1). The value of w = 0.2 is selected due to its optimality and for some additional reasons. By the formulae of finite homogeneous Markov chain theory, we obtained the main results of the calibrated model, namely, a steady-state distribution of stage areas, indexes of cyclicity, and the mean durations (M(j)) of succession stages. The results of calibration give an objective quantitative nature to the expert knowledge of the course of succession and get a proper interpretation. The 2010 data, which are not involved in the calibration procedure, enabled assessing the quality of prediction by the homogeneous model in short-term (from the 2006 situation): the error of model area distribution relative to the distribution observed in 2010 falls into the range of 9-17%, the best prognosis being given by the least optimal matrices (rejected values of w). This indicates a formally heterogeneous nature of succession processes in time. Thus, the refined version of the homogeneous Markov chain has not eliminated all the contradictions between the model results and expert knowledge, which suggests a further model development towards a "logically inhomogeneous" version or/and refusal to postulate the Markov property in the conceptual scheme of succession.

Stochastic Modeling based on Dictionary Approach for the Generation of Daily Precipitation Occurrences

NASA Astrophysics Data System (ADS)

Panu, U. S.; Ng, W.; Rasmussen, P. F.

2009-12-01

The modeling of weather states (i.e., precipitation occurrences) is critical when the historical data are not long enough for the desired analysis. Stochastic models (e.g., Markov Chain and Alternating Renewal Process (ARP)) of the precipitation occurrence processes generally assume the existence of short-term temporal-dependency between the neighboring states while implying the existence of long-term independency (randomness) of states in precipitation records. Existing temporal-dependent models for the generation of precipitation occurrences are restricted either by the fixed-length memory (e.g., the order of a Markov chain model), or by the reining states in segments (e.g., persistency of homogenous states within dry/wet-spell lengths of an ARP). The modeling of variable segment lengths and states could be an arduous task and a flexible modeling approach is required for the preservation of various segmented patterns of precipitation data series. An innovative Dictionary approach has been developed in the field of genome pattern recognition for the identification of frequently occurring genome segments in DNA sequences. The genome segments delineate the biologically meaningful ``words" (i.e., segments with a specific patterns in a series of discrete states) that can be jointly modeled with variable lengths and states. A meaningful “word”, in hydrology, can be referred to a segment of precipitation occurrence comprising of wet or dry states. Such flexibility would provide a unique advantage over the traditional stochastic models for the generation of precipitation occurrences. Three stochastic models, namely, the alternating renewal process using Geometric distribution, the second-order Markov chain model, and the Dictionary approach have been assessed to evaluate their efficacy for the generation of daily precipitation sequences. Comparisons involved three guiding principles namely (i) the ability of models to preserve the short-term temporal-dependency in data through the concepts of autocorrelation, average mutual information, and Hurst exponent, (ii) the ability of models to preserve the persistency within the homogenous dry/wet weather states through analysis of dry/wet-spell lengths between the observed and generated data, and (iii) the ability to assesses the goodness-of-fit of models through the likelihood estimates (i.e., AIC and BIC). Past 30 years of observed daily precipitation records from 10 Canadian meteorological stations were utilized for comparative analyses of the three models. In general, the Markov chain model performed well. The remainders of the models were found to be competitive from one another depending upon the scope and purpose of the comparison. Although the Markov chain model has a certain advantage in the generation of daily precipitation occurrences, the structural flexibility offered by the Dictionary approach in modeling the varied segment lengths of heterogeneous weather states provides a distinct and powerful advantage in the generation of precipitation sequences.

On the mixing time in the Wang-Landau algorithm

NASA Astrophysics Data System (ADS)

Fadeeva, Marina; Shchur, Lev

2018-01-01

We present preliminary results of the investigation of the properties of the Markov random walk in the energy space generated by the Wang-Landau probability. We build transition matrix in the energy space (TMES) using the exact density of states for one-dimensional and two-dimensional Ising models. The spectral gap of TMES is inversely proportional to the mixing time of the Markov chain. We estimate numerically the dependence of the mixing time on the lattice size, and extract the mixing exponent.

Hydrologic Model Selection using Markov chain Monte Carlo methods

NASA Astrophysics Data System (ADS)

Marshall, L.; Sharma, A.; Nott, D.

2002-12-01

Estimation of parameter uncertainty (and in turn model uncertainty) allows assessment of the risk in likely applications of hydrological models. Bayesian statistical inference provides an ideal means of assessing parameter uncertainty whereby prior knowledge about the parameter is combined with information from the available data to produce a probability distribution (the posterior distribution) that describes uncertainty about the parameter and serves as a basis for selecting appropriate values for use in modelling applications. Widespread use of Bayesian techniques in hydrology has been hindered by difficulties in summarizing and exploring the posterior distribution. These difficulties have been largely overcome by recent advances in Markov chain Monte Carlo (MCMC) methods that involve random sampling of the posterior distribution. This study presents an adaptive MCMC sampling algorithm which has characteristics that are well suited to model parameters with a high degree of correlation and interdependence, as is often evident in hydrological models. The MCMC sampling technique is used to compare six alternative configurations of a commonly used conceptual rainfall-runoff model, the Australian Water Balance Model (AWBM), using 11 years of daily rainfall runoff data from the Bass river catchment in Australia. The alternative configurations considered fall into two classes - those that consider model errors to be independent of prior values, and those that model the errors as an autoregressive process. Each such class consists of three formulations that represent increasing levels of complexity (and parameterisation) of the original model structure. The results from this study point both to the importance of using Bayesian approaches in evaluating model performance, as well as the simplicity of the MCMC sampling framework that has the ability to bring such approaches within the reach of the applied hydrological community.

Event-chain algorithm for the Heisenberg model: Evidence for z≃1 dynamic scaling.

PubMed

Nishikawa, Yoshihiko; Michel, Manon; Krauth, Werner; Hukushima, Koji

2015-12-01

We apply the event-chain Monte Carlo algorithm to the three-dimensional ferromagnetic Heisenberg model. The algorithm is rejection-free and also realizes an irreversible Markov chain that satisfies global balance. The autocorrelation functions of the magnetic susceptibility and the energy indicate a dynamical critical exponent z≈1 at the critical temperature, while that of the magnetization does not measure the performance of the algorithm. We show that the event-chain Monte Carlo algorithm substantially reduces the dynamical critical exponent from the conventional value of z≃2.

End-to-End QoS for Differentiated Services and ATM Internetworking

NASA Technical Reports Server (NTRS)

Su, Hongjun; Atiquzzaman, Mohammed

2001-01-01

The Internet was initially design for non real-time data communications and hence does not provide any Quality of Service (QoS). The next generation Internet will be characterized by high speed and QoS guarantee. The aim of this paper is to develop a prioritized early packet discard (PEPD) scheme for ATM switches to provide service differentiation and QoS guarantee to end applications running over next generation Internet. The proposed PEPD scheme differs from previous schemes by taking into account the priority of packets generated from different application. We develop a Markov chain model for the proposed scheme and verify the model with simulation. Numerical results show that the results from the model and computer simulation are in close agreement. Our PEPD scheme provides service differentiation to the end-to-end applications.

Markov models in dentistry: application to resin-bonded bridges and review of the literature.

PubMed

Mahl, Dominik; Marinello, Carlo P; Sendi, Pedram

2012-10-01

Markov models are mathematical models that can be used to describe disease progression and evaluate the cost-effectiveness of medical interventions. Markov models allow projecting clinical and economic outcomes into the future and are therefore frequently used to estimate long-term outcomes of medical interventions. The purpose of this paper is to demonstrate its use in dentistry, using the example of resin-bonded bridges to replace missing teeth, and to review the literature. We used literature data and a four-state Markov model to project long-term outcomes of resin-bonded bridges over a time horizon of 60 years. In addition, the literature was searched in PubMed Medline for research articles on the application of Markov models in dentistry.

Free flowing and cohesive powders agitation in a cylindrical convective blender- kinetics experiments and Markov chain modelling

NASA Astrophysics Data System (ADS)

Legoix, Léonard; Milhé, Mathieu; Gatumel, Cendrine; Berthiaux, Henri

2017-06-01

An original methodology for studying powder flow in a cylindrical convective blender has been developed. A free-flowing and a cohesive powder were studied, at a fixed stirring speed, in rolling regime. For both powders, three apparent flow mechanisms were evidenced: convection in the volume swept by the blades, diffusion/shearing between the agitated zone and the stagnant one, as well as in the stagnant zone itself, and avalanches at the powder bed surface between agitated and stagnant zones. After defining six zones in the blender, tracing experiments were carried out by placing appropriate tracers in different starting zones and sampling the whole bed at different stirring times, which lead to mixing kinetics of the powders into themselves. A Markov chains model of the blender allowed the quantification of the three mechanisms respective magnitude by fitting the experimental data. This simple model has a good agreement with the free-flowing powder data, but is not able to represent well the observations for the cohesive powder. Bed consolidation should probably be taken into account for this kind of powders and thus a linear Markov model is not sufficient.

Bridge element deterioration rates.

DOT National Transportation Integrated Search

2008-10-01

This report describes the development of bridge element deterioration rates using the NYSDOT : bridge inspection database using Markov chains and Weibull-based approaches. It is observed : that Weibull-based approach is more reliable for developing b...

PyMC: Bayesian Stochastic Modelling in Python

PubMed Central

Patil, Anand; Huard, David; Fonnesbeck, Christopher J.

2010-01-01

This user guide describes a Python package, PyMC, that allows users to efficiently code a probabilistic model and draw samples from its posterior distribution using Markov chain Monte Carlo techniques. PMID:21603108

Quantum Model of Emerging Grammars

NASA Technical Reports Server (NTRS)

Zak, M.

1999-01-01

A special class of quantum recurrent nets simulating Markov chains with absorbing states is introduced. The absorbing states are exploited for pattern recognition: each class of patterns, each combination of patterns acquires its own meaning.

Markov models of genome segmentation

NASA Astrophysics Data System (ADS)

Thakur, Vivek; Azad, Rajeev K.; Ramaswamy, Ram

2007-01-01

We introduce Markov models for segmentation of symbolic sequences, extending a segmentation procedure based on the Jensen-Shannon divergence that has been introduced earlier. Higher-order Markov models are more sensitive to the details of local patterns and in application to genome analysis, this makes it possible to segment a sequence at positions that are biologically meaningful. We show the advantage of higher-order Markov-model-based segmentation procedures in detecting compositional inhomogeneity in chimeric DNA sequences constructed from genomes of diverse species, and in application to the E. coli K12 genome, boundaries of genomic islands, cryptic prophages, and horizontally acquired regions are accurately identified.

Reciprocal Sliding Friction Model for an Electro-Deposited Coating and Its Parameter Estimation Using Markov Chain Monte Carlo Method

PubMed Central

Kim, Kyungmok; Lee, Jaewook

2016-01-01

This paper describes a sliding friction model for an electro-deposited coating. Reciprocating sliding tests using ball-on-flat plate test apparatus are performed to determine an evolution of the kinetic friction coefficient. The evolution of the friction coefficient is classified into the initial running-in period, steady-state sliding, and transition to higher friction. The friction coefficient during the initial running-in period and steady-state sliding is expressed as a simple linear function. The friction coefficient in the transition to higher friction is described with a mathematical model derived from Kachanov-type damage law. The model parameters are then estimated using the Markov Chain Monte Carlo (MCMC) approach. It is identified that estimated friction coefficients obtained by MCMC approach are in good agreement with measured ones. PMID:28773359

Chaotic itinerancy and power-law residence time distribution in stochastic dynamical systems.

PubMed

Namikawa, Jun

2005-08-01

Chaotic itinerant motion among varieties of ordered states is described by a stochastic model based on the mechanism of chaotic itinerancy. The model consists of a random walk on a half-line and a Markov chain with a transition probability matrix. The stability of attractor ruin in the model is investigated by analyzing the residence time distribution of orbits at attractor ruins. It is shown that the residence time distribution averaged over all attractor ruins can be described by the superposition of (truncated) power-law distributions if the basin of attraction for each attractor ruin has a zero measure. This result is confirmed by simulation of models exhibiting chaotic itinerancy. Chaotic itinerancy is also shown to be absent in coupled Milnor attractor systems if the transition probability among attractor ruins can be represented as a Markov chain.

Markov Chain Monte Carlo Bayesian Learning for Neural Networks

NASA Technical Reports Server (NTRS)

Goodrich, Michael S.

2011-01-01

Conventional training methods for neural networks involve starting al a random location in the solution space of the network weights, navigating an error hyper surface to reach a minimum, and sometime stochastic based techniques (e.g., genetic algorithms) to avoid entrapment in a local minimum. It is further typically necessary to preprocess the data (e.g., normalization) to keep the training algorithm on course. Conversely, Bayesian based learning is an epistemological approach concerned with formally updating the plausibility of competing candidate hypotheses thereby obtaining a posterior distribution for the network weights conditioned on the available data and a prior distribution. In this paper, we developed a powerful methodology for estimating the full residual uncertainty in network weights and therefore network predictions by using a modified Jeffery's prior combined with a Metropolis Markov Chain Monte Carlo method.

Hamiltonian Markov Chain Monte Carlo Methods for the CUORE Neutrinoless Double Beta Decay Sensitivity

NASA Astrophysics Data System (ADS)

Graham, Eleanor; Cuore Collaboration

2017-09-01

The CUORE experiment is a large-scale bolometric detector seeking to observe the never-before-seen process of neutrinoless double beta decay. Predictions for CUORE's sensitivity to neutrinoless double beta decay allow for an understanding of the half-life ranges that the detector can probe, and also to evaluate the relative importance of different detector parameters. Currently, CUORE uses a Bayesian analysis based in BAT, which uses Metropolis-Hastings Markov Chain Monte Carlo, for its sensitivity studies. My work evaluates the viability and potential improvements of switching the Bayesian analysis to Hamiltonian Monte Carlo, realized through the program Stan and its Morpho interface. I demonstrate that the BAT study can be successfully recreated in Stan, and perform a detailed comparison between the results and computation times of the two methods.

Bayesian forecasting and uncertainty quantifying of stream flows using Metropolis-Hastings Markov Chain Monte Carlo algorithm

NASA Astrophysics Data System (ADS)

Wang, Hongrui; Wang, Cheng; Wang, Ying; Gao, Xiong; Yu, Chen

2017-06-01

This paper presents a Bayesian approach using Metropolis-Hastings Markov Chain Monte Carlo algorithm and applies this method for daily river flow rate forecast and uncertainty quantification for Zhujiachuan River using data collected from Qiaotoubao Gage Station and other 13 gage stations in Zhujiachuan watershed in China. The proposed method is also compared with the conventional maximum likelihood estimation (MLE) for parameter estimation and quantification of associated uncertainties. While the Bayesian method performs similarly in estimating the mean value of daily flow rate, it performs over the conventional MLE method on uncertainty quantification, providing relatively narrower reliable interval than the MLE confidence interval and thus more precise estimation by using the related information from regional gage stations. The Bayesian MCMC method might be more favorable in the uncertainty analysis and risk management.

Supervised self-organization of homogeneous swarms using ergodic projections of Markov chains.

