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.

Enhancing speech recognition using improved particle swarm optimization based hidden Markov model.

PubMed

Selvaraj, Lokesh; Ganesan, Balakrishnan

2014-01-01

Enhancing speech recognition is the primary intention of this work. In this paper a novel speech recognition method based on vector quantization and improved particle swarm optimization (IPSO) is suggested. The suggested methodology contains four stages, namely, (i) denoising, (ii) feature mining (iii), vector quantization, and (iv) IPSO based hidden Markov model (HMM) technique (IP-HMM). At first, the speech signals are denoised using median filter. Next, characteristics such as peak, pitch spectrum, Mel frequency Cepstral coefficients (MFCC), mean, standard deviation, and minimum and maximum of the signal are extorted from the denoised signal. Following that, to accomplish the training process, the extracted characteristics are given to genetic algorithm based codebook generation in vector quantization. The initial populations are created by selecting random code vectors from the training set for the codebooks for the genetic algorithm process and IP-HMM helps in doing the recognition. At this point the creativeness will be done in terms of one of the genetic operation crossovers. The proposed speech recognition technique offers 97.14% accuracy.

Smart Annotation of Cyclic Data Using Hierarchical Hidden Markov Models.

PubMed

Martindale, Christine F; Hoenig, Florian; Strohrmann, Christina; Eskofier, Bjoern M

2017-10-13

Cyclic signals are an intrinsic part of daily life, such as human motion and heart activity. The detailed analysis of them is important for clinical applications such as pathological gait analysis and for sports applications such as performance analysis. Labeled training data for algorithms that analyze these cyclic data come at a high annotation cost due to only limited annotations available under laboratory conditions or requiring manual segmentation of the data under less restricted conditions. This paper presents a smart annotation method that reduces this cost of labeling for sensor-based data, which is applicable to data collected outside of strict laboratory conditions. The method uses semi-supervised learning of sections of cyclic data with a known cycle number. A hierarchical hidden Markov model (hHMM) is used, achieving a mean absolute error of 0.041 ± 0.020 s relative to a manually-annotated reference. The resulting model was also used to simultaneously segment and classify continuous, 'in the wild' data, demonstrating the applicability of using hHMM, trained on limited data sections, to label a complete dataset. This technique achieved comparable results to its fully-supervised equivalent. Our semi-supervised method has the significant advantage of reduced annotation cost. Furthermore, it reduces the opportunity for human error in the labeling process normally required for training of segmentation algorithms. It also lowers the annotation cost of training a model capable of continuous monitoring of cycle characteristics such as those employed to analyze the progress of movement disorders or analysis of running technique.

Carbon Nanotube Growth Rate Regression using Support Vector Machines and Artificial Neural Networks

DTIC Science & Technology

2014-03-27

intensity D peak. Reprinted with permission from [38]. The SVM classifier is trained using custom written Java code leveraging the Sequential Minimal...Society Encog is a machine learning framework for Java , C++ and .Net applications that supports Bayesian Networks, Hidden Markov Models, SVMs and ANNs [13...SVM classifiers are trained using Weka libraries and leveraging custom written Java code. The data set is created as an Attribute Relationship File

Automatic speech recognition using a predictive echo state network classifier.

PubMed

Skowronski, Mark D; Harris, John G

2007-04-01

We have combined an echo state network (ESN) with a competitive state machine framework to create a classification engine called the predictive ESN classifier. We derive the expressions for training the predictive ESN classifier and show that the model was significantly more noise robust compared to a hidden Markov model in noisy speech classification experiments by 8+/-1 dB signal-to-noise ratio. The simple training algorithm and noise robustness of the predictive ESN classifier make it an attractive classification engine for automatic speech recognition.

The Likelihood of Completing a VET Qualification: A Model-Based Approach. Technical Paper

ERIC Educational Resources Information Center

Mark, Kevin; Karmel, Tom

2010-01-01

This paper estimates vocational education and training (VET) course-completion rates, in order to fill a gap in performance measures for the VET sector. The technique the authors use is to track all VET course enrolments within a three-year window, centred on the year of interest. Then, using an absorbing Markov chain model for a VET course…

Multilayer Markov Random Field models for change detection in optical remote sensing images

NASA Astrophysics Data System (ADS)

Benedek, Csaba; Shadaydeh, Maha; Kato, Zoltan; Szirányi, Tamás; Zerubia, Josiane

2015-09-01

In this paper, we give a comparative study on three Multilayer Markov Random Field (MRF) based solutions proposed for change detection in optical remote sensing images, called Multicue MRF, Conditional Mixed Markov model, and Fusion MRF. Our purposes are twofold. On one hand, we highlight the significance of the focused model family and we set them against various state-of-the-art approaches through a thematic analysis and quantitative tests. We discuss the advantages and drawbacks of class comparison vs. direct approaches, usage of training data, various targeted application fields and different ways of Ground Truth generation, meantime informing the Reader in which roles the Multilayer MRFs can be efficiently applied. On the other hand we also emphasize the differences between the three focused models at various levels, considering the model structures, feature extraction, layer interpretation, change concept definition, parameter tuning and performance. We provide qualitative and quantitative comparison results using principally a publicly available change detection database which contains aerial image pairs and Ground Truth change masks. We conclude that the discussed models are competitive against alternative state-of-the-art solutions, if one uses them as pre-processing filters in multitemporal optical image analysis. In addition, they cover together a large range of applications, considering the different usage options of the three approaches.

On the Mathematical Consequences of Binning Spike Trains.

PubMed

Cessac, Bruno; Le Ny, Arnaud; Löcherbach, Eva

2017-01-01

We initiate a mathematical analysis of hidden effects induced by binning spike trains of neurons. Assuming that the original spike train has been generated by a discrete Markov process, we show that binning generates a stochastic process that is no longer Markov but is instead a variable-length Markov chain (VLMC) with unbounded memory. We also show that the law of the binned raster is a Gibbs measure in the DLR (Dobrushin-Lanford-Ruelle) sense coined in mathematical statistical mechanics. This allows the derivation of several important consequences on statistical properties of binned spike trains. In particular, we introduce the DLR framework as a natural setting to mathematically formalize anticipation, that is, to tell "how good" our nervous system is at making predictions. In a probabilistic sense, this corresponds to condition a process by its future, and we discuss how binning may affect our conclusions on this ability. We finally comment on the possible consequences of binning in the detection of spurious phase transitions or in the detection of incorrect evidence of criticality.

Hidden Markov models for fault detection in dynamic systems

NASA Technical Reports Server (NTRS)

Smyth, Padhraic J. (Inventor)

1995-01-01

The invention is a system failure monitoring method and apparatus which learns the symptom-fault mapping directly from training data. The invention first estimates the state of the system at discrete intervals in time. A feature vector x of dimension k is estimated from sets of successive windows of sensor data. A pattern recognition component then models the instantaneous estimate of the posterior class probability given the features, p(w(sub i) (vertical bar)/x), 1 less than or equal to i isless than or equal to m. Finally, a hidden Markov model is used to take advantage of temporal context and estimate class probabilities conditioned on recent past history. In this hierarchical pattern of information flow, the time series data is transformed and mapped into a categorical representation (the fault classes) and integrated over time to enable robust decision-making.

Hidden Markov models for fault detection in dynamic systems

NASA Technical Reports Server (NTRS)

Smyth, Padhraic J. (Inventor)

1993-01-01

The invention is a system failure monitoring method and apparatus which learns the symptom-fault mapping directly from training data. The invention first estimates the state of the system at discrete intervals in time. A feature vector x of dimension k is estimated from sets of successive windows of sensor data. A pattern recognition component then models the instantaneous estimate of the posterior class probability given the features, p(w(sub i) perpendicular to x), 1 less than or equal to i is less than or equal to m. Finally, a hidden Markov model is used to take advantage of temporal context and estimate class probabilities conditioned on recent past history. In this hierarchical pattern of information flow, the time series data is transformed and mapped into a categorical representation (the fault classes) and integrated over time to enable robust decision-making.

Single-image super-resolution based on Markov random field and contourlet transform

NASA Astrophysics Data System (ADS)

Wu, Wei; Liu, Zheng; Gueaieb, Wail; He, Xiaohai

2011-04-01

Learning-based methods are well adopted in image super-resolution. In this paper, we propose a new learning-based approach using contourlet transform and Markov random field. The proposed algorithm employs contourlet transform rather than the conventional wavelet to represent image features and takes into account the correlation between adjacent pixels or image patches through the Markov random field (MRF) model. The input low-resolution (LR) image is decomposed with the contourlet transform and fed to the MRF model together with the contourlet transform coefficients from the low- and high-resolution image pairs in the training set. The unknown high-frequency components/coefficients for the input low-resolution image are inferred by a belief propagation algorithm. Finally, the inverse contourlet transform converts the LR input and the inferred high-frequency coefficients into the super-resolved image. The effectiveness of the proposed method is demonstrated with the experiments on facial, vehicle plate, and real scene images. A better visual quality is achieved in terms of peak signal to noise ratio and the image structural similarity measurement.

EMG-based speech recognition using hidden markov models with global control variables.

PubMed

Lee, Ki-Seung

2008-03-01

It is well known that a strong relationship exists between human voices and the movement of articulatory facial muscles. In this paper, we utilize this knowledge to implement an automatic speech recognition scheme which uses solely surface electromyogram (EMG) signals. The sequence of EMG signals for each word is modelled by a hidden Markov model (HMM) framework. The main objective of the work involves building a model for state observation density when multichannel observation sequences are given. The proposed model reflects the dependencies between each of the EMG signals, which are described by introducing a global control variable. We also develop an efficient model training method, based on a maximum likelihood criterion. In a preliminary study, 60 isolated words were used as recognition variables. EMG signals were acquired from three articulatory facial muscles. The findings indicate that such a system may have the capacity to recognize speech signals with an accuracy of up to 87.07%, which is superior to the independent probabilistic model.

Research on gait-based human identification

NASA Astrophysics Data System (ADS)

Li, Youguo

Gait recognition refers to automatic identification of individual based on his/her style of walking. This paper proposes a gait recognition method based on Continuous Hidden Markov Model with Mixture of Gaussians(G-CHMM). First, we initialize a Gaussian mix model for training image sequence with K-means algorithm, then train the HMM parameters using a Baum-Welch algorithm. These gait feature sequences can be trained and obtain a Continuous HMM for every person, therefore, the 7 key frames and the obtained HMM can represent each person's gait sequence. Finally, the recognition is achieved by Front algorithm. The experiments made on CASIA gait databases obtain comparatively high correction identification ratio and comparatively strong robustness for variety of bodily angle.

An Indoor Pedestrian Positioning Method Using HMM with a Fuzzy Pattern Recognition Algorithm in a WLAN Fingerprint System

PubMed Central

Ni, Yepeng; Liu, Jianbo; Liu, Shan; Bai, Yaxin

2016-01-01

With the rapid development of smartphones and wireless networks, indoor location-based services have become more and more prevalent. Due to the sophisticated propagation of radio signals, the Received Signal Strength Indicator (RSSI) shows a significant variation during pedestrian walking, which introduces critical errors in deterministic indoor positioning. To solve this problem, we present a novel method to improve the indoor pedestrian positioning accuracy by embedding a fuzzy pattern recognition algorithm into a Hidden Markov Model. The fuzzy pattern recognition algorithm follows the rule that the RSSI fading has a positive correlation to the distance between the measuring point and the AP location even during a dynamic positioning measurement. Through this algorithm, we use the RSSI variation trend to replace the specific RSSI value to achieve a fuzzy positioning. The transition probability of the Hidden Markov Model is trained by the fuzzy pattern recognition algorithm with pedestrian trajectories. Using the Viterbi algorithm with the trained model, we can obtain a set of hidden location states. In our experiments, we demonstrate that, compared with the deterministic pattern matching algorithm, our method can greatly improve the positioning accuracy and shows robust environmental adaptability. PMID:27618053

State Identification for Planetary Rovers: Learning and Recognition

NASA Technical Reports Server (NTRS)

Aycard, Olivier; Washington, Richard

1999-01-01

A planetary rover must be able to identify states where it should stop or change its plan. With limited and infrequent communication from ground, the rover must recognize states accurately. However, the sensor data is inherently noisy, so identifying the temporal patterns of data that correspond to interesting or important states becomes a complex problem. In this paper, we present an approach to state identification using second-order Hidden Markov Models. Models are trained automatically on a set of labeled training data; the rover uses those models to identify its state from the observed data. The approach is demonstrated on data from a planetary rover platform.

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.…

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.

Approximated mutual information training for speech recognition using myoelectric signals.

PubMed

Guo, Hua J; Chan, A D C

2006-01-01

A new training algorithm called the approximated maximum mutual information (AMMI) is proposed to improve the accuracy of myoelectric speech recognition using hidden Markov models (HMMs). Previous studies have demonstrated that automatic speech recognition can be performed using myoelectric signals from articulatory muscles of the face. Classification of facial myoelectric signals can be performed using HMMs that are trained using the maximum likelihood (ML) algorithm; however, this algorithm maximizes the likelihood of the observations in the training sequence, which is not directly associated with optimal classification accuracy. The AMMI training algorithm attempts to maximize the mutual information, thereby training the HMMs to optimize their parameters for discrimination. Our results show that AMMI training consistently reduces the error rates compared to these by the ML training, increasing the accuracy by approximately 3% on average.

Investigation of an HMM/ANN hybrid structure in pattern recognition application using cepstral analysis of dysarthric (distorted) speech signals.

PubMed

Polur, Prasad D; Miller, Gerald E

2006-10-01

Computer speech recognition of individuals with dysarthria, such as cerebral palsy patients requires a robust technique that can handle conditions of very high variability and limited training data. In this study, application of a 10 state ergodic hidden Markov model (HMM)/artificial neural network (ANN) hybrid structure for a dysarthric speech (isolated word) recognition system, intended to act as an assistive tool, was investigated. A small size vocabulary spoken by three cerebral palsy subjects was chosen. The effect of such a structure on the recognition rate of the system was investigated by comparing it with an ergodic hidden Markov model as a control tool. This was done in order to determine if this modified technique contributed to enhanced recognition of dysarthric speech. The speech was sampled at 11 kHz. Mel frequency cepstral coefficients were extracted from them using 15 ms frames and served as training input to the hybrid model setup. The subsequent results demonstrated that the hybrid model structure was quite robust in its ability to handle the large variability and non-conformity of dysarthric speech. The level of variability in input dysarthric speech patterns sometimes limits the reliability of the system. However, its application as a rehabilitation/control tool to assist dysarthric motor impaired individuals holds sufficient promise.

Adaptive partially hidden Markov models with application to bilevel image coding.

PubMed

Forchhammer, S; Rasmussen, T S

1999-01-01

Partially hidden Markov models (PHMMs) have previously been introduced. The transition and emission/output probabilities from hidden states, as known from the HMMs, are conditioned on the past. This way, the HMM may be applied to images introducing the dependencies of the second dimension by conditioning. In this paper, the PHMM is extended to multiple sequences with a multiple token version and adaptive versions of PHMM coding are presented. The different versions of the PHMM are applied to lossless bilevel image coding. To reduce and optimize the model cost and size, the contexts are organized in trees and effective quantization of the parameters is introduced. The new coding methods achieve results that are better than the JBIG standard on selected test images, although at the cost of increased complexity. By the minimum description length principle, the methods presented for optimizing the code length may apply as guidance for training (P)HMMs for, e.g., segmentation or recognition purposes. Thereby, the PHMM models provide a new approach to image modeling.

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.

Continuous-Time Semi-Markov Models in Health Economic Decision Making: An Illustrative Example in Heart Failure Disease Management.

PubMed

Cao, Qi; Buskens, Erik; Feenstra, Talitha; Jaarsma, Tiny; Hillege, Hans; Postmus, Douwe

2016-01-01

Continuous-time state transition models may end up having large unwieldy structures when trying to represent all relevant stages of clinical disease processes by means of a standard Markov model. In such situations, a more parsimonious, and therefore easier-to-grasp, model of a patient's disease progression can often be obtained by assuming that the future state transitions do not depend only on the present state (Markov assumption) but also on the past through time since entry in the present state. Despite that these so-called semi-Markov models are still relatively straightforward to specify and implement, they are not yet routinely applied in health economic evaluation to assess the cost-effectiveness of alternative interventions. To facilitate a better understanding of this type of model among applied health economic analysts, the first part of this article provides a detailed discussion of what the semi-Markov model entails and how such models can be specified in an intuitive way by adopting an approach called vertical modeling. In the second part of the article, we use this approach to construct a semi-Markov model for assessing the long-term cost-effectiveness of 3 disease management programs for heart failure. Compared with a standard Markov model with the same disease states, our proposed semi-Markov model fitted the observed data much better. When subsequently extrapolating beyond the clinical trial period, these relatively large differences in goodness-of-fit translated into almost a doubling in mean total cost and a 60-d decrease in mean survival time when using the Markov model instead of the semi-Markov model. For the disease process considered in our case study, the semi-Markov model thus provided a sensible balance between model parsimoniousness and computational complexity. © The Author(s) 2015.

Semi-Markov adjunction to the Computer-Aided Markov Evaluator (CAME)

NASA Technical Reports Server (NTRS)

Rosch, Gene; Hutchins, Monica A.; Leong, Frank J.; Babcock, Philip S., IV

1988-01-01

The rule-based Computer-Aided Markov Evaluator (CAME) program was expanded in its ability to incorporate the effect of fault-handling processes into the construction of a reliability model. The fault-handling processes are modeled as semi-Markov events and CAME constructs and appropriate semi-Markov model. To solve the model, the program outputs it in a form which can be directly solved with the Semi-Markov Unreliability Range Evaluator (SURE) program. As a means of evaluating the alterations made to the CAME program, the program is used to model the reliability of portions of the Integrated Airframe/Propulsion Control System Architecture (IAPSA 2) reference configuration. The reliability predictions are compared with a previous analysis. The results bear out the feasibility of utilizing CAME to generate appropriate semi-Markov models to model fault-handling processes.

Utterance independent bimodal emotion recognition in spontaneous communication

NASA Astrophysics Data System (ADS)

Tao, Jianhua; Pan, Shifeng; Yang, Minghao; Li, Ya; Mu, Kaihui; Che, Jianfeng

2011-12-01

Emotion expressions sometimes are mixed with the utterance expression in spontaneous face-to-face communication, which makes difficulties for emotion recognition. This article introduces the methods of reducing the utterance influences in visual parameters for the audio-visual-based emotion recognition. The audio and visual channels are first combined under a Multistream Hidden Markov Model (MHMM). Then, the utterance reduction is finished by finding the residual between the real visual parameters and the outputs of the utterance related visual parameters. This article introduces the Fused Hidden Markov Model Inversion method which is trained in the neutral expressed audio-visual corpus to solve the problem. To reduce the computing complexity the inversion model is further simplified to a Gaussian Mixture Model (GMM) mapping. Compared with traditional bimodal emotion recognition methods (e.g., SVM, CART, Boosting), the utterance reduction method can give better results of emotion recognition. The experiments also show the effectiveness of our emotion recognition system when it was used in a live environment.

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.

Zero velocity interval detection based on a continuous hidden Markov model in micro inertial pedestrian navigation

NASA Astrophysics Data System (ADS)

Sun, Wei; Ding, Wei; Yan, Huifang; Duan, Shunli

2018-06-01

Shoe-mounted pedestrian navigation systems based on micro inertial sensors rely on zero velocity updates to correct their positioning errors in time, which effectively makes determining the zero velocity interval play a key role during normal walking. However, as walking gaits are complicated, and vary from person to person, it is difficult to detect walking gaits with a fixed threshold method. This paper proposes a pedestrian gait classification method based on a hidden Markov model. Pedestrian gait data are collected with a micro inertial measurement unit installed at the instep. On the basis of analyzing the characteristics of the pedestrian walk, a single direction angular rate gyro output is used to classify gait features. The angular rate data are modeled into a univariate Gaussian mixture model with three components, and a four-state left–right continuous hidden Markov model (CHMM) is designed to classify the normal walking gait. The model parameters are trained and optimized using the Baum–Welch algorithm and then the sliding window Viterbi algorithm is used to decode the gait. Walking data are collected through eight subjects walking along the same route at three different speeds; the leave-one-subject-out cross validation method is conducted to test the model. Experimental results show that the proposed algorithm can accurately detect different walking gaits of zero velocity interval. The location experiment shows that the precision of CHMM-based pedestrian navigation improved by 40% when compared to the angular rate threshold method.

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

Research on Learning Strategies and Hands-On Training in CAI. Final Report, 1 January 1975 to 30 September 1978.

ERIC Educational Resources Information Center

Towne, Douglas M.; And Others

This final report reviews research performed in two major areas--instructional theory, and development of a generalized maintenance trainer simulator. Five related research projects were carried out in the domain of instructional theory: (1) the effects of visual analogies of abstract concepts, (2) Markov decision models for instructional sequence…

Automated recognition of bird song elements from continuous recordings using dynamic time warping and hidden Markov models: a comparative study.

PubMed

Kogan, J A; Margoliash, D

1998-04-01

The performance of two techniques is compared for automated recognition of bird song units from continuous recordings. The advantages and limitations of dynamic time warping (DTW) and hidden Markov models (HMMs) are evaluated on a large database of male songs of zebra finches (Taeniopygia guttata) and indigo buntings (Passerina cyanea), which have different types of vocalizations and have been recorded under different laboratory conditions. Depending on the quality of recordings and complexity of song, the DTW-based technique gives excellent to satisfactory performance. Under challenging conditions such as noisy recordings or presence of confusing short-duration calls, good performance of the DTW-based technique requires careful selection of templates that may demand expert knowledge. Because HMMs are trained, equivalent or even better performance of HMMs can be achieved based only on segmentation and labeling of constituent vocalizations, albeit with many more training examples than DTW templates. One weakness in HMM performance is the misclassification of short-duration vocalizations or song units with more variable structure (e.g., some calls, and syllables of plastic songs). To address these and other limitations, new approaches for analyzing bird vocalizations are discussed.

QRS complex detection based on continuous density hidden Markov models using univariate observations

NASA Astrophysics Data System (ADS)

Sotelo, S.; Arenas, W.; Altuve, M.

2018-04-01

In the electrocardiogram (ECG), the detection of QRS complexes is a fundamental step in the ECG signal processing chain since it allows the determination of other characteristics waves of the ECG and provides information about heart rate variability. In this work, an automatic QRS complex detector based on continuous density hidden Markov models (HMM) is proposed. HMM were trained using univariate observation sequences taken either from QRS complexes or their derivatives. The detection approach is based on the log-likelihood comparison of the observation sequence with a fixed threshold. A sliding window was used to obtain the observation sequence to be evaluated by the model. The threshold was optimized by receiver operating characteristic curves. Sensitivity (Sen), specificity (Spc) and F1 score were used to evaluate the detection performance. The approach was validated using ECG recordings from the MIT-BIH Arrhythmia database. A 6-fold cross-validation shows that the best detection performance was achieved with 2 states HMM trained with QRS complexes sequences (Sen = 0.668, Spc = 0.360 and F1 = 0.309). We concluded that these univariate sequences provide enough information to characterize the QRS complex dynamics from HMM. Future works are directed to the use of multivariate observations to increase the detection performance.

Real-time human versus animal classification using pyro-electric sensor array and Hidden Markov Model

NASA Astrophysics Data System (ADS)

Hossen, Jakir; Jacobs, Eddie L.; Chari, Srikant

2014-03-01

In this paper, we propose a real-time human versus animal classification technique using a pyro-electric sensor array and Hidden Markov Model. The technique starts with the variational energy functional level set segmentation technique to separate the object from background. After segmentation, we convert the segmented object to a signal by considering column-wise pixel values and then finding the wavelet coefficients of the signal. HMMs are trained to statistically model the wavelet features of individuals through an expectation-maximization learning process. Human versus animal classifications are made by evaluating a set of new wavelet feature data against the trained HMMs using the maximum-likelihood criterion. Human and animal data acquired-using a pyro-electric sensor in different terrains are used for performance evaluation of the algorithms. Failures of the computationally effective SURF feature based approach that we develop in our previous research are because of distorted images produced when the object runs very fast or if the temperature difference between target and background is not sufficient to accurately profile the object. We show that wavelet based HMMs work well for handling some of the distorted profiles in the data set. Further, HMM achieves improved classification rate over the SURF algorithm with almost the same computational time.

Classification of Multiple Seizure-Like States in Three Different Rodent Models of Epileptogenesis.

PubMed

Guirgis, Mirna; Serletis, Demitre; Zhang, Jane; Florez, Carlos; Dian, Joshua A; Carlen, Peter L; Bardakjian, Berj L

2014-01-01

Epilepsy is a dynamical disease and its effects are evident in over fifty million people worldwide. This study focused on objective classification of the multiple states involved in the brain's epileptiform activity. Four datasets from three different rodent hippocampal preparations were explored, wherein seizure-like-events (SLE) were induced by the perfusion of a low - Mg(2+) /high-K(+) solution or 4-Aminopyridine. Local field potentials were recorded from CA3 pyramidal neurons and interneurons and modeled as Markov processes. Specifically, hidden Markov models (HMM) were used to determine the nature of the states present. Properties of the Hilbert transform were used to construct the feature spaces for HMM training. By sequentially applying the HMM training algorithm, multiple states were identified both in episodes of SLE and nonSLE activity. Specifically, preSLE and postSLE states were differentiated and multiple inner SLE states were identified. This was accomplished using features extracted from the lower frequencies (1-4 Hz, 4-8 Hz) alongside those of both the low- (40-100 Hz) and high-gamma (100-200 Hz) of the recorded electrical activity. The learning paradigm of this HMM-based system eliminates the inherent bias associated with other learning algorithms that depend on predetermined state segmentation and renders it an appropriate candidate for SLE classification.

Sequence similarity is more relevant than species specificity in probabilistic backtranslation.

PubMed

Ferro, Alfredo; Giugno, Rosalba; Pigola, Giuseppe; Pulvirenti, Alfredo; Di Pietro, Cinzia; Purrello, Michele; Ragusa, Marco

2007-02-21

Backtranslation is the process of decoding a sequence of amino acids into the corresponding codons. All synthetic gene design systems include a backtranslation module. The degeneracy of the genetic code makes backtranslation potentially ambiguous since most amino acids are encoded by multiple codons. The common approach to overcome this difficulty is based on imitation of codon usage within the target species. This paper describes EasyBack, a new parameter-free, fully-automated software for backtranslation using Hidden Markov Models. EasyBack is not based on imitation of codon usage within the target species, but instead uses a sequence-similarity criterion. The model is trained with a set of proteins with known cDNA coding sequences, constructed from the input protein by querying the NCBI databases with BLAST. Unlike existing software, the proposed method allows the quality of prediction to be estimated. When tested on a group of proteins that show different degrees of sequence conservation, EasyBack outperforms other published methods in terms of precision. The prediction quality of a protein backtranslation methis markedly increased by replacing the criterion of most used codon in the same species with a Hidden Markov Model trained with a set of most similar sequences from all species. Moreover, the proposed method allows the quality of prediction to be estimated probabilistically.

An Adaptive Rear-End Collision Warning System for Drivers That Estimates Driving Phase and Selects Training Data

NASA Astrophysics Data System (ADS)

Ikeda, Kazushi; Mima, Hiroki; Inoue, Yuta; Shibata, Tomohiro; Fukaya, Naoki; Hitomi, Kentaro; Bando, Takashi

The paper proposes a rear-end collision warning system for drivers, where the collision risk is adaptively set from driving signals. The system employs the inverse of the time-to-collision with a constant relative acceleration as the risk and the one-class support vector machine as the anomaly detector. The system also utilizes brake sequences for outliers detection. When a brake sequence has a low likelihood with respect to trained hidden Markov models, the driving data during the sequence are removed from the training dataset. This data selection is confirmed to increase the robustness of the system by computer simulations.

Automated Cough Assessment on a Mobile Platform

PubMed Central

2014-01-01

The development of an Automated System for Asthma Monitoring (ADAM) is described. This consists of a consumer electronics mobile platform running a custom application. The application acquires an audio signal from an external user-worn microphone connected to the device analog-to-digital converter (microphone input). This signal is processed to determine the presence or absence of cough sounds. Symptom tallies and raw audio waveforms are recorded and made easily accessible for later review by a healthcare provider. The symptom detection algorithm is based upon standard speech recognition and machine learning paradigms and consists of an audio feature extraction step followed by a Hidden Markov Model based Viterbi decoder that has been trained on a large database of audio examples from a variety of subjects. Multiple Hidden Markov Model topologies and orders are studied. Performance of the recognizer is presented in terms of the sensitivity and the rate of false alarm as determined in a cross-validation test. PMID:25506590

Hypovigilance Detection for UCAV Operators Based on a Hidden Markov Model

PubMed Central

Kwon, Namyeon; Shin, Yongwook; Ryo, Chuh Yeop; Park, Jonghun

2014-01-01

With the advance of military technology, the number of unmanned combat aerial vehicles (UCAVs) has rapidly increased. However, it has been reported that the accident rate of UCAVs is much higher than that of manned combat aerial vehicles. One of the main reasons for the high accident rate of UCAVs is the hypovigilance problem which refers to the decrease in vigilance levels of UCAV operators while maneuvering. In this paper, we propose hypovigilance detection models for UCAV operators based on EEG signal to minimize the number of occurrences of hypovigilance. To enable detection, we have applied hidden Markov models (HMMs), two of which are used to indicate the operators' dual states, normal vigilance and hypovigilance, and, for each operator, the HMMs are trained as a detection model. To evaluate the efficacy and effectiveness of the proposed models, we conducted two experiments on the real-world data obtained by using EEG-signal acquisition devices, and they yielded satisfactory results. By utilizing the proposed detection models, the problem of hypovigilance of UCAV operators and the problem of high accident rate of UCAVs can be addressed. PMID:24963338

Derivation of Markov processes that violate detailed balance

NASA Astrophysics Data System (ADS)

Lee, Julian

2018-03-01

Time-reversal symmetry of the microscopic laws dictates that the equilibrium distribution of a stochastic process must obey the condition of detailed balance. However, cyclic Markov processes that do not admit equilibrium distributions with detailed balance are often used to model systems driven out of equilibrium by external agents. I show that for a Markov model without detailed balance, an extended Markov model can be constructed, which explicitly includes the degrees of freedom for the driving agent and satisfies the detailed balance condition. The original cyclic Markov model for the driven system is then recovered as an approximation at early times by summing over the degrees of freedom for the driving agent. I also show that the widely accepted expression for the entropy production in a cyclic Markov model is actually a time derivative of an entropy component in the extended model. Further, I present an analytic expression for the entropy component that is hidden in the cyclic Markov model.

On Markov parameters in system identification

NASA Technical Reports Server (NTRS)

Phan, Minh; Juang, Jer-Nan; Longman, Richard W.

1991-01-01

A detailed discussion of Markov parameters in system identification is given. Different forms of input-output representation of linear discrete-time systems are reviewed and discussed. Interpretation of sampled response data as Markov parameters is presented. Relations between the state-space model and particular linear difference models via the Markov parameters are formulated. A generalization of Markov parameters to observer and Kalman filter Markov parameters for system identification is explained. These extended Markov parameters play an important role in providing not only a state-space realization, but also an observer/Kalman filter for the system of interest.

FOAM (Functional Ontology Assignments for Metagenomes): A Hidden Markov Model (HMM) database with environmental focus

DOE PAGES

Prestat, Emmanuel; David, Maude M.; Hultman, Jenni; ...

2014-09-26

A new functional gene database, FOAM (Functional Ontology Assignments for Metagenomes), was developed to screen environmental metagenomic sequence datasets. FOAM provides a new functional ontology dedicated to classify gene functions relevant to environmental microorganisms based on Hidden Markov Models (HMMs). Sets of aligned protein sequences (i.e. ‘profiles’) were tailored to a large group of target KEGG Orthologs (KOs) from which HMMs were trained. The alignments were checked and curated to make them specific to the targeted KO. Within this process, sequence profiles were enriched with the most abundant sequences available to maximize the yield of accurate classifier models. An associatedmore » functional ontology was built to describe the functional groups and hierarchy. FOAM allows the user to select the target search space before HMM-based comparison steps and to easily organize the results into different functional categories and subcategories. FOAM is publicly available at http://portal.nersc.gov/project/m1317/FOAM/.« less

Ensemble Learning Method for Hidden Markov Models

DTIC Science & Technology

2014-12-01

Ensemble HMM landmine detector Mine signatures vary according to the mine type, mine size , and burial depth. Similarly, clutter signatures vary with soil ...approaches for the di erent K groups depending on their size and homogeneity. In particular, we investigate the maximum likelihood (ML), the minimum...propose using and optimizing various training approaches for the different K groups depending on their size and homogeneity. In particular, we

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.

Non parametric, self organizing, scalable modeling of spatiotemporal inputs: the sign language paradigm.

PubMed

Caridakis, G; Karpouzis, K; Drosopoulos, A; Kollias, S

2012-12-01

Modeling and recognizing spatiotemporal, as opposed to static input, is a challenging task since it incorporates input dynamics as part of the problem. The vast majority of existing methods tackle the problem as an extension of the static counterpart, using dynamics, such as input derivatives, at feature level and adopting artificial intelligence and machine learning techniques originally designed for solving problems that do not specifically address the temporal aspect. The proposed approach deals with temporal and spatial aspects of the spatiotemporal domain in a discriminative as well as coupling manner. Self Organizing Maps (SOM) model the spatial aspect of the problem and Markov models its temporal counterpart. Incorporation of adjacency, both in training and classification, enhances the overall architecture with robustness and adaptability. The proposed scheme is validated both theoretically, through an error propagation study, and experimentally, on the recognition of individual signs, performed by different, native Greek Sign Language users. Results illustrate the architecture's superiority when compared to Hidden Markov Model techniques and variations both in terms of classification performance and computational cost. Copyright © 2012 Elsevier Ltd. All rights reserved.

Online gesture spotting from visual hull data.

PubMed

Peng, Bo; Qian, Gang

2011-06-01

This paper presents a robust framework for online full-body gesture spotting from visual hull data. Using view-invariant pose features as observations, hidden Markov models (HMMs) are trained for gesture spotting from continuous movement data streams. Two major contributions of this paper are 1) view-invariant pose feature extraction from visual hulls, and 2) a systematic approach to automatically detecting and modeling specific nongesture movement patterns and using their HMMs for outlier rejection in gesture spotting. The experimental results have shown the view-invariance property of the proposed pose features for both training poses and new poses unseen in training, as well as the efficacy of using specific nongesture models for outlier rejection. Using the IXMAS gesture data set, the proposed framework has been extensively tested and the gesture spotting results are superior to those reported on the same data set obtained using existing state-of-the-art gesture spotting methods.

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.

Modeling Hubble Space Telescope flight data by Q-Markov cover identification

NASA Technical Reports Server (NTRS)

Liu, K.; Skelton, R. E.; Sharkey, J. P.

1992-01-01

A state space model for the Hubble Space Telescope under the influence of unknown disturbances in orbit is presented. This model was obtained from flight data by applying the Q-Markov covariance equivalent realization identification algorithm. This state space model guarantees the match of the first Q-Markov parameters and covariance parameters of the Hubble system. The flight data were partitioned into high- and low-frequency components for more efficient Q-Markov cover modeling, to reduce some computational difficulties of the Q-Markov cover algorithm. This identification revealed more than 20 lightly damped modes within the bandwidth of the attitude control system. Comparisons with the analytical (TREETOPS) model are also included.

SMURFLite: combining simplified Markov random fields with simulated evolution improves remote homology detection for beta-structural proteins into the twilight zone.

PubMed

Daniels, Noah M; Hosur, Raghavendra; Berger, Bonnie; Cowen, Lenore J

2012-05-01

One of the most successful methods to date for recognizing protein sequences that are evolutionarily related has been profile hidden Markov models (HMMs). However, these models do not capture pairwise statistical preferences of residues that are hydrogen bonded in beta sheets. These dependencies have been partially captured in the HMM setting by simulated evolution in the training phase and can be fully captured by Markov random fields (MRFs). However, the MRFs can be computationally prohibitive when beta strands are interleaved in complex topologies. We introduce SMURFLite, a method that combines both simplified MRFs and simulated evolution to substantially improve remote homology detection for beta structures. Unlike previous MRF-based methods, SMURFLite is computationally feasible on any beta-structural motif. We test SMURFLite on all propeller and barrel folds in the mainly-beta class of the SCOP hierarchy in stringent cross-validation experiments. We show a mean 26% (median 16%) improvement in area under curve (AUC) for beta-structural motif recognition as compared with HMMER (a well-known HMM method) and a mean 33% (median 19%) improvement as compared with RAPTOR (a well-known threading method) and even a mean 18% (median 10%) improvement in AUC over HHPred (a profile-profile HMM method), despite HHpred's use of extensive additional training data. We demonstrate SMURFLite's ability to scale to whole genomes by running a SMURFLite library of 207 beta-structural SCOP superfamilies against the entire genome of Thermotoga maritima, and make over a 100 new fold predictions. Availability and implementaion: A webserver that runs SMURFLite is available at: http://smurf.cs.tufts.edu/smurflite/

Structured Set Intra Prediction With Discriminative Learning in a Max-Margin Markov Network for High Efficiency Video Coding

PubMed Central

Dai, Wenrui; Xiong, Hongkai; Jiang, Xiaoqian; Chen, Chang Wen

2014-01-01

This paper proposes a novel model on intra coding for High Efficiency Video Coding (HEVC), which simultaneously predicts blocks of pixels with optimal rate distortion. It utilizes the spatial statistical correlation for the optimal prediction based on 2-D contexts, in addition to formulating the data-driven structural interdependences to make the prediction error coherent with the probability distribution, which is desirable for successful transform and coding. The structured set prediction model incorporates a max-margin Markov network (M3N) to regulate and optimize multiple block predictions. The model parameters are learned by discriminating the actual pixel value from other possible estimates to maximize the margin (i.e., decision boundary bandwidth). Compared to existing methods that focus on minimizing prediction error, the M3N-based model adaptively maintains the coherence for a set of predictions. Specifically, the proposed model concurrently optimizes a set of predictions by associating the loss for individual blocks to the joint distribution of succeeding discrete cosine transform coefficients. When the sample size grows, the prediction error is asymptotically upper bounded by the training error under the decomposable loss function. As an internal step, we optimize the underlying Markov network structure to find states that achieve the maximal energy using expectation propagation. For validation, we integrate the proposed model into HEVC for optimal mode selection on rate-distortion optimization. The proposed prediction model obtains up to 2.85% bit rate reduction and achieves better visual quality in comparison to the HEVC intra coding. PMID:25505829

Connected word recognition using a cascaded neuro-computational model

NASA Astrophysics Data System (ADS)

Hoya, Tetsuya; van Leeuwen, Cees

2016-10-01

We propose a novel framework for processing a continuous speech stream that contains a varying number of words, as well as non-speech periods. Speech samples are segmented into word-tokens and non-speech periods. An augmented version of an earlier-proposed, cascaded neuro-computational model is used for recognising individual words within the stream. Simulation studies using both a multi-speaker-dependent and speaker-independent digit string database show that the proposed method yields a recognition performance comparable to that obtained by a benchmark approach using hidden Markov models with embedded training.

A dynamic multi-scale Markov model based methodology for remaining life prediction

NASA Astrophysics Data System (ADS)

Yan, Jihong; Guo, Chaozhong; Wang, Xing

2011-05-01

The ability to accurately predict the remaining life of partially degraded components is crucial in prognostics. In this paper, a performance degradation index is designed using multi-feature fusion techniques to represent deterioration severities of facilities. Based on this indicator, an improved Markov model is proposed for remaining life prediction. Fuzzy C-Means (FCM) algorithm is employed to perform state division for Markov model in order to avoid the uncertainty of state division caused by the hard division approach. Considering the influence of both historical and real time data, a dynamic prediction method is introduced into Markov model by a weighted coefficient. Multi-scale theory is employed to solve the state division problem of multi-sample prediction. Consequently, a dynamic multi-scale Markov model is constructed. An experiment is designed based on a Bently-RK4 rotor testbed to validate the dynamic multi-scale Markov model, experimental results illustrate the effectiveness of the methodology.

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.

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.

Recognition of surgical skills using hidden Markov models

NASA Astrophysics Data System (ADS)

Speidel, Stefanie; Zentek, Tom; Sudra, Gunther; Gehrig, Tobias; Müller-Stich, Beat Peter; Gutt, Carsten; Dillmann, Rüdiger

2009-02-01

Minimally invasive surgery is a highly complex medical discipline and can be regarded as a major breakthrough in surgical technique. A minimally invasive intervention requires enhanced motor skills to deal with difficulties like the complex hand-eye coordination and restricted mobility. To alleviate these constraints we propose to enhance the surgeon's capabilities by providing a context-aware assistance using augmented reality techniques. To recognize and analyze the current situation for context-aware assistance, we need intraoperative sensor data and a model of the intervention. Characteristics of a situation are the performed activity, the used instruments, the surgical objects and the anatomical structures. Important information about the surgical activity can be acquired by recognizing the surgical gesture performed. Surgical gestures in minimally invasive surgery like cutting, knot-tying or suturing are here referred to as surgical skills. We use the motion data from the endoscopic instruments to classify and analyze the performed skill and even use it for skill evaluation in a training scenario. The system uses Hidden Markov Models (HMM) to model and recognize a specific surgical skill like knot-tying or suturing with an average recognition rate of 92%.

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.

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.

Caliber Corrected Markov Modeling (C2M2): Correcting Equilibrium Markov Models.

PubMed

Dixit, Purushottam D; Dill, Ken A

2018-02-13

Rate processes are often modeled using Markov State Models (MSMs). Suppose you know a prior MSM and then learn that your prediction of some particular observable rate is wrong. What is the best way to correct the whole MSM? For example, molecular dynamics simulations of protein folding may sample many microstates, possibly giving correct pathways through them while also giving the wrong overall folding rate when compared to experiment. Here, we describe Caliber Corrected Markov Modeling (C 2 M 2 ), an approach based on the principle of maximum entropy for updating a Markov model by imposing state- and trajectory-based constraints. We show that such corrections are equivalent to asserting position-dependent diffusion coefficients in continuous-time continuous-space Markov processes modeled by a Smoluchowski equation. We derive the functional form of the diffusion coefficient explicitly in terms of the trajectory-based constraints. We illustrate with examples of 2D particle diffusion and an overdamped harmonic oscillator.

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.

Cascade heterogeneous face sketch-photo synthesis via dual-scale Markov Network

NASA Astrophysics Data System (ADS)

Yao, Saisai; Chen, Zhenxue; Jia, Yunyi; Liu, Chengyun

2018-03-01

Heterogeneous face sketch-photo synthesis is an important and challenging task in computer vision, which has widely applied in law enforcement and digital entertainment. According to the different synthesis results based on different scales, this paper proposes a cascade sketch-photo synthesis method via dual-scale Markov Network. Firstly, Markov Network with larger scale is used to synthesise the initial sketches and the local vertical and horizontal neighbour search (LVHNS) method is used to search for the neighbour patches of test patches in training set. Then, the initial sketches and test photos are jointly entered into smaller scale Markov Network. Finally, the fine sketches are obtained after cascade synthesis process. Extensive experimental results on various databases demonstrate the superiority of the proposed method compared with several state-of-the-art methods.

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.

Capturing the state transitions of seizure-like events using Hidden Markov models.

PubMed

Guirgis, Mirna; Serletis, Demitre; Carlen, Peter L; Bardakjian, Berj L

2011-01-01

The purpose of this study was to investigate the number of states present in the progression of a seizure-like event (SLE). Of particular interest is to determine if there are more than two clearly defined states, as this would suggest that there is a distinct state preceding an SLE. Whole-intact hippocampus from C57/BL mice was used to model epileptiform activity induced by the perfusion of a low Mg(2+)/high K(+) solution while extracellular field potentials were recorded from CA3 pyramidal neurons. Hidden Markov models (HMM) were used to model the state transitions of the recorded SLEs by incorporating various features of the Hilbert transform into the training algorithm; specifically, 2- and 3-state HMMs were explored. Although the 2-state model was able to distinguish between SLE and nonSLE behavior, it provided no improvements compared to visual inspection alone. However, the 3-state model was able to capture two distinct nonSLE states that visual inspection failed to discriminate. Moreover, by developing an HMM based system a priori knowledge of the state transitions was not required making this an ideal platform for seizure prediction algorithms.

A classification of marked hijaiyah letters' pronunciation using hidden Markov model

NASA Astrophysics Data System (ADS)

Wisesty, Untari N.; Mubarok, M. Syahrul; Adiwijaya

2017-08-01

Hijaiyah letters are the letters that arrange the words in Al Qur'an consisting of 28 letters. They symbolize the consonant sounds. On the other hand, the vowel sounds are symbolized by harokat/marks. Speech recognition system is a system used to process the sound signal to be data so that it can be recognized by computer. To build the system, some stages are needed i.e characteristics/feature extraction and classification. In this research, LPC and MFCC extraction method, K-Means Quantization vector and Hidden Markov Model classification are used. The data used are the 28 letters and 6 harakat with the total class of 168. After several are testing done, it can be concluded that the system can recognize the pronunciation pattern of marked hijaiyah letter very well in the training data with its highest accuracy of 96.1% using the feature of LPC extraction and 94% using the MFCC. Meanwhile, when testing system is used, the accuracy decreases up to 41%.

Estimation of sojourn time in chronic disease screening without data on interval cases.

PubMed

Chen, T H; Kuo, H S; Yen, M F; Lai, M S; Tabar, L; Duffy, S W

2000-03-01

Estimation of the sojourn time on the preclinical detectable period in disease screening or transition rates for the natural history of chronic disease usually rely on interval cases (diagnosed between screens). However, to ascertain such cases might be difficult in developing countries due to incomplete registration systems and difficulties in follow-up. To overcome this problem, we propose three Markov models to estimate parameters without using interval cases. A three-state Markov model, a five-state Markov model related to regional lymph node spread, and a five-state Markov model pertaining to tumor size are applied to data on breast cancer screening in female relatives of breast cancer cases in Taiwan. Results based on a three-state Markov model give mean sojourn time (MST) 1.90 (95% CI: 1.18-4.86) years for this high-risk group. Validation of these models on the basis of data on breast cancer screening in the age groups 50-59 and 60-69 years from the Swedish Two-County Trial shows the estimates from a three-state Markov model that does not use interval cases are very close to those from previous Markov models taking interval cancers into account. For the five-state Markov model, a reparameterized procedure using auxiliary information on clinically detected cancers is performed to estimate relevant parameters. A good fit of internal and external validation demonstrates the feasibility of using these models to estimate parameters that have previously required interval cancers. This method can be applied to other screening data in which there are no data on interval cases.

Prediction of transfer among multiple states of blood pressure based on Markov model: an 18-year cohort study.

PubMed

Wang, Yunfeng; Ma, Zhimin; Xu, Chaonan; Wang, ZiKun; Yang, Xinghua

2018-05-15

This study aimed to identify the rules of transition between normotension, prehypertension and hypertension states and to establish a prediction model for the incidence of prehypertension and hypertension. Data from the China Health and Nutrition Survey from 1991 to 2009 were used as training data to develop the model. Data of the year 2011 were used for model validation. The multistate Markov model was developed using the msm package in R software. A total of 5265 participants were included at baseline, with an average follow-up of 8.05 ± 5.27 years and 17 640 observations. The ratio of men to women was 1 : 1.17, and the mean age was 37.54 ± 13.80 years. Within 10 years, in men, from normotension, the average probability to prehypertension and hypertension are 34.5 and 35.25%, respectively; from prehypertension, the average probability of recovering to normotension and developing to hypertension are 17.78 and 43.85%, respectively. In women, the average probabilities are 27.49, 28.09, 29.11 and 39.05%. Fat consumption increasing was found to be a protective factor, with 4.5% lower rate of transferring from normotension to prehypertension for a quarter percentage increasing. The model showed a very good prediction ability within 10 years and provided good prediction of blood pressure in the 2011 cohort (χ = 0.781, P = 0.676). The multistate Markov model can be a useful tool to identify the rules of transition among multiple states of blood pressure and predict well prevalence of the normotension, prehypertension and hypertension in cohort populations.

Models of temporal enhanced ultrasound data for prostate cancer diagnosis: the impact of time-series order

NASA Astrophysics Data System (ADS)

Nahlawi, Layan; Goncalves, Caroline; Imani, Farhad; Gaed, Mena; Gomez, Jose A.; Moussa, Madeleine; Gibson, Eli; Fenster, Aaron; Ward, Aaron D.; Abolmaesumi, Purang; Mousavi, Parvin; Shatkay, Hagit

2017-03-01

Recent studies have shown the value of Temporal Enhanced Ultrasound (TeUS) imaging for tissue characterization in transrectal ultrasound-guided prostate biopsies. Here, we present results of experiments designed to study the impact of temporal order of the data in TeUS signals. We assess the impact of variations in temporal order on the ability to automatically distinguish benign prostate-tissue from malignant tissue. We have previously used Hidden Markov Models (HMMs) to model TeUS data, as HMMs capture temporal order in time series. In the work presented here, we use HMMs to model malignant and benign tissues; the models are trained and tested on TeUS signals while introducing variation to their temporal order. We first model the signals in their original temporal order, followed by modeling the same signals under various time rearrangements. We compare the performance of these models for tissue characterization. Our results show that models trained over the original order-preserving signals perform statistically significantly better for distinguishing between malignant and benign tissues, than those trained on rearranged signals. The performance degrades as the amount of temporal-variation increases. Specifically, accuracy of tissue characterization decreases from 85% using models trained on original signals to 62% using models trained and tested on signals that are completely temporally-rearranged. These results indicate the importance of order in characterization of tissue malignancy from TeUS data.

Observation uncertainty in reversible Markov chains.

PubMed

Metzner, Philipp; Weber, Marcus; Schütte, Christof

2010-09-01

In many applications one is interested in finding a simplified model which captures the essential dynamical behavior of a real life process. If the essential dynamics can be assumed to be (approximately) memoryless then a reasonable choice for a model is a Markov model whose parameters are estimated by means of Bayesian inference from an observed time series. We propose an efficient Monte Carlo Markov chain framework to assess the uncertainty of the Markov model and related observables. The derived Gibbs sampler allows for sampling distributions of transition matrices subject to reversibility and/or sparsity constraints. The performance of the suggested sampling scheme is demonstrated and discussed for a variety of model examples. The uncertainty analysis of functions of the Markov model under investigation is discussed in application to the identification of conformations of the trialanine molecule via Robust Perron Cluster Analysis (PCCA+) .

Comparison of RF spectrum prediction methods for dynamic spectrum access

NASA Astrophysics Data System (ADS)

Kovarskiy, Jacob A.; Martone, Anthony F.; Gallagher, Kyle A.; Sherbondy, Kelly D.; Narayanan, Ram M.

2017-05-01

Dynamic spectrum access (DSA) refers to the adaptive utilization of today's busy electromagnetic spectrum. Cognitive radio/radar technologies require DSA to intelligently transmit and receive information in changing environments. Predicting radio frequency (RF) activity reduces sensing time and energy consumption for identifying usable spectrum. Typical spectrum prediction methods involve modeling spectral statistics with Hidden Markov Models (HMM) or various neural network structures. HMMs describe the time-varying state probabilities of Markov processes as a dynamic Bayesian network. Neural Networks model biological brain neuron connections to perform a wide range of complex and often non-linear computations. This work compares HMM, Multilayer Perceptron (MLP), and Recurrent Neural Network (RNN) algorithms and their ability to perform RF channel state prediction. Monte Carlo simulations on both measured and simulated spectrum data evaluate the performance of these algorithms. Generalizing spectrum occupancy as an alternating renewal process allows Poisson random variables to generate simulated data while energy detection determines the occupancy state of measured RF spectrum data for testing. The results suggest that neural networks achieve better prediction accuracy and prove more adaptable to changing spectral statistics than HMMs given sufficient training data.

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.

DL-ADR: a novel deep learning model for classifying genomic variants into adverse drug reactions.

PubMed

Liang, Zhaohui; Huang, Jimmy Xiangji; Zeng, Xing; Zhang, Gang

2016-08-10

Genomic variations are associated with the metabolism and the occurrence of adverse reactions of many therapeutic agents. The polymorphisms on over 2000 locations of cytochrome P450 enzymes (CYP) due to many factors such as ethnicity, mutations, and inheritance attribute to the diversity of response and side effects of various drugs. The associations of the single nucleotide polymorphisms (SNPs), the internal pharmacokinetic patterns and the vulnerability of specific adverse reactions become one of the research interests of pharmacogenomics. The conventional genomewide association studies (GWAS) mainly focuses on the relation of single or multiple SNPs to a specific risk factors which are a one-to-many relation. However, there are no robust methods to establish a many-to-many network which can combine the direct and indirect associations between multiple SNPs and a serial of events (e.g. adverse reactions, metabolic patterns, prognostic factors etc.). In this paper, we present a novel deep learning model based on generative stochastic networks and hidden Markov chain to classify the observed samples with SNPs on five loci of two genes (CYP2D6 and CYP1A2) respectively to the vulnerable population of 14 types of adverse reactions. A supervised deep learning model is proposed in this study. The revised generative stochastic networks (GSN) model with transited by the hidden Markov chain is used. The data of the training set are collected from clinical observation. The training set is composed of 83 observations of blood samples with the genotypes respectively on CYP2D6*2, *10, *14 and CYP1A2*1C, *1 F. The samples are genotyped by the polymerase chain reaction (PCR) method. A hidden Markov chain is used as the transition operator to simulate the probabilistic distribution. The model can perform learning at lower cost compared to the conventional maximal likelihood method because the transition distribution is conditional on the previous state of the hidden Markov chain. A least square loss (LASSO) algorithm and a k-Nearest Neighbors (kNN) algorithm are used as the baselines for comparison and to evaluate the performance of our proposed deep learning model. There are 53 adverse reactions reported during the observation. They are assigned to 14 categories. In the comparison of classification accuracy, the deep learning model shows superiority over the LASSO and kNN model with a rate over 80 %. In the comparison of reliability, the deep learning model shows the best stability among the three models. Machine learning provides a new method to explore the complex associations among genomic variations and multiple events in pharmacogenomics studies. The new deep learning algorithm is capable of classifying various SNPs to the corresponding adverse reactions. We expect that as more genomic variations are added as features and more observations are made, the deep learning model can improve its performance and can act as a black-box but reliable verifier for other GWAS studies.

Improving on hidden Markov models: An articulatorily constrained, maximum likelihood approach to speech recognition and speech coding

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

Hogden, J.

The goal of the proposed research is to test a statistical model of speech recognition that incorporates the knowledge that speech is produced by relatively slow motions of the tongue, lips, and other speech articulators. This model is called Maximum Likelihood Continuity Mapping (Malcom). Many speech researchers believe that by using constraints imposed by articulator motions, we can improve or replace the current hidden Markov model based speech recognition algorithms. Unfortunately, previous efforts to incorporate information about articulation into speech recognition algorithms have suffered because (1) slight inaccuracies in our knowledge or the formulation of our knowledge about articulation maymore » decrease recognition performance, (2) small changes in the assumptions underlying models of speech production can lead to large changes in the speech derived from the models, and (3) collecting measurements of human articulator positions in sufficient quantity for training a speech recognition algorithm is still impractical. The most interesting (and in fact, unique) quality of Malcom is that, even though Malcom makes use of a mapping between acoustics and articulation, Malcom can be trained to recognize speech using only acoustic data. By learning the mapping between acoustics and articulation using only acoustic data, Malcom avoids the difficulties involved in collecting articulator position measurements and does not require an articulatory synthesizer model to estimate the mapping between vocal tract shapes and speech acoustics. Preliminary experiments that demonstrate that Malcom can learn the mapping between acoustics and articulation are discussed. Potential applications of Malcom aside from speech recognition are also discussed. Finally, specific deliverables resulting from the proposed research are described.« less

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…

A stochastic model for tumor geometry evolution during radiation therapy in cervical cancer

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

Liu, Yifang; Lee, Chi-Guhn; Chan, Timothy C. Y., E-mail: tcychan@mie.utoronto.ca

2014-02-15

Purpose: To develop mathematical models to predict the evolution of tumor geometry in cervical cancer undergoing radiation therapy. Methods: The authors develop two mathematical models to estimate tumor geometry change: a Markov model and an isomorphic shrinkage model. The Markov model describes tumor evolution by investigating the change in state (either tumor or nontumor) of voxels on the tumor surface. It assumes that the evolution follows a Markov process. Transition probabilities are obtained using maximum likelihood estimation and depend on the states of neighboring voxels. The isomorphic shrinkage model describes tumor shrinkage or growth in terms of layers of voxelsmore » on the tumor surface, instead of modeling individual voxels. The two proposed models were applied to data from 29 cervical cancer patients treated at Princess Margaret Cancer Centre and then compared to a constant volume approach. Model performance was measured using sensitivity and specificity. Results: The Markov model outperformed both the isomorphic shrinkage and constant volume models in terms of the trade-off between sensitivity (target coverage) and specificity (normal tissue sparing). Generally, the Markov model achieved a few percentage points in improvement in either sensitivity or specificity compared to the other models. The isomorphic shrinkage model was comparable to the Markov approach under certain parameter settings. Convex tumor shapes were easier to predict. Conclusions: By modeling tumor geometry change at the voxel level using a probabilistic model, improvements in target coverage and normal tissue sparing are possible. Our Markov model is flexible and has tunable parameters to adjust model performance to meet a range of criteria. Such a model may support the development of an adaptive paradigm for radiation therapy of cervical cancer.« less

Refining value-at-risk estimates using a Bayesian Markov-switching GJR-GARCH copula-EVT model.

PubMed

Sampid, Marius Galabe; Hasim, Haslifah M; Dai, Hongsheng

2018-01-01

In this paper, we propose a model for forecasting Value-at-Risk (VaR) using a Bayesian Markov-switching GJR-GARCH(1,1) model with skewed Student's-t innovation, copula functions and extreme value theory. A Bayesian Markov-switching GJR-GARCH(1,1) model that identifies non-constant volatility over time and allows the GARCH parameters to vary over time following a Markov process, is combined with copula functions and EVT to formulate the Bayesian Markov-switching GJR-GARCH(1,1) copula-EVT VaR model, which is then used to forecast the level of risk on financial asset returns. We further propose a new method for threshold selection in EVT analysis, which we term the hybrid method. Empirical and back-testing results show that the proposed VaR models capture VaR reasonably well in periods of calm and in periods of crisis.

One-Shot Learning of Human Activity With an MAP Adapted GMM and Simplex-HMM.

PubMed

Rodriguez, Mario; Orrite, Carlos; Medrano, Carlos; Makris, Dimitrios

2016-05-10

This paper presents a novel activity class representation using a single sequence for training. The contribution of this representation lays on the ability to train an one-shot learning recognition system, useful in new scenarios where capturing and labeling sequences is expensive or impractical. The method uses a universal background model of local descriptors obtained from source databases available on-line and adapts it to a new sequence in the target scenario through a maximum a posteriori adaptation. Each activity sample is encoded in a sequence of normalized bag of features and modeled by a new hidden Markov model formulation, where the expectation-maximization algorithm for training is modified to deal with observations consisting in vectors in a unit simplex. Extensive experiments in recognition have been performed using one-shot learning over the public datasets Weizmann, KTH, and IXMAS. These experiments demonstrate the discriminative properties of the representation and the validity of application in recognition systems, achieving state-of-the-art results.

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.

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.

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

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.

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.

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.

Detection and diagnosis of bearing and cutting tool faults using hidden Markov models

NASA Astrophysics Data System (ADS)

Boutros, Tony; Liang, Ming

2011-08-01

Over the last few decades, the research for new fault detection and diagnosis techniques in machining processes and rotating machinery has attracted increasing interest worldwide. This development was mainly stimulated by the rapid advance in industrial technologies and the increase in complexity of machining and machinery systems. In this study, the discrete hidden Markov model (HMM) is applied to detect and diagnose mechanical faults. The technique is tested and validated successfully using two scenarios: tool wear/fracture and bearing faults. In the first case the model correctly detected the state of the tool (i.e., sharp, worn, or broken) whereas in the second application, the model classified the severity of the fault seeded in two different engine bearings. The success rate obtained in our tests for fault severity classification was above 95%. In addition to the fault severity, a location index was developed to determine the fault location. This index has been applied to determine the location (inner race, ball, or outer race) of a bearing fault with an average success rate of 96%. The training time required to develop the HMMs was less than 5 s in both the monitoring cases.

Video event classification and image segmentation based on noncausal multidimensional hidden Markov models.

PubMed

Ma, Xiang; Schonfeld, Dan; Khokhar, Ashfaq A

2009-06-01

In this paper, we propose a novel solution to an arbitrary noncausal, multidimensional hidden Markov model (HMM) for image and video classification. First, we show that the noncausal model can be solved by splitting it into multiple causal HMMs and simultaneously solving each causal HMM using a fully synchronous distributed computing framework, therefore referred to as distributed HMMs. Next we present an approximate solution to the multiple causal HMMs that is based on an alternating updating scheme and assumes a realistic sequential computing framework. The parameters of the distributed causal HMMs are estimated by extending the classical 1-D training and classification algorithms to multiple dimensions. The proposed extension to arbitrary causal, multidimensional HMMs allows state transitions that are dependent on all causal neighbors. We, thus, extend three fundamental algorithms to multidimensional causal systems, i.e., 1) expectation-maximization (EM), 2) general forward-backward (GFB), and 3) Viterbi algorithms. In the simulations, we choose to limit ourselves to a noncausal 2-D model whose noncausality is along a single dimension, in order to significantly reduce the computational complexity. Simulation results demonstrate the superior performance, higher accuracy rate, and applicability of the proposed noncausal HMM framework to image and video classification.

Quantum Mechanics, Pattern Recognition, and the Mammalian Brain

NASA Astrophysics Data System (ADS)

Chapline, George

2008-10-01

Although the usual way of representing Markov processes is time asymmetric, there is a way of describing Markov processes, due to Schrodinger, which is time symmetric. This observation provides a link between quantum mechanics and the layered Bayesian networks that are often used in automated pattern recognition systems. In particular, there is a striking formal similarity between quantum mechanics and a particular type of Bayesian network, the Helmholtz machine, which provides a plausible model for how the mammalian brain recognizes important environmental situations. One interesting aspect of this relationship is that the "wake-sleep" algorithm for training a Helmholtz machine is very similar to the problem of finding the potential for the multi-channel Schrodinger equation. As a practical application of this insight it may be possible to use inverse scattering techniques to study the relationship between human brain wave patterns, pattern recognition, and learning. We also comment on whether there is a relationship between quantum measurements and consciousness.

Efficient view based 3-D object retrieval using Hidden Markov Model

NASA Astrophysics Data System (ADS)

Jain, Yogendra Kumar; Singh, Roshan Kumar

2013-12-01

Recent research effort has been dedicated to view based 3-D object retrieval, because of highly discriminative property of 3-D object and has multi view representation. The state-of-art method is highly depending on their own camera array setting for capturing views of 3-D object and use complex Zernike descriptor, HAC for representative view selection which limit their practical application and make it inefficient for retrieval. Therefore, an efficient and effective algorithm is required for 3-D Object Retrieval. In order to move toward a general framework for efficient 3-D object retrieval which is independent of camera array setting and avoidance of representative view selection, we propose an Efficient View Based 3-D Object Retrieval (EVBOR) method using Hidden Markov Model (HMM). In this framework, each object is represented by independent set of view, which means views are captured from any direction without any camera array restriction. In this, views are clustered (including query view) to generate the view cluster, which is then used to build the query model with HMM. In our proposed method, HMM is used in twofold: in the training (i.e. HMM estimate) and in the retrieval (i.e. HMM decode). The query model is trained by using these view clusters. The EVBOR query model is worked on the basis of query model combining with HMM. The proposed approach remove statically camera array setting for view capturing and can be apply for any 3-D object database to retrieve 3-D object efficiently and effectively. Experimental results demonstrate that the proposed scheme has shown better performance than existing methods. [Figure not available: see fulltext.

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.

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.

Automatic speech recognition and training for severely dysarthric users of assistive technology: the STARDUST project.

PubMed

Parker, Mark; Cunningham, Stuart; Enderby, Pam; Hawley, Mark; Green, Phil

2006-01-01

The STARDUST project developed robust computer speech recognizers for use by eight people with severe dysarthria and concomitant physical disability to access assistive technologies. Independent computer speech recognizers trained with normal speech are of limited functional use by those with severe dysarthria due to limited and inconsistent proximity to "normal" articulatory patterns. Severe dysarthric output may also be characterized by a small mass of distinguishable phonetic tokens making the acoustic differentiation of target words difficult. Speaker dependent computer speech recognition using Hidden Markov Models was achieved by the identification of robust phonetic elements within the individual speaker output patterns. A new system of speech training using computer generated visual and auditory feedback reduced the inconsistent production of key phonetic tokens over time.

A mathematical approach for evaluating Markov models in continuous time without discrete-event simulation.

PubMed

van Rosmalen, Joost; Toy, Mehlika; O'Mahony, James F

2013-08-01

Markov models are a simple and powerful tool for analyzing the health and economic effects of health care interventions. These models are usually evaluated in discrete time using cohort analysis. The use of discrete time assumes that changes in health states occur only at the end of a cycle period. Discrete-time Markov models only approximate the process of disease progression, as clinical events typically occur in continuous time. The approximation can yield biased cost-effectiveness estimates for Markov models with long cycle periods and if no half-cycle correction is made. The purpose of this article is to present an overview of methods for evaluating Markov models in continuous time. These methods use mathematical results from stochastic process theory and control theory. The methods are illustrated using an applied example on the cost-effectiveness of antiviral therapy for chronic hepatitis B. The main result is a mathematical solution for the expected time spent in each state in a continuous-time Markov model. It is shown how this solution can account for age-dependent transition rates and discounting of costs and health effects, and how the concept of tunnel states can be used to account for transition rates that depend on the time spent in a state. The applied example shows that the continuous-time model yields more accurate results than the discrete-time model but does not require much computation time and is easily implemented. In conclusion, continuous-time Markov models are a feasible alternative to cohort analysis and can offer several theoretical and practical advantages.

[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.