PubMed

Chattopadhyay, Ishanu; Ray, Asok

2009-12-01

This paper formulates a self-organization algorithm to address the problem of global behavior supervision in engineered swarms of arbitrarily large population sizes. The swarms considered in this paper are assumed to be homogeneous collections of independent identical finite-state agents, each of which is modeled by an irreducible finite Markov chain. The proposed algorithm computes the necessary perturbations in the local agents' behavior, which guarantees convergence to the desired observed state of the swarm. The ergodicity property of the swarm, which is induced as a result of the irreducibility of the agent models, implies that while the local behavior of the agents converges to the desired behavior only in the time average, the overall swarm behavior converges to the specification and stays there at all times. A simulation example illustrates the underlying concept.

Modelling maximum river flow by using Bayesian Markov Chain Monte Carlo

NASA Astrophysics Data System (ADS)

Cheong, R. Y.; Gabda, D.

2017-09-01

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

Using Markov Chains and Multi-Objective Optimization for Energy-Efficient Context Recognition.

PubMed

Janko, Vito; Luštrek, Mitja

2017-12-29

The recognition of the user's context with wearable sensing systems is a common problem in ubiquitous computing. However, the typically small battery of such systems often makes continuous recognition impractical. The strain on the battery can be reduced if the sensor setting is adapted to each context. We propose a method that efficiently finds near-optimal sensor settings for each context. It uses Markov chains to simulate the behavior of the system in different configurations and the multi-objective genetic algorithm to find a set of good non-dominated configurations. The method was evaluated on three real-life datasets and found good trade-offs between the system's energy expenditure and the system's accuracy. One of the solutions, for example, consumed five-times less energy than the default one, while sacrificing only two percentage points of accuracy.

Effective degree Markov-chain approach for discrete-time epidemic processes on uncorrelated networks.

PubMed

Cai, Chao-Ran; Wu, Zhi-Xi; Guan, Jian-Yue

2014-11-01

Recently, Gómez et al. proposed a microscopic Markov-chain approach (MMCA) [S. Gómez, J. Gómez-Gardeñes, Y. Moreno, and A. Arenas, Phys. Rev. E 84, 036105 (2011)PLEEE81539-375510.1103/PhysRevE.84.036105] to the discrete-time susceptible-infected-susceptible (SIS) epidemic process and found that the epidemic prevalence obtained by this approach agrees well with that by simulations. However, we found that the approach cannot be straightforwardly extended to a susceptible-infected-recovered (SIR) epidemic process (due to its irreversible property), and the epidemic prevalences obtained by MMCA and Monte Carlo simulations do not match well when the infection probability is just slightly above the epidemic threshold. In this contribution we extend the effective degree Markov-chain approach, proposed for analyzing continuous-time epidemic processes [J. Lindquist, J. Ma, P. Driessche, and F. Willeboordse, J. Math. Biol. 62, 143 (2011)JMBLAJ0303-681210.1007/s00285-010-0331-2], to address discrete-time binary-state (SIS) or three-state (SIR) epidemic processes on uncorrelated complex networks. It is shown that the final epidemic size as well as the time series of infected individuals obtained from this approach agree very well with those by Monte Carlo simulations. Our results are robust to the change of different parameters, including the total population size, the infection probability, the recovery probability, the average degree, and the degree distribution of the underlying networks.

a Probability Model for Drought Prediction Using Fusion of Markov Chain and SAX Methods

NASA Astrophysics Data System (ADS)

Jouybari-Moghaddam, Y.; Saradjian, M. R.; Forati, A. M.

2017-09-01

Drought is one of the most powerful natural disasters which are affected on different aspects of the environment. Most of the time this phenomenon is immense in the arid and semi-arid area. Monitoring and prediction the severity of the drought can be useful in the management of the natural disaster caused by drought. Many indices were used in predicting droughts such as SPI, VCI, and TVX. In this paper, based on three data sets (rainfall, NDVI, and land surface temperature) which are acquired from MODIS satellite imagery, time series of SPI, VCI, and TVX in time limited between winters 2000 to summer 2015 for the east region of Isfahan province were created. Using these indices and fusion of symbolic aggregation approximation and hidden Markov chain drought was predicted for fall 2015. For this purpose, at first, each time series was transformed into the set of quality data based on the state of drought (5 group) by using SAX algorithm then the probability matrix for the future state was created by using Markov hidden chain. The fall drought severity was predicted by fusion the probability matrix and state of drought severity in summer 2015. The prediction based on the likelihood for each state of drought includes severe drought, middle drought, normal drought, severe wet and middle wet. The analysis and experimental result from proposed algorithm show that the product of this algorithm is acceptable and the proposed algorithm is appropriate and efficient for predicting drought using remote sensor data.

MBMC: An Effective Markov Chain Approach for Binning Metagenomic Reads from Environmental Shotgun Sequencing Projects.

PubMed

Wang, Ying; Hu, Haiyan; Li, Xiaoman

2016-08-01

Metagenomics is a next-generation omics field currently impacting postgenomic life sciences and medicine. Binning metagenomic reads is essential for the understanding of microbial function, compositions, and interactions in given environments. Despite the existence of dozens of computational methods for metagenomic read binning, it is still very challenging to bin reads. This is especially true for reads from unknown species, from species with similar abundance, and/or from low-abundance species in environmental samples. In this study, we developed a novel taxonomy-dependent and alignment-free approach called MBMC (Metagenomic Binning by Markov Chains). Different from all existing methods, MBMC bins reads by measuring the similarity of reads to the trained Markov chains for different taxa instead of directly comparing reads with known genomic sequences. By testing on more than 24 simulated and experimental datasets with species of similar abundance, species of low abundance, and/or unknown species, we report here that MBMC reliably grouped reads from different species into separate bins. Compared with four existing approaches, we demonstrated that the performance of MBMC was comparable with existing approaches when binning reads from sequenced species, and superior to existing approaches when binning reads from unknown species. MBMC is a pivotal tool for binning metagenomic reads in the current era of Big Data and postgenomic integrative biology. The MBMC software can be freely downloaded at http://hulab.ucf.edu/research/projects/metagenomics/MBMC.html .

Translation from UML to Markov Model: A Performance Modeling Framework

NASA Astrophysics Data System (ADS)

Khan, Razib Hayat; Heegaard, Poul E.

Performance engineering focuses on the quantitative investigation of the behavior of a system during the early phase of the system development life cycle. Bearing this on mind, we delineate a performance modeling framework of the application for communication system that proposes a translation process from high level UML notation to Continuous Time Markov Chain model (CTMC) and solves the model for relevant performance metrics. The framework utilizes UML collaborations, activity diagrams and deployment diagrams to be used for generating performance model for a communication system. The system dynamics will be captured by UML collaboration and activity diagram as reusable specification building blocks, while deployment diagram highlights the components of the system. The collaboration and activity show how reusable building blocks in the form of collaboration can compose together the service components through input and output pin by highlighting the behavior of the components and later a mapping between collaboration and system component identified by deployment diagram will be delineated. Moreover the UML models are annotated to associate performance related quality of service (QoS) information which is necessary for solving the performance model for relevant performance metrics through our proposed framework. The applicability of our proposed performance modeling framework in performance evaluation is delineated in the context of modeling a communication system.

Harnessing graphical structure in Markov chain Monte Carlo learning

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

Stolorz, P.E.; Chew P.C.

1996-12-31

The Monte Carlo method is recognized as a useful tool in learning and probabilistic inference methods common to many datamining problems. Generalized Hidden Markov Models and Bayes nets are especially popular applications. However, the presence of multiple modes in many relevant integrands and summands often renders the method slow and cumbersome. Recent mean field alternatives designed to speed things up have been inspired by experience gleaned from physics. The current work adopts an approach very similar to this in spirit, but focusses instead upon dynamic programming notions as a basis for producing systematic Monte Carlo improvements. The idea is tomore » approximate a given model by a dynamic programming-style decomposition, which then forms a scaffold upon which to build successively more accurate Monte Carlo approximations. Dynamic programming ideas alone fail to account for non-local structure, while standard Monte Carlo methods essentially ignore all structure. However, suitably-crafted hybrids can successfully exploit the strengths of each method, resulting in algorithms that combine speed with accuracy. The approach relies on the presence of significant {open_quotes}local{close_quotes} information in the problem at hand. This turns out to be a plausible assumption for many important applications. Example calculations are presented, and the overall strengths and weaknesses of the approach are discussed.« less

The genealogical decomposition of a matrix population model with applications to the aggregation of stages.

PubMed

Bienvenu, François; Akçay, Erol; Legendre, Stéphane; McCandlish, David M

2017-06-01

Matrix projection models are a central tool in many areas of population biology. In most applications, one starts from the projection matrix to quantify the asymptotic growth rate of the population (the dominant eigenvalue), the stable stage distribution, and the reproductive values (the dominant right and left eigenvectors, respectively). Any primitive projection matrix also has an associated ergodic Markov chain that contains information about the genealogy of the population. In this paper, we show that these facts can be used to specify any matrix population model as a triple consisting of the ergodic Markov matrix, the dominant eigenvalue and one of the corresponding eigenvectors. This decomposition of the projection matrix separates properties associated with lineages from those associated with individuals. It also clarifies the relationships between many quantities commonly used to describe such models, including the relationship between eigenvalue sensitivities and elasticities. We illustrate the utility of such a decomposition by introducing a new method for aggregating classes in a matrix population model to produce a simpler model with a smaller number of classes. Unlike the standard method, our method has the advantage of preserving reproductive values and elasticities. It also has conceptually satisfying properties such as commuting with changes of units. Copyright © 2017 Elsevier Inc. All rights reserved.

Tracking the visual focus of attention for a varying number of wandering people.

PubMed

Smith, Kevin; Ba, Sileye O; Odobez, Jean-Marc; Gatica-Perez, Daniel

2008-07-01

We define and address the problem of finding the visual focus of attention for a varying number of wandering people (VFOA-W), determining where the people's movement is unconstrained. VFOA-W estimation is a new and important problem with mplications for behavior understanding and cognitive science, as well as real-world applications. One such application, which we present in this article, monitors the attention passers-by pay to an outdoor advertisement. Our approach to the VFOA-W problem proposes a multi-person tracking solution based on a dynamic Bayesian network that simultaneously infers the (variable) number of people in a scene, their body locations, their head locations, and their head pose. For efficient inference in the resulting large variable-dimensional state-space we propose a Reversible Jump Markov Chain Monte Carlo (RJMCMC) sampling scheme, as well as a novel global observation model which determines the number of people in the scene and localizes them. We propose a Gaussian Mixture Model (GMM) and Hidden Markov Model (HMM)-based VFOA-W model which use head pose and location information to determine people's focus state. Our models are evaluated for tracking performance and ability to recognize people looking at an outdoor advertisement, with results indicating good performance on sequences where a moderate number of people pass in front of an advertisement.

Thermodynamically accurate modeling of the catalytic cycle of photosynthetic oxygen evolution: a mathematical solution to asymmetric Markov chains.

PubMed

Vinyard, David J; Zachary, Chase E; Ananyev, Gennady; Dismukes, G Charles

2013-07-01

Forty-three years ago, Kok and coworkers introduced a phenomenological model describing period-four oscillations in O2 flash yields during photosynthetic water oxidation (WOC), which had been first reported by Joliot and coworkers. The original two-parameter Kok model was subsequently extended in its level of complexity to better simulate diverse data sets, including intact cells and isolated PSII-WOCs, but at the expense of introducing physically unrealistic assumptions necessary to enable numerical solutions. To date, analytical solutions have been found only for symmetric Kok models (inefficiencies are equally probable for all intermediates, called "S-states"). However, it is widely accepted that S-state reaction steps are not identical and some are not reversible (by thermodynamic restraints) thereby causing asymmetric cycles. We have developed a mathematically more rigorous foundation that eliminates unphysical assumptions known to be in conflict with experiments and adopts a new experimental constraint on solutions. This new algorithm termed STEAMM for S-state Transition Eigenvalues of Asymmetric Markov Models enables solutions to models having fewer adjustable parameters and uses automated fitting to experimental data sets, yielding higher accuracy and precision than the classic Kok or extended Kok models. This new tool provides a general mathematical framework for analyzing damped oscillations arising from any cycle period using any appropriate Markov model, regardless of symmetry. We illustrate applications of STEAMM that better describe the intrinsic inefficiencies for photon-to-charge conversion within PSII-WOCs that are responsible for damped period-four and period-two oscillations of flash O2 yields across diverse species, while using simpler Markov models free from unrealistic assumptions. Copyright © 2013 Elsevier B.V. All rights reserved.

Pattern identification in time-course gene expression data with the CoGAPS matrix factorization.

PubMed

Fertig, Elana J; Stein-O'Brien, Genevieve; Jaffe, Andrew; Colantuoni, Carlo

2014-01-01

Patterns in time-course gene expression data can represent the biological processes that are active over the measured time period. However, the orthogonality constraint in standard pattern-finding algorithms, including notably principal components analysis (PCA), confounds expression changes resulting from simultaneous, non-orthogonal biological processes. Previously, we have shown that Markov chain Monte Carlo nonnegative matrix factorization algorithms are particularly adept at distinguishing such concurrent patterns. One such matrix factorization is implemented in the software package CoGAPS. We describe the application of this software and several technical considerations for identification of age-related patterns in a public, prefrontal cortex gene expression dataset.

IEEE 802.15.4 MAC with GTS transmission for heterogeneous devices with application to wheelchair body-area sensor networks.

PubMed

Shrestha, Bharat; Hossain, Ekram; Camorlinga, Sergio

2011-09-01

In wireless personal area networks, such as wireless body-area sensor networks, stations or devices have different bandwidth requirements and, thus, create heterogeneous traffics. For such networks, the IEEE 802.15.4 medium access control (MAC) can be used in the beacon-enabled mode, which supports guaranteed time slot (GTS) allocation for time-critical data transmissions. This paper presents a general discrete-time Markov chain model for the IEEE 802.15.4-based networks taking into account the slotted carrier sense multiple access with collision avoidance and GTS transmission phenomena together in the heterogeneous traffic scenario and under nonsaturated condition. For this purpose, the standard GTS allocation scheme is modified. For each non-identical device, the Markov model is solved and the average service time and the service utilization factor are analyzed in the non-saturated mode. The analysis is validated by simulations using network simulator version 2.33. Also, the model is enhanced with a wireless propagation model and the performance of the MAC is evaluated in a wheelchair body-area sensor network scenario.

Hierarchical Bayesian modeling of ionospheric TEC disturbances as non-stationary processes

NASA Astrophysics Data System (ADS)

Seid, Abdu Mohammed; Berhane, Tesfahun; Roininen, Lassi; Nigussie, Melessew

2018-03-01

We model regular and irregular variation of ionospheric total electron content as stationary and non-stationary processes, respectively. We apply the method developed to SCINDA GPS data set observed at Bahir Dar, Ethiopia (11.6 °N, 37.4 °E) . We use hierarchical Bayesian inversion with Gaussian Markov random process priors, and we model the prior parameters in the hyperprior. We use Matérn priors via stochastic partial differential equations, and use scaled Inv -χ2 hyperpriors for the hyperparameters. For drawing posterior estimates, we use Markov Chain Monte Carlo methods: Gibbs sampling and Metropolis-within-Gibbs for parameter and hyperparameter estimations, respectively. This allows us to quantify model parameter estimation uncertainties as well. We demonstrate the applicability of the method proposed using a synthetic test case. Finally, we apply the method to real GPS data set, which we decompose to regular and irregular variation components. The result shows that the approach can be used as an accurate ionospheric disturbance characterization technique that quantifies the total electron content variability with corresponding error uncertainties.