A Lagrangian Transport Eulerian Reaction Spatial (LATERS) Markov Model for Prediction of Effective Bimolecular Reactive Transport

NASA Astrophysics Data System (ADS)

Sund, Nicole; Porta, Giovanni; Bolster, Diogo; Parashar, Rishi

2017-11-01

Prediction of effective transport for mixing-driven reactive systems at larger scales, requires accurate representation of mixing at small scales, which poses a significant upscaling challenge. Depending on the problem at hand, there can be benefits to using a Lagrangian framework, while in others an Eulerian might have advantages. Here we propose and test a novel hybrid model which attempts to leverage benefits of each. Specifically, our framework provides a Lagrangian closure required for a volume-averaging procedure of the advection diffusion reaction equation. This hybrid model is a LAgrangian Transport Eulerian Reaction Spatial Markov model (LATERS Markov model), which extends previous implementations of the Lagrangian Spatial Markov model and maps concentrations to an Eulerian grid to quantify closure terms required to calculate the volume-averaged reaction terms. The advantage of this approach is that the Spatial Markov model is known to provide accurate predictions of transport, particularly at preasymptotic early times, when assumptions required by traditional volume-averaging closures are least likely to hold; likewise, the Eulerian reaction method is efficient, because it does not require calculation of distances between particles. This manuscript introduces the LATERS Markov model and demonstrates by example its ability to accurately predict bimolecular reactive transport in a simple benchmark 2-D porous medium.

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.

Modeling of dialogue regimes of distance robot control

NASA Astrophysics Data System (ADS)

Larkin, E. V.; Privalov, A. N.

2017-02-01

Process of distance control of mobile robots is investigated. Petri-Markov net for modeling of dialogue regime is worked out. It is shown, that sequence of operations of next subjects: a human operator, a dialogue computer and an onboard computer may be simulated with use the theory of semi-Markov processes. From the semi-Markov process of the general form Markov process was obtained, which includes only states of transaction generation. It is shown, that a real transaction flow is the result of «concurrency» in states of Markov process. Iteration procedure for evaluation of transaction flow parameters, which takes into account effect of «concurrency», is proposed.

Affective State Level Recognition in Naturalistic Facial and Vocal Expressions.

PubMed

Meng, Hongying; Bianchi-Berthouze, Nadia

2014-03-01

Naturalistic affective expressions change at a rate much slower than the typical rate at which video or audio is recorded. This increases the probability that consecutive recorded instants of expressions represent the same affective content. In this paper, we exploit such a relationship to improve the recognition performance of continuous naturalistic affective expressions. Using datasets of naturalistic affective expressions (AVEC 2011 audio and video dataset, PAINFUL video dataset) continuously labeled over time and over different dimensions, we analyze the transitions between levels of those dimensions (e.g., transitions in pain intensity level). We use an information theory approach to show that the transitions occur very slowly and hence suggest modeling them as first-order Markov models. The dimension levels are considered to be the hidden states in the Hidden Markov Model (HMM) framework. Their discrete transition and emission matrices are trained by using the labels provided with the training set. The recognition problem is converted into a best path-finding problem to obtain the best hidden states sequence in HMMs. This is a key difference from previous use of HMMs as classifiers. Modeling of the transitions between dimension levels is integrated in a multistage approach, where the first level performs a mapping between the affective expression features and a soft decision value (e.g., an affective dimension level), and further classification stages are modeled as HMMs that refine that mapping by taking into account the temporal relationships between the output decision labels. The experimental results for each of the unimodal datasets show overall performance to be significantly above that of a standard classification system that does not take into account temporal relationships. In particular, the results on the AVEC 2011 audio dataset outperform all other systems presented at the international competition.

Multiensemble Markov models of molecular thermodynamics and kinetics.

PubMed

Wu, Hao; Paul, Fabian; Wehmeyer, Christoph; Noé, Frank

2016-06-07

We introduce the general transition-based reweighting analysis method (TRAM), a statistically optimal approach to integrate both unbiased and biased molecular dynamics simulations, such as umbrella sampling or replica exchange. TRAM estimates a multiensemble Markov model (MEMM) with full thermodynamic and kinetic information at all ensembles. The approach combines the benefits of Markov state models-clustering of high-dimensional spaces and modeling of complex many-state systems-with those of the multistate Bennett acceptance ratio of exploiting biased or high-temperature ensembles to accelerate rare-event sampling. TRAM does not depend on any rate model in addition to the widely used Markov state model approximation, but uses only fundamental relations such as detailed balance and binless reweighting of configurations between ensembles. Previous methods, including the multistate Bennett acceptance ratio, discrete TRAM, and Markov state models are special cases and can be derived from the TRAM equations. TRAM is demonstrated by efficiently computing MEMMs in cases where other estimators break down, including the full thermodynamics and rare-event kinetics from high-dimensional simulation data of an all-atom protein-ligand binding model.

Master equation for She-Leveque scaling and its classification in terms of other Markov models of developed turbulence

NASA Astrophysics Data System (ADS)

Nickelsen, Daniel

2017-07-01

The statistics of velocity increments in homogeneous and isotropic turbulence exhibit universal features in the limit of infinite Reynolds numbers. After Kolmogorov’s scaling law from 1941, many turbulence models aim for capturing these universal features, some are known to have an equivalent formulation in terms of Markov processes. We derive the Markov process equivalent to the particularly successful scaling law postulated by She and Leveque. The Markov process is a jump process for velocity increments u(r) in scale r in which the jumps occur randomly but with deterministic width in u. From its master equation we establish a prescription to simulate the She-Leveque process and compare it with Kolmogorov scaling. To put the She-Leveque process into the context of other established turbulence models on the Markov level, we derive a diffusion process for u(r) using two properties of the Navier-Stokes equation. This diffusion process already includes Kolmogorov scaling, extended self-similarity and a class of random cascade models. The fluctuation theorem of this Markov process implies a ‘second law’ that puts a loose bound on the multipliers of the random cascade models. This bound explicitly allows for instances of inverse cascades, which are necessary to satisfy the fluctuation theorem. By adding a jump process to the diffusion process, we go beyond Kolmogorov scaling and formulate the most general scaling law for the class of Markov processes having both diffusion and jump parts. This Markov scaling law includes She-Leveque scaling and a scaling law derived by Yakhot.

Multiensemble Markov models of molecular thermodynamics and kinetics

PubMed Central

Wu, Hao; Paul, Fabian; Noé, Frank

2016-01-01

We introduce the general transition-based reweighting analysis method (TRAM), a statistically optimal approach to integrate both unbiased and biased molecular dynamics simulations, such as umbrella sampling or replica exchange. TRAM estimates a multiensemble Markov model (MEMM) with full thermodynamic and kinetic information at all ensembles. The approach combines the benefits of Markov state models—clustering of high-dimensional spaces and modeling of complex many-state systems—with those of the multistate Bennett acceptance ratio of exploiting biased or high-temperature ensembles to accelerate rare-event sampling. TRAM does not depend on any rate model in addition to the widely used Markov state model approximation, but uses only fundamental relations such as detailed balance and binless reweighting of configurations between ensembles. Previous methods, including the multistate Bennett acceptance ratio, discrete TRAM, and Markov state models are special cases and can be derived from the TRAM equations. TRAM is demonstrated by efficiently computing MEMMs in cases where other estimators break down, including the full thermodynamics and rare-event kinetics from high-dimensional simulation data of an all-atom protein–ligand binding model. PMID:27226302

Study of environmental sound source identification based on hidden Markov model for robust speech recognition

NASA Astrophysics Data System (ADS)

Nishiura, Takanobu; Nakamura, Satoshi

2003-10-01

Humans communicate with each other through speech by focusing on the target speech among environmental sounds in real acoustic environments. We can easily identify the target sound from other environmental sounds. For hands-free speech recognition, the identification of the target speech from environmental sounds is imperative. This mechanism may also be important for a self-moving robot to sense the acoustic environments and communicate with humans. Therefore, this paper first proposes hidden Markov model (HMM)-based environmental sound source identification. Environmental sounds are modeled by three states of HMMs and evaluated using 92 kinds of environmental sounds. The identification accuracy was 95.4%. This paper also proposes a new HMM composition method that composes speech HMMs and an HMM of categorized environmental sounds for robust environmental sound-added speech recognition. As a result of the evaluation experiments, we confirmed that the proposed HMM composition outperforms the conventional HMM composition with speech HMMs and a noise (environmental sound) HMM trained using noise periods prior to the target speech in a captured signal. [Work supported by Ministry of Public Management, Home Affairs, Posts and Telecommunications of Japan.

Application of hidden Markov models to biological data mining: a case study

NASA Astrophysics Data System (ADS)

Yin, Michael M.; Wang, Jason T.

2000-04-01

In this paper we present an example of biological data mining: the detection of splicing junction acceptors in eukaryotic genes. Identification or prediction of transcribed sequences from within genomic DNA has been a major rate-limiting step in the pursuit of genes. Programs currently available are far from being powerful enough to elucidate the gene structure completely. Here we develop a hidden Markov model (HMM) to represent the degeneracy features of splicing junction acceptor sites in eukaryotic genes. The HMM system is fully trained using an expectation maximization (EM) algorithm and the system performance is evaluated using the 10-way cross- validation method. Experimental results show that our HMM system can correctly classify more than 94% of the candidate sequences (including true and false acceptor sites) into right categories. About 90% of the true acceptor sites and 96% of the false acceptor sites in the test data are classified correctly. These results are very promising considering that only the local information in DNA is used. The proposed model will be a very important component of an effective and accurate gene structure detection system currently being developed in our lab.

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.

Markov modeling for the neurosurgeon: a review of the literature and an introduction to cost-effectiveness research.

PubMed

Wali, Arvin R; Brandel, Michael G; Santiago-Dieppa, David R; Rennert, Robert C; Steinberg, Jeffrey A; Hirshman, Brian R; Murphy, James D; Khalessi, Alexander A

2018-05-01

OBJECTIVE Markov modeling is a clinical research technique that allows competing medical strategies to be mathematically assessed in order to identify the optimal allocation of health care resources. The authors present a review of the recently published neurosurgical literature that employs Markov modeling and provide a conceptual framework with which to evaluate, critique, and apply the findings generated from health economics research. METHODS The PubMed online database was searched to identify neurosurgical literature published from January 2010 to December 2017 that had utilized Markov modeling for neurosurgical cost-effectiveness studies. Included articles were then assessed with regard to year of publication, subspecialty of neurosurgery, decision analytical techniques utilized, and source information for model inputs. RESULTS A total of 55 articles utilizing Markov models were identified across a broad range of neurosurgical subspecialties. Sixty-five percent of the papers were published within the past 3 years alone. The majority of models derived health transition probabilities, health utilities, and cost information from previously published studies or publicly available information. Only 62% of the studies incorporated indirect costs. Ninety-three percent of the studies performed a 1-way or 2-way sensitivity analysis, and 67% performed a probabilistic sensitivity analysis. A review of the conceptual framework of Markov modeling and an explanation of the different terminology and methodology are provided. CONCLUSIONS As neurosurgeons continue to innovate and identify novel treatment strategies for patients, Markov modeling will allow for better characterization of the impact of these interventions on a patient and societal level. The aim of this work is to equip the neurosurgical readership with the tools to better understand, critique, and apply findings produced from cost-effectiveness research.

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.

Markov chains and semi-Markov models in time-to-event analysis.

PubMed

Abner, Erin L; Charnigo, Richard J; Kryscio, Richard J

2013-10-25

A variety of statistical methods are available to investigators for analysis of time-to-event data, often referred to as survival analysis. Kaplan-Meier estimation and Cox proportional hazards regression are commonly employed tools but are not appropriate for all studies, particularly in the presence of competing risks and when multiple or recurrent outcomes are of interest. Markov chain models can accommodate censored data, competing risks (informative censoring), multiple outcomes, recurrent outcomes, frailty, and non-constant survival probabilities. Markov chain models, though often overlooked by investigators in time-to-event analysis, have long been used in clinical studies and have widespread application in other fields.

Markov chains and semi-Markov models in time-to-event analysis

PubMed Central

Abner, Erin L.; Charnigo, Richard J.; Kryscio, Richard J.

2014-01-01

A variety of statistical methods are available to investigators for analysis of time-to-event data, often referred to as survival analysis. Kaplan-Meier estimation and Cox proportional hazards regression are commonly employed tools but are not appropriate for all studies, particularly in the presence of competing risks and when multiple or recurrent outcomes are of interest. Markov chain models can accommodate censored data, competing risks (informative censoring), multiple outcomes, recurrent outcomes, frailty, and non-constant survival probabilities. Markov chain models, though often overlooked by investigators in time-to-event analysis, have long been used in clinical studies and have widespread application in other fields. PMID:24818062

Online Phase Detection Using Wearable Sensors for Walking with a Robotic Prosthesis

PubMed Central

Goršič, Maja; Kamnik, Roman; Ambrožič, Luka; Vitiello, Nicola; Lefeber, Dirk; Pasquini, Guido; Munih, Marko

2014-01-01

This paper presents a gait phase detection algorithm for providing feedback in walking with a robotic prosthesis. The algorithm utilizes the output signals of a wearable wireless sensory system incorporating sensorized shoe insoles and inertial measurement units attached to body segments. The principle of detecting transitions between gait phases is based on heuristic threshold rules, dividing a steady-state walking stride into four phases. For the evaluation of the algorithm, experiments with three amputees, walking with the robotic prosthesis and wearable sensors, were performed. Results show a high rate of successful detection for all four phases (the average success rate across all subjects >90%). A comparison of the proposed method to an off-line trained algorithm using hidden Markov models reveals a similar performance achieved without the need for learning dataset acquisition and previous model training. PMID:24521944

End-to-End ASR-Free Keyword Search From Speech

NASA Astrophysics Data System (ADS)

Audhkhasi, Kartik; Rosenberg, Andrew; Sethy, Abhinav; Ramabhadran, Bhuvana; Kingsbury, Brian

2017-12-01

End-to-end (E2E) systems have achieved competitive results compared to conventional hybrid hidden Markov model (HMM)-deep neural network based automatic speech recognition (ASR) systems. Such E2E systems are attractive due to the lack of dependence on alignments between input acoustic and output grapheme or HMM state sequence during training. This paper explores the design of an ASR-free end-to-end system for text query-based keyword search (KWS) from speech trained with minimal supervision. Our E2E KWS system consists of three sub-systems. The first sub-system is a recurrent neural network (RNN)-based acoustic auto-encoder trained to reconstruct the audio through a finite-dimensional representation. The second sub-system is a character-level RNN language model using embeddings learned from a convolutional neural network. Since the acoustic and text query embeddings occupy different representation spaces, they are input to a third feed-forward neural network that predicts whether the query occurs in the acoustic utterance or not. This E2E ASR-free KWS system performs respectably despite lacking a conventional ASR system and trains much faster.

Predicting the threshold of pulse-train electrical stimuli using a stochastic auditory nerve model: the effects of stimulus noise.

PubMed

Xu, Yifang; Collins, Leslie M

2004-04-01

The incorporation of low levels of noise into an electrical stimulus has been shown to improve auditory thresholds in some human subjects (Zeng et al., 2000). In this paper, thresholds for noise-modulated pulse-train stimuli are predicted utilizing a stochastic neural-behavioral model of ensemble fiber responses to bi-phasic stimuli. The neural refractory effect is described using a Markov model for a noise-free pulse-train stimulus and a closed-form solution for the steady-state neural response is provided. For noise-modulated pulse-train stimuli, a recursive method using the conditional probability is utilized to track the neural responses to each successive pulse. A neural spike count rule has been presented for both threshold and intensity discrimination under the assumption that auditory perception occurs via integration over a relatively long time period (Bruce et al., 1999). An alternative approach originates from the hypothesis of the multilook model (Viemeister and Wakefield, 1991), which argues that auditory perception is based on several shorter time integrations and may suggest an NofM model for prediction of pulse-train threshold. This motivates analyzing the neural response to each individual pulse within a pulse train, which is considered to be the brief look. A logarithmic rule is hypothesized for pulse-train threshold. Predictions from the multilook model are shown to match trends in psychophysical data for noise-free stimuli that are not always matched by the long-time integration rule. Theoretical predictions indicate that threshold decreases as noise variance increases. Theoretical models of the neural response to pulse-train stimuli not only reduce calculational overhead but also facilitate utilization of signal detection theory and are easily extended to multichannel psychophysical tasks.

[Development of Markov models for economics evaluation of strategies on hepatitis B vaccination and population-based antiviral treatment in China].

PubMed

Yang, P C; Zhang, S X; Sun, P P; Cai, Y L; Lin, Y; Zou, Y H

2017-07-10

Objective: To construct the Markov models to reflect the reality of prevention and treatment interventions against hepatitis B virus (HBV) infection, simulate the natural history of HBV infection in different age groups and provide evidence for the economics evaluations of hepatitis B vaccination and population-based antiviral treatment in China. Methods: According to the theory and techniques of Markov chain, the Markov models of Chinese HBV epidemic were developed based on the national data and related literature both at home and abroad, including the settings of Markov model states, allowable transitions and initial and transition probabilities. The model construction, operation and verification were conducted by using software TreeAge Pro 2015. Results: Several types of Markov models were constructed to describe the disease progression of HBV infection in neonatal period, perinatal period or adulthood, the progression of chronic hepatitis B after antiviral therapy, hepatitis B prevention and control in adults, chronic hepatitis B antiviral treatment and the natural progression of chronic hepatitis B in general population. The model for the newborn was fundamental which included ten states, i.e . susceptiblity to HBV, HBsAg clearance, immune tolerance, immune clearance, low replication, HBeAg negative CHB, compensated cirrhosis, decompensated cirrhosis, hepatocellular carcinoma (HCC) and death. The susceptible state to HBV was excluded in the perinatal period model, and the immune tolerance state was excluded in the adulthood model. The model for general population only included two states, survive and death. Among the 5 types of models, there were 9 initial states assigned with initial probabilities, and 27 states for transition probabilities. The results of model verifications showed that the probability curves were basically consistent with the situation of HBV epidemic in China. Conclusion: The Markov models developed can be used in economics evaluation of hepatitis B vaccination and treatment for the elimination of HBV infection in China though the structures and parameters in the model have uncertainty with dynamic natures.

Nonparametric model validations for hidden Markov models with applications in financial econometrics.

PubMed

Zhao, Zhibiao

2011-06-01

We address the nonparametric model validation problem for hidden Markov models with partially observable variables and hidden states. We achieve this goal by constructing a nonparametric simultaneous confidence envelope for transition density function of the observable variables and checking whether the parametric density estimate is contained within such an envelope. Our specification test procedure is motivated by a functional connection between the transition density of the observable variables and the Markov transition kernel of the hidden states. Our approach is applicable for continuous time diffusion models, stochastic volatility models, nonlinear time series models, and models with market microstructure noise.

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.

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.

Developing a Markov Model for Forecasting End Strength of Selected Marine Corps Reserve (SMCR) Officers

DTIC Science & Technology

2013-03-01

moving average ( ARIMA ) model because the data is not a times series. The best a manpower planner can do at this point is to make an educated assumption...MARKOV MODEL FOR FORECASTING END STRENGTH OF SELECTED MARINE CORPS RESERVE (SMCR) OFFICERS by Anthony D. Licari March 2013 Thesis Advisor...March 2013 3. REPORT TYPE AND DATES COVERED Master’s Thesis 4. TITLE AND SUBTITLE DEVELOPING A MARKOV MODEL FOR FORECASTING END STRENGTH OF

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.

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.

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

Characterization of binary string statistics for syntactic landmine detection

NASA Astrophysics Data System (ADS)

Nasif, Ahmed O.; Mark, Brian L.; Hintz, Kenneth J.

2011-06-01

Syntactic landmine detection has been proposed to detect and classify non-metallic landmines using ground penetrating radar (GPR). In this approach, the GPR return is processed to extract characteristic binary strings for landmine and clutter discrimination. In our previous work, we discussed the preprocessing methodology by which the amplitude information of the GPR A-scan signal can be effectively converted into binary strings, which identify the impedance discontinuities in the signal. In this work, we study the statistical properties of the binary string space. In particular, we develop a Markov chain model to characterize the observed bit sequence of the binary strings. The state is defined as the number of consecutive zeros between two ones in the binarized A-scans. Since the strings are highly sparse (the number of zeros is much greater than the number of ones), defining the state this way leads to fewer number of states compared to the case where each bit is defined as a state. The number of total states is further reduced by quantizing the number of consecutive zeros. In order to identify the correct order of the Markov model, the mean square difference (MSD) between the transition matrices of mine strings and non-mine strings is calculated up to order four using training data. The results show that order one or two maximizes this MSD. The specification of the transition probabilities of the chain can be used to compute the likelihood of any given string. Such a model can be used to identify characteristic landmine strings during the training phase. These developments on modeling and characterizing the string statistics can potentially be part of a real-time landmine detection algorithm that identifies landmine and clutter in an adaptive fashion.

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.

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.

Computing rates of Markov models of voltage-gated ion channels by inverting partial differential equations governing the probability density functions of the conducting and non-conducting states.

PubMed

Tveito, Aslak; Lines, Glenn T; Edwards, Andrew G; McCulloch, Andrew

2016-07-01

Markov models are ubiquitously used to represent the function of single ion channels. However, solving the inverse problem to construct a Markov model of single channel dynamics from bilayer or patch-clamp recordings remains challenging, particularly for channels involving complex gating processes. Methods for solving the inverse problem are generally based on data from voltage clamp measurements. Here, we describe an alternative approach to this problem based on measurements of voltage traces. The voltage traces define probability density functions of the functional states of an ion channel. These probability density functions can also be computed by solving a deterministic system of partial differential equations. The inversion is based on tuning the rates of the Markov models used in the deterministic system of partial differential equations such that the solution mimics the properties of the probability density function gathered from (pseudo) experimental data as well as possible. The optimization is done by defining a cost function to measure the difference between the deterministic solution and the solution based on experimental data. By evoking the properties of this function, it is possible to infer whether the rates of the Markov model are identifiable by our method. We present applications to Markov model well-known from the literature. Copyright © 2016 The Authors. Published by Elsevier Inc. All rights reserved.

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...

Nonparametric model validations for hidden Markov models with applications in financial econometrics

PubMed Central

Zhao, Zhibiao

2011-01-01

We address the nonparametric model validation problem for hidden Markov models with partially observable variables and hidden states. We achieve this goal by constructing a nonparametric simultaneous confidence envelope for transition density function of the observable variables and checking whether the parametric density estimate is contained within such an envelope. Our specification test procedure is motivated by a functional connection between the transition density of the observable variables and the Markov transition kernel of the hidden states. Our approach is applicable for continuous time diffusion models, stochastic volatility models, nonlinear time series models, and models with market microstructure noise. PMID:21750601

VAMPnets for deep learning of molecular kinetics.

PubMed

Mardt, Andreas; Pasquali, Luca; Wu, Hao; Noé, Frank

2018-01-02

There is an increasing demand for computing the relevant structures, equilibria, and long-timescale kinetics of biomolecular processes, such as protein-drug binding, from high-throughput molecular dynamics simulations. Current methods employ transformation of simulated coordinates into structural features, dimension reduction, clustering the dimension-reduced data, and estimation of a Markov state model or related model of the interconversion rates between molecular structures. This handcrafted approach demands a substantial amount of modeling expertise, as poor decisions at any step will lead to large modeling errors. Here we employ the variational approach for Markov processes (VAMP) to develop a deep learning framework for molecular kinetics using neural networks, dubbed VAMPnets. A VAMPnet encodes the entire mapping from molecular coordinates to Markov states, thus combining the whole data processing pipeline in a single end-to-end framework. Our method performs equally or better than state-of-the-art Markov modeling methods and provides easily interpretable few-state kinetic models.

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.

Device Control Using Gestures Sensed from EMG

NASA Technical Reports Server (NTRS)

Wheeler, Kevin R.

2003-01-01

In this paper we present neuro-electric interfaces for virtual device control. The examples presented rely upon sampling Electromyogram data from a participants forearm. This data is then fed into pattern recognition software that has been trained to distinguish gestures from a given gesture set. The pattern recognition software consists of hidden Markov models which are used to recognize the gestures as they are being performed in real-time. Two experiments were conducted to examine the feasibility of this interface technology. The first replicated a virtual joystick interface, and the second replicated a keyboard.

Bayesian analysis of non-homogeneous Markov chains: application to mental health data.

PubMed

Sung, Minje; Soyer, Refik; Nhan, Nguyen

2007-07-10

In this paper we present a formal treatment of non-homogeneous Markov chains by introducing a hierarchical Bayesian framework. Our work is motivated by the analysis of correlated categorical data which arise in assessment of psychiatric treatment programs. In our development, we introduce a Markovian structure to describe the non-homogeneity of transition patterns. In doing so, we introduce a logistic regression set-up for Markov chains and incorporate covariates in our model. We present a Bayesian model using Markov chain Monte Carlo methods and develop inference procedures to address issues encountered in the analyses of data from psychiatric treatment programs. Our model and inference procedures are implemented to some real data from a psychiatric treatment study. Copyright 2006 John Wiley & Sons, Ltd.

Validation of the SURE Program, phase 1

NASA Technical Reports Server (NTRS)

Dotson, Kelly J.

1987-01-01

Presented are the results of the first phase in the validation of the SURE (Semi-Markov Unreliability Range Evaluator) program. The SURE program gives lower and upper bounds on the death-state probabilities of a semi-Markov model. With these bounds, the reliability of a semi-Markov model of a fault-tolerant computer system can be analyzed. For the first phase in the validation, fifteen semi-Markov models were solved analytically for the exact death-state probabilities and these solutions compared to the corresponding bounds given by SURE. In every case, the SURE bounds covered the exact solution. The bounds, however, had a tendency to separate in cases where the recovery rate was slow or the fault arrival rate was fast.

Influence of credit scoring on the dynamics of Markov chain

NASA Astrophysics Data System (ADS)

Galina, Timofeeva

2015-11-01

Markov processes are widely used to model the dynamics of a credit portfolio and forecast the portfolio risk and profitability. In the Markov chain model the loan portfolio is divided into several groups with different quality, which determined by presence of indebtedness and its terms. It is proposed that dynamics of portfolio shares is described by a multistage controlled system. The article outlines mathematical formalization of controls which reflect the actions of the bank's management in order to improve the loan portfolio quality. The most important control is the organization of approval procedure of loan applications. The credit scoring is studied as a control affecting to the dynamic system. Different formalizations of "good" and "bad" consumers are proposed in connection with the Markov chain model.

Zero-state Markov switching count-data models: an empirical assessment.

PubMed

Malyshkina, Nataliya V; Mannering, Fred L

2010-01-01

In this study, a two-state Markov switching count-data model is proposed as an alternative to zero-inflated models to account for the preponderance of zeros sometimes observed in transportation count data, such as the number of accidents occurring on a roadway segment over some period of time. For this accident-frequency case, zero-inflated models assume the existence of two states: one of the states is a zero-accident count state, which has accident probabilities that are so low that they cannot be statistically distinguished from zero, and the other state is a normal-count state, in which counts can be non-negative integers that are generated by some counting process, for example, a Poisson or negative binomial. While zero-inflated models have come under some criticism with regard to accident-frequency applications - one fact is undeniable - in many applications they provide a statistically superior fit to the data. The Markov switching approach we propose seeks to overcome some of the criticism associated with the zero-accident state of the zero-inflated model by allowing individual roadway segments to switch between zero and normal-count states over time. An important advantage of this Markov switching approach is that it allows for the direct statistical estimation of the specific roadway-segment state (i.e., zero-accident or normal-count state) whereas traditional zero-inflated models do not. To demonstrate the applicability of this approach, a two-state Markov switching negative binomial model (estimated with Bayesian inference) and standard zero-inflated negative binomial models are estimated using five-year accident frequencies on Indiana interstate highway segments. It is shown that the Markov switching model is a viable alternative and results in a superior statistical fit relative to the zero-inflated models.

Discrete Latent Markov Models for Normally Distributed Response Data

ERIC Educational Resources Information Center

Schmittmann, Verena D.; Dolan, Conor V.; van der Maas, Han L. J.; Neale, Michael C.

2005-01-01

Van de Pol and Langeheine (1990) presented a general framework for Markov modeling of repeatedly measured discrete data. We discuss analogical single indicator models for normally distributed responses. In contrast to discrete models, which have been studied extensively, analogical continuous response models have hardly been considered. These…

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.

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.

Spatial land-use inventory, modeling, and projection/Denver metropolitan area, with inputs from existing maps, airphotos, and LANDSAT imagery

NASA Technical Reports Server (NTRS)

Tom, C.; Miller, L. D.; Christenson, J. W.

1978-01-01

A landscape model was constructed with 34 land-use, physiographic, socioeconomic, and transportation maps. A simple Markov land-use trend model was constructed from observed rates of change and nonchange from photointerpreted 1963 and 1970 airphotos. Seven multivariate land-use projection models predicting 1970 spatial land-use changes achieved accuracies from 42 to 57 percent. A final modeling strategy was designed, which combines both Markov trend and multivariate spatial projection processes. Landsat-1 image preprocessing included geometric rectification/resampling, spectral-band, and band/insolation ratioing operations. A new, systematic grid-sampled point training-set approach proved to be useful when tested on the four orginal MSS bands, ten image bands and ratios, and all 48 image and map variables (less land use). Ten variable accuracy was raised over 15 percentage points from 38.4 to 53.9 percent, with the use of the 31 ancillary variables. A land-use classification map was produced with an optimal ten-channel subset of four image bands and six ancillary map variables. Point-by-point verification of 331,776 points against a 1972/1973 U.S. Geological Survey (UGSG) land-use map prepared with airphotos and the same classification scheme showed average first-, second-, and third-order accuracies of 76.3, 58.4, and 33.0 percent, respectively.

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.

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.

Effect of Clustering Algorithm on Establishing Markov State Model for Molecular Dynamics Simulations.

PubMed

Li, Yan; Dong, Zigang

2016-06-27

Recently, the Markov state model has been applied for kinetic analysis of molecular dynamics simulations. However, discretization of the conformational space remains a primary challenge in model building, and it is not clear how the space decomposition by distinct clustering strategies exerts influence on the model output. In this work, different clustering algorithms are employed to partition the conformational space sampled in opening and closing of fatty acid binding protein 4 as well as inactivation and activation of the epidermal growth factor receptor. Various classifications are achieved, and Markov models are set up accordingly. On the basis of the models, the total net flux and transition rate are calculated between two distinct states. Our results indicate that geometric and kinetic clustering perform equally well. The construction and outcome of Markov models are heavily dependent on the data traits. Compared to other methods, a combination of Bayesian and hierarchical clustering is feasible in identification of metastable states.

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.

TaggerOne: joint named entity recognition and normalization with semi-Markov Models

PubMed Central

Leaman, Robert; Lu, Zhiyong

2016-01-01

Motivation: Text mining is increasingly used to manage the accelerating pace of the biomedical literature. Many text mining applications depend on accurate named entity recognition (NER) and normalization (grounding). While high performing machine learning methods trainable for many entity types exist for NER, normalization methods are usually specialized to a single entity type. NER and normalization systems are also typically used in a serial pipeline, causing cascading errors and limiting the ability of the NER system to directly exploit the lexical information provided by the normalization. Methods: We propose the first machine learning model for joint NER and normalization during both training and prediction. The model is trainable for arbitrary entity types and consists of a semi-Markov structured linear classifier, with a rich feature approach for NER and supervised semantic indexing for normalization. We also introduce TaggerOne, a Java implementation of our model as a general toolkit for joint NER and normalization. TaggerOne is not specific to any entity type, requiring only annotated training data and a corresponding lexicon, and has been optimized for high throughput. Results: We validated TaggerOne with multiple gold-standard corpora containing both mention- and concept-level annotations. Benchmarking results show that TaggerOne achieves high performance on diseases (NCBI Disease corpus, NER f-score: 0.829, normalization f-score: 0.807) and chemicals (BioCreative 5 CDR corpus, NER f-score: 0.914, normalization f-score 0.895). These results compare favorably to the previous state of the art, notwithstanding the greater flexibility of the model. We conclude that jointly modeling NER and normalization greatly improves performance. Availability and Implementation: The TaggerOne source code and an online demonstration are available at: http://www.ncbi.nlm.nih.gov/bionlp/taggerone Contact: zhiyong.lu@nih.gov Supplementary information: Supplementary data are available at Bioinformatics online. PMID:27283952

TaggerOne: joint named entity recognition and normalization with semi-Markov Models.

PubMed

Leaman, Robert; Lu, Zhiyong

2016-09-15

Text mining is increasingly used to manage the accelerating pace of the biomedical literature. Many text mining applications depend on accurate named entity recognition (NER) and normalization (grounding). While high performing machine learning methods trainable for many entity types exist for NER, normalization methods are usually specialized to a single entity type. NER and normalization systems are also typically used in a serial pipeline, causing cascading errors and limiting the ability of the NER system to directly exploit the lexical information provided by the normalization. We propose the first machine learning model for joint NER and normalization during both training and prediction. The model is trainable for arbitrary entity types and consists of a semi-Markov structured linear classifier, with a rich feature approach for NER and supervised semantic indexing for normalization. We also introduce TaggerOne, a Java implementation of our model as a general toolkit for joint NER and normalization. TaggerOne is not specific to any entity type, requiring only annotated training data and a corresponding lexicon, and has been optimized for high throughput. We validated TaggerOne with multiple gold-standard corpora containing both mention- and concept-level annotations. Benchmarking results show that TaggerOne achieves high performance on diseases (NCBI Disease corpus, NER f-score: 0.829, normalization f-score: 0.807) and chemicals (BioCreative 5 CDR corpus, NER f-score: 0.914, normalization f-score 0.895). These results compare favorably to the previous state of the art, notwithstanding the greater flexibility of the model. We conclude that jointly modeling NER and normalization greatly improves performance. The TaggerOne source code and an online demonstration are available at: http://www.ncbi.nlm.nih.gov/bionlp/taggerone zhiyong.lu@nih.gov Supplementary data are available at Bioinformatics online. Published by Oxford University Press 2016. This work is written by US Government employees and is in the public domain in the US.