Markov Chain Estimation of Avian Seasonal Fecundity, Presentation

EPA Science Inventory

Avian seasonal fecundity is of interest from evolutionary, ecological, and conservation perspectives. However, direct estimation of seasonal fecundity is difficult, especially with multibrooded birds, and models representing the renesting and quitting processes are usually requi...

Efficient Learning of Continuous-Time Hidden Markov Models for Disease Progression

PubMed Central

Liu, Yu-Ying; Li, Shuang; Li, Fuxin; Song, Le; Rehg, James M.

2016-01-01

The Continuous-Time Hidden Markov Model (CT-HMM) is an attractive approach to modeling disease progression due to its ability to describe noisy observations arriving irregularly in time. However, the lack of an efficient parameter learning algorithm for CT-HMM restricts its use to very small models or requires unrealistic constraints on the state transitions. In this paper, we present the first complete characterization of efficient EM-based learning methods for CT-HMM models. We demonstrate that the learning problem consists of two challenges: the estimation of posterior state probabilities and the computation of end-state conditioned statistics. We solve the first challenge by reformulating the estimation problem in terms of an equivalent discrete time-inhomogeneous hidden Markov model. The second challenge is addressed by adapting three approaches from the continuous time Markov chain literature to the CT-HMM domain. We demonstrate the use of CT-HMMs with more than 100 states to visualize and predict disease progression using a glaucoma dataset and an Alzheimer’s disease dataset. PMID:27019571

Markov chain Monte Carlo techniques and spatial-temporal modelling for medical EIT.

PubMed

West, Robert M; Aykroyd, Robert G; Meng, Sha; Williams, Richard A

2004-02-01

Many imaging problems such as imaging with electrical impedance tomography (EIT) can be shown to be inverse problems: that is either there is no unique solution or the solution does not depend continuously on the data. As a consequence solution of inverse problems based on measured data alone is unstable, particularly if the mapping between the solution distribution and the measurements is also nonlinear as in EIT. To deliver a practical stable solution, it is necessary to make considerable use of prior information or regularization techniques. The role of a Bayesian approach is therefore of fundamental importance, especially when coupled with Markov chain Monte Carlo (MCMC) sampling to provide information about solution behaviour. Spatial smoothing is a commonly used approach to regularization. In the human thorax EIT example considered here nonlinearity increases the difficulty of imaging, using only boundary data, leading to reconstructions which are often rather too smooth. In particular, in medical imaging the resistivity distribution usually contains substantial jumps at the boundaries of different anatomical regions. With spatial smoothing these boundaries can be masked by blurring. This paper focuses on the medical application of EIT to monitor lung and cardiac function and uses explicit geometric information regarding anatomical structure and incorporates temporal correlation. Some simple properties are assumed known, or at least reliably estimated from separate studies, whereas others are estimated from the voltage measurements. This structural formulation will also allow direct estimation of clinically important quantities, such as ejection fraction and residual capacity, along with assessment of precision.

Hot Oxygen Transport Model for Martian Coronal Retrievals with MAVEN's IUVS Instrument

NASA Astrophysics Data System (ADS)

Deighan, Justin; Stewart, I.; Schneider, N.

2013-10-01

One of the primary goals of the upcoming Mars Atmosphere and Volatile EvolutioN (MAVEN) mission is the study of non-thermal escape of atomic oxygen to space. In support of this goal, the Imaging Ultraviolet Spectrograph (IUVS) instrument will make regular observations of the gravitationally bound O corona surrounding the planet. Interpreting these measurements requires a computationally efficient forward model to calculate collisional transport of hot O through the exosphere. To accurately treat the strong forward scattering of O at energies of a few eV, we are developing a model which applies the δ-M approximation from radiative transport theory. This method consolidates the strong forward peak of the scattering phase function into a δ-function, leaving the residual as a sum of smoothly varying Legendre polynomials. Preliminary Monte Carlo results with this approach show great promise, producing coronal O densities and escape rates with accuracies of ~5% or better. Our objective is to integrate this δ-M technique into a Markov-Chain transport model. The Markov-Chain method produces hot O particle densities and velocity distributions as a function of altitude by quantizing all possible particle states and calculating the probabilities of state transition, then solving for equilibrium using standard matrix routines. This allows for forward model run-times on the order of seconds, enabling real-time pipeline retrievals from IUVS measurements. The general method is applicable to rapidly calculating the transport of any strongly forward scattering species through a background medium.

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

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

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

Calibration of terrestrial ecosystem models is important but challenging. Bayesian inference implemented by Markov chain Monte Carlo (MCMC) sampling provides a comprehensive framework to estimate model parameters and associated uncertainties using their posterior distributions. The effectiveness and efficiency of the method strongly depend on the MCMC algorithm used. In this work, a differential evolution adaptive Metropolis (DREAM) algorithm is used to estimate posterior distributions of 21 parameters for the data assimilation linked ecosystem carbon (DALEC) model using 14 years of daily net ecosystem exchange data collected at the Harvard Forest Environmental Measurement Site eddy-flux tower. The calibration of DREAM results inmore » a better model fit and predictive performance compared to the popular adaptive Metropolis (AM) scheme. Moreover, DREAM indicates that two parameters controlling autumn phenology have multiple modes in their posterior distributions while AM only identifies one mode. The application suggests that DREAM is very suitable to calibrate complex terrestrial ecosystem models, where the uncertain parameter size is usually large and existence of local optima is always a concern. In addition, this effort justifies the assumptions of the error model used in Bayesian calibration according to the residual analysis. Here, the result indicates that a heteroscedastic, correlated, Gaussian error model is appropriate for the problem, and the consequent constructed likelihood function can alleviate the underestimation of parameter uncertainty that is usually caused by using uncorrelated error models.« less

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

DOE PAGES

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

2017-09-27

Calibration of terrestrial ecosystem models is important but challenging. Bayesian inference implemented by Markov chain Monte Carlo (MCMC) sampling provides a comprehensive framework to estimate model parameters and associated uncertainties using their posterior distributions. The effectiveness and efficiency of the method strongly depend on the MCMC algorithm used. In this work, a differential evolution adaptive Metropolis (DREAM) algorithm is used to estimate posterior distributions of 21 parameters for the data assimilation linked ecosystem carbon (DALEC) model using 14 years of daily net ecosystem exchange data collected at the Harvard Forest Environmental Measurement Site eddy-flux tower. The calibration of DREAM results inmore » a better model fit and predictive performance compared to the popular adaptive Metropolis (AM) scheme. Moreover, DREAM indicates that two parameters controlling autumn phenology have multiple modes in their posterior distributions while AM only identifies one mode. The application suggests that DREAM is very suitable to calibrate complex terrestrial ecosystem models, where the uncertain parameter size is usually large and existence of local optima is always a concern. In addition, this effort justifies the assumptions of the error model used in Bayesian calibration according to the residual analysis. Here, the result indicates that a heteroscedastic, correlated, Gaussian error model is appropriate for the problem, and the consequent constructed likelihood function can alleviate the underestimation of parameter uncertainty that is usually caused by using uncorrelated error models.« less

Towards robust quantification and reduction of uncertainty in hydrologic predictions: Integration of particle Markov chain Monte Carlo and factorial polynomial chaos expansion

NASA Astrophysics Data System (ADS)

Wang, S.; Huang, G. H.; Baetz, B. W.; Ancell, B. C.

2017-05-01

The particle filtering techniques have been receiving increasing attention from the hydrologic community due to its ability to properly estimate model parameters and states of nonlinear and non-Gaussian systems. To facilitate a robust quantification of uncertainty in hydrologic predictions, it is necessary to explicitly examine the forward propagation and evolution of parameter uncertainties and their interactions that affect the predictive performance. This paper presents a unified probabilistic framework that merges the strengths of particle Markov chain Monte Carlo (PMCMC) and factorial polynomial chaos expansion (FPCE) algorithms to robustly quantify and reduce uncertainties in hydrologic predictions. A Gaussian anamorphosis technique is used to establish a seamless bridge between the data assimilation using the PMCMC and the uncertainty propagation using the FPCE through a straightforward transformation of posterior distributions of model parameters. The unified probabilistic framework is applied to the Xiangxi River watershed of the Three Gorges Reservoir (TGR) region in China to demonstrate its validity and applicability. Results reveal that the degree of spatial variability of soil moisture capacity is the most identifiable model parameter with the fastest convergence through the streamflow assimilation process. The potential interaction between the spatial variability in soil moisture conditions and the maximum soil moisture capacity has the most significant effect on the performance of streamflow predictions. In addition, parameter sensitivities and interactions vary in magnitude and direction over time due to temporal and spatial dynamics of hydrologic processes.

Numerical solutions for patterns statistics on Markov chains.

PubMed

Nuel, Gregory

2006-01-01

We propose here a review of the methods available to compute pattern statistics on text generated by a Markov source. Theoretical, but also numerical aspects are detailed for a wide range of techniques (exact, Gaussian, large deviations, binomial and compound Poisson). The SPatt package (Statistics for Pattern, free software available at http://stat.genopole.cnrs.fr/spatt) implementing all these methods is then used to compare all these approaches in terms of computational time and reliability in the most complete pattern statistics benchmark available at the present time.

Investigation of air transportation technology at Ohio University, 1980. [general aviation aircraft and navigation aids

NASA Technical Reports Server (NTRS)

Mcfarland, R. H.

1981-01-01

Specific configurations of first and second order all digital phase locked loops were analyzed for both ideal and additive gaussian noise inputs. In addition, a design for a hardware digital phase locked loop capable of either first or second order operation was evaluated along with appropriate experimental data obtained from testing of the hardware loop. All parameters chosen for the analysis and the design of the digital phase locked loop were consistent with an application to an Omega navigation receiver although neither the analysis nor the design are limited to this application. For all cases tested, the experimental data showed close agreement with the analytical results indicating that the Markov chain model for first and second order digital phase locked loops are valid.

Bayesian forecasting and uncertainty quantifying of stream flows using Metropolis–Hastings Markov Chain Monte Carlo algorithm

DOE PAGES

Wang, Hongrui; Wang, Cheng; Wang, Ying; ...

2017-04-05

This paper presents a Bayesian approach using Metropolis-Hastings Markov Chain Monte Carlo algorithm and applies this method for daily river flow rate forecast and uncertainty quantification for Zhujiachuan River using data collected from Qiaotoubao Gage Station and other 13 gage stations in Zhujiachuan watershed in China. The proposed method is also compared with the conventional maximum likelihood estimation (MLE) for parameter estimation and quantification of associated uncertainties. While the Bayesian method performs similarly in estimating the mean value of daily flow rate, it performs over the conventional MLE method on uncertainty quantification, providing relatively narrower reliable interval than the MLEmore » confidence interval and thus more precise estimation by using the related information from regional gage stations. As a result, the Bayesian MCMC method might be more favorable in the uncertainty analysis and risk management.« less

A Perron-Frobenius Type of Theorem for Quantum Operations

NASA Astrophysics Data System (ADS)

Lagro, Matthew; Yang, Wei-Shih; Xiong, Sheng

2017-10-01

We define a special class of quantum operations we call Markovian and show that it has the same spectral properties as a corresponding Markov chain. We then consider a convex combination of a quantum operation and a Markovian quantum operation and show that under a norm condition its spectrum has the same properties as in the conclusion of the Perron-Frobenius theorem if its Markovian part does. Moreover, under a compatibility condition of the two operations, we show that its limiting distribution is the same as the corresponding Markov chain. We apply our general results to partially decoherent quantum random walks with decoherence strength 0 ≤ p ≤ 1. We obtain a quantum ergodic theorem for partially decoherent processes. We show that for 0 < p ≤ 1, the limiting distribution of a partially decoherent quantum random walk is the same as the limiting distribution for the classical random walk.

Study of behavior and determination of customer lifetime value(CLV) using Markov chain model

NASA Astrophysics Data System (ADS)

Permana, Dony; Indratno, Sapto Wahyu; Pasaribu, Udjianna S.

2014-03-01

Customer Lifetime Value or CLV is a restriction on interactive marketing to help a company in arranging financial for the marketing of new customer acquisition and customer retention. Additionally CLV can be able to segment customers for financial arrangements. Stochastic models for the fairly new CLV used a Markov chain. In this model customer retention probability and new customer acquisition probability play an important role. This model is originally introduced by Pfeifer and Carraway in 2000 [1]. They introduced several CLV models, one of them only involves customer and former customer. In this paper we expand the model by adding the assumption of the transition from former customer to customer. In the proposed model, the CLV value is higher than the CLV value obtained by Pfeifer and Caraway model. But our model still requires a longer convergence time.

Projection of postgraduate students flow with a smoothing matrix transition diagram of Markov chain

NASA Astrophysics Data System (ADS)

Rahim, Rahela; Ibrahim, Haslinda; Adnan, Farah Adibah

2013-04-01

This paper presents a case study of modeling postgraduate students flow at the College of Art and Sciences, Universiti Utara Malaysia. First, full time postgraduate students and the semester they were in are identified. Then administrative data were used to estimate the transitions between these semesters for the year 2001-2005 periods. Markov chain model is developed to calculate the -5 and -10 years projection of postgraduate students flow at the college. The optimization question addressed in this study is 'Which transitions would sustain the desired structure in the dynamic situation such as trend towards graduation?' The smoothed transition probabilities are proposed to estimate the transition probabilities matrix of 16 × 16. The results shows that using smoothed transition probabilities, the projection number of postgraduate students enrolled in the respective semesters are closer to actual than using the conventional steady states transition probabilities.

Measuring the impact of final demand on global production system based on Markov process

NASA Astrophysics Data System (ADS)

Xing, Lizhi; Guan, Jun; Wu, Shan

2018-07-01

Input-output table is a comprehensive and detailed in describing the national economic systems, consisting of supply and demand information among various industrial sectors. The complex network, a theory and method for measuring the structure of complex system, can depict the structural properties of social and economic systems, and reveal the complicated relationships between the inner hierarchies and the external macroeconomic functions. This paper tried to measure the globalization degree of industrial sectors on the global value chain. Firstly, it constructed inter-country input-output network models to reproduce the topological structure of global economic system. Secondly, it regarded the propagation of intermediate goods on the global value chain as Markov process and introduced counting first passage betweenness to quantify the added processing amount when globally final demand stimulates this production system. Thirdly, it analyzed the features of globalization at both global and country-sector level

An information hidden model holding cover distributions

NASA Astrophysics Data System (ADS)

Fu, Min; Cai, Chao; Dai, Zuxu

2018-03-01

The goal of steganography is to embed secret data into a cover so no one apart from the sender and intended recipients can find the secret data. Usually, the way the cover changing was decided by a hidden function. There were no existing model could be used to find an optimal function which can greatly reduce the distortion the cover suffered. This paper considers the cover carrying secret message as a random Markov chain, taking the advantages of a deterministic relation between initial distributions and transferring matrix of the Markov chain, and takes the transferring matrix as a constriction to decrease statistical distortion the cover suffered in the process of information hiding. Furthermore, a hidden function is designed and the transferring matrix is also presented to be a matrix from the original cover to the stego cover. Experiment results show that the new model preserves a consistent statistical characterizations of original and stego cover.