Tracking Skill Acquisition with Cognitive Diagnosis Models: A Higher-Order, Hidden Markov Model with Covariates

ERIC Educational Resources Information Center

Wang, Shiyu; Yang, Yan; Culpepper, Steven Andrew; Douglas, Jeffrey A.

2018-01-01

A family of learning models that integrates a cognitive diagnostic model and a higher-order, hidden Markov model in one framework is proposed. This new framework includes covariates to model skill transition in the learning environment. A Bayesian formulation is adopted to estimate parameters from a learning model. The developed methods are…

Detection of cough signals in continuous audio recordings using hidden Markov models.

PubMed

Matos, Sergio; Birring, Surinder S; Pavord, Ian D; Evans, David H

2006-06-01

Cough is a common symptom of many respiratory diseases. The evaluation of its intensity and frequency of occurrence could provide valuable clinical information in the assessment of patients with chronic cough. In this paper we propose the use of hidden Markov models (HMMs) to automatically detect cough sounds from continuous ambulatory recordings. The recording system consists of a digital sound recorder and a microphone attached to the patient's chest. The recognition algorithm follows a keyword-spotting approach, with cough sounds representing the keywords. It was trained on 821 min selected from 10 ambulatory recordings, including 2473 manually labeled cough events, and tested on a database of nine recordings from separate patients with a total recording time of 3060 min and comprising 2155 cough events. The average detection rate was 82% at a false alarm rate of seven events/h, when considering only events above an energy threshold relative to each recording's average energy. These results suggest that HMMs can be applied to the detection of cough sounds from ambulatory patients. A postprocessing stage to perform a more detailed analysis on the detected events is under development, and could allow the rejection of some of the incorrectly detected events.

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.

Two Aspects of the Simplex Model: Goodness of Fit to Linear Growth Curve Structures and the Analysis of Mean Trends.

ERIC Educational Resources Information Center

Mandys, Frantisek; Dolan, Conor V.; Molenaar, Peter C. M.

1994-01-01

Studied the conditions under which the quasi-Markov simplex model fits a linear growth curve covariance structure and determined when the model is rejected. Presents a quasi-Markov simplex model with structured means and gives an example. (SLD)

CodingQuarry: highly accurate hidden Markov model gene prediction in fungal genomes using RNA-seq transcripts.

PubMed

Testa, Alison C; Hane, James K; Ellwood, Simon R; Oliver, Richard P

2015-03-11

The impact of gene annotation quality on functional and comparative genomics makes gene prediction an important process, particularly in non-model species, including many fungi. Sets of homologous protein sequences are rarely complete with respect to the fungal species of interest and are often small or unreliable, especially when closely related species have not been sequenced or annotated in detail. In these cases, protein homology-based evidence fails to correctly annotate many genes, or significantly improve ab initio predictions. Generalised hidden Markov models (GHMM) have proven to be invaluable tools in gene annotation and, recently, RNA-seq has emerged as a cost-effective means to significantly improve the quality of automated gene annotation. As these methods do not require sets of homologous proteins, improving gene prediction from these resources is of benefit to fungal researchers. While many pipelines now incorporate RNA-seq data in training GHMMs, there has been relatively little investigation into additionally combining RNA-seq data at the point of prediction, and room for improvement in this area motivates this study. CodingQuarry is a highly accurate, self-training GHMM fungal gene predictor designed to work with assembled, aligned RNA-seq transcripts. RNA-seq data informs annotations both during gene-model training and in prediction. Our approach capitalises on the high quality of fungal transcript assemblies by incorporating predictions made directly from transcript sequences. Correct predictions are made despite transcript assembly problems, including those caused by overlap between the transcripts of adjacent gene loci. Stringent benchmarking against high-confidence annotation subsets showed CodingQuarry predicted 91.3% of Schizosaccharomyces pombe genes and 90.4% of Saccharomyces cerevisiae genes perfectly. These results are 4-5% better than those of AUGUSTUS, the next best performing RNA-seq driven gene predictor tested. Comparisons against whole genome Sc. pombe and S. cerevisiae annotations further substantiate a 4-5% improvement in the number of correctly predicted genes. We demonstrate the success of a novel method of incorporating RNA-seq data into GHMM fungal gene prediction. This shows that a high quality annotation can be achieved without relying on protein homology or a training set of genes. CodingQuarry is freely available ( https://sourceforge.net/projects/codingquarry/ ), and suitable for incorporation into genome annotation pipelines.

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

A comparison between MS-VECM and MS-VECMX on economic time series data

NASA Astrophysics Data System (ADS)

Phoong, Seuk-Wai; Ismail, Mohd Tahir; Sek, Siok-Kun

2014-07-01

Multivariate Markov switching models able to provide useful information on the study of structural change data since the regime switching model can analyze the time varying data and capture the mean and variance in the series of dependence structure. This paper will investigates the oil price and gold price effects on Malaysia, Singapore, Thailand and Indonesia stock market returns. Two forms of Multivariate Markov switching models are used namely the mean adjusted heteroskedasticity Markov Switching Vector Error Correction Model (MSMH-VECM) and the mean adjusted heteroskedasticity Markov Switching Vector Error Correction Model with exogenous variable (MSMH-VECMX). The reason for using these two models are to capture the transition probabilities of the data since real financial time series data always exhibit nonlinear properties such as regime switching, cointegrating relations, jumps or breaks passing the time. A comparison between these two models indicates that MSMH-VECM model able to fit the time series data better than the MSMH-VECMX model. In addition, it was found that oil price and gold price affected the stock market changes in the four selected countries.

Multiscale hidden Markov models for photon-limited imaging

NASA Astrophysics Data System (ADS)

Nowak, Robert D.

1999-06-01

Photon-limited image analysis is often hindered by low signal-to-noise ratios. A novel Bayesian multiscale modeling and analysis method is developed in this paper to assist in these challenging situations. In addition to providing a very natural and useful framework for modeling an d processing images, Bayesian multiscale analysis is often much less computationally demanding compared to classical Markov random field models. This paper focuses on a probabilistic graph model called the multiscale hidden Markov model (MHMM), which captures the key inter-scale dependencies present in natural image intensities. The MHMM framework presented here is specifically designed for photon-limited imagin applications involving Poisson statistics, and applications to image intensity analysis are examined.

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.

Building Higher-Order Markov Chain Models with EXCEL

ERIC Educational Resources Information Center

Ching, Wai-Ki; Fung, Eric S.; Ng, Michael K.

2004-01-01

Categorical data sequences occur in many applications such as forecasting, data mining and bioinformatics. In this note, we present higher-order Markov chain models for modelling categorical data sequences with an efficient algorithm for solving the model parameters. The algorithm can be implemented easily in a Microsoft EXCEL worksheet. We give a…

Policy Transfer via Markov Logic Networks

NASA Astrophysics Data System (ADS)

Torrey, Lisa; Shavlik, Jude

We propose using a statistical-relational model, the Markov Logic Network, for knowledge transfer in reinforcement learning. Our goal is to extract relational knowledge from a source task and use it to speed up learning in a related target task. We show that Markov Logic Networks are effective models for capturing both source-task Q-functions and source-task policies. We apply them via demonstration, which involves using them for decision making in an initial stage of the target task before continuing to learn. Through experiments in the RoboCup simulated-soccer domain, we show that transfer via Markov Logic Networks can significantly improve early performance in complex tasks, and that transferring policies is more effective than transferring Q-functions.

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

Stochastic modelling of a single ion channel: an alternating renewal approach with application to limited time resolution.

PubMed

Milne, R K; Yeo, G F; Edeson, R O; Madsen, B W

1988-04-22

Stochastic models of ion channels have been based largely on Markov theory where individual states and transition rates must be specified, and sojourn-time densities for each state are constrained to be exponential. This study presents an approach based on random-sum methods and alternating-renewal theory, allowing individual states to be grouped into classes provided the successive sojourn times in a given class are independent and identically distributed. Under these conditions Markov models form a special case. The utility of the approach is illustrated by considering the effects of limited time resolution (modelled by using a discrete detection limit, xi) on the properties of observable events, with emphasis on the observed open-time (xi-open-time). The cumulants and Laplace transform for a xi-open-time are derived for a range of Markov and non-Markov models; several useful approximations to the xi-open-time density function are presented. Numerical studies show that the effects of limited time resolution can be extreme, and also highlight the relative importance of the various model parameters. The theory could form a basis for future inferential studies in which parameter estimation takes account of limited time resolution in single channel records. Appendixes include relevant results concerning random sums and a discussion of the role of exponential distributions in Markov models.

Hidden Markov models in automatic speech recognition

NASA Astrophysics Data System (ADS)

Wrzoskowicz, Adam

1993-11-01

This article describes a method for constructing an automatic speech recognition system based on hidden Markov models (HMMs). The author discusses the basic concepts of HMM theory and the application of these models to the analysis and recognition of speech signals. The author provides algorithms which make it possible to train the ASR system and recognize signals on the basis of distinct stochastic models of selected speech sound classes. The author describes the specific components of the system and the procedures used to model and recognize speech. The author discusses problems associated with the choice of optimal signal detection and parameterization characteristics and their effect on the performance of the system. The author presents different options for the choice of speech signal segments and their consequences for the ASR process. The author gives special attention to the use of lexical, syntactic, and semantic information for the purpose of improving the quality and efficiency of the system. The author also describes an ASR system developed by the Speech Acoustics Laboratory of the IBPT PAS. The author discusses the results of experiments on the effect of noise on the performance of the ASR system and describes methods of constructing HMM's designed to operate in a noisy environment. The author also describes a language for human-robot communications which was defined as a complex multilevel network from an HMM model of speech sounds geared towards Polish inflections. The author also added mandatory lexical and syntactic rules to the system for its communications vocabulary.

Pervasive randomness in physics: an introduction to its modelling and spectral characterisation

NASA Astrophysics Data System (ADS)

Howard, Roy

2017-10-01

An introduction to the modelling and spectral characterisation of random phenomena is detailed at a level consistent with a first exposure to the subject at an undergraduate level. A signal framework for defining a random process is provided and this underpins an introduction to common random processes including the Poisson point process, the random walk, the random telegraph signal, shot noise, information signalling random processes, jittered pulse trains, birth-death random processes and Markov chains. An introduction to the spectral characterisation of signals and random processes, via either an energy spectral density or a power spectral density, is detailed. The important case of defining a white noise random process concludes the paper.

Development and validation of a Markov microsimulation model for the economic evaluation of treatments in osteoporosis.

PubMed

Hiligsmann, Mickaël; Ethgen, Olivier; Bruyère, Olivier; Richy, Florent; Gathon, Henry-Jean; Reginster, Jean-Yves

2009-01-01

Markov models are increasingly used in economic evaluations of treatments for osteoporosis. Most of the existing evaluations are cohort-based Markov models missing comprehensive memory management and versatility. In this article, we describe and validate an original Markov microsimulation model to accurately assess the cost-effectiveness of prevention and treatment of osteoporosis. We developed a Markov microsimulation model with a lifetime horizon and a direct health-care cost perspective. The patient history was recorded and was used in calculations of transition probabilities, utilities, and costs. To test the internal consistency of the model, we carried out an example calculation for alendronate therapy. Then, external consistency was investigated by comparing absolute lifetime risk of fracture estimates with epidemiologic data. For women at age 70 years, with a twofold increase in the fracture risk of the average population, the costs per quality-adjusted life-year gained for alendronate therapy versus no treatment were estimated at €9105 and €15,325, respectively, under full and realistic adherence assumptions. All the sensitivity analyses in terms of model parameters and modeling assumptions were coherent with expected conclusions and absolute lifetime risk of fracture estimates were within the range of previous estimates, which confirmed both internal and external consistency of the model. Microsimulation models present some major advantages over cohort-based models, increasing the reliability of the results and being largely compatible with the existing state of the art, evidence-based literature. The developed model appears to be a valid model for use in economic evaluations in osteoporosis.

Hidden Markov models and other machine learning approaches in computational molecular biology

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

Baldi, P.

1995-12-31

This tutorial was one of eight tutorials selected to be presented at the Third International Conference on Intelligent Systems for Molecular Biology which was held in the United Kingdom from July 16 to 19, 1995. Computational tools are increasingly needed to process the massive amounts of data, to organize and classify sequences, to detect weak similarities, to separate coding from non-coding regions, and reconstruct the underlying evolutionary history. The fundamental problem in machine learning is the same as in scientific reasoning in general, as well as statistical modeling: to come up with a good model for the data. In thismore » tutorial four classes of models are reviewed. They are: Hidden Markov models; artificial Neural Networks; Belief Networks; and Stochastic Grammars. When dealing with DNA and protein primary sequences, Hidden Markov models are one of the most flexible and powerful alignments and data base searches. In this tutorial, attention is focused on the theory of Hidden Markov Models, and how to apply them to problems in molecular biology.« less

Markov Chain Model with Catastrophe to Determine Mean Time to Default of Credit Risky Assets

NASA Astrophysics Data System (ADS)

Dharmaraja, Selvamuthu; Pasricha, Puneet; Tardelli, Paola

2017-11-01

This article deals with the problem of probabilistic prediction of the time distance to default for a firm. To model the credit risk, the dynamics of an asset is described as a function of a homogeneous discrete time Markov chain subject to a catastrophe, the default. The behaviour of the Markov chain is investigated and the mean time to the default is expressed in a closed form. The methodology to estimate the parameters is given. Numerical results are provided to illustrate the applicability of the proposed model on real data and their analysis is discussed.

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.

LECTURES ON GAME THEORY, MARKOV CHAINS, AND RELATED TOPICS

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

Thompson, G L

1958-03-01

Notes on nine lectures delivered at Sandin Corporation in August 1957 are given. Part one contains the manuscript of a paper concerning a judging problem. Part two is concerned with finite Markov-chain theory amd discusses regular Markov chains, absorbing Markov chains, the classification of states, application to the Leontief input-output model, and semimartingales. Part three contains notes on game theory and covers matrix games, the effect of psychological attitudes on the outcomes of games, extensive games, amd matrix theory applied to mathematical economics. (auth)

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.

Identifying and correcting non-Markov states in peptide conformational dynamics

NASA Astrophysics Data System (ADS)

Nerukh, Dmitry; Jensen, Christian H.; Glen, Robert C.

2010-02-01

Conformational transitions in proteins define their biological activity and can be investigated in detail using the Markov state model. The fundamental assumption on the transitions between the states, their Markov property, is critical in this framework. We test this assumption by analyzing the transitions obtained directly from the dynamics of a molecular dynamics simulated peptide valine-proline-alanine-leucine and states defined phenomenologically using clustering in dihedral space. We find that the transitions are Markovian at the time scale of ≈50 ps and longer. However, at the time scale of 30-40 ps the dynamics loses its Markov property. Our methodology reveals the mechanism that leads to non-Markov behavior. It also provides a way of regrouping the conformations into new states that now possess the required Markov property of their dynamics.

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

Markov Modeling of Component Fault Growth over a Derived Domain of Feasible Output Control Effort Modifications

NASA Technical Reports Server (NTRS)

Bole, Brian; Goebel, Kai; Vachtsevanos, George

2012-01-01

This paper introduces a novel Markov process formulation of stochastic fault growth modeling, in order to facilitate the development and analysis of prognostics-based control adaptation. A metric representing the relative deviation between the nominal output of a system and the net output that is actually enacted by an implemented prognostics-based control routine, will be used to define the action space of the formulated Markov process. The state space of the Markov process will be defined in terms of an abstracted metric representing the relative health remaining in each of the system s components. The proposed formulation of component fault dynamics will conveniently relate feasible system output performance modifications to predictions of future component health deterioration.

Scalable approximate policies for Markov decision process models of hospital elective admissions.

PubMed

Zhu, George; Lizotte, Dan; Hoey, Jesse

2014-05-01

To demonstrate the feasibility of using stochastic simulation methods for the solution of a large-scale Markov decision process model of on-line patient admissions scheduling. The problem of admissions scheduling is modeled as a Markov decision process in which the states represent numbers of patients using each of a number of resources. We investigate current state-of-the-art real time planning methods to compute solutions to this Markov decision process. Due to the complexity of the model, traditional model-based planners are limited in scalability since they require an explicit enumeration of the model dynamics. To overcome this challenge, we apply sample-based planners along with efficient simulation techniques that given an initial start state, generate an action on-demand while avoiding portions of the model that are irrelevant to the start state. We also propose a novel variant of a popular sample-based planner that is particularly well suited to the elective admissions problem. Results show that the stochastic simulation methods allow for the problem size to be scaled by a factor of almost 10 in the action space, and exponentially in the state space. We have demonstrated our approach on a problem with 81 actions, four specialities and four treatment patterns, and shown that we can generate solutions that are near-optimal in about 100s. Sample-based planners are a viable alternative to state-based planners for large Markov decision process models of elective admissions scheduling. Copyright © 2014 Elsevier B.V. All rights reserved.

Towards automatic Markov reliability modeling of computer architectures

NASA Technical Reports Server (NTRS)

Liceaga, C. A.; Siewiorek, D. P.

1986-01-01

The analysis and evaluation of reliability measures using time-varying Markov models is required for Processor-Memory-Switch (PMS) structures that have competing processes such as standby redundancy and repair, or renewal processes such as transient or intermittent faults. The task of generating these models is tedious and prone to human error due to the large number of states and transitions involved in any reasonable system. Therefore model formulation is a major analysis bottleneck, and model verification is a major validation problem. The general unfamiliarity of computer architects with Markov modeling techniques further increases the necessity of automating the model formulation. This paper presents an overview of the Automated Reliability Modeling (ARM) program, under development at NASA Langley Research Center. ARM will accept as input a description of the PMS interconnection graph, the behavior of the PMS components, the fault-tolerant strategies, and the operational requirements. The output of ARM will be the reliability of availability Markov model formulated for direct use by evaluation programs. The advantages of such an approach are (a) utility to a large class of users, not necessarily expert in reliability analysis, and (b) a lower probability of human error in the computation.

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)

The introduction of hydrogen bond and hydrophobicity effects into the rotational isomeric states model for conformational analysis of unfolded peptides.

PubMed

Engin, Ozge; Sayar, Mehmet; Erman, Burak

2009-01-13

Relative contributions of local and non-local interactions to the unfolded conformations of peptides are examined by using the rotational isomeric states model which is a Markov model based on pairwise interactions of torsion angles. The isomeric states of a residue are well described by the Ramachandran map of backbone torsion angles. The statistical weight matrices for the states are determined by molecular dynamics simulations applied to monopeptides and dipeptides. Conformational properties of tripeptides formed from combinations of alanine, valine, tyrosine and tryptophan are investigated based on the Markov model. Comparison with molecular dynamics simulation results on these tripeptides identifies the sequence-distant long-range interactions that are missing in the Markov model. These are essentially the hydrogen bond and hydrophobic interactions that are obtained between the first and the third residue of a tripeptide. A systematic correction is proposed for incorporating these long-range interactions into the rotational isomeric states model. Preliminary results suggest that the Markov assumption can be improved significantly by renormalizing the statistical weight matrices to include the effects of the long-range correlations.

The introduction of hydrogen bond and hydrophobicity effects into the rotational isomeric states model for conformational analysis of unfolded peptides

NASA Astrophysics Data System (ADS)

Engin, Ozge; Sayar, Mehmet; Erman, Burak

2009-03-01

Relative contributions of local and non-local interactions to the unfolded conformations of peptides are examined by using the rotational isomeric states model which is a Markov model based on pairwise interactions of torsion angles. The isomeric states of a residue are well described by the Ramachandran map of backbone torsion angles. The statistical weight matrices for the states are determined by molecular dynamics simulations applied to monopeptides and dipeptides. Conformational properties of tripeptides formed from combinations of alanine, valine, tyrosine and tryptophan are investigated based on the Markov model. Comparison with molecular dynamics simulation results on these tripeptides identifies the sequence-distant long-range interactions that are missing in the Markov model. These are essentially the hydrogen bond and hydrophobic interactions that are obtained between the first and the third residue of a tripeptide. A systematic correction is proposed for incorporating these long-range interactions into the rotational isomeric states model. Preliminary results suggest that the Markov assumption can be improved significantly by renormalizing the statistical weight matrices to include the effects of the long-range correlations.

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.

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.

In silico segmentations of lentivirus envelope sequences

PubMed Central

Boissin-Quillon, Aurélia; Piau, Didier; Leroux, Caroline

2007-01-01

Background The gene encoding the envelope of lentiviruses exhibits a considerable plasticity, particularly the region which encodes the surface (SU) glycoprotein. Interestingly, mutations do not appear uniformly along the sequence of SU, but they are clustered in restricted areas, called variable (V) regions, which are interspersed with relatively more stable regions, called constant (C) regions. We look for specific signatures of C/V regions, using hidden Markov models constructed with SU sequences of the equine, human, small ruminant and simian lentiviruses. Results Our models yield clear and accurate delimitations of the C/V regions, when the test set and the training set were made up of sequences of the same lentivirus, but also when they were made up of sequences of different lentiviruses. Interestingly, the models predicted the different regions of lentiviruses such as the bovine and feline lentiviruses, not used in the training set. Models based on composite training sets produce accurate segmentations of sequences of all these lentiviruses. Conclusion Our results suggest that each C/V region has a specific statistical oligonucleotide composition, and that the C (respectively V) regions of one of these lentiviruses are statistically more similar to the C (respectively V) regions of the other lentiviruses, than to the V (respectively C) regions of the same lentivirus. PMID:17376229

Linear system identification via backward-time observer models

NASA Technical Reports Server (NTRS)

Juang, Jer-Nan; Phan, Minh

1993-01-01

This paper presents an algorithm to identify a state-space model of a linear system using a backward-time approach. The procedure consists of three basic steps. First, the Markov parameters of a backward-time observer are computed from experimental input-output data. Second, the backward-time observer Markov parameters are decomposed to obtain the backward-time system Markov parameters (backward-time pulse response samples) from which a backward-time state-space model is realized using the Eigensystem Realization Algorithm. Third, the obtained backward-time state space model is converted to the usual forward-time representation. Stochastic properties of this approach will be discussed. Experimental results are given to illustrate when and to what extent this concept works.

Technical manual for basic version of the Markov chain nest productivity model (MCnest)

EPA Science Inventory

The Markov Chain Nest Productivity Model (or MCnest) integrates existing toxicity information from three standardized avian toxicity tests with information on species life history and the timing of pesticide applications relative to the timing of avian breeding seasons to quantit...

User’s manual for basic version of MCnest Markov chain nest productivity model

EPA Science Inventory

The Markov Chain Nest Productivity Model (or MCnest) integrates existing toxicity information from three standardized avian toxicity tests with information on species life history and the timing of pesticide applications relative to the timing of avian breeding seasons to quantit...

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.

Linear system identification via backward-time observer models

NASA Technical Reports Server (NTRS)

Juang, Jer-Nan; Phan, Minh Q.

1992-01-01

Presented here is an algorithm to compute the Markov parameters of a backward-time observer for a backward-time model from experimental input and output data. The backward-time observer Markov parameters are decomposed to obtain the backward-time system Markov parameters (backward-time pulse response samples) for the backward-time system identification. The identified backward-time system Markov parameters are used in the Eigensystem Realization Algorithm to identify a backward-time state-space model, which can be easily converted to the usual forward-time representation. If one reverses time in the model to be identified, what were damped true system modes become modes with negative damping, growing as the reversed time increases. On the other hand, the noise modes in the identification still maintain the property that they are stable. The shift from positive damping to negative damping of the true system modes allows one to distinguish these modes from noise modes. Experimental results are given to illustrate when and to what extent this concept works.

Techniques for modeling the reliability of fault-tolerant systems with the Markov state-space approach

NASA Technical Reports Server (NTRS)

Butler, Ricky W.; Johnson, Sally C.

1995-01-01

This paper presents a step-by-step tutorial of the methods and the tools that were used for the reliability analysis of fault-tolerant systems. The approach used in this paper is the Markov (or semi-Markov) state-space method. The paper is intended for design engineers with a basic understanding of computer architecture and fault tolerance, but little knowledge of reliability modeling. The representation of architectural features in mathematical models is emphasized. This paper does not present details of the mathematical solution of complex reliability models. Instead, it describes the use of several recently developed computer programs SURE, ASSIST, STEM, and PAWS that automate the generation and the solution of these models.

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…

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.

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.

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.

Reliability Analysis of the Electrical Control System of Subsea Blowout Preventers Using Markov Models

PubMed Central

Liu, Zengkai; Liu, Yonghong; Cai, Baoping

2014-01-01

Reliability analysis of the electrical control system of a subsea blowout preventer (BOP) stack is carried out based on Markov method. For the subsea BOP electrical control system used in the current work, the 3-2-1-0 and 3-2-0 input voting schemes are available. The effects of the voting schemes on system performance are evaluated based on Markov models. In addition, the effects of failure rates of the modules and repair time on system reliability indices are also investigated. PMID:25409010

Bayesian selection of Markov models for symbol sequences: application to microsaccadic eye movements.

PubMed

Bettenbühl, Mario; Rusconi, Marco; Engbert, Ralf; Holschneider, Matthias

2012-01-01

Complex biological dynamics often generate sequences of discrete events which can be described as a Markov process. The order of the underlying Markovian stochastic process is fundamental for characterizing statistical dependencies within sequences. As an example for this class of biological systems, we investigate the Markov order of sequences of microsaccadic eye movements from human observers. We calculate the integrated likelihood of a given sequence for various orders of the Markov process and use this in a Bayesian framework for statistical inference on the Markov order. Our analysis shows that data from most participants are best explained by a first-order Markov process. This is compatible with recent findings of a statistical coupling of subsequent microsaccade orientations. Our method might prove to be useful for a broad class of biological systems.

ASSIST user manual

NASA Technical Reports Server (NTRS)

Johnson, Sally C.; Boerschlein, David P.

1995-01-01

Semi-Markov models can be used to analyze the reliability of virtually any fault-tolerant system. However, the process of delineating all the states and transitions in a complex system model can be devastatingly tedious and error prone. The Abstract Semi-Markov Specification Interface to the SURE Tool (ASSIST) computer program allows the user to describe the semi-Markov model in a high-level language. Instead of listing the individual model states, the user specifies the rules governing the behavior of the system, and these are used to generate the model automatically. A few statements in the abstract language can describe a very large, complex model. Because no assumptions are made about the system being modeled, ASSIST can be used to generate models describing the behavior of any system. The ASSIST program and its input language are described and illustrated by examples.

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.

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.

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.

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.

Free energies from dynamic weighted histogram analysis using unbiased Markov state model.

PubMed

Rosta, Edina; Hummer, Gerhard

2015-01-13

The weighted histogram analysis method (WHAM) is widely used to obtain accurate free energies from biased molecular simulations. However, WHAM free energies can exhibit significant errors if some of the biasing windows are not fully equilibrated. To account for the lack of full equilibration, we develop the dynamic histogram analysis method (DHAM). DHAM uses a global Markov state model to obtain the free energy along the reaction coordinate. A maximum likelihood estimate of the Markov transition matrix is constructed by joint unbiasing of the transition counts from multiple umbrella-sampling simulations along discretized reaction coordinates. The free energy profile is the stationary distribution of the resulting Markov matrix. For this matrix, we derive an explicit approximation that does not require the usual iterative solution of WHAM. We apply DHAM to model systems, a chemical reaction in water treated using quantum-mechanics/molecular-mechanics (QM/MM) simulations, and the Na(+) ion passage through the membrane-embedded ion channel GLIC. We find that DHAM gives accurate free energies even in cases where WHAM fails. In addition, DHAM provides kinetic information, which we here use to assess the extent of convergence in each of the simulation windows. DHAM may also prove useful in the construction of Markov state models from biased simulations in phase-space regions with otherwise low population.

Detecting critical state before phase transition of complex systems by hidden Markov model

NASA Astrophysics Data System (ADS)

Liu, Rui; Chen, Pei; Li, Yongjun; Chen, Luonan

Identifying the critical state or pre-transition state just before the occurrence of a phase transition is a challenging task, because the state of the system may show little apparent change before this critical transition during the gradual parameter variations. Such dynamics of phase transition is generally composed of three stages, i.e., before-transition state, pre-transition state, and after-transition state, which can be considered as three different Markov processes. Thus, based on this dynamical feature, we present a novel computational method, i.e., hidden Markov model (HMM), to detect the switching point of the two Markov processes from the before-transition state (a stationary Markov process) to the pre-transition state (a time-varying Markov process), thereby identifying the pre-transition state or early-warning signals of the phase transition. To validate the effectiveness, we apply this method to detect the signals of the imminent phase transitions of complex systems based on the simulated datasets, and further identify the pre-transition states as well as their critical modules for three real datasets, i.e., the acute lung injury triggered by phosgene inhalation, MCF-7 human breast cancer caused by heregulin, and HCV-induced dysplasia and hepatocellular carcinoma.

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...

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…

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

Prediction and generation of binary Markov processes: Can a finite-state fox catch a Markov mouse?

NASA Astrophysics Data System (ADS)

Ruebeck, Joshua B.; James, Ryan G.; Mahoney, John R.; Crutchfield, James P.

2018-01-01

Understanding the generative mechanism of a natural system is a vital component of the scientific method. Here, we investigate one of the fundamental steps toward this goal by presenting the minimal generator of an arbitrary binary Markov process. This is a class of processes whose predictive model is well known. Surprisingly, the generative model requires three distinct topologies for different regions of parameter space. We show that a previously proposed generator for a particular set of binary Markov processes is, in fact, not minimal. Our results shed the first quantitative light on the relative (minimal) costs of prediction and generation. We find, for instance, that the difference between prediction and generation is maximized when the process is approximately independently, identically distributed.

Wearable Sensors for eLearning of Manual Tasks: Using Forearm EMG in Hand Hygiene Training

PubMed Central

Kutafina, Ekaterina; Laukamp, David; Bettermann, Ralf; Schroeder, Ulrik; Jonas, Stephan M.

2016-01-01

In this paper, we propose a novel approach to eLearning that makes use of smart wearable sensors. Traditional eLearning supports the remote and mobile learning of mostly theoretical knowledge. Here we discuss the possibilities of eLearning to support the training of manual skills. We employ forearm armbands with inertial measurement units and surface electromyography sensors to detect and analyse the user’s hand motions and evaluate their performance. Hand hygiene is chosen as the example activity, as it is a highly standardized manual task that is often not properly executed. The World Health Organization guidelines on hand hygiene are taken as a model of the optimal hygiene procedure, due to their algorithmic structure. Gesture recognition procedures based on artificial neural networks and hidden Markov modeling were developed, achieving recognition rates of 98.30% (±1.26%) for individual gestures. Our approach is shown to be promising for further research and application in the mobile eLearning of manual skills. PMID:27527167

Wearable Sensors for eLearning of Manual Tasks: Using Forearm EMG in Hand Hygiene Training.

PubMed

Kutafina, Ekaterina; Laukamp, David; Bettermann, Ralf; Schroeder, Ulrik; Jonas, Stephan M

2016-08-03

In this paper, we propose a novel approach to eLearning that makes use of smart wearable sensors. Traditional eLearning supports the remote and mobile learning of mostly theoretical knowledge. Here we discuss the possibilities of eLearning to support the training of manual skills. We employ forearm armbands with inertial measurement units and surface electromyography sensors to detect and analyse the user's hand motions and evaluate their performance. Hand hygiene is chosen as the example activity, as it is a highly standardized manual task that is often not properly executed. The World Health Organization guidelines on hand hygiene are taken as a model of the optimal hygiene procedure, due to their algorithmic structure. Gesture recognition procedures based on artificial neural networks and hidden Markov modeling were developed, achieving recognition rates of 98 . 30 % ( ± 1 . 26 % ) for individual gestures. Our approach is shown to be promising for further research and application in the mobile eLearning of manual skills.

A coupled duration-focused architecture for real-time music-to-score alignment.

PubMed

Cont, Arshia

2010-06-01

The capacity for real-time synchronization and coordination is a common ability among trained musicians performing a music score that presents an interesting challenge for machine intelligence. Compared to speech recognition, which has influenced many music information retrieval systems, music's temporal dynamics and complexity pose challenging problems to common approximations regarding time modeling of data streams. In this paper, we propose a design for a real-time music-to-score alignment system. Given a live recording of a musician playing a music score, the system is capable of following the musician in real time within the score and decoding the tempo (or pace) of its performance. The proposed design features two coupled audio and tempo agents within a unique probabilistic inference framework that adaptively updates its parameters based on the real-time context. Online decoding is achieved through the collaboration of the coupled agents in a Hidden Hybrid Markov/semi-Markov framework, where prediction feedback of one agent affects the behavior of the other. We perform evaluations for both real-time alignment and the proposed temporal model. An implementation of the presented system has been widely used in real concert situations worldwide and the readers are encouraged to access the actual system and experiment the results.