Markov Chain Monte Carlo Methods for Bayesian Data Analysis in Astronomy

NASA Astrophysics Data System (ADS)

Sharma, Sanjib

2017-08-01

Markov Chain Monte Carlo based Bayesian data analysis has now become the method of choice for analyzing and interpreting data in almost all disciplines of science. In astronomy, over the last decade, we have also seen a steady increase in the number of papers that employ Monte Carlo based Bayesian analysis. New, efficient Monte Carlo based methods are continuously being developed and explored. In this review, we first explain the basics of Bayesian theory and discuss how to set up data analysis problems within this framework. Next, we provide an overview of various Monte Carlo based methods for performing Bayesian data analysis. Finally, we discuss advanced ideas that enable us to tackle complex problems and thus hold great promise for the future. We also distribute downloadable computer software (available at https://github.com/sanjibs/bmcmc/ ) that implements some of the algorithms and examples discussed here.

Markov chain sampling of the O(n) loop models on the infinite plane

NASA Astrophysics Data System (ADS)

Herdeiro, Victor

2017-07-01

A numerical method was recently proposed in Herdeiro and Doyon [Phys. Rev. E 94, 043322 (2016), 10.1103/PhysRevE.94.043322] showing a precise sampling of the infinite plane two-dimensional critical Ising model for finite lattice subsections. The present note extends the method to a larger class of models, namely the O(n) loop gas models for n ∈(1 ,2 ] . We argue that even though the Gibbs measure is nonlocal, it is factorizable on finite subsections when sufficient information on the loops touching the boundaries is stored. Our results attempt to show that provided an efficient Markov chain mixing algorithm and an improved discrete lattice dilation procedure the planar limit of the O(n) models can be numerically studied with efficiency similar to the Ising case. This confirms that scale invariance is the only requirement for the present numerical method to work.

Simplification of reversible Markov chains by removal of states with low equilibrium occupancy.

PubMed

Ullah, Ghanim; Bruno, William J; Pearson, John E

2012-10-21

We present a practical method for simplifying Markov chains on a potentially large state space when detailed balance holds. A simple and transparent technique is introduced to remove states with low equilibrium occupancy. The resulting system has fewer parameters. The resulting effective rates between the remaining nodes give dynamics identical to the original system's except on very fast timescales. This procedure amounts to using separation of timescales to neglect small capacitance nodes in a network of resistors and capacitors. We illustrate the technique by simplifying various reaction networks, including transforming an acyclic four-node network to a three-node cyclic network. For a reaction step in which a ligand binds, the law of mass action implies a forward rate proportional to ligand concentration. The effective rates in the simplified network are found to be rational functions of ligand concentration. Copyright © 2012 Elsevier Ltd. All rights reserved.

Using Markov Chains and Multi-Objective Optimization for Energy-Efficient Context Recognition †

PubMed Central

Janko, Vito

2017-01-01

The recognition of the user’s context with wearable sensing systems is a common problem in ubiquitous computing. However, the typically small battery of such systems often makes continuous recognition impractical. The strain on the battery can be reduced if the sensor setting is adapted to each context. We propose a method that efficiently finds near-optimal sensor settings for each context. It uses Markov chains to simulate the behavior of the system in different configurations and the multi-objective genetic algorithm to find a set of good non-dominated configurations. The method was evaluated on three real-life datasets and found good trade-offs between the system’s energy expenditure and the system’s accuracy. One of the solutions, for example, consumed five-times less energy than the default one, while sacrificing only two percentage points of accuracy. PMID:29286301

A methodology for stochastic analysis of share prices as Markov chains with finite states.

PubMed

Mettle, Felix Okoe; Quaye, Enoch Nii Boi; Laryea, Ravenhill Adjetey

2014-01-01

Price volatilities make stock investments risky, leaving investors in critical position when uncertain decision is made. To improve investor evaluation confidence on exchange markets, while not using time series methodology, we specify equity price change as a stochastic process assumed to possess Markov dependency with respective state transition probabilities matrices following the identified state pace (i.e. decrease, stable or increase). We established that identified states communicate, and that the chains are aperiodic and ergodic thus possessing limiting distributions. We developed a methodology for determining expected mean return time for stock price increases and also establish criteria for improving investment decision based on highest transition probabilities, lowest mean return time and highest limiting distributions. We further developed an R algorithm for running the methodology introduced. The established methodology is applied to selected equities from Ghana Stock Exchange weekly trading data.

Traces of business cycles in credit-rating migrations

PubMed Central

Boreiko, Dmitri; Kaniovski, Serguei; Pflug, Georg

2017-01-01

Using migration data of a rating agency, this paper attempts to quantify the impact of macroeconomic conditions on credit-rating migrations. The migrations are modeled as a coupled Markov chain, where the macroeconomic factors are represented by unobserved tendency variables. In the simplest case, these binary random variables are static and credit-class-specific. A generalization treats tendency variables evolving as a time-homogeneous Markov chain. A more detailed analysis assumes a tendency variable for every combination of a credit class and an industry. The models are tested on a Standard and Poor’s (S&P’s) dataset. Parameters are estimated by the maximum likelihood method. According to the estimates, the investment-grade financial institutions evolve independently of the rest of the economy represented by the data. This might be an evidence of implicit too-big-to-fail bail-out guarantee policies of the regulatory authorities. PMID:28426758

Auxiliary Parameter MCMC for Exponential Random Graph Models

NASA Astrophysics Data System (ADS)

Byshkin, Maksym; Stivala, Alex; Mira, Antonietta; Krause, Rolf; Robins, Garry; Lomi, Alessandro

2016-11-01

Exponential random graph models (ERGMs) are a well-established family of statistical models for analyzing social networks. Computational complexity has so far limited the appeal of ERGMs for the analysis of large social networks. Efficient computational methods are highly desirable in order to extend the empirical scope of ERGMs. In this paper we report results of a research project on the development of snowball sampling methods for ERGMs. We propose an auxiliary parameter Markov chain Monte Carlo (MCMC) algorithm for sampling from the relevant probability distributions. The method is designed to decrease the number of allowed network states without worsening the mixing of the Markov chains, and suggests a new approach for the developments of MCMC samplers for ERGMs. We demonstrate the method on both simulated and actual (empirical) network data and show that it reduces CPU time for parameter estimation by an order of magnitude compared to current MCMC methods.

A graphical language for reliability model generation

NASA Technical Reports Server (NTRS)

Howell, Sandra V.; Bavuso, Salvatore J.; Haley, Pamela J.

1990-01-01

A graphical interface capability of the hybrid automated reliability predictor (HARP) is described. The graphics-oriented (GO) module provides the user with a graphical language for modeling system failure modes through the selection of various fault tree gates, including sequence dependency gates, or by a Markov chain. With this graphical input language, a fault tree becomes a convenient notation for describing a system. In accounting for any sequence dependencies, HARP converts the fault-tree notation to a complex stochastic process that is reduced to a Markov chain which it can then solve for system reliability. The graphics capability is available for use on an IBM-compatible PC, a Sun, and a VAX workstation. The GO module is written in the C programming language and uses the Graphical Kernel System (GKS) standard for graphics implementation. The PC, VAX, and Sun versions of the HARP GO module are currently in beta-testing.

Study of behavior and determination of customer lifetime value(CLV) using Markov chain model

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

Permana, Dony, E-mail: donypermana@students.itb.ac.id; Indratno, Sapto Wahyu; Pasaribu, Udjianna S.

Customer Lifetime Value or CLV is a restriction on interactive marketing to help a company in arranging financial for the marketing of new customer acquisition and customer retention. Additionally CLV can be able to segment customers for financial arrangements. Stochastic models for the fairly new CLV used a Markov chain. In this model customer retention probability and new customer acquisition probability play an important role. This model is originally introduced by Pfeifer and Carraway in 2000 [1]. They introduced several CLV models, one of them only involves customer and former customer. In this paper we expand the model by addingmore » the assumption of the transition from former customer to customer. In the proposed model, the CLV value is higher than the CLV value obtained by Pfeifer and Caraway model. But our model still requires a longer convergence time.« less

Nested Interrupt Analysis of Low Cost and High Performance Embedded Systems Using GSPN Framework

NASA Astrophysics Data System (ADS)

Lin, Cheng-Min

Interrupt service routines are a key technology for embedded systems. In this paper, we introduce the standard approach for using Generalized Stochastic Petri Nets (GSPNs) as a high-level model for generating CTMC Continuous-Time Markov Chains (CTMCs) and then use Markov Reward Models (MRMs) to compute the performance for embedded systems. This framework is employed to analyze two embedded controllers with low cost and high performance, ARM7 and Cortex-M3. Cortex-M3 is designed with a tail-chaining mechanism to improve the performance of ARM7 when a nested interrupt occurs on an embedded controller. The Platform Independent Petri net Editor 2 (PIPE2) tool is used to model and evaluate the controllers in terms of power consumption and interrupt overhead performance. Using numerical results, in spite of the power consumption or interrupt overhead, Cortex-M3 performs better than ARM7.

Traces of business cycles in credit-rating migrations.

PubMed

Boreiko, Dmitri; Kaniovski, Serguei; Kaniovski, Yuri; Pflug, Georg

2017-01-01

Using migration data of a rating agency, this paper attempts to quantify the impact of macroeconomic conditions on credit-rating migrations. The migrations are modeled as a coupled Markov chain, where the macroeconomic factors are represented by unobserved tendency variables. In the simplest case, these binary random variables are static and credit-class-specific. A generalization treats tendency variables evolving as a time-homogeneous Markov chain. A more detailed analysis assumes a tendency variable for every combination of a credit class and an industry. The models are tested on a Standard and Poor's (S&P's) dataset. Parameters are estimated by the maximum likelihood method. According to the estimates, the investment-grade financial institutions evolve independently of the rest of the economy represented by the data. This might be an evidence of implicit too-big-to-fail bail-out guarantee policies of the regulatory authorities.

RESPONDENT-DRIVEN SAMPLING AS MARKOV CHAIN MONTE CARLO

PubMed Central

GOEL, SHARAD; SALGANIK, MATTHEW J.

2013-01-01

Respondent-driven sampling (RDS) is a recently introduced, and now widely used, technique for estimating disease prevalence in hidden populations. RDS data are collected through a snowball mechanism, in which current sample members recruit future sample members. In this paper we present respondent-driven sampling as Markov chain Monte Carlo (MCMC) importance sampling, and we examine the effects of community structure and the recruitment procedure on the variance of RDS estimates. Past work has assumed that the variance of RDS estimates is primarily affected by segregation between healthy and infected individuals. We examine an illustrative model to show that this is not necessarily the case, and that bottlenecks anywhere in the networks can substantially affect estimates. We also show that variance is inflated by a common design feature in which sample members are encouraged to recruit multiple future sample members. The paper concludes with suggestions for implementing and evaluating respondent-driven sampling studies. PMID:19572381

Respondent-driven sampling as Markov chain Monte Carlo.

PubMed

Goel, Sharad; Salganik, Matthew J

2009-07-30

Respondent-driven sampling (RDS) is a recently introduced, and now widely used, technique for estimating disease prevalence in hidden populations. RDS data are collected through a snowball mechanism, in which current sample members recruit future sample members. In this paper we present RDS as Markov chain Monte Carlo importance sampling, and we examine the effects of community structure and the recruitment procedure on the variance of RDS estimates. Past work has assumed that the variance of RDS estimates is primarily affected by segregation between healthy and infected individuals. We examine an illustrative model to show that this is not necessarily the case, and that bottlenecks anywhere in the networks can substantially affect estimates. We also show that variance is inflated by a common design feature in which the sample members are encouraged to recruit multiple future sample members. The paper concludes with suggestions for implementing and evaluating RDS studies.

Delirium superimposed on dementia: defining disease states and course from longitudinal measurements of a multivariate index using latent class analysis and hidden Markov chains.

PubMed

Ciampi, Antonio; Dyachenko, Alina; Cole, Martin; McCusker, Jane

2011-12-01

The study of mental disorders in the elderly presents substantial challenges due to population heterogeneity, coexistence of different mental disorders, and diagnostic uncertainty. While reliable tools have been developed to collect relevant data, new approaches to study design and analysis are needed. We focus on a new analytic approach. Our framework is based on latent class analysis and hidden Markov chains. From repeated measurements of a multivariate disease index, we extract the notion of underlying state of a patient at a time point. The course of the disorder is then a sequence of transitions among states. States and transitions are not observable; however, the probability of being in a state at a time point, and the transition probabilities from one state to another over time can be estimated. Data from 444 patients with and without diagnosis of delirium and dementia were available from a previous study. The Delirium Index was measured at diagnosis, and at 2 and 6 months from diagnosis. Four latent classes were identified: fairly healthy, moderately ill, clearly sick, and very sick. Dementia and delirium could not be separated on the basis of these data alone. Indeed, as the probability of delirium increased, so did the probability of decline of mental functions. Eight most probable courses were identified, including good and poor stable courses, and courses exhibiting various patterns of improvement. Latent class analysis and hidden Markov chains offer a promising tool for studying mental disorders in the elderly. Its use may show its full potential as new data become available.

Estimating the ratios of the stationary distribution values for Markov chains modeling evolutionary algorithms.

PubMed

Mitavskiy, Boris; Cannings, Chris

2009-01-01

The evolutionary algorithm stochastic process is well-known to be Markovian. These have been under investigation in much of the theoretical evolutionary computing research. When the mutation rate is positive, the Markov chain modeling of an evolutionary algorithm is irreducible and, therefore, has a unique stationary distribution. Rather little is known about the stationary distribution. In fact, the only quantitative facts established so far tell us that the stationary distributions of Markov chains modeling evolutionary algorithms concentrate on uniform populations (i.e., those populations consisting of a repeated copy of the same individual). At the same time, knowing the stationary distribution may provide some information about the expected time it takes for the algorithm to reach a certain solution, assessment of the biases due to recombination and selection, and is of importance in population genetics to assess what is called a "genetic load" (see the introduction for more details). In the recent joint works of the first author, some bounds have been established on the rates at which the stationary distribution concentrates on the uniform populations. The primary tool used in these papers is the "quotient construction" method. It turns out that the quotient construction method can be exploited to derive much more informative bounds on ratios of the stationary distribution values of various subsets of the state space. In fact, some of the bounds obtained in the current work are expressed in terms of the parameters involved in all the three main stages of an evolutionary algorithm: namely, selection, recombination, and mutation.

[Application of Markov model in post-marketing pharmacoeconomic evaluation of traditional Chinese medicine].

PubMed

Wang, Xin; Su, Xia; Sun, Wentao; Xie, Yanming; Wang, Yongyan

2011-10-01

In post-marketing study of traditional Chinese medicine (TCM), pharmacoeconomic evaluation has an important applied significance. However, the economic literatures of TCM have been unable to fully and accurately reflect the unique overall outcomes of treatment with TCM. For the special nature of TCM itself, we recommend that Markov model could be introduced into post-marketing pharmacoeconomic evaluation of TCM, and also explore the feasibility of model application. Markov model can extrapolate the study time horizon, suit with effectiveness indicators of TCM, and provide measurable comprehensive outcome. In addition, Markov model can promote the development of TCM quality of life scale and the methodology of post-marketing pharmacoeconomic evaluation.

S-SPatt: simple statistics for patterns on Markov chains.

PubMed

Nuel, Grégory

2005-07-01

S-SPatt allows the counting of patterns occurrences in text files and, assuming these texts are generated from a random Markovian source, the computation of the P-value of a given observation using a simple binomial approximation.

A Markov model of the Indus script

PubMed Central

Rao, Rajesh P. N.; Yadav, Nisha; Vahia, Mayank N.; Joglekar, Hrishikesh; Adhikari, R.; Mahadevan, Iravatham

2009-01-01

Although no historical information exists about the Indus civilization (flourished ca. 2600–1900 B.C.), archaeologists have uncovered about 3,800 short samples of a script that was used throughout the civilization. The script remains undeciphered, despite a large number of attempts and claimed decipherments over the past 80 years. Here, we propose the use of probabilistic models to analyze the structure of the Indus script. The goal is to reveal, through probabilistic analysis, syntactic patterns that could point the way to eventual decipherment. We illustrate the approach using a simple Markov chain model to capture sequential dependencies between signs in the Indus script. The trained model allows new sample texts to be generated, revealing recurring patterns of signs that could potentially form functional subunits of a possible underlying language. The model also provides a quantitative way of testing whether a particular string belongs to the putative language as captured by the Markov model. Application of this test to Indus seals found in Mesopotamia and other sites in West Asia reveals that the script may have been used to express different content in these regions. Finally, we show how missing, ambiguous, or unreadable signs on damaged objects can be filled in with most likely predictions from the model. Taken together, our results indicate that the Indus script exhibits rich synactic structure and the ability to represent diverse content. both of which are suggestive of a linguistic writing system rather than a nonlinguistic symbol system. PMID:19666571

Markov Chains for Investigating and Predicting Migration: A Case from Southwestern China

NASA Astrophysics Data System (ADS)

Qin, Bo; Wang, Yiyu; Xu, Haoming

2018-03-01

In order to accurately predict the population’s happiness, this paper conducted two demographic surveys on a new district of a city in western China, and carried out a dynamic analysis using related mathematical methods. This paper argues that the migration of migrants in the city will change the pattern of spatial distribution of human resources in the city and thus affect the social and economic development in all districts. The migration status of the population will change randomly with the passage of time, so it can be predicted and analyzed through the Markov process. The Markov process provides the local government and decision-making bureau a valid basis for the dynamic analysis of the mobility of migrants in the city as well as the ways for promoting happiness of local people’s lives.

On the stochastic dissemination of faults in an admissible network

NASA Technical Reports Server (NTRS)

Kyrala, A.

1987-01-01

The dynamic distribution of faults in a general type network is discussed. The starting point is a uniquely branched network in which each pair of nodes is connected by a single branch. Mathematical expressions for the uniquely branched network transition matrix are derived to show that sufficient stationarity exists to ensure the validity of the use of the Markov Chain model to analyze networks. In addition the conditions for the use of Semi-Markov models are discussed. General mathematical expressions are derived in an examination of branch redundancy techniques commonly used to increase reliability.

Graph transformation method for calculating waiting times in Markov chains.

PubMed

Trygubenko, Semen A; Wales, David J

2006-06-21

We describe an exact approach for calculating transition probabilities and waiting times in finite-state discrete-time Markov processes. All the states and the rules for transitions between them must be known in advance. We can then calculate averages over a given ensemble of paths for both additive and multiplicative properties in a nonstochastic and noniterative fashion. In particular, we can calculate the mean first-passage time between arbitrary groups of stationary points for discrete path sampling databases, and hence extract phenomenological rate constants. We present a number of examples to demonstrate the efficiency and robustness of this approach.

Communication: Introducing prescribed biases in out-of-equilibrium Markov models

NASA Astrophysics Data System (ADS)

Dixit, Purushottam D.

2018-03-01

Markov models are often used in modeling complex out-of-equilibrium chemical and biochemical systems. However, many times their predictions do not agree with experiments. We need a systematic framework to update existing Markov models to make them consistent with constraints that are derived from experiments. Here, we present a framework based on the principle of maximum relative path entropy (minimum Kullback-Leibler divergence) to update Markov models using stationary state and dynamical trajectory-based constraints. We illustrate the framework using a biochemical model network of growth factor-based signaling. We also show how to find the closest detailed balanced Markov model to a given Markov model. Further applications and generalizations are discussed.

Frequentist and Bayesian Orbital Parameter Estimaton from Radial Velocity Data Using RVLIN, BOOTTRAN, and RUN DMC

NASA Astrophysics Data System (ADS)

Nelson, Benjamin Earl; Wright, Jason Thomas; Wang, Sharon

2015-08-01

For this hack session, we will present three tools used in analyses of radial velocity exoplanet systems. RVLIN is a set of IDL routines used to quickly fit an arbitrary number of Keplerian curves to radial velocity data to find adequate parameter point estimates. BOOTTRAN is an IDL-based extension of RVLIN to provide orbital parameter uncertainties using bootstrap based on a Keplerian model. RUN DMC is a highly parallelized Markov chain Monte Carlo algorithm that employs an n-body model, primarily used for dynamically complex or poorly constrained exoplanet systems. We will compare the performance of these tools and their applications to various exoplanet systems.

Fast method for reactor and feature scale coupling in ALD and CVD

DOEpatents

Yanguas-Gil, Angel; Elam, Jeffrey W.

2017-08-08

Transport and surface chemistry of certain deposition techniques is modeled. Methods provide a model of the transport inside nanostructures as a single-particle discrete Markov chain process. This approach decouples the complexity of the surface chemistry from the transport model, thus allowing its application under general surface chemistry conditions, including atomic layer deposition (ALD) and chemical vapor deposition (CVD). Methods provide for determination of determine statistical information of the trajectory of individual molecules, such as the average interaction time or the number of wall collisions for molecules entering the nanostructures as well as to track the relative contributions to thin-film growth of different independent reaction pathways at each point of the feature.

Effects of ignoring baseline on modeling transitions from intact cognition to dementia.

PubMed

Yu, Lei; Tyas, Suzanne L; Snowdon, David A; Kryscio, Richard J

2009-07-01

This paper evaluates the effect of ignoring baseline when modeling transitions from intact cognition to dementia with mild cognitive impairment (MCI) and global impairment (GI) as intervening cognitive states. Transitions among states are modeled by a discrete-time Markov chain having three transient (intact cognition, MCI, and GI) and two competing absorbing states (death and dementia). Transition probabilities depend on two covariates, age and the presence/absence of an apolipoprotein E-epsilon4 allele, through a multinomial logistic model with shared random effects. Results are illustrated with an application to the Nun Study, a cohort of 678 participants 75+ years of age at baseline and followed longitudinally with up to ten cognitive assessments per nun.

Stormwater quality modelling in combined sewers: calibration and uncertainty analysis.

PubMed

Kanso, A; Chebbo, G; Tassin, B

2005-01-01

Estimating the level of uncertainty in urban stormwater quality models is vital for their utilization. This paper presents the results of application of a Monte Carlo Markov Chain method based on the Bayesian theory for the calibration and uncertainty analysis of a storm water quality model commonly used in available software. The tested model uses a hydrologic/hydrodynamic scheme to estimate the accumulation, the erosion and the transport of pollutants on surfaces and in sewers. It was calibrated for four different initial conditions of in-sewer deposits. Calibration results showed large variability in the model's responses in function of the initial conditions. They demonstrated that the model's predictive capacity is very low.

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

USGS Publications Warehouse

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

2010-01-01

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

A Perron-Frobenius type of theorem for quantum operations

NASA Astrophysics Data System (ADS)

Lagro, Matthew

Quantum random walks are a generalization of classical Markovian random walks to a quantum mechanical or quantum computing setting. Quantum walks have promising applications but are complicated by quantum decoherence. We prove that the long-time limiting behavior of the class of quantum operations which are the convex combination of norm one operators is governed by the eigenvectors with norm one eigenvalues which are shared by the operators. This class includes all operations formed by a coherent operation with positive probability of orthogonal measurement at each step. We also prove that any operation that has range contained in a low enough dimension subspace of the space of density operators has limiting behavior isomorphic to an associated Markov chain. A particular class of such operations are coherent operations followed by an orthogonal measurement. Applications of the convergence theorems to quantum walks are given.

AN EMPIRICAL FORMULA FOR THE DISTRIBUTION FUNCTION OF A THIN EXPONENTIAL DISC

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

Sharma, Sanjib; Bland-Hawthorn, Joss

2013-08-20

An empirical formula for a Shu distribution function that reproduces a thin disc with exponential surface density to good accuracy is presented. The formula has two free parameters that specify the functional form of the velocity dispersion. Conventionally, this requires the use of an iterative algorithm to produce the correct solution, which is computationally taxing for applications like Markov Chain Monte Carlo model fitting. The formula has been shown to work for flat, rising, and falling rotation curves. Application of this methodology to one of the Dehnen distribution functions is also shown. Finally, an extension of this formula to reproducemore » velocity dispersion profiles that are an exponential function of radius is also presented. Our empirical formula should greatly aid the efficient comparison of disc models with large stellar surveys or N-body simulations.« less

Hideen Markov Models and Neural Networks for Fault Detection in Dynamic Systems

NASA Technical Reports Server (NTRS)

Smyth, Padhraic

1994-01-01

None given. (From conclusion): Neural networks plus Hidden Markov Models(HMM)can provide excellene detection and false alarm rate performance in fault detection applications. Modified models allow for novelty detection. Also covers some key contributions of neural network model, and application status.

Markovian Interpretations of Dual Retrieval Processes

PubMed Central

Gomes, C. F. A.; Nakamura, K.; Reyna, V. F.

2013-01-01

A half-century ago, at the dawn of the all-or-none learning era, Estes showed that finite Markov chains supply a tractable, comprehensive framework for discrete-change data of the sort that he envisioned for shifts in conditioning states in stimulus sampling theory. Shortly thereafter, such data rapidly accumulated in many spheres of human learning and animal conditioning, and Estes’ work stimulated vigorous development of Markov models to handle them. A key outcome was that the data of the workhorse paradigms of episodic memory, recognition and recall, proved to be one- and two-stage Markovian, respectively, to close approximations. Subsequently, Markov modeling of recognition and recall all but disappeared from the literature, but it is now reemerging in the wake of dual-process conceptions of episodic memory. In recall, in particular, Markov models are being used to measure two retrieval operations (direct access and reconstruction) and a slave familiarity operation. In the present paper, we develop this family of models and present the requisite machinery for fit evaluation and significance testing. Results are reviewed from selected experiments in which the recall models were used to understand dual memory processes. PMID:24948840

A reversible-jump Markov chain Monte Carlo algorithm for 1D inversion of magnetotelluric data

NASA Astrophysics Data System (ADS)

Mandolesi, Eric; Ogaya, Xenia; Campanyà, Joan; Piana Agostinetti, Nicola

2018-04-01

This paper presents a new computer code developed to solve the 1D magnetotelluric (MT) inverse problem using a Bayesian trans-dimensional Markov chain Monte Carlo algorithm. MT data are sensitive to the depth-distribution of rock electric conductivity (or its reciprocal, resistivity). The solution provided is a probability distribution - the so-called posterior probability distribution (PPD) for the conductivity at depth, together with the PPD of the interface depths. The PPD is sampled via a reversible-jump Markov Chain Monte Carlo (rjMcMC) algorithm, using a modified Metropolis-Hastings (MH) rule to accept or discard candidate models along the chains. As the optimal parameterization for the inversion process is generally unknown a trans-dimensional approach is used to allow the dataset itself to indicate the most probable number of parameters needed to sample the PPD. The algorithm is tested against two simulated datasets and a set of MT data acquired in the Clare Basin (County Clare, Ireland). For the simulated datasets the correct number of conductive layers at depth and the associated electrical conductivity values is retrieved, together with reasonable estimates of the uncertainties on the investigated parameters. Results from the inversion of field measurements are compared with results obtained using a deterministic method and with well-log data from a nearby borehole. The PPD is in good agreement with the well-log data, showing as a main structure a high conductive layer associated with the Clare Shale formation. In this study, we demonstrate that our new code go beyond algorithms developend using a linear inversion scheme, as it can be used: (1) to by-pass the subjective choices in the 1D parameterizations, i.e. the number of horizontal layers in the 1D parameterization, and (2) to estimate realistic uncertainties on the retrieved parameters. The algorithm is implemented using a simple MPI approach, where independent chains run on isolated CPU, to take full advantage of parallel computer architectures. In case of a large number of data, a master/slave appoach can be used, where the master CPU samples the parameter space and the slave CPUs compute forward solutions.

Forecasting land-cover growth using remotely sensed data: a case study of the Igneada protection area in Turkey.

PubMed

Bozkaya, A Gonca; Balcik, Filiz Bektas; Goksel, Cigdem; Esbah, Hayriye

2015-03-01

Human activities in many parts of the world have greatly affected natural areas. Therefore, monitoring and forecasting of land-cover changes are important components for sustainable utilization, conservation, and development of these areas. This research has been conducted on Igneada, a legally protected area on the northwest coast of Turkey, which is famous for its unique, mangrove forests. The main focus of this study was to apply a land use and cover model that could quantitatively and graphically present the changes and its impacts on Igneada landscapes in the future. In this study, a Markov chain-based, stochastic Markov model and cellular automata Markov model were used. These models were calibrated using a time series of developed areas derived from Landsat Thematic Mapper (TM) imagery between 1990 and 2010 that also projected future growth to 2030. The results showed that CA Markov yielded reliable information better than St. Markov model. The findings displayed constant but overall slight increase of settlement and forest cover, and slight decrease of agricultural lands. However, even the slightest unsustainable change can put a significant pressure on the sensitive ecosystems of Igneada. Therefore, the management of the protected area should not only focus on the landscape composition but also pay attention to landscape configuration.

Open Markov Processes and Reaction Networks

NASA Astrophysics Data System (ADS)

Swistock Pollard, Blake Stephen

We begin by defining the concept of `open' Markov processes, which are continuous-time Markov chains where probability can flow in and out through certain `boundary' states. We study open Markov processes which in the absence of such boundary flows admit equilibrium states satisfying detailed balance, meaning that the net flow of probability vanishes between all pairs of states. External couplings which fix the probabilities of boundary states can maintain such systems in non-equilibrium steady states in which non-zero probability currents flow. We show that these non-equilibrium steady states minimize a quadratic form which we call 'dissipation.' This is closely related to Prigogine's principle of minimum entropy production. We bound the rate of change of the entropy of a driven non-equilibrium steady state relative to the underlying equilibrium state in terms of the flow of probability through the boundary of the process. We then consider open Markov processes as morphisms in a symmetric monoidal category by splitting up their boundary states into certain sets of `inputs' and `outputs.' Composition corresponds to gluing the outputs of one such open Markov process onto the inputs of another so that the probability flowing out of the first process is equal to the probability flowing into the second. Tensoring in this category corresponds to placing two such systems side by side. We construct a `black-box' functor characterizing the behavior of an open Markov process in terms of the space of possible steady state probabilities and probability currents along the boundary. The fact that this is a functor means that the behavior of a composite open Markov process can be computed by composing the behaviors of the open Markov processes from which it is composed. We prove a similar black-boxing theorem for reaction networks whose dynamics are given by the non-linear rate equation. Along the way we describe a more general category of open dynamical systems where composition corresponds to gluing together open dynamical systems.