A prior feature SVM – MRF based method for mouse brain segmentation

PubMed Central

Wu, Teresa; Bae, Min Hyeok; Zhang, Min; Pan, Rong; Badea, Alexandra

2012-01-01

We introduce an automated method, called prior feature Support Vector Machine- Markov Random Field (pSVMRF), to segment three-dimensional mouse brain Magnetic Resonance Microscopy (MRM) images. Our earlier work, extended MRF (eMRF) integrated Support Vector Machine (SVM) and Markov Random Field (MRF) approaches, leading to improved segmentation accuracy; however, the computation of eMRF is very expensive, which may limit its performance on segmentation and robustness. In this study pSVMRF reduces training and testing time for SVM, while boosting segmentation performance. Unlike the eMRF approach, where MR intensity information and location priors are linearly combined, pSVMRF combines this information in a nonlinear fashion, and enhances the discriminative ability of the algorithm. We validate the proposed method using MR imaging of unstained and actively stained mouse brain specimens, and compare segmentation accuracy with two existing methods: eMRF and MRF. C57BL/6 mice are used for training and testing, using cross validation. For formalin fixed C57BL/6 specimens, pSVMRF outperforms both eMRF and MRF. The segmentation accuracy for C57BL/6 brains, stained or not, was similar for larger structures like hippocampus and caudate putamen, (~87%), but increased substantially for smaller regions like susbtantia nigra (from 78.36% to 91.55%), and anterior commissure (from ~50% to ~80%). To test segmentation robustness against increased anatomical variability we add two strains, BXD29 and a transgenic mouse model of Alzheimer’s Disease. Segmentation accuracy for new strains is 80% for hippocampus, and caudate putamen, indicating that pSVMRF is a promising approach for phenotyping mouse models of human brain disorders. PMID:21988893

A prior feature SVM-MRF based method for mouse brain segmentation.

PubMed

Wu, Teresa; Bae, Min Hyeok; Zhang, Min; Pan, Rong; Badea, Alexandra

2012-02-01

We introduce an automated method, called prior feature Support Vector Machine-Markov Random Field (pSVMRF), to segment three-dimensional mouse brain Magnetic Resonance Microscopy (MRM) images. Our earlier work, extended MRF (eMRF) integrated Support Vector Machine (SVM) and Markov Random Field (MRF) approaches, leading to improved segmentation accuracy; however, the computation of eMRF is very expensive, which may limit its performance on segmentation and robustness. In this study pSVMRF reduces training and testing time for SVM, while boosting segmentation performance. Unlike the eMRF approach, where MR intensity information and location priors are linearly combined, pSVMRF combines this information in a nonlinear fashion, and enhances the discriminative ability of the algorithm. We validate the proposed method using MR imaging of unstained and actively stained mouse brain specimens, and compare segmentation accuracy with two existing methods: eMRF and MRF. C57BL/6 mice are used for training and testing, using cross validation. For formalin fixed C57BL/6 specimens, pSVMRF outperforms both eMRF and MRF. The segmentation accuracy for C57BL/6 brains, stained or not, was similar for larger structures like hippocampus and caudate putamen, (~87%), but increased substantially for smaller regions like susbtantia nigra (from 78.36% to 91.55%), and anterior commissure (from ~50% to ~80%). To test segmentation robustness against increased anatomical variability we add two strains, BXD29 and a transgenic mouse model of Alzheimer's disease. Segmentation accuracy for new strains is 80% for hippocampus, and caudate putamen, indicating that pSVMRF is a promising approach for phenotyping mouse models of human brain disorders. Copyright © 2011 Elsevier Inc. All rights reserved.

Preparation of name and address data for record linkage using hidden Markov models

PubMed Central

Churches, Tim; Christen, Peter; Lim, Kim; Zhu, Justin Xi

2002-01-01

Background Record linkage refers to the process of joining records that relate to the same entity or event in one or more data collections. In the absence of a shared, unique key, record linkage involves the comparison of ensembles of partially-identifying, non-unique data items between pairs of records. Data items with variable formats, such as names and addresses, need to be transformed and normalised in order to validly carry out these comparisons. Traditionally, deterministic rule-based data processing systems have been used to carry out this pre-processing, which is commonly referred to as "standardisation". This paper describes an alternative approach to standardisation, using a combination of lexicon-based tokenisation and probabilistic hidden Markov models (HMMs). Methods HMMs were trained to standardise typical Australian name and address data drawn from a range of health data collections. The accuracy of the results was compared to that produced by rule-based systems. Results Training of HMMs was found to be quick and did not require any specialised skills. For addresses, HMMs produced equal or better standardisation accuracy than a widely-used rule-based system. However, acccuracy was worse when used with simpler name data. Possible reasons for this poorer performance are discussed. Conclusion Lexicon-based tokenisation and HMMs provide a viable and effort-effective alternative to rule-based systems for pre-processing more complex variably formatted data such as addresses. Further work is required to improve the performance of this approach with simpler data such as names. Software which implements the methods described in this paper is freely available under an open source license for other researchers to use and improve. PMID:12482326

Markov Mixed Effects Modeling Using Electronic Adherence Monitoring Records Identifies Influential Covariates to HIV Preexposure Prophylaxis.

PubMed

Madrasi, Kumpal; Chaturvedula, Ayyappa; Haberer, Jessica E; Sale, Mark; Fossler, Michael J; Bangsberg, David; Baeten, Jared M; Celum, Connie; Hendrix, Craig W

2017-05-01

Adherence is a major factor in the effectiveness of preexposure prophylaxis (PrEP) for HIV prevention. Modeling patterns of adherence helps to identify influential covariates of different types of adherence as well as to enable clinical trial simulation so that appropriate interventions can be developed. We developed a Markov mixed-effects model to understand the covariates influencing adherence patterns to daily oral PrEP. Electronic adherence records (date and time of medication bottle cap opening) from the Partners PrEP ancillary adherence study with a total of 1147 subjects were used. This study included once-daily dosing regimens of placebo, oral tenofovir disoproxil fumarate (TDF), and TDF in combination with emtricitabine (FTC), administered to HIV-uninfected members of serodiscordant couples. One-coin and first- to third-order Markov models were fit to the data using NONMEM ® 7.2. Model selection criteria included objective function value (OFV), Akaike information criterion (AIC), visual predictive checks, and posterior predictive checks. Covariates were included based on forward addition (α = 0.05) and backward elimination (α = 0.001). Markov models better described the data than 1-coin models. A third-order Markov model gave the lowest OFV and AIC, but the simpler first-order model was used for covariate model building because no additional benefit on prediction of target measures was observed for higher-order models. Female sex and older age had a positive impact on adherence, whereas Sundays, sexual abstinence, and sex with a partner other than the study partner had a negative impact on adherence. Our findings suggest adherence interventions should consider the role of these factors. © 2016, The American College of Clinical Pharmacology.

An abstract specification language for Markov reliability models

NASA Technical Reports Server (NTRS)

Butler, R. W.

1985-01-01

Markov models can be used to compute the reliability of virtually any fault tolerant system. However, the process of delineating all of the states and transitions in a model of complex system can be devastatingly tedious and error-prone. An approach to this problem is presented utilizing an abstract model definition language. This high level language is described in a nonformal manner and illustrated by example.

An abstract language for specifying Markov reliability models

NASA Technical Reports Server (NTRS)

Butler, Ricky W.

1986-01-01

Markov models can be used to compute the reliability of virtually any fault tolerant system. However, the process of delineating all of the states and transitions in a model of complex system can be devastatingly tedious and error-prone. An approach to this problem is presented utilizing an abstract model definition language. This high level language is described in a nonformal manner and illustrated by example.

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...

HIPPI: highly accurate protein family classification with ensembles of HMMs.

PubMed

Nguyen, Nam-Phuong; Nute, Michael; Mirarab, Siavash; Warnow, Tandy

2016-11-11

Given a new biological sequence, detecting membership in a known family is a basic step in many bioinformatics analyses, with applications to protein structure and function prediction and metagenomic taxon identification and abundance profiling, among others. Yet family identification of sequences that are distantly related to sequences in public databases or that are fragmentary remains one of the more difficult analytical problems in bioinformatics. We present a new technique for family identification called HIPPI (Hierarchical Profile Hidden Markov Models for Protein family Identification). HIPPI uses a novel technique to represent a multiple sequence alignment for a given protein family or superfamily by an ensemble of profile hidden Markov models computed using HMMER. An evaluation of HIPPI on the Pfam database shows that HIPPI has better overall precision and recall than blastp, HMMER, and pipelines based on HHsearch, and maintains good accuracy even for fragmentary query sequences and for protein families with low average pairwise sequence identity, both conditions where other methods degrade in accuracy. HIPPI provides accurate protein family identification and is robust to difficult model conditions. Our results, combined with observations from previous studies, show that ensembles of profile Hidden Markov models can better represent multiple sequence alignments than a single profile Hidden Markov model, and thus can improve downstream analyses for various bioinformatic tasks. Further research is needed to determine the best practices for building the ensemble of profile Hidden Markov models. HIPPI is available on GitHub at https://github.com/smirarab/sepp .

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.

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.

A hierarchical approach to reliability modeling of fault-tolerant systems. M.S. Thesis

NASA Technical Reports Server (NTRS)

Gossman, W. E.

1986-01-01

A methodology for performing fault tolerant system reliability analysis is presented. The method decomposes a system into its subsystems, evaluates vent rates derived from the subsystem's conditional state probability vector and incorporates those results into a hierarchical Markov model of the system. This is done in a manner that addresses failure sequence dependence associated with the system's redundancy management strategy. The method is derived for application to a specific system definition. Results are presented that compare the hierarchical model's unreliability prediction to that of a more complicated tandard Markov model of the system. The results for the example given indicate that the hierarchical method predicts system unreliability to a desirable level of accuracy while achieving significant computational savings relative to component level Markov model of the system.

Intelligent postoperative morbidity prediction of heart disease using artificial intelligence techniques.

PubMed

Hsieh, Nan-Chen; Hung, Lun-Ping; Shih, Chun-Che; Keh, Huan-Chao; Chan, Chien-Hui

2012-06-01

Endovascular aneurysm repair (EVAR) is an advanced minimally invasive surgical technology that is helpful for reducing patients' recovery time, postoperative morbidity and mortality. This study proposes an ensemble model to predict postoperative morbidity after EVAR. The ensemble model was developed using a training set of consecutive patients who underwent EVAR between 2000 and 2009. All data required for prediction modeling, including patient demographics, preoperative, co-morbidities, and complication as outcome variables, was collected prospectively and entered into a clinical database. A discretization approach was used to categorize numerical values into informative feature space. Then, the Bayesian network (BN), artificial neural network (ANN), and support vector machine (SVM) were adopted as base models, and stacking combined multiple models. The research outcomes consisted of an ensemble model to predict postoperative morbidity after EVAR, the occurrence of postoperative complications prospectively recorded, and the causal effect knowledge by BNs with Markov blanket concept.

Two-dimensional hidden semantic information model for target saliency detection and eyetracking identification

NASA Astrophysics Data System (ADS)

Wan, Weibing; Yuan, Lingfeng; Zhao, Qunfei; Fang, Tao

2018-01-01

Saliency detection has been applied to the target acquisition case. This paper proposes a two-dimensional hidden Markov model (2D-HMM) that exploits the hidden semantic information of an image to detect its salient regions. A spatial pyramid histogram of oriented gradient descriptors is used to extract features. After encoding the image by a learned dictionary, the 2D-Viterbi algorithm is applied to infer the saliency map. This model can predict fixation of the targets and further creates robust and effective depictions of the targets' change in posture and viewpoint. To validate the model with a human visual search mechanism, two eyetrack experiments are employed to train our model directly from eye movement data. The results show that our model achieves better performance than visual attention. Moreover, it indicates the plausibility of utilizing visual track data to identify targets.

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.

Real-time individual predictions of prostate cancer recurrence using joint models

PubMed Central

Taylor, Jeremy M. G.; Park, Yongseok; Ankerst, Donna P.; Proust-Lima, Cecile; Williams, Scott; Kestin, Larry; Bae, Kyoungwha; Pickles, Tom; Sandler, Howard

2012-01-01

Summary Patients who were previously treated for prostate cancer with radiation therapy are monitored at regular intervals using a laboratory test called Prostate Specific Antigen (PSA). If the value of the PSA test starts to rise, this is an indication that the prostate cancer is more likely to recur, and the patient may wish to initiate new treatments. Such patients could be helped in making medical decisions by an accurate estimate of the probability of recurrence of the cancer in the next few years. In this paper, we describe the methodology for giving the probability of recurrence for a new patient, as implemented on a web-based calculator. The methods use a joint longitudinal survival model. The model is developed on a training dataset of 2,386 patients and tested on a dataset of 846 patients. Bayesian estimation methods are used with one Markov chain Monte Carlo (MCMC) algorithm developed for estimation of the parameters from the training dataset and a second quick MCMC developed for prediction of the risk of recurrence that uses the longitudinal PSA measures from a new patient. PMID:23379600

Break-Even Income Analysis of Pharmacy Graduates Compared to High School and College Graduates.

PubMed

Chisholm-Burns, Marie A; Gatwood, Justin; Spivey, Christina A; Dickey, Susan E

2016-04-25

Objective. To project the net cumulative income break-even point between practicing pharmacists and those who enter the workforce directly after high school graduation or after obtaining a bachelor's degree. Methods. Markov modeling and break-even analysis were conducted. Estimated costs of education were used in calculating net early career earnings of high school graduates, bachelor's degree holders, pharmacists without residency training, and pharmacists with residency training. Results. Models indicate that over the first 10 years of a pharmacist's career, they accumulate net earnings of $716 345 to $1 064 840, depending on cost of obtaining the PharmD degree and career path followed. In the break-even analysis, all pharmacy career tracks surpassed net cumulative earnings of high school graduates by age 33 and bachelor's degree holders by age 34. Conclusion. Regardless of the chosen pharmacy career track and the typical cost of obtaining a PharmD degree, the model under study assumptions demonstrates that pharmacy education has a positive financial return on investment, with a projected break-even point of less than 10 years upon career entry.

Break-Even Income Analysis of Pharmacy Graduates Compared to High School and College Graduates

PubMed Central

Gatwood, Justin; Spivey, Christina A.; Dickey, Susan E.

2016-01-01

Objective. To project the net cumulative income break-even point between practicing pharmacists and those who enter the workforce directly after high school graduation or after obtaining a bachelor’s degree. Methods. Markov modeling and break-even analysis were conducted. Estimated costs of education were used in calculating net early career earnings of high school graduates, bachelor’s degree holders, pharmacists without residency training, and pharmacists with residency training. Results. Models indicate that over the first 10 years of a pharmacist’s career, they accumulate net earnings of $716 345 to $1 064 840, depending on cost of obtaining the PharmD degree and career path followed. In the break-even analysis, all pharmacy career tracks surpassed net cumulative earnings of high school graduates by age 33 and bachelor’s degree holders by age 34. Conclusion. Regardless of the chosen pharmacy career track and the typical cost of obtaining a PharmD degree, the model under study assumptions demonstrates that pharmacy education has a positive financial return on investment, with a projected break-even point of less than 10 years upon career entry. PMID:27170815

Entanglement revival can occur only when the system-environment state is not a Markov state

NASA Astrophysics Data System (ADS)

Sargolzahi, Iman

2018-06-01

Markov states have been defined for tripartite quantum systems. In this paper, we generalize the definition of the Markov states to arbitrary multipartite case and find the general structure of an important subset of them, which we will call strong Markov states. In addition, we focus on an important property of the Markov states: If the initial state of the whole system-environment is a Markov state, then each localized dynamics of the whole system-environment reduces to a localized subdynamics of the system. This provides us a necessary condition for entanglement revival in an open quantum system: Entanglement revival can occur only when the system-environment state is not a Markov state. To illustrate (a part of) our results, we consider the case that the environment is modeled as classical. In this case, though the correlation between the system and the environment remains classical during the evolution, the change of the state of the system-environment, from its initial Markov state to a state which is not a Markov one, leads to the entanglement revival in the system. This shows that the non-Markovianity of a state is not equivalent to the existence of non-classical correlation in it, in general.

Real-time antenna fault diagnosis experiments at DSS 13

NASA Technical Reports Server (NTRS)

Mellstrom, J.; Pierson, C.; Smyth, P.

1992-01-01

Experimental results obtained when a previously described fault diagnosis system was run online in real time at the 34-m beam waveguide antenna at Deep Space Station (DSS) 13 are described. Experimental conditions and the quality of results are described. A neural network model and a maximum-likelihood Gaussian classifier are compared with and without a Markov component to model temporal context. At the rate of a state update every 6.4 seconds, over a period of roughly 1 hour, the neural-Markov system had zero errors (incorrect state estimates) while monitoring both faulty and normal operations. The overall results indicate that the neural-Markov combination is the most accurate model and has significant practical potential.

The application of a Grey Markov Model to forecasting annual maximum water levels at hydrological stations

NASA Astrophysics Data System (ADS)

Dong, Sheng; Chi, Kun; Zhang, Qiyi; Zhang, Xiangdong

2012-03-01

Compared with traditional real-time forecasting, this paper proposes a Grey Markov Model (GMM) to forecast the maximum water levels at hydrological stations in the estuary area. The GMM combines the Grey System and Markov theory into a higher precision model. The GMM takes advantage of the Grey System to predict the trend values and uses the Markov theory to forecast fluctuation values, and thus gives forecast results involving two aspects of information. The procedure for forecasting annul maximum water levels with the GMM contains five main steps: 1) establish the GM (1, 1) model based on the data series; 2) estimate the trend values; 3) establish a Markov Model based on relative error series; 4) modify the relative errors caused in step 2, and then obtain the relative errors of the second order estimation; 5) compare the results with measured data and estimate the accuracy. The historical water level records (from 1960 to 1992) at Yuqiao Hydrological Station in the estuary area of the Haihe River near Tianjin, China are utilized to calibrate and verify the proposed model according to the above steps. Every 25 years' data are regarded as a hydro-sequence. Eight groups of simulated results show reasonable agreement between the predicted values and the measured data. The GMM is also applied to the 10 other hydrological stations in the same estuary. The forecast results for all of the hydrological stations are good or acceptable. The feasibility and effectiveness of this new forecasting model have been proved in this paper.

zipHMMlib: a highly optimised HMM library exploiting repetitions in the input to speed up the forward algorithm.

PubMed

Sand, Andreas; Kristiansen, Martin; Pedersen, Christian N S; Mailund, Thomas

2013-11-22

Hidden Markov models are widely used for genome analysis as they combine ease of modelling with efficient analysis algorithms. Calculating the likelihood of a model using the forward algorithm has worst case time complexity linear in the length of the sequence and quadratic in the number of states in the model. For genome analysis, however, the length runs to millions or billions of observations, and when maximising the likelihood hundreds of evaluations are often needed. A time efficient forward algorithm is therefore a key ingredient in an efficient hidden Markov model library. We have built a software library for efficiently computing the likelihood of a hidden Markov model. The library exploits commonly occurring substrings in the input to reuse computations in the forward algorithm. In a pre-processing step our library identifies common substrings and builds a structure over the computations in the forward algorithm which can be reused. This analysis can be saved between uses of the library and is independent of concrete hidden Markov models so one preprocessing can be used to run a number of different models.Using this library, we achieve up to 78 times shorter wall-clock time for realistic whole-genome analyses with a real and reasonably complex hidden Markov model. In one particular case the analysis was performed in less than 8 minutes compared to 9.6 hours for the previously fastest library. We have implemented the preprocessing procedure and forward algorithm as a C++ library, zipHMM, with Python bindings for use in scripts. The library is available at http://birc.au.dk/software/ziphmm/.

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.

Modeling the Distribution of Fingerprint Characteristics. Revision 1.

DTIC Science & Technology

1980-09-19

the details of the print. The ridge-line details are termed Galton characteristics since Sir Francis Galton was among the first to study them...U.S.A. CONTENTS Abstract 1. Introduction 2. Background Information on Fingerprints 2.1. Types 2.2. Ridge counts 2.3. The Galton details 3. Data...The Multinomial Markov Model 7. The Poisson Markov Model 8. The Infinitely Divisible Model Acknowledgements References Appendices A The Galton

Multivariate generalized hidden Markov regression models with random covariates: Physical exercise in an elderly population.

PubMed

Punzo, Antonio; Ingrassia, Salvatore; Maruotti, Antonello

2018-04-22

A time-varying latent variable model is proposed to jointly analyze multivariate mixed-support longitudinal data. The proposal can be viewed as an extension of hidden Markov regression models with fixed covariates (HMRMFCs), which is the state of the art for modelling longitudinal data, with a special focus on the underlying clustering structure. HMRMFCs are inadequate for applications in which a clustering structure can be identified in the distribution of the covariates, as the clustering is independent from the covariates distribution. Here, hidden Markov regression models with random covariates are introduced by explicitly specifying state-specific distributions for the covariates, with the aim of improving the recovering of the clusters in the data with respect to a fixed covariates paradigm. The hidden Markov regression models with random covariates class is defined focusing on the exponential family, in a generalized linear model framework. Model identifiability conditions are sketched, an expectation-maximization algorithm is outlined for parameter estimation, and various implementation and operational issues are discussed. Properties of the estimators of the regression coefficients, as well as of the hidden path parameters, are evaluated through simulation experiments and compared with those of HMRMFCs. The method is applied to physical activity data. Copyright © 2018 John Wiley & Sons, Ltd.

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

NASA Astrophysics Data System (ADS)

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

2017-11-01

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

Training-Image Based Geostatistical Inversion Using a Spatial Generative Adversarial Neural Network

NASA Astrophysics Data System (ADS)

Laloy, Eric; Hérault, Romain; Jacques, Diederik; Linde, Niklas

2018-01-01

Probabilistic inversion within a multiple-point statistics framework is often computationally prohibitive for high-dimensional problems. To partly address this, we introduce and evaluate a new training-image based inversion approach for complex geologic media. Our approach relies on a deep neural network of the generative adversarial network (GAN) type. After training using a training image (TI), our proposed spatial GAN (SGAN) can quickly generate 2-D and 3-D unconditional realizations. A key characteristic of our SGAN is that it defines a (very) low-dimensional parameterization, thereby allowing for efficient probabilistic inversion using state-of-the-art Markov chain Monte Carlo (MCMC) methods. In addition, available direct conditioning data can be incorporated within the inversion. Several 2-D and 3-D categorical TIs are first used to analyze the performance of our SGAN for unconditional geostatistical simulation. Training our deep network can take several hours. After training, realizations containing a few millions of pixels/voxels can be produced in a matter of seconds. This makes it especially useful for simulating many thousands of realizations (e.g., for MCMC inversion) as the relative cost of the training per realization diminishes with the considered number of realizations. Synthetic inversion case studies involving 2-D steady state flow and 3-D transient hydraulic tomography with and without direct conditioning data are used to illustrate the effectiveness of our proposed SGAN-based inversion. For the 2-D case, the inversion rapidly explores the posterior model distribution. For the 3-D case, the inversion recovers model realizations that fit the data close to the target level and visually resemble the true model well.

Image segmentation using hidden Markov Gauss mixture models.

PubMed

Pyun, Kyungsuk; Lim, Johan; Won, Chee Sun; Gray, Robert M

2007-07-01

Image segmentation is an important tool in image processing and can serve as an efficient front end to sophisticated algorithms and thereby simplify subsequent processing. We develop a multiclass image segmentation method using hidden Markov Gauss mixture models (HMGMMs) and provide examples of segmentation of aerial images and textures. HMGMMs incorporate supervised learning, fitting the observation probability distribution given each class by a Gauss mixture estimated using vector quantization with a minimum discrimination information (MDI) distortion. We formulate the image segmentation problem using a maximum a posteriori criteria and find the hidden states that maximize the posterior density given the observation. We estimate both the hidden Markov parameter and hidden states using a stochastic expectation-maximization algorithm. Our results demonstrate that HMGMM provides better classification in terms of Bayes risk and spatial homogeneity of the classified objects than do several popular methods, including classification and regression trees, learning vector quantization, causal hidden Markov models (HMMs), and multiresolution HMMs. The computational load of HMGMM is similar to that of the causal HMM.

Evaluation of Usability Utilizing Markov Models

ERIC Educational Resources Information Center

Penedo, Janaina Rodrigues; Diniz, Morganna; Ferreira, Simone Bacellar Leal; Silveira, Denis S.; Capra, Eliane

2012-01-01

Purpose: The purpose of this paper is to analyze the usability of a remote learning system in its initial development phase, using a quantitative usability evaluation method through Markov models. Design/methodology/approach: The paper opted for an exploratory study. The data of interest of the research correspond to the possible accesses of users…

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)

Metadynamics Enhanced Markov Modeling of Protein Dynamics.

PubMed

Biswas, Mithun; Lickert, Benjamin; Stock, Gerhard

2018-05-31

Enhanced sampling techniques represent a versatile approach to account for rare conformational transitions in biomolecules. A particularly promising strategy is to combine massive parallel computing of short molecular dynamics (MD) trajectories (to sample the free energy landscape of the system) with Markov state modeling (to rebuild the kinetics from the sampled data). To obtain well-distributed initial structures for the short trajectories, it is proposed to employ metadynamics MD, which quickly sweeps through the entire free energy landscape of interest. Being only used to generate initial conformations, the implementation of metadynamics can be simple and fast. The conformational dynamics of helical peptide Aib 9 is adopted to discuss various technical issues of the approach, including metadynamics settings, minimal number and length of short MD trajectories, and the validation of the resulting Markov models. Using metadynamics to launch some thousands of nanosecond trajectories, several Markov state models are constructed that reveal that previous unbiased MD simulations of in total 16 μs length cannot provide correct equilibrium populations or qualitative features of the pathway distribution of the short peptide.

Measurement-based reliability/performability models

NASA Technical Reports Server (NTRS)

Hsueh, Mei-Chen

1987-01-01

Measurement-based models based on real error-data collected on a multiprocessor system are described. Model development from the raw error-data to the estimation of cumulative reward is also described. A workload/reliability model is developed based on low-level error and resource usage data collected on an IBM 3081 system during its normal operation in order to evaluate the resource usage/error/recovery process in a large mainframe system. Thus, both normal and erroneous behavior of the system are modeled. The results provide an understanding of the different types of errors and recovery processes. The measured data show that the holding times in key operational and error states are not simple exponentials and that a semi-Markov process is necessary to model the system behavior. A sensitivity analysis is performed to investigate the significance of using a semi-Markov process, as opposed to a Markov process, to model the measured system.

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.

Casting a Wider Net: Data Driven Discovery of Proxies for Target Diagnoses

PubMed Central

Ramljak, Dusan; Davey, Adam; Uversky, Alexey; Roychoudhury, Shoumik; Obradovic, Zoran

2015-01-01

Background: The Hospital Readmissions Reduction Program (HRRP) introduced in October 2012 as part of the Affordable Care Act (ACA), ties hospital reimbursement rates to adjusted 30-day readmissions and mortality performance for a small set of target diagnoses. There is growing concern and emerging evidence that use of a small set of target diagnoses to establish reimbursement rates can lead to unstable results that are susceptible to manipulation (gaming) by hospitals. Methods: We propose a novel approach to identifying co-occurring diagnoses and procedures that can themselves serve as a proxy indicator of the target diagnosis. The proposed approach constructs a Markov Blanket that allows a high level of performance, in terms of predictive accuracy and scalability, along with interpretability of obtained results. In order to scale to a large number of co-occuring diagnoses (features) and hospital discharge records (samples), our approach begins with Google’s PageRank algorithm and exploits the stability of obtained results to rank the contribution of each diagnosis/procedure in terms of presence in a Markov Blanket for outcome prediction. Results: Presence of target diagnoses acute myocardial infarction (AMI), congestive heart failure (CHF), pneumonia (PN), and Sepsis in hospital discharge records for Medicare and Medicaid patients in California and New York state hospitals (2009–2011), were predicted using models trained on a subset of California state hospitals (2003–2008). Using repeated holdout evaluation, we used ~30,000,000 hospital discharge records and analyzed the stability of the proposed approach. Model performance was measured using the Area Under the ROC Curve (AUC) metric, and importance and contribution of single features to the final result. The results varied from AUC=0.68 (with SE<1e-4) for PN on cross validation datasets to AUC=0.94, with (SE<1e-7) for Sepsis on California hospitals (2009 – 2011), while the stability of features was consistently better with more training data for each target diagnosis. Prediction accuracy for considered target diagnoses approaches or exceeds accuracy estimates for discharge record data. Conclusions: This paper presents a novel approach to identifying a small subset of relevant diagnoses and procedures that approximate the Markov Blanket for target diagnoses. Accuracy and interpretability of results demonstrate the potential of our approach. PMID:26958243

Falling Person Detection Using Multi-Sensor Signal Processing

NASA Astrophysics Data System (ADS)

Toreyin, B. Ugur; Soyer, A. Birey; Onaran, Ibrahim; Cetin, E. Enis

2007-12-01

Falls are one of the most important problems for frail and elderly people living independently. Early detection of falls is vital to provide a safe and active lifestyle for elderly. Sound, passive infrared (PIR) and vibration sensors can be placed in a supportive home environment to provide information about daily activities of an elderly person. In this paper, signals produced by sound, PIR and vibration sensors are simultaneously analyzed to detect falls. Hidden Markov Models are trained for regular and unusual activities of an elderly person and a pet for each sensor signal. Decisions of HMMs are fused together to reach a final decision.

Integral equation methods for computing likelihoods and their derivatives in the stochastic integrate-and-fire model.

PubMed

Paninski, Liam; Haith, Adrian; Szirtes, Gabor

2008-02-01

We recently introduced likelihood-based methods for fitting stochastic integrate-and-fire models to spike train data. The key component of this method involves the likelihood that the model will emit a spike at a given time t. Computing this likelihood is equivalent to computing a Markov first passage time density (the probability that the model voltage crosses threshold for the first time at time t). Here we detail an improved method for computing this likelihood, based on solving a certain integral equation. This integral equation method has several advantages over the techniques discussed in our previous work: in particular, the new method has fewer free parameters and is easily differentiable (for gradient computations). The new method is also easily adaptable for the case in which the model conductance, not just the input current, is time-varying. Finally, we describe how to incorporate large deviations approximations to very small likelihoods.

Evaluation of Markov-Decision Model for Instructional Sequence Optimization. Semi-Annual Technical Report for the period 1 July-31 December 1975. Technical Report No. 76.

ERIC Educational Resources Information Center

Wollmer, Richard D.; Bond, Nicholas A.

Two computer-assisted instruction programs were written in electronics and trigonometry to test the Wollmer Markov Model for optimizing hierarchial learning; calibration samples totalling 110 students completed these programs. Since the model postulated that transfer effects would be a function of the amount of practice, half of the students were…

Modeling Dyadic Processes Using Hidden Markov Models: A Time Series Approach to Mother-Infant Interactions during Infant Immunization

ERIC Educational Resources Information Center

Stifter, Cynthia A.; Rovine, Michael

2015-01-01

The focus of the present longitudinal study, to examine mother-infant interaction during the administration of immunizations at 2 and 6?months of age, used hidden Markov modelling, a time series approach that produces latent states to describe how mothers and infants work together to bring the infant to a soothed state. Results revealed a…

Intelligent classifier for dynamic fault patterns based on hidden Markov model

NASA Astrophysics Data System (ADS)

Xu, Bo; Feng, Yuguang; Yu, Jinsong

2006-11-01

It's difficult to build precise mathematical models for complex engineering systems because of the complexity of the structure and dynamics characteristics. Intelligent fault diagnosis introduces artificial intelligence and works in a different way without building the analytical mathematical model of a diagnostic object, so it's a practical approach to solve diagnostic problems of complex systems. This paper presents an intelligent fault diagnosis method, an integrated fault-pattern classifier based on Hidden Markov Model (HMM). This classifier consists of dynamic time warping (DTW) algorithm, self-organizing feature mapping (SOFM) network and Hidden Markov Model. First, after dynamic observation vector in measuring space is processed by DTW, the error vector including the fault feature of being tested system is obtained. Then a SOFM network is used as a feature extractor and vector quantization processor. Finally, fault diagnosis is realized by fault patterns classifying with the Hidden Markov Model classifier. The importing of dynamic time warping solves the problem of feature extracting from dynamic process vectors of complex system such as aeroengine, and makes it come true to diagnose complex system by utilizing dynamic process information. Simulating experiments show that the diagnosis model is easy to extend, and the fault pattern classifier is efficient and is convenient to the detecting and diagnosing of new faults.

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.

Quasi-supervised scoring of human sleep in polysomnograms using augmented input variables.

PubMed

Yaghouby, Farid; Sunderam, Sridhar

2015-04-01

The limitations of manual sleep scoring make computerized methods highly desirable. Scoring errors can arise from human rater uncertainty or inter-rater variability. Sleep scoring algorithms either come as supervised classifiers that need scored samples of each state to be trained, or as unsupervised classifiers that use heuristics or structural clues in unscored data to define states. We propose a quasi-supervised classifier that models observations in an unsupervised manner but mimics a human rater wherever training scores are available. EEG, EMG, and EOG features were extracted in 30s epochs from human-scored polysomnograms recorded from 42 healthy human subjects (18-79 years) and archived in an anonymized, publicly accessible database. Hypnograms were modified so that: 1. Some states are scored but not others; 2. Samples of all states are scored but not for transitional epochs; and 3. Two raters with 67% agreement are simulated. A framework for quasi-supervised classification was devised in which unsupervised statistical models-specifically Gaussian mixtures and hidden Markov models--are estimated from unlabeled training data, but the training samples are augmented with variables whose values depend on available scores. Classifiers were fitted to signal features incorporating partial scores, and used to predict scores for complete recordings. Performance was assessed using Cohen's Κ statistic. The quasi-supervised classifier performed significantly better than an unsupervised model and sometimes as well as a completely supervised model despite receiving only partial scores. The quasi-supervised algorithm addresses the need for classifiers that mimic scoring patterns of human raters while compensating for their limitations. Copyright © 2015 Elsevier Ltd. All rights reserved.

Markov-switching multifractal models as another class of random-energy-like models in one-dimensional space

NASA Astrophysics Data System (ADS)

Saakian, David B.