Computational Toxicology of Chloroform: Reverse Dosimetry Using Bayesian Inference, Markov Chain Monte Carlo Simulation, and Human Biomonitoring Data

PubMed Central

Lyons, Michael A.; Yang, Raymond S.H.; Mayeno, Arthur N.; Reisfeld, Brad

2008-01-01

Background One problem of interpreting population-based biomonitoring data is the reconstruction of corresponding external exposure in cases where no such data are available. Objectives We demonstrate the use of a computational framework that integrates physiologically based pharmacokinetic (PBPK) modeling, Bayesian inference, and Markov chain Monte Carlo simulation to obtain a population estimate of environmental chloroform source concentrations consistent with human biomonitoring data. The biomonitoring data consist of chloroform blood concentrations measured as part of the Third National Health and Nutrition Examination Survey (NHANES III), and for which no corresponding exposure data were collected. Methods We used a combined PBPK and shower exposure model to consider several routes and sources of exposure: ingestion of tap water, inhalation of ambient household air, and inhalation and dermal absorption while showering. We determined posterior distributions for chloroform concentration in tap water and ambient household air using U.S. Environmental Protection Agency Total Exposure Assessment Methodology (TEAM) data as prior distributions for the Bayesian analysis. Results Posterior distributions for exposure indicate that 95% of the population represented by the NHANES III data had likely chloroform exposures ≤ 67 μg/L in tap water and ≤ 0.02 μg/L in ambient household air. Conclusions Our results demonstrate the application of computer simulation to aid in the interpretation of human biomonitoring data in the context of the exposure–health evaluation–risk assessment continuum. These results should be considered as a demonstration of the method and can be improved with the addition of more detailed data. PMID:18709138

Bayesian Inference on Malignant Breast Cancer in Nigeria: A Diagnosis of MCMC Convergence

PubMed Central

Ogunsakin, Ropo Ebenezer; Siaka, Lougue

2017-01-01

Background: There has been no previous study to classify malignant breast tumor in details based on Markov Chain Monte Carlo (MCMC) convergence in Western, Nigeria. This study therefore aims to profile patients living with benign and malignant breast tumor in two different hospitals among women of Western Nigeria, with a focus on prognostic factors and MCMC convergence. Materials and Methods: A hospital-based record was used to identify prognostic factors for malignant breast cancer among women of Western Nigeria. This paper describes Bayesian inference and demonstrates its usage to estimation of parameters of the logistic regression via Markov Chain Monte Carlo (MCMC) algorithm. The result of the Bayesian approach is compared with the classical statistics. Results: The mean age of the respondents was 42.2 ±16.6 years with 52% of the women aged between 35-49 years. The results of both techniques suggest that age and women with at least high school education have a significantly higher risk of being diagnosed with malignant breast tumors than benign breast tumors. The results also indicate a reduction of standard errors is associated with the coefficients obtained from the Bayesian approach. In addition, simulation result reveal that women with at least high school are 1.3 times more at risk of having malignant breast lesion in western Nigeria compared to benign breast lesion. Conclusion: We concluded that more efforts are required towards creating awareness and advocacy campaigns on how the prevalence of malignant breast lesions can be reduced, especially among women. The application of Bayesian produces precise estimates for modeling malignant breast cancer. PMID:29072396

A general model for likelihood computations of genetic marker data accounting for linkage, linkage disequilibrium, and mutations.

PubMed

Kling, Daniel; Tillmar, Andreas; Egeland, Thore; Mostad, Petter

2015-09-01

Several applications necessitate an unbiased determination of relatedness, be it in linkage or association studies or in a forensic setting. An appropriate model to compute the joint probability of some genetic data for a set of persons given some hypothesis about the pedigree structure is then required. The increasing number of markers available through high-density SNP microarray typing and NGS technologies intensifies the demand, where using a large number of markers may lead to biased results due to strong dependencies between closely located loci, both within pedigrees (linkage) and in the population (allelic association or linkage disequilibrium (LD)). We present a new general model, based on a Markov chain for inheritance patterns and another Markov chain for founder allele patterns, the latter allowing us to account for LD. We also demonstrate a specific implementation for X chromosomal markers that allows for computation of likelihoods based on hypotheses of alleged relationships and genetic marker data. The algorithm can simultaneously account for linkage, LD, and mutations. We demonstrate its feasibility using simulated examples. The algorithm is implemented in the software FamLinkX, providing a user-friendly GUI for Windows systems (FamLinkX, as well as further usage instructions, is freely available at www.famlink.se ). Our software provides the necessary means to solve cases where no previous implementation exists. In addition, the software has the possibility to perform simulations in order to further study the impact of linkage and LD on computed likelihoods for an arbitrary set of markers.

New insights into galaxy structure from GALPHAT- I. Motivation, methodology and benchmarks for Sérsic models

NASA Astrophysics Data System (ADS)

Yoon, Ilsang; Weinberg, Martin D.; Katz, Neal

2011-06-01

We introduce a new galaxy image decomposition tool, GALPHAT (GALaxy PHotometric ATtributes), which is a front-end application of the Bayesian Inference Engine (BIE), a parallel Markov chain Monte Carlo package, to provide full posterior probability distributions and reliable confidence intervals for all model parameters. The BIE relies on GALPHAT to compute the likelihood function. GALPHAT generates scale-free cumulative image tables for the desired model family with precise error control. Interpolation of this table yields accurate pixellated images with any centre, scale and inclination angle. GALPHAT then rotates the image by position angle using a Fourier shift theorem, yielding high-speed, accurate likelihood computation. We benchmark this approach using an ensemble of simulated Sérsic model galaxies over a wide range of observational conditions: the signal-to-noise ratio S/N, the ratio of galaxy size to the point spread function (PSF) and the image size, and errors in the assumed PSF; and a range of structural parameters: the half-light radius re and the Sérsic index n. We characterize the strength of parameter covariance in the Sérsic model, which increases with S/N and n, and the results strongly motivate the need for the full posterior probability distribution in galaxy morphology analyses and later inferences. The test results for simulated galaxies successfully demonstrate that, with a careful choice of Markov chain Monte Carlo algorithms and fast model image generation, GALPHAT is a powerful analysis tool for reliably inferring morphological parameters from a large ensemble of galaxies over a wide range of different observational conditions.

Accelerating Monte Carlo molecular simulations by reweighting and reconstructing Markov chains: Extrapolation of canonical ensemble averages and second derivatives to different temperature and density conditions

NASA Astrophysics Data System (ADS)

Kadoura, Ahmad; Sun, Shuyu; Salama, Amgad

2014-08-01

Accurate determination of thermodynamic properties of petroleum reservoir fluids is of great interest to many applications, especially in petroleum engineering and chemical engineering. Molecular simulation has many appealing features, especially its requirement of fewer tuned parameters but yet better predicting capability; however it is well known that molecular simulation is very CPU expensive, as compared to equation of state approaches. We have recently introduced an efficient thermodynamically consistent technique to regenerate rapidly Monte Carlo Markov Chains (MCMCs) at different thermodynamic conditions from the existing data points that have been pre-computed with expensive classical simulation. This technique can speed up the simulation more than a million times, making the regenerated molecular simulation almost as fast as equation of state approaches. In this paper, this technique is first briefly reviewed and then numerically investigated in its capability of predicting ensemble averages of primary quantities at different neighboring thermodynamic conditions to the original simulated MCMCs. Moreover, this extrapolation technique is extended to predict second derivative properties (e.g. heat capacity and fluid compressibility). The method works by reweighting and reconstructing generated MCMCs in canonical ensemble for Lennard-Jones particles. In this paper, system's potential energy, pressure, isochoric heat capacity and isothermal compressibility along isochors, isotherms and paths of changing temperature and density from the original simulated points were extrapolated. Finally, an optimized set of Lennard-Jones parameters (ε, σ) for single site models were proposed for methane, nitrogen and carbon monoxide.

EFFICIENT MODEL-FITTING AND MODEL-COMPARISON FOR HIGH-DIMENSIONAL BAYESIAN GEOSTATISTICAL MODELS. (R826887)

EPA Science Inventory

Geostatistical models are appropriate for spatially distributed data measured at irregularly spaced locations. We propose an efficient Markov chain Monte Carlo (MCMC) algorithm for fitting Bayesian geostatistical models with substantial numbers of unknown parameters to sizable...

MODELING SPATIAL VARIABILITY WITH ONE- AND MULTI-DIMENSIONAL MARKOV CHAINS. (R825433)

EPA Science Inventory

The perspectives, information and conclusions conveyed in research project abstracts, progress reports, final reports, journal abstracts and journal publications convey the viewpoints of the principal investigator and may not represent the views and policies of ORD and EPA. Concl...

INCLUDING TRANSITION PROBABILITIES IN NEST SURVIVAL ESTIMATION: A MAYFIELD MARKOV CHAIN

EPA Science Inventory

This manuscript is primarily an exploration of the statistical properties of nest-survival estimates for terrestrial songbirds. The Mayfield formulation described herein should allow researchers to test for complicated effects of stressors on daily survival and overall success, i...

Methodology of homogeneous and non-homogeneous Markov Chains for modeling bridge element deterioration.

DOT National Transportation Integrated Search

2008-08-01

Bridge management is an important activity of transportation agencies in the US : and in many other countries. A critical aspect of bridge management is to reliably predict : the deterioration of bridge structures, so that appropriate or optimal acti...

Crime Specialization, Seriousness Progression, and Markov Chains.

ERIC Educational Resources Information Center

Holland, Terrill R.; McGarvey, Bill

1984-01-01

Subjected sequences of violent and nonviolent offenses to log-linear analyses of the stabilities and magnitudes of their transition probabilities. Results were seen to support previous research in which nonviolent criminality emerged as more fundamental than violence in potential for pattern development. (LLL)

Classical Markov Chains: A Unifying Framework for Understanding Avian Reproductive Success

EPA Science Inventory

Traditional methods for monitoring and analysis of avian nesting success have several important shortcomings, including 1) inability to handle multiple classes of nest failure, and 2) inability to provide estimates of annual reproductive success (because birds can, and typically ...

Multivariate longitudinal data analysis with mixed effects hidden Markov models.

PubMed

Raffa, Jesse D; Dubin, Joel A

2015-09-01

Multiple longitudinal responses are often collected as a means to capture relevant features of the true outcome of interest, which is often hidden and not directly measurable. We outline an approach which models these multivariate longitudinal responses as generated from a hidden disease process. We propose a class of models which uses a hidden Markov model with separate but correlated random effects between multiple longitudinal responses. This approach was motivated by a smoking cessation clinical trial, where a bivariate longitudinal response involving both a continuous and a binomial response was collected for each participant to monitor smoking behavior. A Bayesian method using Markov chain Monte Carlo is used. Comparison of separate univariate response models to the bivariate response models was undertaken. Our methods are demonstrated on the smoking cessation clinical trial dataset, and properties of our approach are examined through extensive simulation studies. © 2015, The International Biometric Society.

Pattern statistics on Markov chains and sensitivity to parameter estimation

PubMed Central

Nuel, Grégory

2006-01-01

Background: In order to compute pattern statistics in computational biology a Markov model is commonly used to take into account the sequence composition. Usually its parameter must be estimated. The aim of this paper is to determine how sensitive these statistics are to parameter estimation, and what are the consequences of this variability on pattern studies (finding the most over-represented words in a genome, the most significant common words to a set of sequences,...). Results: In the particular case where pattern statistics (overlap counting only) computed through binomial approximations we use the delta-method to give an explicit expression of σ, the standard deviation of a pattern statistic. This result is validated using simulations and a simple pattern study is also considered. Conclusion: We establish that the use of high order Markov model could easily lead to major mistakes due to the high sensitivity of pattern statistics to parameter estimation. PMID:17044916

Pattern statistics on Markov chains and sensitivity to parameter estimation.

PubMed

Nuel, Grégory

2006-10-17

In order to compute pattern statistics in computational biology a Markov model is commonly used to take into account the sequence composition. Usually its parameter must be estimated. The aim of this paper is to determine how sensitive these statistics are to parameter estimation, and what are the consequences of this variability on pattern studies (finding the most over-represented words in a genome, the most significant common words to a set of sequences,...). In the particular case where pattern statistics (overlap counting only) computed through binomial approximations we use the delta-method to give an explicit expression of sigma, the standard deviation of a pattern statistic. This result is validated using simulations and a simple pattern study is also considered. We establish that the use of high order Markov model could easily lead to major mistakes due to the high sensitivity of pattern statistics to parameter estimation.

Site-percolation threshold of carbon nanotube fibers-Fast inspection of percolation with Markov stochastic theory

NASA Astrophysics Data System (ADS)

Xu, Fangbo; Xu, Zhiping; Yakobson, Boris I.

2014-08-01

We present a site-percolation model based on a modified FCC lattice, as well as an efficient algorithm of inspecting percolation which takes advantage of the Markov stochastic theory, in order to study the percolation threshold of carbon nanotube (CNT) fibers. Our Markov-chain based algorithm carries out the inspection of percolation by performing repeated sparse matrix-vector multiplications, which allows parallelized computation to accelerate the inspection for a given configuration. With this approach, we determine that the site-percolation transition of CNT fibers occurs at pc=0.1533±0.0013, and analyze the dependence of the effective percolation threshold (corresponding to 0.5 percolation probability) on the length and the aspect ratio of a CNT fiber on a finite-size-scaling basis. We also discuss the aspect ratio dependence of percolation probability with various values of p (not restricted to pc).

A Markov Chain Model for Changes in Users' Assessment of Search Results.

PubMed

Zhitomirsky-Geffet, Maayan; Bar-Ilan, Judit; Levene, Mark

2016-01-01

Previous research shows that users tend to change their assessment of search results over time. This is a first study that investigates the factors and reasons for these changes, and describes a stochastic model of user behaviour that may explain these changes. In particular, we hypothesise that most of the changes are local, i.e. between results with similar or close relevance to the query, and thus belong to the same"coarse" relevance category. According to the theory of coarse beliefs and categorical thinking, humans tend to divide the range of values under consideration into coarse categories, and are thus able to distinguish only between cross-category values but not within them. To test this hypothesis we conducted five experiments with about 120 subjects divided into 3 groups. Each student in every group was asked to rank and assign relevance scores to the same set of search results over two or three rounds, with a period of three to nine weeks between each round. The subjects of the last three-round experiment were then exposed to the differences in their judgements and were asked to explain them. We make use of a Markov chain model to measure change in users' judgments between the different rounds. The Markov chain demonstrates that the changes converge, and that a majority of the changes are local to a neighbouring relevance category. We found that most of the subjects were satisfied with their changes, and did not perceive them as mistakes but rather as a legitimate phenomenon, since they believe that time has influenced their relevance assessment. Both our quantitative analysis and user comments support the hypothesis of the existence of coarse relevance categories resulting from categorical thinking in the context of user evaluation of search results.