2012-03-01

We map the Markov-switching multifractal model (MSM) onto the random energy model (REM). The MSM is, like the REM, an exactly solvable model in one-dimensional space with nontrivial correlation functions. According to our results, four different statistical physics phases are possible in random walks with multifractal behavior. We also introduce the continuous branching version of the model, calculate the moments, and prove multiscaling behavior. Different phases have different multiscaling properties.

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.

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

A study on the real-time reliability of on-board equipment of train control system

NASA Astrophysics Data System (ADS)

Zhang, Yong; Li, Shiwei

2018-05-01

Real-time reliability evaluation is conducive to establishing a condition based maintenance system for the purpose of guaranteeing continuous train operation. According to the inherent characteristics of the on-board equipment, the connotation of reliability evaluation of on-board equipment is defined and the evaluation index of real-time reliability is provided in this paper. From the perspective of methodology and practical application, the real-time reliability of the on-board equipment is discussed in detail, and the method of evaluating the realtime reliability of on-board equipment at component level based on Hidden Markov Model (HMM) is proposed. In this method the performance degradation data is used directly to realize the accurate perception of the hidden state transition process of on-board equipment, which can achieve a better description of the real-time reliability of the equipment.

Tracking Problem Solving by Multivariate Pattern Analysis and Hidden Markov Model Algorithms

ERIC Educational Resources Information Center

Anderson, John R.

2012-01-01

Multivariate pattern analysis can be combined with Hidden Markov Model algorithms to track the second-by-second thinking as people solve complex problems. Two applications of this methodology are illustrated with a data set taken from children as they interacted with an intelligent tutoring system for algebra. The first "mind reading" application…

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…

Generalization of Faustmann's Formula for Stochastic Forest Growth and Prices with Markov Decision Process Models

Treesearch

Joseph Buongiorno

2001-01-01

Faustmann's formula gives the land value, or the forest value of land with trees, under deterministic assumptions regarding future stand growth and prices, over an infinite horizon. Markov decision process (MDP) models generalize Faustmann's approach by recognizing that future stand states and prices are known only as probabilistic distributions. The...

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.

Monte Carlo estimation of total variation distance of Markov chains on large spaces, with application to phylogenetics.

PubMed

Herbei, Radu; Kubatko, Laura

2013-03-26

Markov chains are widely used for modeling in many areas of molecular biology and genetics. As the complexity of such models advances, it becomes increasingly important to assess the rate at which a Markov chain converges to its stationary distribution in order to carry out accurate inference. A common measure of convergence to the stationary distribution is the total variation distance, but this measure can be difficult to compute when the state space of the chain is large. We propose a Monte Carlo method to estimate the total variation distance that can be applied in this situation, and we demonstrate how the method can be efficiently implemented by taking advantage of GPU computing techniques. We apply the method to two Markov chains on the space of phylogenetic trees, and discuss the implications of our findings for the development of algorithms for phylogenetic inference.

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.

Probabilistic inversion with graph cuts: Application to the Boise Hydrogeophysical Research Site

NASA Astrophysics Data System (ADS)

Pirot, Guillaume; Linde, Niklas; Mariethoz, Grégoire; Bradford, John H.

2017-02-01

Inversion methods that build on multiple-point statistics tools offer the possibility to obtain model realizations that are not only in agreement with field data, but also with conceptual geological models that are represented by training images. A recent inversion approach based on patch-based geostatistical resimulation using graph cuts outperforms state-of-the-art multiple-point statistics methods when applied to synthetic inversion examples featuring continuous and discontinuous property fields. Applications of multiple-point statistics tools to field data are challenging due to inevitable discrepancies between actual subsurface structure and the assumptions made in deriving the training image. We introduce several amendments to the original graph cut inversion algorithm and present a first-ever field application by addressing porosity estimation at the Boise Hydrogeophysical Research Site, Boise, Idaho. We consider both a classical multi-Gaussian and an outcrop-based prior model (training image) that are in agreement with available porosity data. When conditioning to available crosshole ground-penetrating radar data using Markov chain Monte Carlo, we find that the posterior realizations honor overall both the characteristics of the prior models and the geophysical data. The porosity field is inverted jointly with the measurement error and the petrophysical parameters that link dielectric permittivity to porosity. Even though the multi-Gaussian prior model leads to posterior realizations with higher likelihoods, the outcrop-based prior model shows better convergence. In addition, it offers geologically more realistic posterior realizations and it better preserves the full porosity range of the prior.

A systematic review of Markov models evaluating multicomponent disease management programs in diabetes.

PubMed

Kirsch, Florian

2015-01-01

Diabetes is the most expensive chronic disease; therefore, disease management programs (DMPs) were introduced. The aim of this review is to determine whether Markov models are adequate to evaluate the cost-effectiveness of complex interventions such as DMPs. Additionally, the quality of the models was evaluated using Philips and Caro quality appraisals. The five reviewed models incorporated the DMP into the model differently: two models integrated effectiveness rates derived from one clinical trial/meta-analysis and three models combined interventions from different sources into a DMP. The results range from cost savings and a QALY gain to costs of US$85,087 per QALY. The Spearman's rank coefficient assesses no correlation between the quality appraisals. With restrictions to the data selection process, Markov models are adequate to determine the cost-effectiveness of DMPs; however, to allow prioritization of medical services, more flexibility in the models is necessary to enable the evaluation of single additional interventions.

Estimation in a semi-Markov transformation model

PubMed Central

Dabrowska, Dorota M.

2012-01-01

Multi-state models provide a common tool for analysis of longitudinal failure time data. In biomedical applications, models of this kind are often used to describe evolution of a disease and assume that patient may move among a finite number of states representing different phases in the disease progression. Several authors developed extensions of the proportional hazard model for analysis of multi-state models in the presence of covariates. In this paper, we consider a general class of censored semi-Markov and modulated renewal processes and propose the use of transformation models for their analysis. Special cases include modulated renewal processes with interarrival times specified using transformation models, and semi-Markov processes with with one-step transition probabilities defined using copula-transformation models. We discuss estimation of finite and infinite dimensional parameters of the model, and develop an extension of the Gaussian multiplier method for setting confidence bands for transition probabilities. A transplant outcome data set from the Center for International Blood and Marrow Transplant Research is used for illustrative purposes. PMID:22740583

Semi-Markov Approach to the Shipping Safety Modelling

NASA Astrophysics Data System (ADS)

Guze, Sambor; Smolarek, Leszek

2012-02-01

In the paper the navigational safety model of a ship on the open area has been studied under conditions of incomplete information. Moreover the structure of semi-Markov processes is used to analyse the stochastic ship safety according to the subjective acceptance of risk by the navigator. In addition, the navigator’s behaviour can be analysed by using the numerical simulation to estimate the probability of collision in the safety model.

Three Dimensional Object Recognition Using a Complex Autoregressive Model

DTIC Science & Technology

1993-12-01

3.4.2 Template Matching Algorithm ...................... 3-16 3.4.3 K-Nearest-Neighbor ( KNN ) Techniques ................. 3-25 3.4.4 Hidden Markov Model...Neighbor ( KNN ) Test Results ...................... 4-13 4.2.1 Single-Look 1-NN Testing .......................... 4-14 4.2.2 Multiple-Look 1-NN Testing...4-15 4.2.3 Discussion of KNN Test Results ...................... 4-15 4.3 Hidden Markov Model (HMM) Test Results

Multimodal Speaker Diarization.

PubMed

Noulas, A; Englebienne, G; Krose, B J A

2012-01-01

We present a novel probabilistic framework that fuses information coming from the audio and video modality to perform speaker diarization. The proposed framework is a Dynamic Bayesian Network (DBN) that is an extension of a factorial Hidden Markov Model (fHMM) and models the people appearing in an audiovisual recording as multimodal entities that generate observations in the audio stream, the video stream, and the joint audiovisual space. The framework is very robust to different contexts, makes no assumptions about the location of the recording equipment, and does not require labeled training data as it acquires the model parameters using the Expectation Maximization (EM) algorithm. We apply the proposed model to two meeting videos and a news broadcast video, all of which come from publicly available data sets. The results acquired in speaker diarization are in favor of the proposed multimodal framework, which outperforms the single modality analysis results and improves over the state-of-the-art audio-based speaker diarization.

Allocating provider resources to diagnose and treat restless legs syndrome: a cost-utility analysis.

PubMed

Padula, William V; Phelps, Charles E; Moran, Dane; Earley, Christopher

2017-10-01

Restless legs syndrome (RLS) is a neurological disorder that is frequently misdiagnosed, resulting in delays in proper treatment. The objective of this study was to analyze the cost-utility of training primary care providers (PCP) in early and accurate diagnosis of RLS. We used a Markov model to compare two strategies: one where PCPs received training to diagnose RLS (informed care) and one where PCPs did not receive training (standard care). This analysis was conducted from the US societal and health sector perspectives over one-year, five-year, and lifetime (50-year) horizons. Costs were adjusted to 2016 USD, utilities measured as quality-adjusted life-years (QALYs), and both measures were discounted annually at 3%. Cost, utilities, and probabilities for the model were obtained through a comprehensive review of literature. An incremental cost-effectiveness ratio (ICER) was calculated to interpret our findings at a willingness-to-pay threshold of $100,000/QALY. Univariate and multivariate analyses were conducted to test model uncertainty, in addition to calculating the expected value of perfect information. Providing training to PCPs to correctly diagnose RLS was cost-effective since it cost $2021 more and gained 0.44 QALYs per patient over the course of a lifetime, resulting in an ICER of $4593/QALY. The model was sensitive to the utility for treated and untreated RLS. The probabilistic sensitivity analysis revealed that at $100,000/QALY, informed care had a 65.5% probability of being cost-effective. A program to train PCPs to better diagnose RLS appears to be a cost-effective strategy for improving outcomes for RLS patients. Copyright © 2017 Elsevier B.V. All rights reserved.

A Bayesian model for visual space perception

NASA Technical Reports Server (NTRS)

Curry, R. E.

1972-01-01

A model for visual space perception is proposed that contains desirable features in the theories of Gibson and Brunswik. This model is a Bayesian processor of proximal stimuli which contains three important elements: an internal model of the Markov process describing the knowledge of the distal world, the a priori distribution of the state of the Markov process, and an internal model relating state to proximal stimuli. The universality of the model is discussed and it is compared with signal detection theory models. Experimental results of Kinchla are used as a special case.

A method of depth image based human action recognition

NASA Astrophysics Data System (ADS)

Li, Pei; Cheng, Wanli

2017-05-01

In this paper, we propose an action recognition algorithm framework based on human skeleton joint information. In order to extract the feature of human motion, we use the information of body posture, speed and acceleration of movement to construct spatial motion feature that can describe and reflect the joint. On the other hand, we use the classical temporal pyramid matching algorithm to construct temporal feature and describe the motion sequence variation from different time scales. Then, we use bag of words to represent these actions, which is to present every action in the histogram by clustering these extracted feature. Finally, we employ Hidden Markov Model to train and test the extracted motion features. In the experimental part, the correctness and effectiveness of the proposed model are comprehensively verified on two well-known datasets.

Research on computer aided testing of pilot response to critical in-flight events

NASA Technical Reports Server (NTRS)

Giffin, W. C.; Rockwell, T. H.; Smith, P. J.

1984-01-01

Experiments on pilot decision making are described. The development of models of pilot decision making in critical in flight events (CIFE) are emphasized. The following tests are reported on the development of: (1) a frame system representation describing how pilots use their knowledge in a fault diagnosis task; (2) assessment of script norms, distance measures, and Markov models developed from computer aided testing (CAT) data; and (3) performance ranking of subject data. It is demonstrated that interactive computer aided testing either by touch CRT's or personal computers is a useful research and training device for measuring pilot information management in diagnosing system failures in simulated flight situations. Performance is dictated by knowledge of aircraft sybsystems, initial pilot structuring of the failure symptoms and efficient testing of plausible causal hypotheses.

Aggregating and Predicting Sequence Labels from Crowd Annotations

PubMed Central

Nguyen, An T.; Wallace, Byron C.; Li, Junyi Jessy; Nenkova, Ani; Lease, Matthew

2017-01-01

Despite sequences being core to NLP, scant work has considered how to handle noisy sequence labels from multiple annotators for the same text. Given such annotations, we consider two complementary tasks: (1) aggregating sequential crowd labels to infer a best single set of consensus annotations; and (2) using crowd annotations as training data for a model that can predict sequences in unannotated text. For aggregation, we propose a novel Hidden Markov Model variant. To predict sequences in unannotated text, we propose a neural approach using Long Short Term Memory. We evaluate a suite of methods across two different applications and text genres: Named-Entity Recognition in news articles and Information Extraction from biomedical abstracts. Results show improvement over strong baselines. Our source code and data are available online1. PMID:29093611

Cost-effectiveness of training rural providers to identify and treat patients at risk for fragility fractures.

PubMed

Nelson, S D; Nelson, R E; Cannon, G W; Lawrence, P; Battistone, M J; Grotzke, M; Rosenblum, Y; LaFleur, J

2014-12-01

This is a cost-effectiveness analysis of training rural providers to identify and treat osteoporosis. Results showed a slight cost savings, increase in life years, increase in treatment rates, and decrease in fracture incidence. However, the results were sensitive to small differences in effectiveness, being cost-effective in 70 % of simulations during probabilistic sensitivity analysis. We evaluated the cost-effectiveness of training rural providers to identify and treat veterans at risk for fragility fractures relative to referring these patients to an urban medical center for specialist care. The model evaluated the impact of training on patient life years, quality-adjusted life years (QALYs), treatment rates, fracture incidence, and costs from the perspective of the Department of Veterans Affairs. We constructed a Markov microsimulation model to compare costs and outcomes of a hypothetical cohort of veterans seen by rural providers. Parameter estimates were derived from previously published studies, and we conducted one-way and probabilistic sensitivity analyses on the parameter inputs. Base-case analysis showed that training resulted in no additional costs and an extra 0.083 life years (0.054 QALYs). Our model projected that as a result of training, more patients with osteoporosis would receive treatment (81.3 vs. 12.2 %), and all patients would have a lower incidence of fractures per 1,000 patient years (hip, 1.628 vs. 1.913; clinical vertebral, 0.566 vs. 1.037) when seen by a trained provider compared to an untrained provider. Results remained consistent in one-way sensitivity analysis and in probabilistic sensitivity analyses, training rural providers was cost-effective (less than $50,000/QALY) in 70 % of the simulations. Training rural providers to identify and treat veterans at risk for fragility fractures has a potential to be cost-effective, but the results are sensitive to small differences in effectiveness. It appears that provider education alone is not enough to make a significant difference in fragility fracture rates among veterans.

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…

Causal Latent Markov Model for the Comparison of Multiple Treatments in Observational Longitudinal Studies

ERIC Educational Resources Information Center

Bartolucci, Francesco; Pennoni, Fulvia; Vittadini, Giorgio

2016-01-01

We extend to the longitudinal setting a latent class approach that was recently introduced by Lanza, Coffman, and Xu to estimate the causal effect of a treatment. The proposed approach enables an evaluation of multiple treatment effects on subpopulations of individuals from a dynamic perspective, as it relies on a latent Markov (LM) model that 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…

Multidimensional Latent Markov Models in a Developmental Study of Inhibitory Control and Attentional Flexibility in Early Childhood

ERIC Educational Resources Information Center

Bartolucci, Francesco; Solis-Trapala, Ivonne L.

2010-01-01

We demonstrate the use of a multidimensional extension of the latent Markov model to analyse data from studies with repeated binary responses in developmental psychology. In particular, we consider an experiment based on a battery of tests which was administered to pre-school children, at three time periods, in order to measure their inhibitory…

Hidden Markov models for character recognition.

PubMed

Vlontzos, J A; Kung, S Y

1992-01-01

A hierarchical system for character recognition with hidden Markov model knowledge sources which solve both the context sensitivity problem and the character instantiation problem is presented. The system achieves 97-99% accuracy using a two-level architecture and has been implemented using a systolic array, thus permitting real-time (1 ms per character) multifont and multisize printed character recognition as well as handwriting recognition.

Identification of linear system models and state estimators for controls

NASA Technical Reports Server (NTRS)

Chen, Chung-Wen

1992-01-01

The following paper is presented in viewgraph format and covers topics including: (1) linear state feedback control system; (2) Kalman filter state estimation; (3) relation between residual and stochastic part of output; (4) obtaining Kalman filter gain; (5) state estimation under unknown system model and unknown noises; and (6) relationship between filter Markov parameters and system Markov parameters.

Markov model plus k-word distributions: a synergy that produces novel statistical measures for sequence comparison.

PubMed

Dai, Qi; Yang, Yanchun; Wang, Tianming

2008-10-15

Many proposed statistical measures can efficiently compare biological sequences to further infer their structures, functions and evolutionary information. They are related in spirit because all the ideas for sequence comparison try to use the information on the k-word distributions, Markov model or both. Motivated by adding k-word distributions to Markov model directly, we investigated two novel statistical measures for sequence comparison, called wre.k.r and S2.k.r. The proposed measures were tested by similarity search, evaluation on functionally related regulatory sequences and phylogenetic analysis. This offers the systematic and quantitative experimental assessment of our measures. Moreover, we compared our achievements with these based on alignment or alignment-free. We grouped our experiments into two sets. The first one, performed via ROC (receiver operating curve) analysis, aims at assessing the intrinsic ability of our statistical measures to search for similar sequences from a database and discriminate functionally related regulatory sequences from unrelated sequences. The second one aims at assessing how well our statistical measure is used for phylogenetic analysis. The experimental assessment demonstrates that our similarity measures intending to incorporate k-word distributions into Markov model are more efficient.

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.

Markov Task Network: A Framework for Service Composition under Uncertainty in Cyber-Physical Systems.

PubMed

Mohammed, Abdul-Wahid; Xu, Yang; Hu, Haixiao; Agyemang, Brighter

2016-09-21

In novel collaborative systems, cooperative entities collaborate services to achieve local and global objectives. With the growing pervasiveness of cyber-physical systems, however, such collaboration is hampered by differences in the operations of the cyber and physical objects, and the need for the dynamic formation of collaborative functionality given high-level system goals has become practical. In this paper, we propose a cross-layer automation and management model for cyber-physical systems. This models the dynamic formation of collaborative services pursuing laid-down system goals as an ontology-oriented hierarchical task network. Ontological intelligence provides the semantic technology of this model, and through semantic reasoning, primitive tasks can be dynamically composed from high-level system goals. In dealing with uncertainty, we further propose a novel bridge between hierarchical task networks and Markov logic networks, called the Markov task network. This leverages the efficient inference algorithms of Markov logic networks to reduce both computational and inferential loads in task decomposition. From the results of our experiments, high-precision service composition under uncertainty can be achieved using this approach.

A Markov Environment-dependent Hurricane Intensity Model and Its Comparison with Multiple Dynamic Models

NASA Astrophysics Data System (ADS)

Jing, R.; Lin, N.; Emanuel, K.; Vecchi, G. A.; Knutson, T. R.

2017-12-01

A Markov environment-dependent hurricane intensity model (MeHiM) is developed to simulate the climatology of hurricane intensity given the surrounding large-scale environment. The model considers three unobserved discrete states representing respectively storm's slow, moderate, and rapid intensification (and deintensification). Each state is associated with a probability distribution of intensity change. The storm's movement from one state to another, regarded as a Markov chain, is described by a transition probability matrix. The initial state is estimated with a Bayesian approach. All three model components (initial intensity, state transition, and intensity change) are dependent on environmental variables including potential intensity, vertical wind shear, midlevel relative humidity, and ocean mixing characteristics. This dependent Markov model of hurricane intensity shows a significant improvement over previous statistical models (e.g., linear, nonlinear, and finite mixture models) in estimating the distributions of 6-h and 24-h intensity change, lifetime maximum intensity, and landfall intensity, etc. Here we compare MeHiM with various dynamical models, including a global climate model [High-Resolution Forecast-Oriented Low Ocean Resolution model (HiFLOR)], a regional hurricane model (Geophysical Fluid Dynamics Laboratory (GFDL) hurricane model), and a simplified hurricane dynamic model [Coupled Hurricane Intensity Prediction System (CHIPS)] and its newly developed fast simulator. The MeHiM developed based on the reanalysis data is applied to estimate the intensity of simulated storms to compare with the dynamical-model predictions under the current climate. The dependences of hurricanes on the environment under current and future projected climates in the various models will also be compared statistically.

Hidden Markov models-based system (HMMSPECTR) for detecting structural homologies on the basis of sequential information.

PubMed

Tsigelny, Igor; Sharikov, Yuriy; Ten Eyck, Lynn F

2002-05-01

HMMSPECTR is a tool for finding putative structural homologs for proteins with known primary sequences. HMMSPECTR contains four major components: a data warehouse with the hidden Markov models (HMM) and alignment libraries; a search program which compares the initial protein sequences with the libraries of HMMs; a secondary structure prediction and comparison program; and a dominant protein selection program that prepares the set of 10-15 "best" proteins from the chosen HMMs. The data warehouse contains four libraries of HMMs. The first two libraries were constructed using different HHM preparation options of the HAMMER program. The third library contains parts ("partial HMM") of initial alignments. The fourth library contains trained HMMs. We tested our program against all of the protein targets proposed in the CASP4 competition. The data warehouse included libraries of structural alignments and HMMs constructed on the basis of proteins publicly available in the Protein Data Bank before the CASP4 meeting. The newest fully automated versions of HMMSPECTR 1.02 and 1.02ss produced better results than the best result reported at CASP4 either by r.m.s.d. or by length (or both) in 64% (HMMSPECTR 1.02) and 79% (HMMSPECTR 1.02ss) of the cases. The improvement is most notable for the targets with complexity 4 (difficult fold recognition cases).

Detecting seismic waves using a binary hidden Markov model classifier

NASA Astrophysics Data System (ADS)

Ray, J.; Lefantzi, S.; Brogan, R. A.; Forrest, R.; Hansen, C. W.; Young, C. J.

2016-12-01

We explore the use of Hidden Markov Models (HMM) to detect the arrival of seismic waves using data captured by a seismogram. HMMs define the state of a station as a binary variable based on whether the station is receiving a signal or not. HMMs are simple and fast, allowing them to monitor multiple datastreams arising from a large distributed network of seismographs. In this study we examine the efficacy of HMM-based detectors with respect to their false positive and negative rates as well as the accuracy of the signal onset time as compared to the value determined by an expert analyst. The study uses 3 component International Monitoring System (IMS) data from a carefully analyzed 2 week period from May, 2010, for which our analyst tried to identify every signal. Part of this interval is used for training the HMM to recognize the transition between state from noise to signal, while the other is used for evaluating the effectiveness of our new detection algorithm. We compare our results with the STA/LTA detection processing applied by the IDC to assess potential for operational use. Sandia National Laboratories is a multi-program laboratory managed and operated by Sandia Corporation, a wholly owned subsidiary of Lockheed Martin Corporation, for the U.S. Department of Energy's National Nuclear Security Administration under contract DE-AC04-94AL85000.

Transient Properties of Probability Distribution for a Markov Process with Size-dependent Additive Noise

NASA Astrophysics Data System (ADS)

Yamada, Yuhei; Yamazaki, Yoshihiro

2018-04-01

This study considered a stochastic model for cluster growth in a Markov process with a cluster size dependent additive noise. According to this model, the probability distribution of the cluster size transiently becomes an exponential or a log-normal distribution depending on the initial condition of the growth. In this letter, a master equation is obtained for this model, and derivation of the distributions is discussed.

Discrete Event Simulation for Decision Modeling in Health Care: Lessons from Abdominal Aortic Aneurysm Screening

PubMed Central

Jones, Edmund; Masconi, Katya L.; Sweeting, Michael J.; Thompson, Simon G.; Powell, Janet T.

2018-01-01

Markov models are often used to evaluate the cost-effectiveness of new healthcare interventions but they are sometimes not flexible enough to allow accurate modeling or investigation of alternative scenarios and policies. A Markov model previously demonstrated that a one-off invitation to screening for abdominal aortic aneurysm (AAA) for men aged 65 y in the UK and subsequent follow-up of identified AAAs was likely to be highly cost-effective at thresholds commonly adopted in the UK (£20,000 to £30,000 per quality adjusted life-year). However, new evidence has emerged and the decision problem has evolved to include exploration of the circumstances under which AAA screening may be cost-effective, which the Markov model is not easily able to address. A new model to handle this more complex decision problem was needed, and the case of AAA screening thus provides an illustration of the relative merits of Markov models and discrete event simulation (DES) models. An individual-level DES model was built using the R programming language to reflect possible events and pathways of individuals invited to screening v. those not invited. The model was validated against key events and cost-effectiveness, as observed in a large, randomized trial. Different screening protocol scenarios were investigated to demonstrate the flexibility of the DES. The case of AAA screening highlights the benefits of DES, particularly in the context of screening studies.

STDP Installs in Winner-Take-All Circuits an Online Approximation to Hidden Markov Model Learning

PubMed Central

Kappel, David; Nessler, Bernhard; Maass, Wolfgang

2014-01-01

In order to cross a street without being run over, we need to be able to extract very fast hidden causes of dynamically changing multi-modal sensory stimuli, and to predict their future evolution. We show here that a generic cortical microcircuit motif, pyramidal cells with lateral excitation and inhibition, provides the basis for this difficult but all-important information processing capability. This capability emerges in the presence of noise automatically through effects of STDP on connections between pyramidal cells in Winner-Take-All circuits with lateral excitation. In fact, one can show that these motifs endow cortical microcircuits with functional properties of a hidden Markov model, a generic model for solving such tasks through probabilistic inference. Whereas in engineering applications this model is adapted to specific tasks through offline learning, we show here that a major portion of the functionality of hidden Markov models arises already from online applications of STDP, without any supervision or rewards. We demonstrate the emergent computing capabilities of the model through several computer simulations. The full power of hidden Markov model learning can be attained through reward-gated STDP. This is due to the fact that these mechanisms enable a rejection sampling approximation to theoretically optimal learning. We investigate the possible performance gain that can be achieved with this more accurate learning method for an artificial grammar task. PMID:24675787

Hierarchical modeling for reliability analysis using Markov models. B.S./M.S. Thesis - MIT

NASA Technical Reports Server (NTRS)

Fagundo, Arturo

1994-01-01

Markov models represent an extremely attractive tool for the reliability analysis of many systems. However, Markov model state space grows exponentially with the number of components in a given system. Thus, for very large systems Markov modeling techniques alone become intractable in both memory and CPU time. Often a particular subsystem can be found within some larger system where the dependence of the larger system on the subsystem is of a particularly simple form. This simple dependence can be used to decompose such a system into one or more subsystems. A hierarchical technique is presented which can be used to evaluate these subsystems in such a way that their reliabilities can be combined to obtain the reliability for the full system. This hierarchical approach is unique in that it allows the subsystem model to pass multiple aggregate state information to the higher level model, allowing more general systems to be evaluated. Guidelines are developed to assist in the system decomposition. An appropriate method for determining subsystem reliability is also developed. This method gives rise to some interesting numerical issues. Numerical error due to roundoff and integration are discussed at length. Once a decomposition is chosen, the remaining analysis is straightforward but tedious. However, an approach is developed for simplifying the recombination of subsystem reliabilities. Finally, a real world system is used to illustrate the use of this technique in a more practical context.

Economic Analysis of Obtaining a PharmD Degree and Career as a Pharmacist

PubMed Central

Gatwood, Justin; Spivey, Christina A.

2015-01-01

Objective. To evaluate the economic value of pharmacy education/career and the effects of the cost of private or public pharmacy school, the length of degree program, residency training, and pharmacy career path on net career earnings. Methods. This study involved an economic analysis using Markov modeling. Estimated costs of education including student loans were considered in calculating net career earnings of 4 career paths following high school graduation: (1) immediate employment; (2) employment with bachelor’s degree in chemistry or biology; (3) employment as a pharmacist with no residency training; and (4) employment as a pharmacist after completing one or two years of residency training. Results. Models indicated that throughout their careers (up to age 67), PharmD graduates may accumulate net career earnings of $5.66 million to $6.29 million, roughly 3.15 times more than high school graduates and 1.57 to 1.73 times more than those with bachelor’s degrees in biology or chemistry. Attending a public pharmacy school after completing 3 years of prepharmacy education generally leads to higher net career earnings. Community pharmacists have the highest net career earnings, and PGY-1 residency-trained hospital pharmacists have greater net career earnings than those who immediately started their careers in a hospital setting. Conclusion. The economic models presented are based on assumptions described herein; as conditions are subject to variability, these models should not be used to predict future earnings. Nevertheless, the findings demonstrate investment in a pharmacy education yields favorable financial return. Application of results to schools of pharmacy, students, and graduates is discussed. PMID:26689560

Markov modeling and reliability analysis of urea synthesis system of a fertilizer plant

NASA Astrophysics Data System (ADS)

Aggarwal, Anil Kr.; Kumar, Sanjeev; Singh, Vikram; Garg, Tarun Kr.

2015-12-01

This paper deals with the Markov modeling and reliability analysis of urea synthesis system of a fertilizer plant. This system was modeled using Markov birth-death process with the assumption that the failure and repair rates of each subsystem follow exponential distribution. The first-order Chapman-Kolmogorov differential equations are developed with the use of mnemonic rule and these equations are solved with Runga-Kutta fourth-order method. The long-run availability, reliability and mean time between failures are computed for various choices of failure and repair rates of subsystems of the system. The findings of the paper are discussed with the plant personnel to adopt and practice suitable maintenance policies/strategies to enhance the performance of the urea synthesis system of the fertilizer plant.

Reduced kernel recursive least squares algorithm for aero-engine degradation prediction

NASA Astrophysics Data System (ADS)

Zhou, Haowen; Huang, Jinquan; Lu, Feng

2017-10-01

Kernel adaptive filters (KAFs) generate a linear growing radial basis function (RBF) network with the number of training samples, thereby lacking sparseness. To deal with this drawback, traditional sparsification techniques select a subset of original training data based on a certain criterion to train the network and discard the redundant data directly. Although these methods curb the growth of the network effectively, it should be noted that information conveyed by these redundant samples is omitted, which may lead to accuracy degradation. In this paper, we present a novel online sparsification method which requires much less training time without sacrificing the accuracy performance. Specifically, a reduced kernel recursive least squares (RKRLS) algorithm is developed based on the reduced technique and the linear independency. Unlike conventional methods, our novel methodology employs these redundant data to update the coefficients of the existing network. Due to the effective utilization of the redundant data, the novel algorithm achieves a better accuracy performance, although the network size is significantly reduced. Experiments on time series prediction and online regression demonstrate that RKRLS algorithm requires much less computational consumption and maintains the satisfactory accuracy performance. Finally, we propose an enhanced multi-sensor prognostic model based on RKRLS and Hidden Markov Model (HMM) for remaining useful life (RUL) estimation. A case study in a turbofan degradation dataset is performed to evaluate the performance of the novel prognostic approach.

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.

Transition records of stationary Markov chains.

PubMed

Naudts, Jan; Van der Straeten, Erik

2006-10-01

In any Markov chain with finite state space the distribution of transition records always belongs to the exponential family. This observation is used to prove a fluctuation theorem, and to show that the dynamical entropy of a stationary Markov chain is linear in the number of steps. Three applications are discussed. A known result about entropy production is reproduced. A thermodynamic relation is derived for equilibrium systems with Metropolis dynamics. Finally, a link is made with recent results concerning a one-dimensional polymer model.

Numerical research of the optimal control problem in the semi-Markov inventory model

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

Gorshenin, Andrey K.; Belousov, Vasily V.; Shnourkoff, Peter V.

2015-03-10

This paper is devoted to the numerical simulation of stochastic system for inventory management products using controlled semi-Markov process. The results of a special software for the system’s research and finding the optimal control are presented.

Neural imaging to track mental states while using an intelligent tutoring system.

PubMed

Anderson, John R; Betts, Shawn; Ferris, Jennifer L; Fincham, Jon M

2010-04-13

Hemodynamic measures of brain activity can be used to interpret a student's mental state when they are interacting with an intelligent tutoring system. Functional magnetic resonance imaging (fMRI) data were collected while students worked with a tutoring system that taught an algebra isomorph. A cognitive model predicted the distribution of solution times from measures of problem complexity. Separately, a linear discriminant analysis used fMRI data to predict whether or not students were engaged in problem solving. A hidden Markov algorithm merged these two sources of information to predict the mental states of students during problem-solving episodes. The algorithm was trained on data from 1 day of interaction and tested with data from a later day. In terms of predicting what state a student was in during a 2-s period, the algorithm achieved 87% accuracy on the training data and 83% accuracy on the test data. The results illustrate the importance of integrating the bottom-up information from imaging data with the top-down information from a cognitive model.

Human gait recognition by pyramid of HOG feature on silhouette images

NASA Astrophysics Data System (ADS)

Yang, Guang; Yin, Yafeng; Park, Jeanrok; Man, Hong

2013-03-01

As a uncommon biometric modality, human gait recognition has a great advantage of identify people at a distance without high resolution images. It has attracted much attention in recent years, especially in the fields of computer vision and remote sensing. In this paper, we propose a human gait recognition framework that consists of a reliable background subtraction method followed by the pyramid of Histogram of Gradient (pHOG) feature extraction on the silhouette image, and a Hidden Markov Model (HMM) based classifier. Through background subtraction, the silhouette of human gait in each frame is extracted and normalized from the raw video sequence. After removing the shadow and noise in each region of interest (ROI), pHOG feature is computed on the silhouettes images. Then the pHOG features of each gait class will be used to train a corresponding HMM. In the test stage, pHOG feature will be extracted from each test sequence and used to calculate the posterior probability toward each trained HMM model. Experimental results on the CASIA Gait Dataset B1 demonstrate that with our proposed method can achieve very competitive recognition rate.