Annealed Importance Sampling Reversible Jump MCMC algorithms

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

Karagiannis, Georgios; Andrieu, Christophe

2013-03-20

It will soon be 20 years since reversible jump Markov chain Monte Carlo (RJ-MCMC) algorithms have been proposed. They have significantly extended the scope of Markov chain Monte Carlo simulation methods, offering the promise to be able to routinely tackle transdimensional sampling problems, as encountered in Bayesian model selection problems for example, in a principled and flexible fashion. Their practical efficient implementation, however, still remains a challenge. A particular difficulty encountered in practice is in the choice of the dimension matching variables (both their nature and their distribution) and the reversible transformations which allow one to define the one-to-one mappingsmore » underpinning the design of these algorithms. Indeed, even seemingly sensible choices can lead to algorithms with very poor performance. The focus of this paper is the development and performance evaluation of a method, annealed importance sampling RJ-MCMC (aisRJ), which addresses this problem by mitigating the sensitivity of RJ-MCMC algorithms to the aforementioned poor design. As we shall see the algorithm can be understood as being an “exact approximation” of an idealized MCMC algorithm that would sample from the model probabilities directly in a model selection set-up. Such an idealized algorithm may have good theoretical convergence properties, but typically cannot be implemented, and our algorithms can approximate the performance of such idealized algorithms to an arbitrary degree while not introducing any bias for any degree of approximation. Our approach combines the dimension matching ideas of RJ-MCMC with annealed importance sampling and its Markov chain Monte Carlo implementation. We illustrate the performance of the algorithm with numerical simulations which indicate that, although the approach may at first appear computationally involved, it is in fact competitive.« less

A Markov Chain Model for Changes in Users’ Assessment of Search Results

PubMed Central

Zhitomirsky-Geffet, Maayan; Bar-Ilan, Judit; Levene, Mark

2016-01-01

Previous research shows that users tend to change their assessment of search results over time. This is a first study that investigates the factors and reasons for these changes, and describes a stochastic model of user behaviour that may explain these changes. In particular, we hypothesise that most of the changes are local, i.e. between results with similar or close relevance to the query, and thus belong to the same”coarse” relevance category. According to the theory of coarse beliefs and categorical thinking, humans tend to divide the range of values under consideration into coarse categories, and are thus able to distinguish only between cross-category values but not within them. To test this hypothesis we conducted five experiments with about 120 subjects divided into 3 groups. Each student in every group was asked to rank and assign relevance scores to the same set of search results over two or three rounds, with a period of three to nine weeks between each round. The subjects of the last three-round experiment were then exposed to the differences in their judgements and were asked to explain them. We make use of a Markov chain model to measure change in users’ judgments between the different rounds. The Markov chain demonstrates that the changes converge, and that a majority of the changes are local to a neighbouring relevance category. We found that most of the subjects were satisfied with their changes, and did not perceive them as mistakes but rather as a legitimate phenomenon, since they believe that time has influenced their relevance assessment. Both our quantitative analysis and user comments support the hypothesis of the existence of coarse relevance categories resulting from categorical thinking in the context of user evaluation of search results. PMID:27171426

A stochastic Markov chain model to describe lung cancer growth and metastasis.

PubMed

Newton, Paul K; Mason, Jeremy; Bethel, Kelly; Bazhenova, Lyudmila A; Nieva, Jorge; Kuhn, Peter

2012-01-01

A stochastic Markov chain model for metastatic progression is developed for primary lung cancer based on a network construction of metastatic sites with dynamics modeled as an ensemble of random walkers on the network. We calculate a transition matrix, with entries (transition probabilities) interpreted as random variables, and use it to construct a circular bi-directional network of primary and metastatic locations based on postmortem tissue analysis of 3827 autopsies on untreated patients documenting all primary tumor locations and metastatic sites from this population. The resulting 50 potential metastatic sites are connected by directed edges with distributed weightings, where the site connections and weightings are obtained by calculating the entries of an ensemble of transition matrices so that the steady-state distribution obtained from the long-time limit of the Markov chain dynamical system corresponds to the ensemble metastatic distribution obtained from the autopsy data set. We condition our search for a transition matrix on an initial distribution of metastatic tumors obtained from the data set. Through an iterative numerical search procedure, we adjust the entries of a sequence of approximations until a transition matrix with the correct steady-state is found (up to a numerical threshold). Since this constrained linear optimization problem is underdetermined, we characterize the statistical variance of the ensemble of transition matrices calculated using the means and variances of their singular value distributions as a diagnostic tool. We interpret the ensemble averaged transition probabilities as (approximately) normally distributed random variables. The model allows us to simulate and quantify disease progression pathways and timescales of progression from the lung position to other sites and we highlight several key findings based on the model.

Effects of tour boats on dolphin activity examined with sensitivity analysis of Markov chains.

PubMed

Dans, Silvana Laura; Degrati, Mariana; Pedraza, Susana Noemí; Crespo, Enrique Alberto

2012-08-01

In Patagonia, Argentina, watching dolphins, especially dusky dolphins (Lagenorhynchus obscurus), is a new tourist activity. Feeding time decreases and time to return to feeding after feeding is abandoned and time it takes a group of dolphins to feed increase in the presence of boats. Such effects on feeding behavior may exert energetic costs on dolphins and thus reduce an individual's survival and reproductive capacity or maybe associated with shifts in distribution. We sought to predict which behavioral changes modify the activity pattern of dolphins the most. We modeled behavioral sequences of dusky dolphins with Markov chains. We calculated transition probabilities from one activity to another and arranged them in a stochastic matrix model. The proportion of time dolphins dedicated to a given activity (activity budget) and the time it took a dolphin to resume that activity after it had been abandoned (recurrence time) were calculated. We used a sensitivity analysis of Markov chains to calculate the sensitivity of the time budget and the activity-resumption time to changes in behavioral transition probabilities. Feeding-time budget was most sensitive to changes in the probability of dolphins switching from traveling to feeding behavior and of maintaining feeding behavior. Thus, an increase in these probabilities would be associated with the largest reduction in the time dedicated to feeding. A reduction in the probability of changing from traveling to feeding would also be associated with the largest increases in the time it takes dolphins to resume feeding. To approach dolphins when they are traveling would not affect behavior less because presence of the boat may keep dolphins from returning to feeding. Our results may help operators of dolphin-watching vessels minimize negative effects on dolphins. ©2012 Society for Conservation Biology.

MCMC-ODPR: primer design optimization using Markov Chain Monte Carlo sampling.

PubMed

Kitchen, James L; Moore, Jonathan D; Palmer, Sarah A; Allaby, Robin G

2012-11-05

Next generation sequencing technologies often require numerous primer designs that require good target coverage that can be financially costly. We aimed to develop a system that would implement primer reuse to design degenerate primers that could be designed around SNPs, thus find the fewest necessary primers and the lowest cost whilst maintaining an acceptable coverage and provide a cost effective solution. We have implemented Metropolis-Hastings Markov Chain Monte Carlo for optimizing primer reuse. We call it the Markov Chain Monte Carlo Optimized Degenerate Primer Reuse (MCMC-ODPR) algorithm. After repeating the program 1020 times to assess the variance, an average of 17.14% fewer primers were found to be necessary using MCMC-ODPR for an equivalent coverage without implementing primer reuse. The algorithm was able to reuse primers up to five times. We compared MCMC-ODPR with single sequence primer design programs Primer3 and Primer-BLAST and achieved a lower primer cost per amplicon base covered of 0.21 and 0.19 and 0.18 primer nucleotides on three separate gene sequences, respectively. With multiple sequences, MCMC-ODPR achieved a lower cost per base covered of 0.19 than programs BatchPrimer3 and PAMPS, which achieved 0.25 and 0.64 primer nucleotides, respectively. MCMC-ODPR is a useful tool for designing primers at various melting temperatures at good target coverage. By combining degeneracy with optimal primer reuse the user may increase coverage of sequences amplified by the designed primers at significantly lower costs. Our analyses showed that overall MCMC-ODPR outperformed the other primer-design programs in our study in terms of cost per covered base.

MCMC-ODPR: Primer design optimization using Markov Chain Monte Carlo sampling

PubMed Central

2012-01-01

Background Next generation sequencing technologies often require numerous primer designs that require good target coverage that can be financially costly. We aimed to develop a system that would implement primer reuse to design degenerate primers that could be designed around SNPs, thus find the fewest necessary primers and the lowest cost whilst maintaining an acceptable coverage and provide a cost effective solution. We have implemented Metropolis-Hastings Markov Chain Monte Carlo for optimizing primer reuse. We call it the Markov Chain Monte Carlo Optimized Degenerate Primer Reuse (MCMC-ODPR) algorithm. Results After repeating the program 1020 times to assess the variance, an average of 17.14% fewer primers were found to be necessary using MCMC-ODPR for an equivalent coverage without implementing primer reuse. The algorithm was able to reuse primers up to five times. We compared MCMC-ODPR with single sequence primer design programs Primer3 and Primer-BLAST and achieved a lower primer cost per amplicon base covered of 0.21 and 0.19 and 0.18 primer nucleotides on three separate gene sequences, respectively. With multiple sequences, MCMC-ODPR achieved a lower cost per base covered of 0.19 than programs BatchPrimer3 and PAMPS, which achieved 0.25 and 0.64 primer nucleotides, respectively. Conclusions MCMC-ODPR is a useful tool for designing primers at various melting temperatures at good target coverage. By combining degeneracy with optimal primer reuse the user may increase coverage of sequences amplified by the designed primers at significantly lower costs. Our analyses showed that overall MCMC-ODPR outperformed the other primer-design programs in our study in terms of cost per covered base. PMID:23126469

Un formalisme de systemes a sauts pour la recirculation optimale des casses dans une machine a papier

NASA Astrophysics Data System (ADS)

Khanbaghi, Maryam

Increasing closure of white water circuits is making mill productivity and quality of paper produced increasingly affected by the occurrence of paper breaks. In this thesis the main objective is the development of white water and broke recirculation policies. The thesis consists of three main parts, respectively corresponding to the synthesis of a statistical model of paper breaks in a paper mill, the basic mathematical setup for the formulation of white water and broke recirculation policies in the mill as a jump linear quadratic regulation problem, and finally the tuning of the control law based on first passage-time theory, and its extension to the case of control sensitive paper break rates. More specifically, in the first part a statistical model of paper machine breaks is developed. We start from the hypothesis that the breaks process is a Markov chain with three states: the first state is the operational one, while the two others are associated with the general types of paper-breaks that can take place in the mill (wet breaks and dry breaks). The Markovian hypothesis is empirically validated. We also establish how paper-break rates are correlated with machine speed and broke recirculation ratio. Subsequently, we show how the obtained Markov chain model of paper-breaks can be used to formulate a machine operating speed parameter optimization problem. In the second part, upon recognizing that paper breaks can be modelled as a Markov chain type of process which, when interacting with the continuous mill dynamics, yields a jump Markov model, jump linear theory is proposed as a means of constructing white water and broke recirculation strategies which minimize process variability. Reduced process variability comes at the expense of relatively large swings in white water and broke tanks level. Since the linear design does not specifically account for constraints on the state-space, under the resulting law, damaging events of tank overflow or emptiness can occur. A heuristic simulation-based approach is proposed to choose the performance measure design parameters to keep the mean time between incidents of fluid in broke and white water tanks either overflowing, or reaching dangerously low levels, sufficiently long. In the third part, a methodology, mainly founded on the first passage-time theory of stochastic processes, is proposed to choose the performance measure design parameters to limit process variability while accounting for the possibility of undesirable tank overflows or tank emptiness. The heart of the approach is an approximation technique for evaluating mean first passage-times of the controlled tanks levels. This technique appears to have an applicability which largely exceeds the problem area it was designed for. Furthermore, the introduction of control sensitive break rates and the analysis of the ensuing control problem are presented. This is to account for the experimentally observed increase in breaks concomitant with flow rate variability.

A Markov chain analysis of the movements of juvenile salmonids in the forebay of McNary Dam, Washington and Oregon, 2006-09

USGS Publications Warehouse

Adams, Noah S.; Hatton, Tyson W.

2012-01-01

Passage and survival data for yearling and subyearling Chinook salmon and juvenile steelhead were collected at McNary Dam between 2006 and 2009. These data have provided critical information for resource managers to implement structural and operational changes designed to improve the survival of juvenile salmonids as they migrate past the dam. Much of the information collected at McNary Dam was in the form of three-dimensional tracks of fish movements in the forebay. These data depicted the behavior of multiple species (in three dimensions) during different diel periods, spill conditions, powerhouse operations, and test configurations of the surface bypass structures (temporary spillway weirs; TSWs). One of the challenges in reporting three-dimensional results is presenting the information in a manner that allows interested parties to summarize the behavior of many fish over many different conditions across multiple years. To accomplish this, we investigated the feasibility of using a Markov chain analysis to characterize fish movement patterns in the forebay of McNary Dam. The Markov chain analysis is one way that can be used to summarize numerically the behavior of fish in the forebay. Numerically summarizing the behavior of juvenile salmonids in the forebay of McNary Dam using the Markov chain analysis allowed us to confirm what had been previously summarized using visualization software. For example, proportions of yearling and subyearling Chinook salmon passing the three powerhouse areas was often greater in the southern and middle areas, compared to the northern area. The opposite generally was observed for steelhead. Results of this analysis also allowed us to confirm and quantify the extent of milling behavior that had been observed for steelhead. For fish that were first detected in the powerhouse region, less than 0.10 of the steelhead, on average, passed within each of the powerhouse areas. Instead, steelhead transitioned to adjoining areas in the spillway before passing the dam. In comparison, greater than 0.20 of the Chinook salmon passed within the powerhouse areas. Less milling behavior was observed for all species for fish that first approached the spillway. Compared to the powerhouse areas, a higher proportion of fish, regardless of species, passed the spillway areas and fewer transitioned to adjoining areas in the powerhouse. In addition to quantifying what had been previously speculated about the behavior of fish in the forebay of McNary Dam, the Markov chain analysis refined our understanding of how fish behavior and passage can be influenced by changes to the operations and structure of McNary Dam. For example, the addition of TSWs to the spillway area clearly influenced the passage of fish. Previous results have been reported showing that TSWs increased the number of fish passing through non-turbine routes and the fish-track videos indicated, in general, how fish behaved before passing through the TSWs. However, the analysis presented in this report allowed us to better understand how fish moved across the face of the dam before passing the TSWs and provided a way to quantify the effect of TSW location. Installation of the TSWs in bays 22 and 20 clearly increased passage proportions through the southern one-third of the spillway area for all species, most significantly for steelhead. When the TSWs were moved to bays 19 and 20 in 2008, overall passage through the southern one-third of the spillway remained higher than 2006, but decreased from what was observed in 2007. Shifting the TSWs to the north decreased the proportion of fish passing through the TSWs and increased the number of fish that moved to adjoining areas before passing the dam. Perhaps the most interesting new information to come out of the two-step Markov chain analysis relates to how the performance of the TSWs was influenced by their proximity to the powerhouse. During 2007, the highest proportion of fish passing through TSW22 was for fish that transitioned from the powerhouse area. In contrast, a relatively low proportion of fish passed through TSW20 after coming from the powerhouse area. Instead, the proportion of fish that passed TSW20 after coming from the northern part of the spillway was twice as high as the proportion of fish that passed through TSW20 after coming from the powerhouse. During 2008, the TSW in bay 22 was moved to bay 19, leaving the TSW in bay 20 as the one closest to the powerhouse. As was the case when a TSW was located in bay 22; the proportion of fish passing TSW20 after coming from the powerhouse was greater than the proportion of fish passing through TSW20 after coming from the northern part of the spillway. Passage proportions for fish passing through TSW19, the farthest north of the two TSWs during 2008, was higher for fish that came from the northern part of the spillway compared to the proportion of fish that passed through TSW19 after coming from the powerhouse. The Markov chain analysis provided a mathematical way to characterize fish behavior in the forebay of McNary Dam and helped refine our understanding of how fish movements were influenced by operational and structural changes at McNary Dam. The Markov chain analysis also could be used to examine how future structural and operational changes proposed for McNary Dam might influence the passage of juvenile salmonids.