Automatic specification of reliability models for fault-tolerant computers

NASA Technical Reports Server (NTRS)

Liceaga, Carlos A.; Siewiorek, Daniel P.

1993-01-01

The calculation of reliability measures using Markov models is required for life-critical processor-memory-switch structures that have standby redundancy or that are subject to transient or intermittent faults or repair. The task of specifying these models is tedious and prone to human error because of the large number of states and transitions required in any reasonable system. Therefore, model specification is a major analysis bottleneck, and model verification is a major validation problem. The general unfamiliarity of computer architects with Markov modeling techniques further increases the necessity of automating the model specification. Automation requires a general system description language (SDL). For practicality, this SDL should also provide a high level of abstraction and be easy to learn and use. The first attempt to define and implement an SDL with those characteristics is presented. A program named Automated Reliability Modeling (ARM) was constructed as a research vehicle. The ARM program uses a graphical interface as its SDL, and it outputs a Markov reliability model specification formulated for direct use by programs that generate and evaluate the model.

Effects of stochastic interest rates in decision making under risk: A Markov decision process model for forest management

Treesearch

Mo Zhou; Joseph Buongiorno

2011-01-01

Most economic studies of forest decision making under risk assume a fixed interest rate. This paper investigated some implications of this stochastic nature of interest rates. Markov decision process (MDP) models, used previously to integrate stochastic stand growth and prices, can be extended to include variable interest rates as well. This method was applied to...

Markov State Models of gene regulatory networks.

PubMed

Chu, Brian K; Tse, Margaret J; Sato, Royce R; Read, Elizabeth L

2017-02-06

Gene regulatory networks with dynamics characterized by multiple stable states underlie cell fate-decisions. Quantitative models that can link molecular-level knowledge of gene regulation to a global understanding of network dynamics have the potential to guide cell-reprogramming strategies. Networks are often modeled by the stochastic Chemical Master Equation, but methods for systematic identification of key properties of the global dynamics are currently lacking. The method identifies the number, phenotypes, and lifetimes of long-lived states for a set of common gene regulatory network models. Application of transition path theory to the constructed Markov State Model decomposes global dynamics into a set of dominant transition paths and associated relative probabilities for stochastic state-switching. In this proof-of-concept study, we found that the Markov State Model provides a general framework for analyzing and visualizing stochastic multistability and state-transitions in gene networks. Our results suggest that this framework-adopted from the field of atomistic Molecular Dynamics-can be a useful tool for quantitative Systems Biology at the network scale.

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.

ASSIST: User's manual

NASA Technical Reports Server (NTRS)

Johnson, S. C.

1986-01-01

Semi-Markov models can be used to compute the reliability of virtually any fault-tolerant system. However, the process of delineating all of the states and transitions in a model of a complex system can be devastingly tedious and error-prone. The ASSIST program allows the user to describe the semi-Markov model in a high-level language. Instead of specifying the individual states of the model, the user specifies the rules governing the behavior of the system and these are used by ASSIST to automatically generate the model. The ASSIST program is described and illustrated by examples.

Markov Decision Process Measurement Model.

PubMed

LaMar, Michelle M

2018-03-01

Within-task actions can provide additional information on student competencies but are challenging to model. This paper explores the potential of using a cognitive model for decision making, the Markov decision process, to provide a mapping between within-task actions and latent traits of interest. Psychometric properties of the model are explored, and simulation studies report on parameter recovery within the context of a simple strategy game. The model is then applied to empirical data from an educational game. Estimates from the model are found to correlate more strongly with posttest results than a partial-credit IRT model based on outcome data alone.

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.

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.

Incorporating sequence information into the scoring function: a hidden Markov model for improved peptide identification.

PubMed

Khatun, Jainab; Hamlett, Eric; Giddings, Morgan C

2008-03-01

The identification of peptides by tandem mass spectrometry (MS/MS) is a central method of proteomics research, but due to the complexity of MS/MS data and the large databases searched, the accuracy of peptide identification algorithms remains limited. To improve the accuracy of identification we applied a machine-learning approach using a hidden Markov model (HMM) to capture the complex and often subtle links between a peptide sequence and its MS/MS spectrum. Our model, HMM_Score, represents ion types as HMM states and calculates the maximum joint probability for a peptide/spectrum pair using emission probabilities from three factors: the amino acids adjacent to each fragmentation site, the mass dependence of ion types and the intensity dependence of ion types. The Viterbi algorithm is used to calculate the most probable assignment between ion types in a spectrum and a peptide sequence, then a correction factor is added to account for the propensity of the model to favor longer peptides. An expectation value is calculated based on the model score to assess the significance of each peptide/spectrum match. We trained and tested HMM_Score on three data sets generated by two different mass spectrometer types. For a reference data set recently reported in the literature and validated using seven identification algorithms, HMM_Score produced 43% more positive identification results at a 1% false positive rate than the best of two other commonly used algorithms, Mascot and X!Tandem. HMM_Score is a highly accurate platform for peptide identification that works well for a variety of mass spectrometer and biological sample types. The program is freely available on ProteomeCommons via an OpenSource license. See http://bioinfo.unc.edu/downloads/ for the download link.

A Systematic Approach to Determining the Identifiability of Multistage Carcinogenesis Models.

PubMed

Brouwer, Andrew F; Meza, Rafael; Eisenberg, Marisa C

2017-07-01

Multistage clonal expansion (MSCE) models of carcinogenesis are continuous-time Markov process models often used to relate cancer incidence to biological mechanism. Identifiability analysis determines what model parameter combinations can, theoretically, be estimated from given data. We use a systematic approach, based on differential algebra methods traditionally used for deterministic ordinary differential equation (ODE) models, to determine identifiable combinations for a generalized subclass of MSCE models with any number of preinitation stages and one clonal expansion. Additionally, we determine the identifiable combinations of the generalized MSCE model with up to four clonal expansion stages, and conjecture the results for any number of clonal expansion stages. The results improve upon previous work in a number of ways and provide a framework to find the identifiable combinations for further variations on the MSCE models. Finally, our approach, which takes advantage of the Kolmogorov backward equations for the probability generating functions of the Markov process, demonstrates that identifiability methods used in engineering and mathematics for systems of ODEs can be applied to continuous-time Markov processes. © 2016 Society for Risk Analysis.

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)

A method of hidden Markov model optimization for use with geophysical data sets

NASA Technical Reports Server (NTRS)

Granat, R. A.

2003-01-01

Geophysics research has been faced with a growing need for automated techniques with which to process large quantities of data. A successful tool must meet a number of requirements: it should be consistent, require minimal parameter tuning, and produce scientifically meaningful results in reasonable time. We introduce a hidden Markov model (HMM)-based method for analysis of geophysical data sets that attempts to address these issues.

The Embedding Problem for Markov Models of Nucleotide Substitution

PubMed Central

Verbyla, Klara L.; Yap, Von Bing; Pahwa, Anuj; Shao, Yunli; Huttley, Gavin A.

2013-01-01

Continuous-time Markov processes are often used to model the complex natural phenomenon of sequence evolution. To make the process of sequence evolution tractable, simplifying assumptions are often made about the sequence properties and the underlying process. The validity of one such assumption, time-homogeneity, has never been explored. Violations of this assumption can be found by identifying non-embeddability. A process is non-embeddable if it can not be embedded in a continuous time-homogeneous Markov process. In this study, non-embeddability was demonstrated to exist when modelling sequence evolution with Markov models. Evidence of non-embeddability was found primarily at the third codon position, possibly resulting from changes in mutation rate over time. Outgroup edges and those with a deeper time depth were found to have an increased probability of the underlying process being non-embeddable. Overall, low levels of non-embeddability were detected when examining individual edges of triads across a diverse set of alignments. Subsequent phylogenetic reconstruction analyses demonstrated that non-embeddability could impact on the correct prediction of phylogenies, but at extremely low levels. Despite the existence of non-embeddability, there is minimal evidence of violations of the local time homogeneity assumption and consequently the impact is likely to be minor. PMID:23935949

A Hidden Markov Model for Analysis of Frontline Veterinary Data for Emerging Zoonotic Disease Surveillance

PubMed Central

Robertson, Colin; Sawford, Kate; Gunawardana, Walimunige S. N.; Nelson, Trisalyn A.; Nathoo, Farouk; Stephen, Craig

2011-01-01

Surveillance systems tracking health patterns in animals have potential for early warning of infectious disease in humans, yet there are many challenges that remain before this can be realized. Specifically, there remains the challenge of detecting early warning signals for diseases that are not known or are not part of routine surveillance for named diseases. This paper reports on the development of a hidden Markov model for analysis of frontline veterinary sentinel surveillance data from Sri Lanka. Field veterinarians collected data on syndromes and diagnoses using mobile phones. A model for submission patterns accounts for both sentinel-related and disease-related variability. Models for commonly reported cattle diagnoses were estimated separately. Region-specific weekly average prevalence was estimated for each diagnoses and partitioned into normal and abnormal periods. Visualization of state probabilities was used to indicate areas and times of unusual disease prevalence. The analysis suggests that hidden Markov modelling is a useful approach for surveillance datasets from novel populations and/or having little historical baselines. PMID:21949763

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.

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.

Decentralized control of Markovian decision processes: Existence Sigma-admissable policies

NASA Technical Reports Server (NTRS)

Greenland, A.

1980-01-01

The problem of formulating and analyzing Markov decision models having decentralized information and decision patterns is examined. Included are basic examples as well as the mathematical preliminaries needed to understand Markov decision models and, further, to superimpose decentralized decision structures on them. The notion of a variance admissible policy for the model is introduced and it is proved that there exist (possibly nondeterministic) optional policies from the class of variance admissible policies. Directions for further research are explored.

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.

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.

(abstract) Modeling Protein Families and Human Genes: Hidden Markov Models and a Little Beyond

NASA Technical Reports Server (NTRS)

Baldi, Pierre

1994-01-01

We will first give a brief overview of Hidden Markov Models (HMMs) and their use in Computational Molecular Biology. In particular, we will describe a detailed application of HMMs to the G-Protein-Coupled-Receptor Superfamily. We will also describe a number of analytical results on HMMs that can be used in discrimination tests and database mining. We will then discuss the limitations of HMMs and some new directions of research. We will conclude with some recent results on the application of HMMs to human gene modeling and parsing.

Persistence and ergodicity of plant disease model with markov conversion and impulsive toxicant input

NASA Astrophysics Data System (ADS)

Zhao, Wencai; Li, Juan; Zhang, Tongqian; Meng, Xinzhu; Zhang, Tonghua

2017-07-01

Taking into account of both white and colored noises, a stochastic mathematical model with impulsive toxicant input is formulated. Based on this model, we investigate dynamics, such as the persistence and ergodicity, of plant infectious disease model with Markov conversion in a polluted environment. The thresholds of extinction and persistence in mean are obtained. By using Lyapunov functions, we prove that the system is ergodic and has a stationary distribution under certain sufficient conditions. Finally, numerical simulations are employed to illustrate our theoretical analysis.

Biologically-Inspired Spike-Based Automatic Speech Recognition of Isolated Digits Over a Reproducing Kernel Hilbert Space

PubMed Central

Li, Kan; Príncipe, José C.

2018-01-01

This paper presents a novel real-time dynamic framework for quantifying time-series structure in spoken words using spikes. Audio signals are converted into multi-channel spike trains using a biologically-inspired leaky integrate-and-fire (LIF) spike generator. These spike trains are mapped into a function space of infinite dimension, i.e., a Reproducing Kernel Hilbert Space (RKHS) using point-process kernels, where a state-space model learns the dynamics of the multidimensional spike input using gradient descent learning. This kernelized recurrent system is very parsimonious and achieves the necessary memory depth via feedback of its internal states when trained discriminatively, utilizing the full context of the phoneme sequence. A main advantage of modeling nonlinear dynamics using state-space trajectories in the RKHS is that it imposes no restriction on the relationship between the exogenous input and its internal state. We are free to choose the input representation with an appropriate kernel, and changing the kernel does not impact the system nor the learning algorithm. Moreover, we show that this novel framework can outperform both traditional hidden Markov model (HMM) speech processing as well as neuromorphic implementations based on spiking neural network (SNN), yielding accurate and ultra-low power word spotters. As a proof of concept, we demonstrate its capabilities using the benchmark TI-46 digit corpus for isolated-word automatic speech recognition (ASR) or keyword spotting. Compared to HMM using Mel-frequency cepstral coefficient (MFCC) front-end without time-derivatives, our MFCC-KAARMA offered improved performance. For spike-train front-end, spike-KAARMA also outperformed state-of-the-art SNN solutions. Furthermore, compared to MFCCs, spike trains provided enhanced noise robustness in certain low signal-to-noise ratio (SNR) regime. PMID:29666568

Biologically-Inspired Spike-Based Automatic Speech Recognition of Isolated Digits Over a Reproducing Kernel Hilbert Space.

PubMed

Li, Kan; Príncipe, José C

2018-01-01

This paper presents a novel real-time dynamic framework for quantifying time-series structure in spoken words using spikes. Audio signals are converted into multi-channel spike trains using a biologically-inspired leaky integrate-and-fire (LIF) spike generator. These spike trains are mapped into a function space of infinite dimension, i.e., a Reproducing Kernel Hilbert Space (RKHS) using point-process kernels, where a state-space model learns the dynamics of the multidimensional spike input using gradient descent learning. This kernelized recurrent system is very parsimonious and achieves the necessary memory depth via feedback of its internal states when trained discriminatively, utilizing the full context of the phoneme sequence. A main advantage of modeling nonlinear dynamics using state-space trajectories in the RKHS is that it imposes no restriction on the relationship between the exogenous input and its internal state. We are free to choose the input representation with an appropriate kernel, and changing the kernel does not impact the system nor the learning algorithm. Moreover, we show that this novel framework can outperform both traditional hidden Markov model (HMM) speech processing as well as neuromorphic implementations based on spiking neural network (SNN), yielding accurate and ultra-low power word spotters. As a proof of concept, we demonstrate its capabilities using the benchmark TI-46 digit corpus for isolated-word automatic speech recognition (ASR) or keyword spotting. Compared to HMM using Mel-frequency cepstral coefficient (MFCC) front-end without time-derivatives, our MFCC-KAARMA offered improved performance. For spike-train front-end, spike-KAARMA also outperformed state-of-the-art SNN solutions. Furthermore, compared to MFCCs, spike trains provided enhanced noise robustness in certain low signal-to-noise ratio (SNR) regime.

Markov switching of the electricity supply curve and power prices dynamics

NASA Astrophysics Data System (ADS)

Mari, Carlo; Cananà, Lucianna

2012-02-01

Regime-switching models seem to well capture the main features of power prices behavior in deregulated markets. In a recent paper, we have proposed an equilibrium methodology to derive electricity prices dynamics from the interplay between supply and demand in a stochastic environment. In particular, assuming that the supply function is described by a power law where the exponent is a two-state strictly positive Markov process, we derived a regime switching dynamics of power prices in which regime switches are induced by transitions between Markov states. In this paper, we provide a dynamical model to describe the random behavior of power prices where the only non-Brownian component of the motion is endogenously introduced by Markov transitions in the exponent of the electricity supply curve. In this context, the stochastic process driving the switching mechanism becomes observable, and we will show that the non-Brownian component of the dynamics induced by transitions from Markov states is responsible for jumps and spikes of very high magnitude. The empirical analysis performed on three Australian markets confirms that the proposed approach seems quite flexible and capable of incorporating the main features of power prices time-series, thus reproducing the first four moments of log-returns empirical distributions in a satisfactory way.

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.

Tropical geometry of statistical models.

PubMed

Pachter, Lior; Sturmfels, Bernd

2004-11-16

This article presents a unified mathematical framework for inference in graphical models, building on the observation that graphical models are algebraic varieties. From this geometric viewpoint, observations generated from a model are coordinates of a point in the variety, and the sum-product algorithm is an efficient tool for evaluating specific coordinates. Here, we address the question of how the solutions to various inference problems depend on the model parameters. The proposed answer is expressed in terms of tropical algebraic geometry. The Newton polytope of a statistical model plays a key role. Our results are applied to the hidden Markov model and the general Markov model on a binary tree.

Utah State University Global Assimilation of Ionospheric Measurements Gauss-Markov Kalman filter model of the ionosphere: Model description and validation

NASA Astrophysics Data System (ADS)

Scherliess, L.; Schunk, R. W.; Sojka, J. J.; Thompson, D. C.; Zhu, L.

2006-11-01

The Utah State University Gauss-Markov Kalman Filter (GMKF) was developed as part of the Global Assimilation of Ionospheric Measurements (GAIM) program. The GMKF uses a physics-based model of the ionosphere and a Gauss-Markov Kalman filter as a basis for assimilating a diverse set of real-time (or near real-time) observations. The physics-based model is the Ionospheric Forecast Model (IFM), which accounts for five ion species and covers the E region, F region, and the topside from 90 to 1400 km altitude. Within the GMKF, the IFM derived ionospheric densities constitute a background density field on which perturbations are superimposed based on the available data and their errors. In the current configuration, the GMKF assimilates slant total electron content (TEC) from a variable number of global positioning satellite (GPS) ground sites, bottomside electron density (Ne) profiles from a variable number of ionosondes, in situ Ne from four Defense Meteorological Satellite Program (DMSP) satellites, and nighttime line-of-sight ultraviolet (UV) radiances measured by satellites. To test the GMKF for real-time operations and to validate its ionospheric density specifications, we have tested the model performance for a variety of geophysical conditions. During these model runs various combination of data types and data quantities were assimilated. To simulate real-time operations, the model ran continuously and automatically and produced three-dimensional global electron density distributions in 15 min increments. In this paper we will describe the Gauss-Markov Kalman filter model and present results of our validation study, with an emphasis on comparisons with independent observations.

Probabilistic Multi-Sensor Fusion Based Indoor Positioning System on a Mobile Device

PubMed Central

He, Xiang; Aloi, Daniel N.; Li, Jia

2015-01-01

Nowadays, smart mobile devices include more and more sensors on board, such as motion sensors (accelerometer, gyroscope, magnetometer), wireless signal strength indicators (WiFi, Bluetooth, Zigbee), and visual sensors (LiDAR, camera). People have developed various indoor positioning techniques based on these sensors. In this paper, the probabilistic fusion of multiple sensors is investigated in a hidden Markov model (HMM) framework for mobile-device user-positioning. We propose a graph structure to store the model constructed by multiple sensors during the offline training phase, and a multimodal particle filter to seamlessly fuse the information during the online tracking phase. Based on our algorithm, we develop an indoor positioning system on the iOS platform. The experiments carried out in a typical indoor environment have shown promising results for our proposed algorithm and system design. PMID:26694387

Probabilistic Multi-Sensor Fusion Based Indoor Positioning System on a Mobile Device.

PubMed

He, Xiang; Aloi, Daniel N; Li, Jia

2015-12-14

Nowadays, smart mobile devices include more and more sensors on board, such as motion sensors (accelerometer, gyroscope, magnetometer), wireless signal strength indicators (WiFi, Bluetooth, Zigbee), and visual sensors (LiDAR, camera). People have developed various indoor positioning techniques based on these sensors. In this paper, the probabilistic fusion of multiple sensors is investigated in a hidden Markov model (HMM) framework for mobile-device user-positioning. We propose a graph structure to store the model constructed by multiple sensors during the offline training phase, and a multimodal particle filter to seamlessly fuse the information during the online tracking phase. Based on our algorithm, we develop an indoor positioning system on the iOS platform. The experiments carried out in a typical indoor environment have shown promising results for our proposed algorithm and system design.

Unsupervised daily routine and activity discovery in smart homes.

PubMed

Jie Yin; Qing Zhang; Karunanithi, Mohan

2015-08-01

The ability to accurately recognize daily activities of residents is a core premise of smart homes to assist with remote health monitoring. Most of the existing methods rely on a supervised model trained from a preselected and manually labeled set of activities, which are often time-consuming and costly to obtain in practice. In contrast, this paper presents an unsupervised method for discovering daily routines and activities for smart home residents. Our proposed method first uses a Markov chain to model a resident's locomotion patterns at different times of day and discover clusters of daily routines at the macro level. For each routine cluster, it then drills down to further discover room-level activities at the micro level. The automatic identification of daily routines and activities is useful for understanding indicators of functional decline of elderly people and suggesting timely interventions.

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

Quasi-Supervised Scoring of Human Sleep in Polysomnograms Using Augmented Input Variables

PubMed Central

Yaghouby, Farid; Sunderam, Sridhar

2015-01-01

The limitations of manual sleep scoring make computerized methods highly desirable. Scoring errors can arise from human rater uncertainty or inter-rater variability. Sleep scoring algorithms either come as supervised classifiers that need scored samples of each state to be trained, or as unsupervised classifiers that use heuristics or structural clues in unscored data to define states. We propose a quasi-supervised classifier that models observations in an unsupervised manner but mimics a human rater wherever training scores are available. EEG, EMG, and EOG features were extracted in 30s epochs from human-scored polysomnograms recorded from 42 healthy human subjects (18 to 79 years) and archived in an anonymized, publicly accessible database. Hypnograms were modified so that: 1. Some states are scored but not others; 2. Samples of all states are scored but not for transitional epochs; and 3. Two raters with 67% agreement are simulated. A framework for quasi-supervised classification was devised in which unsupervised statistical models—specifically Gaussian mixtures and hidden Markov models—are estimated from unlabeled training data, but the training samples are augmented with variables whose values depend on available scores. Classifiers were fitted to signal features incorporating partial scores, and used to predict scores for complete recordings. Performance was assessed using Cohen's K statistic. The quasi-supervised classifier performed significantly better than an unsupervised model and sometimes as well as a completely supervised model despite receiving only partial scores. The quasi-supervised algorithm addresses the need for classifiers that mimic scoring patterns of human raters while compensating for their limitations. PMID:25679475

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.

ModFossa: A library for modeling ion channels using Python.

PubMed

Ferneyhough, Gareth B; Thibealut, Corey M; Dascalu, Sergiu M; Harris, Frederick C

2016-06-01

The creation and simulation of ion channel models using continuous-time Markov processes is a powerful and well-used tool in the field of electrophysiology and ion channel research. While several software packages exist for the purpose of ion channel modeling, most are GUI based, and none are available as a Python library. In an attempt to provide an easy-to-use, yet powerful Markov model-based ion channel simulator, we have developed ModFossa, a Python library supporting easy model creation and stimulus definition, complete with a fast numerical solver, and attractive vector graphics plotting.

A Stable Clock Error Model Using Coupled First and Second Order Gauss-Markov Processes

NASA Technical Reports Server (NTRS)

Carpenter, Russell; Lee, Taesul

2008-01-01

Long data outages may occur in applications of global navigation satellite system technology to orbit determination for missions that spend significant fractions of their orbits above the navigation satellite constellation(s). Current clock error models based on the random walk idealization may not be suitable in these circumstances, since the covariance of the clock errors may become large enough to overflow flight computer arithmetic. A model that is stable, but which approximates the existing models over short time horizons is desirable. A coupled first- and second-order Gauss-Markov process is such a model.

Estimation of Survival Probabilities for Use in Cost-effectiveness Analyses: A Comparison of a Multi-state Modeling Survival Analysis Approach with Partitioned Survival and Markov Decision-Analytic Modeling

PubMed Central

Williams, Claire; Lewsey, James D.; Mackay, Daniel F.; Briggs, Andrew H.

2016-01-01

Modeling of clinical-effectiveness in a cost-effectiveness analysis typically involves some form of partitioned survival or Markov decision-analytic modeling. The health states progression-free, progression and death and the transitions between them are frequently of interest. With partitioned survival, progression is not modeled directly as a state; instead, time in that state is derived from the difference in area between the overall survival and the progression-free survival curves. With Markov decision-analytic modeling, a priori assumptions are often made with regard to the transitions rather than using the individual patient data directly to model them. This article compares a multi-state modeling survival regression approach to these two common methods. As a case study, we use a trial comparing rituximab in combination with fludarabine and cyclophosphamide v. fludarabine and cyclophosphamide alone for the first-line treatment of chronic lymphocytic leukemia. We calculated mean Life Years and QALYs that involved extrapolation of survival outcomes in the trial. We adapted an existing multi-state modeling approach to incorporate parametric distributions for transition hazards, to allow extrapolation. The comparison showed that, due to the different assumptions used in the different approaches, a discrepancy in results was evident. The partitioned survival and Markov decision-analytic modeling deemed the treatment cost-effective with ICERs of just over £16,000 and £13,000, respectively. However, the results with the multi-state modeling were less conclusive, with an ICER of just over £29,000. This work has illustrated that it is imperative to check whether assumptions are realistic, as different model choices can influence clinical and cost-effectiveness results. PMID:27698003

Estimation of Survival Probabilities for Use in Cost-effectiveness Analyses: A Comparison of a Multi-state Modeling Survival Analysis Approach with Partitioned Survival and Markov Decision-Analytic Modeling.

PubMed

Williams, Claire; Lewsey, James D; Mackay, Daniel F; Briggs, Andrew H

2017-05-01

Modeling of clinical-effectiveness in a cost-effectiveness analysis typically involves some form of partitioned survival or Markov decision-analytic modeling. The health states progression-free, progression and death and the transitions between them are frequently of interest. With partitioned survival, progression is not modeled directly as a state; instead, time in that state is derived from the difference in area between the overall survival and the progression-free survival curves. With Markov decision-analytic modeling, a priori assumptions are often made with regard to the transitions rather than using the individual patient data directly to model them. This article compares a multi-state modeling survival regression approach to these two common methods. As a case study, we use a trial comparing rituximab in combination with fludarabine and cyclophosphamide v. fludarabine and cyclophosphamide alone for the first-line treatment of chronic lymphocytic leukemia. We calculated mean Life Years and QALYs that involved extrapolation of survival outcomes in the trial. We adapted an existing multi-state modeling approach to incorporate parametric distributions for transition hazards, to allow extrapolation. The comparison showed that, due to the different assumptions used in the different approaches, a discrepancy in results was evident. The partitioned survival and Markov decision-analytic modeling deemed the treatment cost-effective with ICERs of just over £16,000 and £13,000, respectively. However, the results with the multi-state modeling were less conclusive, with an ICER of just over £29,000. This work has illustrated that it is imperative to check whether assumptions are realistic, as different model choices can influence clinical and cost-effectiveness results.

Comparison of type 2 diabetes prevalence estimates in Saudi Arabia from a validated Markov model against the International Diabetes Federation and other modelling studies

PubMed Central

Al-Quwaidhi, Abdulkareem J.; Pearce, Mark S.; Sobngwi, Eugene; Critchley, Julia A.; O’Flaherty, Martin

2014-01-01

Aims To compare the estimates and projections of type 2 diabetes mellitus (T2DM) prevalence in Saudi Arabia from a validated Markov model against other modelling estimates, such as those produced by the International Diabetes Federation (IDF) Diabetes Atlas and the Global Burden of Disease (GBD) project. Methods A discrete-state Markov model was developed and validated that integrates data on population, obesity and smoking prevalence trends in adult Saudis aged ≥25 years to estimate the trends in T2DM prevalence (annually from 1992 to 2022). The model was validated by comparing the age- and sex-specific prevalence estimates against a national survey conducted in 2005. Results Prevalence estimates from this new Markov model were consistent with the 2005 national survey and very similar to the GBD study estimates. Prevalence in men and women in 2000 was estimated by the GBD model respectively at 17.5% and 17.7%, compared to 17.7% and 16.4% in this study. The IDF estimates of the total diabetes prevalence were considerably lower at 16.7% in 2011 and 20.8% in 2030, compared with 29.2% in 2011 and 44.1% in 2022 in this study. Conclusion In contrast to other modelling studies, both the Saudi IMPACT Diabetes Forecast Model and the GBD model directly incorporated the trends in obesity prevalence and/or body mass index (BMI) to inform T2DM prevalence estimates. It appears that such a direct incorporation of obesity trends in modelling studies results in higher estimates of the future prevalence of T2DM, at least in countries where obesity has been rapidly increasing. PMID:24447810

Sentiment classification technology based on Markov logic networks

NASA Astrophysics Data System (ADS)

He, Hui; Li, Zhigang; Yao, Chongchong; Zhang, Weizhe

2016-07-01

With diverse online media emerging, there is a growing concern of sentiment classification problem. At present, text sentiment classification mainly utilizes supervised machine learning methods, which feature certain domain dependency. On the basis of Markov logic networks (MLNs), this study proposed a cross-domain multi-task text sentiment classification method rooted in transfer learning. Through many-to-one knowledge transfer, labeled text sentiment classification, knowledge was successfully transferred into other domains, and the precision of the sentiment classification analysis in the text tendency domain was improved. The experimental results revealed the following: (1) the model based on a MLN demonstrated higher precision than the single individual learning plan model. (2) Multi-task transfer learning based on Markov logical networks could acquire more knowledge than self-domain learning. The cross-domain text sentiment classification model could significantly improve the precision and efficiency of text sentiment classification.

Semantic segmentation of 3D textured meshes for urban scene analysis

NASA Astrophysics Data System (ADS)

Rouhani, Mohammad; Lafarge, Florent; Alliez, Pierre

2017-01-01

Classifying 3D measurement data has become a core problem in photogrammetry and 3D computer vision, since the rise of modern multiview geometry techniques, combined with affordable range sensors. We introduce a Markov Random Field-based approach for segmenting textured meshes generated via multi-view stereo into urban classes of interest. The input mesh is first partitioned into small clusters, referred to as superfacets, from which geometric and photometric features are computed. A random forest is then trained to predict the class of each superfacet as well as its similarity with the neighboring superfacets. Similarity is used to assign the weights of the Markov Random Field pairwise-potential and to account for contextual information between the classes. The experimental results illustrate the efficacy and accuracy of the proposed framework.

Information-Theoretic Performance Analysis of Sensor Networks via Markov Modeling of Time Series Data.

PubMed

Li, Yue; Jha, Devesh K; Ray, Asok; Wettergren, Thomas A; Yue Li; Jha, Devesh K; Ray, Asok; Wettergren, Thomas A; Wettergren, Thomas A; Li, Yue; Ray, Asok; Jha, Devesh K

2018-06-01

This paper presents information-theoretic performance analysis of passive sensor networks for detection of moving targets. The proposed method falls largely under the category of data-level information fusion in sensor networks. To this end, a measure of information contribution for sensors is formulated in a symbolic dynamics framework. The network information state is approximately represented as the largest principal component of the time series collected across the network. To quantify each sensor's contribution for generation of the information content, Markov machine models as well as x-Markov (pronounced as cross-Markov) machine models, conditioned on the network information state, are constructed; the difference between the conditional entropies of these machines is then treated as an approximate measure of information contribution by the respective sensors. The x-Markov models represent the conditional temporal statistics given the network information state. The proposed method has been validated on experimental data collected from a local area network of passive sensors for target detection, where the statistical characteristics of environmental disturbances are similar to those of the target signal in the sense of time scale and texture. A distinctive feature of the proposed algorithm is that the network decisions are independent of the behavior and identity of the individual sensors, which is desirable from computational perspectives. Results are presented to demonstrate the proposed method's efficacy to correctly identify the presence of a target with very low false-alarm rates. The performance of the underlying algorithm is compared with that of a recent data-driven, feature-level information fusion algorithm. It is shown that the proposed algorithm outperforms the other algorithm.

Monte Carlo Simulation of Markov, Semi-Markov, and Generalized Semi- Markov Processes in Probabilistic Risk Assessment

NASA Technical Reports Server (NTRS)

English, Thomas

2005-01-01

A standard tool of reliability analysis used at NASA-JSC is the event tree. An event tree is simply a probability tree, with the probabilities determining the next step through the tree specified at each node. The nodal probabilities are determined by a reliability study of the physical system at work for a particular node. The reliability study performed at a node is typically referred to as a fault tree analysis, with the potential of a fault tree existing.for each node on the event tree. When examining an event tree it is obvious why the event tree/fault tree approach has been adopted. Typical event trees are quite complex in nature, and the event tree/fault tree approach provides a systematic and organized approach to reliability analysis. The purpose of this study was two fold. Firstly, we wanted to explore the possibility that a semi-Markov process can create dependencies between sojourn times (the times it takes to transition from one state to the next) that can decrease the uncertainty when estimating time to failures. Using a generalized semi-Markov model, we studied a four element reliability model and were able to demonstrate such sojourn time dependencies. Secondly, we wanted to study the use of semi-Markov processes to introduce a time variable into the event tree diagrams that are commonly developed in PRA (Probabilistic Risk Assessment) analyses. Event tree end states which change with time are more representative of failure scenarios than are the usual static probability-derived end states.

Assessment of groundwater quality: a fusion of geochemical and geophysical information via Bayesian neural networks.