Approximate Bayesian Computation Using Markov Chain Monte Carlo Simulation: Theory, Concepts, and Applications

NASA Astrophysics Data System (ADS)

Sadegh, M.; Vrugt, J. A.

2013-12-01

The ever increasing pace of computational power, along with continued advances in measurement technologies and improvements in process understanding has stimulated the development of increasingly complex hydrologic models that simulate soil moisture flow, groundwater recharge, surface runoff, root water uptake, and river discharge at increasingly finer spatial and temporal scales. Reconciling these system models with field and remote sensing data is a difficult task, particularly because average measures of model/data similarity inherently lack the power to provide a meaningful comparative evaluation of the consistency in model form and function. The very construction of the likelihood function - as a summary variable of the (usually averaged) properties of the error residuals - dilutes and mixes the available information into an index having little remaining correspondence to specific behaviors of the system (Gupta et al., 2008). The quest for a more powerful method for model evaluation has inspired Vrugt and Sadegh [2013] to introduce "likelihood-free" inference as vehicle for diagnostic model evaluation. This class of methods is also referred to as Approximate Bayesian Computation (ABC) and relaxes the need for an explicit likelihood function in favor of one or multiple different summary statistics rooted in hydrologic theory that together have a much stronger and compelling diagnostic power than some aggregated measure of the size of the error residuals. Here, we will introduce an efficient ABC sampling method that is orders of magnitude faster in exploring the posterior parameter distribution than commonly used rejection and Population Monte Carlo (PMC) samplers. Our methodology uses Markov Chain Monte Carlo simulation with DREAM, and takes advantage of a simple computational trick to resolve discontinuity problems with the application of set-theoretic summary statistics. We will also demonstrate a set of summary statistics that are rather insensitive to errors in the forcing data. This enhances prospects of detecting model structural deficiencies.

Improving the Fitness of High-Dimensional Biomechanical Models via Data-Driven Stochastic Exploration

PubMed Central

Bustamante, Carlos D.; Valero-Cuevas, Francisco J.

2010-01-01

The field of complex biomechanical modeling has begun to rely on Monte Carlo techniques to investigate the effects of parameter variability and measurement uncertainty on model outputs, search for optimal parameter combinations, and define model limitations. However, advanced stochastic methods to perform data-driven explorations, such as Markov chain Monte Carlo (MCMC), become necessary as the number of model parameters increases. Here, we demonstrate the feasibility and, what to our knowledge is, the first use of an MCMC approach to improve the fitness of realistically large biomechanical models. We used a Metropolis–Hastings algorithm to search increasingly complex parameter landscapes (3, 8, 24, and 36 dimensions) to uncover underlying distributions of anatomical parameters of a “truth model” of the human thumb on the basis of simulated kinematic data (thumbnail location, orientation, and linear and angular velocities) polluted by zero-mean, uncorrelated multivariate Gaussian “measurement noise.” Driven by these data, ten Markov chains searched each model parameter space for the subspace that best fit the data (posterior distribution). As expected, the convergence time increased, more local minima were found, and marginal distributions broadened as the parameter space complexity increased. In the 36-D scenario, some chains found local minima but the majority of chains converged to the true posterior distribution (confirmed using a cross-validation dataset), thus demonstrating the feasibility and utility of these methods for realistically large biomechanical problems. PMID:19272906

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

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

Lu, Dan; Ricciuto, Daniel; Walker, Anthony

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

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

DOE PAGES

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

2017-02-22

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

Simulating reservoir lithologies by an actively conditioned Markov chain model

NASA Astrophysics Data System (ADS)

Feng, Runhai; Luthi, Stefan M.; Gisolf, Dries

2018-06-01

The coupled Markov chain model can be used to simulate reservoir lithologies between wells, by conditioning them on the observed data in the cored wells. However, with this method, only the state at the same depth as the current cell is going to be used for conditioning, which may be a problem if the geological layers are dipping. This will cause the simulated lithological layers to be broken or to become discontinuous across the reservoir. In order to address this problem, an actively conditioned process is proposed here, in which a tolerance angle is predefined. The states contained in the region constrained by the tolerance angle will be employed for conditioning in the horizontal chain first, after which a coupling concept with the vertical chain is implemented. In order to use the same horizontal transition matrix for different future states, the tolerance angle has to be small. This allows the method to work in reservoirs without complex structures caused by depositional processes or tectonic deformations. Directional artefacts in the modeling process are avoided through a careful choice of the simulation path. The tolerance angle and dipping direction of the strata can be obtained from a correlation between wells, or from seismic data, which are available in most hydrocarbon reservoirs, either by interpretation or by inversion that can also assist the construction of a horizontal probability matrix.

A power-efficient communication system between brain-implantable devices and external computers.

PubMed

Yao, Ning; Lee, Heung-No; Chang, Cheng-Chun; Sclabassi, Robert J; Sun, Mingui

2007-01-01

In this paper, we propose a power efficient communication system for linking a brain-implantable device to an external system. For battery powered implantable devices, the processor and the transmitter power should be reduced in order to both conserve battery power and reduce the health risks associated with transmission. To accomplish this, a joint source-channel coding/decoding system is devised. Low-density generator matrix (LDGM) codes are used in our system due to their low encoding complexity. The power cost for signal processing within the implantable device is greatly reduced by avoiding explicit source encoding. Raw data which is highly correlated is transmitted. At the receiver, a Markov chain source correlation model is utilized to approximate and capture the correlation of raw data. A turbo iterative receiver algorithm is designed which connects the Markov chain source model to the LDGM decoder in a turbo-iterative way. Simulation results show that the proposed system can save up to 1 to 2.5 dB on transmission power.

Sanov and central limit theorems for output statistics of quantum Markov chains

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

Horssen, Merlijn van, E-mail: merlijn.vanhorssen@nottingham.ac.uk; Guţă, Mădălin, E-mail: madalin.guta@nottingham.ac.uk

2015-02-15

In this paper, we consider the statistics of repeated measurements on the output of a quantum Markov chain. We establish a large deviations result analogous to Sanov’s theorem for the multi-site empirical measure associated to finite sequences of consecutive outcomes of a classical stochastic process. Our result relies on the construction of an extended quantum transition operator (which keeps track of previous outcomes) in terms of which we compute moment generating functions, and whose spectral radius is related to the large deviations rate function. As a corollary to this, we obtain a central limit theorem for the empirical measure. Suchmore » higher level statistics may be used to uncover critical behaviour such as dynamical phase transitions, which are not captured by lower level statistics such as the sample mean. As a step in this direction, we give an example of a finite system whose level-1 (empirical mean) rate function is independent of a model parameter while the level-2 (empirical measure) rate is not.« less

Unfolding Neutron Spectrum with Markov Chain Monte Carlo at MIT Research Reactor with He-3 Neutral Current Detectors

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

Leder, A.; Anderson, A. J.; Billard, J.

2018-02-02

The Ricochet experiment seeks to measure Coherent (neutral-current) Elastic Neutrino-Nucleus Scattering (CEνNS) using dark-matter-style detectors with sub-keV thresholds placed near a neutrino source, such as the MIT (research) Reactor (MITR), which operates at 5.5 MW generating approximately 2.2 × 1018 ν/second in its core. Currently, Ricochet is characterizing the backgrounds at MITR, the main component of which comes in the form of neutrons emitted from the core simultaneous with the neutrino signal. To characterize this background, we wrapped Bonner cylinders around a 32He thermal neutron detector, whose data was then unfolded via a Markov Chain Monte Carlo (MCMC) to produce a neutron energymore » spectrum across several orders of magnitude. We discuss the resulting spectrum and its implications for deploying Ricochet at the MITR site as well as the feasibility of reducing this background level via the addition of polyethylene shielding around the detector setup.« less

Unfolding neutron spectrum with Markov Chain Monte Carlo at MIT research Reactor with He-3 Neutral Current Detectors

NASA Astrophysics Data System (ADS)

Leder, A.; Anderson, A. J.; Billard, J.; Figueroa-Feliciano, E.; Formaggio, J. A.; Hasselkus, C.; Newman, E.; Palladino, K.; Phuthi, M.; Winslow, L.; Zhang, L.

2018-02-01

The Ricochet experiment seeks to measure Coherent (neutral-current) Elastic Neutrino-Nucleus Scattering (CEνNS) using dark-matter-style detectors with sub-keV thresholds placed near a neutrino source, such as the MIT (research) Reactor (MITR), which operates at 5.5 MW generating approximately 2.2 × 1018 ν/second in its core. Currently, Ricochet is characterizing the backgrounds at MITR, the main component of which comes in the form of neutrons emitted from the core simultaneous with the neutrino signal. To characterize this background, we wrapped Bonner cylinders around a 32He thermal neutron detector, whose data was then unfolded via a Markov Chain Monte Carlo (MCMC) to produce a neutron energy spectrum across several orders of magnitude. We discuss the resulting spectrum and its implications for deploying Ricochet at the MITR site as well as the feasibility of reducing this background level via the addition of polyethylene shielding around the detector setup.

Inference of epidemiological parameters from household stratified data

PubMed Central

Walker, James N.; Ross, Joshua V.

2017-01-01

We consider a continuous-time Markov chain model of SIR disease dynamics with two levels of mixing. For this so-called stochastic households model, we provide two methods for inferring the model parameters—governing within-household transmission, recovery, and between-household transmission—from data of the day upon which each individual became infectious and the household in which each infection occurred, as might be available from First Few Hundred studies. Each method is a form of Bayesian Markov Chain Monte Carlo that allows us to calculate a joint posterior distribution for all parameters and hence the household reproduction number and the early growth rate of the epidemic. The first method performs exact Bayesian inference using a standard data-augmentation approach; the second performs approximate Bayesian inference based on a likelihood approximation derived from branching processes. These methods are compared for computational efficiency and posteriors from each are compared. The branching process is shown to be a good approximation and remains computationally efficient as the amount of data is increased. PMID:29045456

Bayesian Analysis for Exponential Random Graph Models Using the Adaptive Exchange Sampler.

PubMed

Jin, Ick Hoon; Yuan, Ying; Liang, Faming

2013-10-01

Exponential random graph models have been widely used in social network analysis. However, these models are extremely difficult to handle from a statistical viewpoint, because of the intractable normalizing constant and model degeneracy. In this paper, we consider a fully Bayesian analysis for exponential random graph models using the adaptive exchange sampler, which solves the intractable normalizing constant and model degeneracy issues encountered in Markov chain Monte Carlo (MCMC) simulations. The adaptive exchange sampler can be viewed as a MCMC extension of the exchange algorithm, and it generates auxiliary networks via an importance sampling procedure from an auxiliary Markov chain running in parallel. The convergence of this algorithm is established under mild conditions. The adaptive exchange sampler is illustrated using a few social networks, including the Florentine business network, molecule synthetic network, and dolphins network. The results indicate that the adaptive exchange algorithm can produce more accurate estimates than approximate exchange algorithms, while maintaining the same computational efficiency.

Equivalence of Szegedy's and coined quantum walks

NASA Astrophysics Data System (ADS)

Wong, Thomas G.

2017-09-01

Szegedy's quantum walk is a quantization of a classical random walk or Markov chain, where the walk occurs on the edges of the bipartite double cover of the original graph. To search, one can simply quantize a Markov chain with absorbing vertices. Recently, Santos proposed two alternative search algorithms that instead utilize the sign-flip oracle in Grover's algorithm rather than absorbing vertices. In this paper, we show that these two algorithms are exactly equivalent to two algorithms involving coined quantum walks, which are walks on the vertices of the original graph with an internal degree of freedom. The first scheme is equivalent to a coined quantum walk with one walk step per query of Grover's oracle, and the second is equivalent to a coined quantum walk with two walk steps per query of Grover's oracle. These equivalences lie outside the previously known equivalence of Szegedy's quantum walk with absorbing vertices and the coined quantum walk with the negative identity operator as the coin for marked vertices, whose precise relationships we also investigate.

State-space reduction and equivalence class sampling for a molecular self-assembly model.

PubMed

Packwood, Daniel M; Han, Patrick; Hitosugi, Taro

2016-07-01

Direct simulation of a model with a large state space will generate enormous volumes of data, much of which is not relevant to the questions under study. In this paper, we consider a molecular self-assembly model as a typical example of a large state-space model, and present a method for selectively retrieving 'target information' from this model. This method partitions the state space into equivalence classes, as identified by an appropriate equivalence relation. The set of equivalence classes H, which serves as a reduced state space, contains none of the superfluous information of the original model. After construction and characterization of a Markov chain with state space H, the target information is efficiently retrieved via Markov chain Monte Carlo sampling. This approach represents a new breed of simulation techniques which are highly optimized for studying molecular self-assembly and, moreover, serves as a valuable guideline for analysis of other large state-space models.

Numerical estimation of structure constants in the three-dimensional Ising conformal field theory through Markov chain uv sampler

NASA Astrophysics Data System (ADS)

Herdeiro, Victor

2017-09-01

Herdeiro and Doyon [Phys. Rev. E 94, 043322 (2016), 10.1103/PhysRevE.94.043322] introduced a numerical recipe, dubbed uv sampler, offering precise estimations of the conformal field theory (CFT) data of the planar two-dimensional (2D) critical Ising model. It made use of scale invariance emerging at the critical point in order to sample finite sublattice marginals of the infinite plane Gibbs measure of the model by producing holographic boundary distributions. The main ingredient of the Markov chain Monte Carlo sampler is the invariance under dilation. This paper presents a generalization to higher dimensions with the critical 3D Ising model. This leads to numerical estimations of a subset of the CFT data—scaling weights and structure constants—through fitting of measured correlation functions. The results are shown to agree with the recent most precise estimations from numerical bootstrap methods [Kos, Poland, Simmons-Duffin, and Vichi, J. High Energy Phys. 08 (2016) 036, 10.1007/JHEP08(2016)036].

CosmoSIS: A system for MC parameter estimation

DOE PAGES

Bridle, S.; Dodelson, S.; Jennings, E.; ...

2015-12-23

CosmoSIS is a modular system for cosmological parameter estimation, based on Markov Chain Monte Carlo and related techniques. It provides a series of samplers, which drive the exploration of the parameter space, and a series of modules, which calculate the likelihood of the observed data for a given physical model, determined by the location of a sample in the parameter space. While CosmoSIS ships with a set of modules that calculate quantities of interest to cosmologists, there is nothing about the framework itself, nor in the Markov Chain Monte Carlo technique, that is specific to cosmology. Thus CosmoSIS could bemore » used for parameter estimation problems in other fields, including HEP. This paper describes the features of CosmoSIS and show an example of its use outside of cosmology. Furthermore, it also discusses how collaborative development strategies differ between two different communities: that of HEP physicists, accustomed to working in large collaborations, and that of cosmologists, who have traditionally not worked in large groups.« less