PubMed

Maiti, Saumen; Erram, V C; Gupta, Gautam; Tiwari, Ram Krishna; Kulkarni, U D; Sangpal, R R

2013-04-01

Deplorable quality of groundwater arising from saltwater intrusion, natural leaching and anthropogenic activities is one of the major concerns for the society. Assessment of groundwater quality is, therefore, a primary objective of scientific research. Here, we propose an artificial neural network-based method set in a Bayesian neural network (BNN) framework and employ it to assess groundwater quality. The approach is based on analyzing 36 water samples and inverting up to 85 Schlumberger vertical electrical sounding data. We constructed a priori model by suitably parameterizing geochemical and geophysical data collected from the western part of India. The posterior model (post-inversion) was estimated using the BNN learning procedure and global hybrid Monte Carlo/Markov Chain Monte Carlo optimization scheme. By suitable parameterization of geochemical and geophysical parameters, we simulated 1,500 training samples, out of which 50 % samples were used for training and remaining 50 % were used for validation and testing. We show that the trained model is able to classify validation and test samples with 85 % and 80 % accuracy respectively. Based on cross-correlation analysis and Gibb's diagram of geochemical attributes, the groundwater qualities of the study area were classified into following three categories: "Very good", "Good", and "Unsuitable". The BNN model-based results suggest that groundwater quality falls mostly in the range of "Good" to "Very good" except for some places near the Arabian Sea. The new modeling results powered by uncertainty and statistical analyses would provide useful constrain, which could be utilized in monitoring and assessment of the groundwater quality.

Modeling dyadic processes using Hidden Markov Models: A time series approach to mother-infant interactions during infant immunization.

PubMed

Stifter, Cynthia A; Rovine, Michael

2015-01-01

The focus of the present longitudinal study, to examine mother-infant interaction during the administration of immunizations at two and six months of age, used hidden Markov modeling, a time series approach that produces latent states to describe how mothers and infants work together to bring the infant to a soothed state. Results revealed a 4-state model for the dyadic responses to a two-month inoculation whereas a 6-state model best described the dyadic process at six months. Two of the states at two months and three of the states at six months suggested a progression from high intensity crying to no crying with parents using vestibular and auditory soothing methods. The use of feeding and/or pacifying to soothe the infant characterized one two-month state and two six-month states. These data indicate that with maturation and experience, the mother-infant dyad is becoming more organized around the soothing interaction. Using hidden Markov modeling to describe individual differences, as well as normative processes, is also presented and discussed.

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.

Modeling dyadic processes using Hidden Markov Models: A time series approach to mother-infant interactions during infant immunization

PubMed Central

Stifter, Cynthia A.; Rovine, Michael

2016-01-01

The focus of the present longitudinal study, to examine mother-infant interaction during the administration of immunizations at two and six months of age, used hidden Markov modeling, a time series approach that produces latent states to describe how mothers and infants work together to bring the infant to a soothed state. Results revealed a 4-state model for the dyadic responses to a two-month inoculation whereas a 6-state model best described the dyadic process at six months. Two of the states at two months and three of the states at six months suggested a progression from high intensity crying to no crying with parents using vestibular and auditory soothing methods. The use of feeding and/or pacifying to soothe the infant characterized one two-month state and two six-month states. These data indicate that with maturation and experience, the mother-infant dyad is becoming more organized around the soothing interaction. Using hidden Markov modeling to describe individual differences, as well as normative processes, is also presented and discussed. PMID:27284272

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

Analysis of swallowing sounds using hidden Markov models.

PubMed

Aboofazeli, Mohammad; Moussavi, Zahra

2008-04-01

In recent years, acoustical analysis of the swallowing mechanism has received considerable attention due to its diagnostic potentials. This paper presents a hidden Markov model (HMM) based method for the swallowing sound segmentation and classification. Swallowing sound signals of 15 healthy and 11 dysphagic subjects were studied. The signals were divided into sequences of 25 ms segments each of which were represented by seven features. The sequences of features were modeled by HMMs. Trained HMMs were used for segmentation of the swallowing sounds into three distinct phases, i.e., initial quiet period, initial discrete sounds (IDS) and bolus transit sounds (BTS). Among the seven features, accuracy of segmentation by the HMM based on multi-scale product of wavelet coefficients was higher than that of the other HMMs and the linear prediction coefficient (LPC)-based HMM showed the weakest performance. In addition, HMMs were used for classification of the swallowing sounds of healthy subjects and dysphagic patients. Classification accuracy of different HMM configurations was investigated. When we increased the number of states of the HMMs from 4 to 8, the classification error gradually decreased. In most cases, classification error for N=9 was higher than that of N=8. Among the seven features used, root mean square (RMS) and waveform fractal dimension (WFD) showed the best performance in the HMM-based classification of swallowing sounds. When the sequences of the features of IDS segment were modeled separately, the accuracy reached up to 85.5%. As a second stage classification, a screening algorithm was used which correctly classified all the subjects but one healthy subject when RMS was used as characteristic feature of the swallowing sounds and the number of states was set to N=8.

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.

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.

Monitoring volcano activity through Hidden Markov Model

NASA Astrophysics Data System (ADS)

Cassisi, C.; Montalto, P.; Prestifilippo, M.; Aliotta, M.; Cannata, A.; Patanè, D.

2013-12-01

During 2011-2013, Mt. Etna was mainly characterized by cyclic occurrences of lava fountains, totaling to 38 episodes. During this time interval Etna volcano's states (QUIET, PRE-FOUNTAIN, FOUNTAIN, POST-FOUNTAIN), whose automatic recognition is very useful for monitoring purposes, turned out to be strongly related to the trend of RMS (Root Mean Square) of the seismic signal recorded by stations close to the summit area. Since RMS time series behavior is considered to be stochastic, we can try to model the system generating its values, assuming to be a Markov process, by using Hidden Markov models (HMMs). HMMs are a powerful tool in modeling any time-varying series. HMMs analysis seeks to recover the sequence of hidden states from the observed emissions. In our framework, observed emissions are characters generated by the SAX (Symbolic Aggregate approXimation) technique, which maps RMS time series values with discrete literal emissions. The experiments show how it is possible to guess volcano states by means of HMMs and SAX.

[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.

Dependability and performability analysis

NASA Technical Reports Server (NTRS)

Trivedi, Kishor S.; Ciardo, Gianfranco; Malhotra, Manish; Sahner, Robin A.

1993-01-01

Several practical issues regarding specifications and solution of dependability and performability models are discussed. Model types with and without rewards are compared. Continuous-time Markov chains (CTMC's) are compared with (continuous-time) Markov reward models (MRM's) and generalized stochastic Petri nets (GSPN's) are compared with stochastic reward nets (SRN's). It is shown that reward-based models could lead to more concise model specifications and solution of a variety of new measures. With respect to the solution of dependability and performability models, three practical issues were identified: largeness, stiffness, and non-exponentiality, and a variety of approaches are discussed to deal with them, including some of the latest research efforts.

Detecting Seismic Events Using a Supervised Hidden Markov Model

NASA Astrophysics Data System (ADS)

Burks, L.; Forrest, R.; Ray, J.; Young, C.

2017-12-01

We explore the use of supervised hidden Markov models (HMMs) to detect seismic events in streaming seismogram data. Current methods for seismic event detection include simple triggering algorithms, such as STA/LTA and the Z-statistic, which can lead to large numbers of false positives that must be investigated by an analyst. The hypothesis of this study is that more advanced detection methods, such as HMMs, may decreases false positives while maintaining accuracy similar to current methods. We train a binary HMM classifier using 2 weeks of 3-component waveform data from the International Monitoring System (IMS) that was carefully reviewed by an expert analyst to pick all seismic events. Using an ensemble of simple and discrete features, such as the triggering of STA/LTA, the HMM predicts the time at which transition occurs from noise to signal. Compared to the STA/LTA detection algorithm, the HMM detects more true events, but the false positive rate remains unacceptably high. Future work to potentially decrease the false positive rate may include using continuous features, a Gaussian HMM, and multi-class HMMs to distinguish between types of seismic waves (e.g., P-waves and S-waves). Acknowledgement: Sandia National Laboratories is a multi-mission laboratory managed and operated by National Technology and Engineering Solutions of Sandia, LLC., a wholly owned subsidiary of Honeywell International, Inc., for the U.S. Department of Energy's National Nuclear Security Administration under contract DE-NA-0003525.SAND No: SAND2017-8154 A

Hidden markov model for the prediction of transmembrane proteins using MATLAB.

PubMed

Chaturvedi, Navaneet; Shanker, Sudhanshu; Singh, Vinay Kumar; Sinha, Dhiraj; Pandey, Paras Nath

2011-01-01

Since membranous proteins play a key role in drug targeting therefore transmembrane proteins prediction is active and challenging area of biological sciences. Location based prediction of transmembrane proteins are significant for functional annotation of protein sequences. Hidden markov model based method was widely applied for transmembrane topology prediction. Here we have presented a revised and a better understanding model than an existing one for transmembrane protein prediction. Scripting on MATLAB was built and compiled for parameter estimation of model and applied this model on amino acid sequence to know the transmembrane and its adjacent locations. Estimated model of transmembrane topology was based on TMHMM model architecture. Only 7 super states are defined in the given dataset, which were converted to 96 states on the basis of their length in sequence. Accuracy of the prediction of model was observed about 74 %, is a good enough in the area of transmembrane topology prediction. Therefore we have concluded the hidden markov model plays crucial role in transmembrane helices prediction on MATLAB platform and it could also be useful for drug discovery strategy. The database is available for free at bioinfonavneet@gmail.comvinaysingh@bhu.ac.in.

Recursive utility in a Markov environment with stochastic growth

PubMed Central

Hansen, Lars Peter; Scheinkman, José A.

2012-01-01

Recursive utility models that feature investor concerns about the intertemporal composition of risk are used extensively in applied research in macroeconomics and asset pricing. These models represent preferences as the solution to a nonlinear forward-looking difference equation with a terminal condition. In this paper we study infinite-horizon specifications of this difference equation in the context of a Markov environment. We establish a connection between the solution to this equation and to an arguably simpler Perron–Frobenius eigenvalue equation of the type that occurs in the study of large deviations for Markov processes. By exploiting this connection, we establish existence and uniqueness results. Moreover, we explore a substantive link between large deviation bounds for tail events for stochastic consumption growth and preferences induced by recursive utility. PMID:22778428

Recursive utility in a Markov environment with stochastic growth.

PubMed

Hansen, Lars Peter; Scheinkman, José A

2012-07-24

Recursive utility models that feature investor concerns about the intertemporal composition of risk are used extensively in applied research in macroeconomics and asset pricing. These models represent preferences as the solution to a nonlinear forward-looking difference equation with a terminal condition. In this paper we study infinite-horizon specifications of this difference equation in the context of a Markov environment. We establish a connection between the solution to this equation and to an arguably simpler Perron-Frobenius eigenvalue equation of the type that occurs in the study of large deviations for Markov processes. By exploiting this connection, we establish existence and uniqueness results. Moreover, we explore a substantive link between large deviation bounds for tail events for stochastic consumption growth and preferences induced by recursive utility.

Many roads to synchrony: natural time scales and their algorithms.

PubMed

James, Ryan G; Mahoney, John R; Ellison, Christopher J; Crutchfield, James P

2014-04-01

We consider two important time scales-the Markov and cryptic orders-that monitor how an observer synchronizes to a finitary stochastic process. We show how to compute these orders exactly and that they are most efficiently calculated from the ε-machine, a process's minimal unifilar model. Surprisingly, though the Markov order is a basic concept from stochastic process theory, it is not a probabilistic property of a process. Rather, it is a topological property and, moreover, it is not computable from any finite-state model other than the ε-machine. Via an exhaustive survey, we close by demonstrating that infinite Markov and infinite cryptic orders are a dominant feature in the space of finite-memory processes. We draw out the roles played in statistical mechanical spin systems by these two complementary length scales.

Application of Markov Models for Analysis of Development of Psychological Characteristics

ERIC Educational Resources Information Center

Kuravsky, Lev S.; Malykh, Sergey B.

2004-01-01

A technique to study combined influence of environmental and genetic factors on the base of changes in phenotype distributions is presented. Histograms are exploited as base analyzed characteristics. A continuous time, discrete state Markov process with piece-wise constant interstate transition rates is associated with evolution of each histogram.…

Markov Random Fields, Stochastic Quantization and Image Analysis

DTIC Science & Technology

1990-01-01

Markov random fields based on the lattice Z2 have been extensively used in image analysis in a Bayesian framework as a-priori models for the...of Image Analysis can be given some fundamental justification then there is a remarkable connection between Probabilistic Image Analysis , Statistical Mechanics and Lattice-based Euclidean Quantum Field Theory.

UMAP Modules-Units 105, 107-109, 111-112, 158-162.

ERIC Educational Resources Information Center

Keller, Mary K.; And Others

This collection of materials includes six units dealing with applications of matrix methods. These are: 105-Food Service Management; 107-Markov Chains; 108-Electrical Circuits; 109-Food Service and Dietary Requirements; 111-Fixed Point and Absorbing Markov Chains; and 112-Analysis of Linear Circuits. The units contain exercises and model exams,…

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.

Developing a statistically powerful measure for quartet tree inference using phylogenetic identities and Markov invariants.

PubMed

Sumner, Jeremy G; Taylor, Amelia; Holland, Barbara R; Jarvis, Peter D

2017-12-01

Recently there has been renewed interest in phylogenetic inference methods based on phylogenetic invariants, alongside the related Markov invariants. Broadly speaking, both these approaches give rise to polynomial functions of sequence site patterns that, in expectation value, either vanish for particular evolutionary trees (in the case of phylogenetic invariants) or have well understood transformation properties (in the case of Markov invariants). While both approaches have been valued for their intrinsic mathematical interest, it is not clear how they relate to each other, and to what extent they can be used as practical tools for inference of phylogenetic trees. In this paper, by focusing on the special case of binary sequence data and quartets of taxa, we are able to view these two different polynomial-based approaches within a common framework. To motivate the discussion, we present three desirable statistical properties that we argue any invariant-based phylogenetic method should satisfy: (1) sensible behaviour under reordering of input sequences; (2) stability as the taxa evolve independently according to a Markov process; and (3) explicit dependence on the assumption of a continuous-time process. Motivated by these statistical properties, we develop and explore several new phylogenetic inference methods. In particular, we develop a statistically bias-corrected version of the Markov invariants approach which satisfies all three properties. We also extend previous work by showing that the phylogenetic invariants can be implemented in such a way as to satisfy property (3). A simulation study shows that, in comparison to other methods, our new proposed approach based on bias-corrected Markov invariants is extremely powerful for phylogenetic inference. The binary case is of particular theoretical interest as-in this case only-the Markov invariants can be expressed as linear combinations of the phylogenetic invariants. A wider implication of this is that, for models with more than two states-for example DNA sequence alignments with four-state models-we find that methods which rely on phylogenetic invariants are incapable of satisfying all three of the stated statistical properties. This is because in these cases the relevant Markov invariants belong to a class of polynomials independent from the phylogenetic invariants.

Availability Control for Means of Transport in Decisive Semi-Markov Models of Exploitation Process

NASA Astrophysics Data System (ADS)

Migawa, Klaudiusz

2012-12-01

The issues presented in this research paper refer to problems connected with the control process for exploitation implemented in the complex systems of exploitation for technical objects. The article presents the description of the method concerning the control availability for technical objects (means of transport) on the basis of the mathematical model of the exploitation process with the implementation of the decisive processes by semi-Markov. The presented method means focused on the preparing the decisive for the exploitation process for technical objects (semi-Markov model) and after that specifying the best control strategy (optimal strategy) from among possible decisive variants in accordance with the approved criterion (criteria) of the activity evaluation of the system of exploitation for technical objects. In the presented method specifying the optimal strategy for control availability in the technical objects means a choice of a sequence of control decisions made in individual states of modelled exploitation process for which the function being a criterion of evaluation reaches the extreme value. In order to choose the optimal control strategy the implementation of the genetic algorithm was chosen. The opinions were presented on the example of the exploitation process of the means of transport implemented in the real system of the bus municipal transport. The model of the exploitation process for the means of transports was prepared on the basis of the results implemented in the real transport system. The mathematical model of the exploitation process was built taking into consideration the fact that the model of the process constitutes the homogenous semi-Markov process.

On spatial mutation-selection models

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

Kondratiev, Yuri, E-mail: kondrat@math.uni-bielefeld.de; Kutoviy, Oleksandr, E-mail: kutoviy@math.uni-bielefeld.de, E-mail: kutovyi@mit.edu; Department of Mathematics, Massachusetts Institute of Technology, 77 Massachusetts Avenue, Cambridge, Massachusetts 02139

2013-11-15

We discuss the selection procedure in the framework of mutation models. We study the regulation for stochastically developing systems based on a transformation of the initial Markov process which includes a cost functional. The transformation of initial Markov process by cost functional has an analytic realization in terms of a Kimura-Maruyama type equation for the time evolution of states or in terms of the corresponding Feynman-Kac formula on the path space. The state evolution of the system including the limiting behavior is studied for two types of mutation-selection models.

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

Diffusion maps, clustering and fuzzy Markov modeling in peptide folding transitions

NASA Astrophysics Data System (ADS)

Nedialkova, Lilia V.; Amat, Miguel A.; Kevrekidis, Ioannis G.; Hummer, Gerhard

2014-09-01

Using the helix-coil transitions of alanine pentapeptide as an illustrative example, we demonstrate the use of diffusion maps in the analysis of molecular dynamics simulation trajectories. Diffusion maps and other nonlinear data-mining techniques provide powerful tools to visualize the distribution of structures in conformation space. The resulting low-dimensional representations help in partitioning conformation space, and in constructing Markov state models that capture the conformational dynamics. In an initial step, we use diffusion maps to reduce the dimensionality of the conformational dynamics of Ala5. The resulting pretreated data are then used in a clustering step. The identified clusters show excellent overlap with clusters obtained previously by using the backbone dihedral angles as input, with small—but nontrivial—differences reflecting torsional degrees of freedom ignored in the earlier approach. We then construct a Markov state model describing the conformational dynamics in terms of a discrete-time random walk between the clusters. We show that by combining fuzzy C-means clustering with a transition-based assignment of states, we can construct robust Markov state models. This state-assignment procedure suppresses short-time memory effects that result from the non-Markovianity of the dynamics projected onto the space of clusters. In a comparison with previous work, we demonstrate how manifold learning techniques may complement and enhance informed intuition commonly used to construct reduced descriptions of the dynamics in molecular conformation space.

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.

Diffusion maps, clustering and fuzzy Markov modeling in peptide folding transitions

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

Nedialkova, Lilia V.; Amat, Miguel A.; Kevrekidis, Ioannis G., E-mail: yannis@princeton.edu, E-mail: gerhard.hummer@biophys.mpg.de

Using the helix-coil transitions of alanine pentapeptide as an illustrative example, we demonstrate the use of diffusion maps in the analysis of molecular dynamics simulation trajectories. Diffusion maps and other nonlinear data-mining techniques provide powerful tools to visualize the distribution of structures in conformation space. The resulting low-dimensional representations help in partitioning conformation space, and in constructing Markov state models that capture the conformational dynamics. In an initial step, we use diffusion maps to reduce the dimensionality of the conformational dynamics of Ala5. The resulting pretreated data are then used in a clustering step. The identified clusters show excellent overlapmore » with clusters obtained previously by using the backbone dihedral angles as input, with small—but nontrivial—differences reflecting torsional degrees of freedom ignored in the earlier approach. We then construct a Markov state model describing the conformational dynamics in terms of a discrete-time random walk between the clusters. We show that by combining fuzzy C-means clustering with a transition-based assignment of states, we can construct robust Markov state models. This state-assignment procedure suppresses short-time memory effects that result from the non-Markovianity of the dynamics projected onto the space of clusters. In a comparison with previous work, we demonstrate how manifold learning techniques may complement and enhance informed intuition commonly used to construct reduced descriptions of the dynamics in molecular conformation space.« less

Diffusion maps, clustering and fuzzy Markov modeling in peptide folding transitions

PubMed Central

Nedialkova, Lilia V.; Amat, Miguel A.; Kevrekidis, Ioannis G.; Hummer, Gerhard

2014-01-01

Using the helix-coil transitions of alanine pentapeptide as an illustrative example, we demonstrate the use of diffusion maps in the analysis of molecular dynamics simulation trajectories. Diffusion maps and other nonlinear data-mining techniques provide powerful tools to visualize the distribution of structures in conformation space. The resulting low-dimensional representations help in partitioning conformation space, and in constructing Markov state models that capture the conformational dynamics. In an initial step, we use diffusion maps to reduce the dimensionality of the conformational dynamics of Ala5. The resulting pretreated data are then used in a clustering step. The identified clusters show excellent overlap with clusters obtained previously by using the backbone dihedral angles as input, with small—but nontrivial—differences reflecting torsional degrees of freedom ignored in the earlier approach. We then construct a Markov state model describing the conformational dynamics in terms of a discrete-time random walk between the clusters. We show that by combining fuzzy C-means clustering with a transition-based assignment of states, we can construct robust Markov state models. This state-assignment procedure suppresses short-time memory effects that result from the non-Markovianity of the dynamics projected onto the space of clusters. In a comparison with previous work, we demonstrate how manifold learning techniques may complement and enhance informed intuition commonly used to construct reduced descriptions of the dynamics in molecular conformation space. PMID:25240340

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.

SVM-based multisensor data fusion for phase concentration measurement in biomass-coal co-combustion

NASA Astrophysics Data System (ADS)

Wang, Xiaoxin; Hu, Hongli; Jia, Huiqin; Tang, Kaihao

2018-05-01

In this paper, the electrical method combines the electrostatic sensor and capacitance sensor to measure the phase concentration of pulverized coal/biomass/air three-phase flow through data fusion technology. In order to eliminate the effects of flow regimes and improve the accuracy of the phase concentration measurement, the mel frequency cepstrum coefficient features extracted from electrostatic signals are used to train the Continuous Gaussian Mixture Hidden Markov Model (CGHMM) for flow regime identification. Support Vector Machine (SVM) is introduced to establish the concentration information fusion model under identified flow regimes. The CGHMM models and SVM models are transplanted on digital signal processing (DSP) to realize on-line accurate measurement. The DSP flow regime identification time is 1.4 ms, and the concentration predict time is 164 μs, which can fully meet the real-time requirement. The average absolute value of the relative error of the pulverized coal is about 1.5% and that of the biomass is about 2.2%.

Infinite hidden conditional random fields for human behavior analysis.

PubMed

Bousmalis, Konstantinos; Zafeiriou, Stefanos; Morency, Louis-Philippe; Pantic, Maja

2013-01-01

Hidden conditional random fields (HCRFs) are discriminative latent variable models that have been shown to successfully learn the hidden structure of a given classification problem (provided an appropriate validation of the number of hidden states). In this brief, we present the infinite HCRF (iHCRF), which is a nonparametric model based on hierarchical Dirichlet processes and is capable of automatically learning the optimal number of hidden states for a classification task. We show how we learn the model hyperparameters with an effective Markov-chain Monte Carlo sampling technique, and we explain the process that underlines our iHCRF model with the Restaurant Franchise Rating Agencies analogy. We show that the iHCRF is able to converge to a correct number of represented hidden states, and outperforms the best finite HCRFs--chosen via cross-validation--for the difficult tasks of recognizing instances of agreement, disagreement, and pain. Moreover, the iHCRF manages to achieve this performance in significantly less total training, validation, and testing time.

Dual gait generative models for human motion estimation from a single camera.

PubMed

Zhang, Xin; Fan, Guoliang

2010-08-01

This paper presents a general gait representation framework for video-based human motion estimation. Specifically, we want to estimate the kinematics of an unknown gait from image sequences taken by a single camera. This approach involves two generative models, called the kinematic gait generative model (KGGM) and the visual gait generative model (VGGM), which represent the kinematics and appearances of a gait by a few latent variables, respectively. The concept of gait manifold is proposed to capture the gait variability among different individuals by which KGGM and VGGM can be integrated together, so that a new gait with unknown kinematics can be inferred from gait appearances via KGGM and VGGM. Moreover, a new particle-filtering algorithm is proposed for dynamic gait estimation, which is embedded with a segmental jump-diffusion Markov Chain Monte Carlo scheme to accommodate the gait variability in a long observed sequence. The proposed algorithm is trained from the Carnegie Mellon University (CMU) Mocap data and tested on the Brown University HumanEva data with promising results.

Detection method of financial crisis in Indonesia using MSGARCH models based on banking condition indicators

NASA Astrophysics Data System (ADS)

Sugiyanto; Zukhronah, E.; Sari, S. P.

2018-05-01

Financial crisis has hit Indonesia for several times resulting the needs for an early detection system to minimize the impact. One of many methods that can be used to detect the crisis is to model the crisis indicators using combination of volatility and Markov switching models [5]. There are some indicators that can be used to detect financial crisis. Three of them are the difference between interest rate on deposit and lending, the real interest rate on deposit, and the difference between real BI rate and real Fed rate which can be referred as banking condition indicators. Volatility model used to overcome the conditional variance that change over time. Combination of volatility and Markov switching models used to detect condition change on the data. The smoothed probability from the combined models can be used to detect the crisis. This research resulted that the best combined volatility and Markov switching models for the three indicators are MS-GARCH(3,1,1) models with three states assumption. Crises in mid of 1997 until 1998 has successfully detected with a certain range of smoothed probability value for the three indicators.

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.

Can discrete event simulation be of use in modelling major depression?

PubMed Central

Le Lay, Agathe; Despiegel, Nicolas; François, Clément; Duru, Gérard

2006-01-01

Background Depression is among the major contributors to worldwide disease burden and adequate modelling requires a framework designed to depict real world disease progression as well as its economic implications as closely as possible. Objectives In light of the specific characteristics associated with depression (multiple episodes at varying intervals, impact of disease history on course of illness, sociodemographic factors), our aim was to clarify to what extent "Discrete Event Simulation" (DES) models provide methodological benefits in depicting disease evolution. Methods We conducted a comprehensive review of published Markov models in depression and identified potential limits to their methodology. A model based on DES principles was developed to investigate the benefits and drawbacks of this simulation method compared with Markov modelling techniques. Results The major drawback to Markov models is that they may not be suitable to tracking patients' disease history properly, unless the analyst defines multiple health states, which may lead to intractable situations. They are also too rigid to take into consideration multiple patient-specific sociodemographic characteristics in a single model. To do so would also require defining multiple health states which would render the analysis entirely too complex. We show that DES resolve these weaknesses and that its flexibility allow patients with differing attributes to move from one event to another in sequential order while simultaneously taking into account important risk factors such as age, gender, disease history and patients attitude towards treatment, together with any disease-related events (adverse events, suicide attempt etc.). Conclusion DES modelling appears to be an accurate, flexible and comprehensive means of depicting disease progression compared with conventional simulation methodologies. Its use in analysing recurrent and chronic diseases appears particularly useful compared with Markov processes. PMID:17147790

Can discrete event simulation be of use in modelling major depression?

PubMed

Le Lay, Agathe; Despiegel, Nicolas; François, Clément; Duru, Gérard

2006-12-05

Depression is among the major contributors to worldwide disease burden and adequate modelling requires a framework designed to depict real world disease progression as well as its economic implications as closely as possible. In light of the specific characteristics associated with depression (multiple episodes at varying intervals, impact of disease history on course of illness, sociodemographic factors), our aim was to clarify to what extent "Discrete Event Simulation" (DES) models provide methodological benefits in depicting disease evolution. We conducted a comprehensive review of published Markov models in depression and identified potential limits to their methodology. A model based on DES principles was developed to investigate the benefits and drawbacks of this simulation method compared with Markov modelling techniques. The major drawback to Markov models is that they may not be suitable to tracking patients' disease history properly, unless the analyst defines multiple health states, which may lead to intractable situations. They are also too rigid to take into consideration multiple patient-specific sociodemographic characteristics in a single model. To do so would also require defining multiple health states which would render the analysis entirely too complex. We show that DES resolve these weaknesses and that its flexibility allow patients with differing attributes to move from one event to another in sequential order while simultaneously taking into account important risk factors such as age, gender, disease history and patients attitude towards treatment, together with any disease-related events (adverse events, suicide attempt etc.). DES modelling appears to be an accurate, flexible and comprehensive means of depicting disease progression compared with conventional simulation methodologies. Its use in analysing recurrent and chronic diseases appears particularly useful compared with Markov processes.

True and apparent scaling: The proximity of the Markov-switching multifractal model to long-range dependence

NASA Astrophysics Data System (ADS)

Liu, Ruipeng; Di Matteo, T.; Lux, Thomas

2007-09-01

In this paper, we consider daily financial data of a collection of different stock market indices, exchange rates, and interest rates, and we analyze their multi-scaling properties by estimating a simple specification of the Markov-switching multifractal (MSM) model. In order to see how well the estimated model captures the temporal dependence of the data, we estimate and compare the scaling exponents H(q) (for q=1,2) for both empirical data and simulated data of the MSM model. In most cases the multifractal model appears to generate ‘apparent’ long memory in agreement with the empirical scaling laws.

Hidden Markov models of biological primary sequence information.

PubMed Central

Baldi, P; Chauvin, Y; Hunkapiller, T; McClure, M A

1994-01-01

Hidden Markov model (HMM) techniques are used to model families of biological sequences. A smooth and convergent algorithm is introduced to iteratively adapt the transition and emission parameters of the models from the examples in a given family. The HMM approach is applied to three protein families: globins, immunoglobulins, and kinases. In all cases, the models derived capture the important statistical characteristics of the family and can be used for a number of tasks, including multiple alignments, motif detection, and classification. For K sequences of average length N, this approach yields an effective multiple-alignment algorithm which requires O(KN2) operations, linear in the number of sequences. PMID:8302831

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.

Using hidden Markov models to align multiple sequences.

PubMed

Mount, David W

2009-07-01

A hidden Markov model (HMM) is a probabilistic model of a multiple sequence alignment (msa) of proteins. In the model, each column of symbols in the alignment is represented by a frequency distribution of the symbols (called a "state"), and insertions and deletions are represented by other states. One moves through the model along a particular path from state to state in a Markov chain (i.e., random choice of next move), trying to match a given sequence. The next matching symbol is chosen from each state, recording its probability (frequency) and also the probability of going to that state from a previous one (the transition probability). State and transition probabilities are multiplied to obtain a probability of the given sequence. The hidden nature of the HMM is due to the lack of information about the value of a specific state, which is instead represented by a probability distribution over all possible values. This article discusses the advantages and disadvantages of HMMs in msa and presents algorithms for calculating an HMM and the conditions for producing the best HMM.

Hidden Markov models and neural networks for fault detection in dynamic systems

NASA Technical Reports Server (NTRS)

Smyth, Padhraic

1994-01-01

Neural networks plus hidden Markov models (HMM) can provide excellent detection and false alarm rate performance in fault detection applications, as shown in this viewgraph presentation. Modified models allow for novelty detection. Key contributions of neural network models are: (1) excellent nonparametric discrimination capability; (2) a good estimator of posterior state probabilities, even in high dimensions, and thus can be embedded within overall probabilistic model (HMM); and (3) simple to implement compared to other nonparametric models. Neural network/HMM monitoring model is currently being integrated with the new Deep Space Network (DSN) antenna controller software and will be on-line monitoring a new DSN 34-m antenna (DSS-24) by July, 1994.

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

DOE PAGES

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

2017-11-15

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

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

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

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

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

Advanced techniques in reliability model representation and solution

NASA Technical Reports Server (NTRS)

Palumbo, Daniel L.; Nicol, David M.

1992-01-01

The current tendency of flight control system designs is towards increased integration of applications and increased distribution of computational elements. The reliability analysis of such systems is difficult because subsystem interactions are increasingly interdependent. Researchers at NASA Langley Research Center have been working for several years to extend the capability of Markov modeling techniques to address these problems. This effort has been focused in the areas of increased model abstraction and increased computational capability. The reliability model generator (RMG) is a software tool that uses as input a graphical object-oriented block diagram of the system. RMG uses a failure-effects algorithm to produce the reliability model from the graphical description. The ASSURE software tool is a parallel processing program that uses the semi-Markov unreliability range evaluator (SURE) solution technique and the abstract semi-Markov specification interface to the SURE tool (ASSIST) modeling language. A failure modes-effects simulation is used by ASSURE. These tools were used to analyze a significant portion of a complex flight control system. The successful combination of the power of graphical representation, automated model generation, and parallel computation leads to the conclusion that distributed fault-tolerant system architectures can now be analyzed.

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…

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…

Hidden Markov models for evolution and comparative genomics analysis.

PubMed

Bykova, Nadezda A; Favorov, Alexander V; Mironov, Andrey A

2013-01-01

The problem of reconstruction of ancestral states given a phylogeny and data from extant species arises in a wide range of biological studies. The continuous-time Markov model for the discrete states evolution is generally used for the reconstruction of ancestral states. We modify this model to account for a case when the states of the extant species are uncertain. This situation appears, for example, if the states for extant species are predicted by some program and thus are known only with some level of reliability; it is common for bioinformatics field. The main idea is formulation of the problem as a hidden Markov model on a tree (tree HMM, tHMM), where the basic continuous-time Markov model is expanded with the introduction of emission probabilities of observed data (e.g. prediction scores) for each underlying discrete state. Our tHMM decoding algorithm allows us to predict states at the ancestral nodes as well as to refine states at the leaves on the basis of quantitative comparative genomics. The test on the simulated data shows that the tHMM approach applied to the continuous variable reflecting the probabilities of the states (i.e. prediction score) appears to be more accurate then the reconstruction from the discrete states assignment defined by the best score threshold. We provide examples of applying our model to the evolutionary analysis of N-terminal signal peptides and transcription factor binding sites in bacteria. The program is freely available at http://bioinf.fbb.msu.ru/~nadya/tHMM and via web-service at http://bioinf.fbb.msu.ru/treehmmweb.

Effect of high-frequency spectral components in computer recognition of dysarthric speech based on a Mel-cepstral stochastic model.

PubMed

Polur, Prasad D; Miller, Gerald E

2005-01-01

Computer speech recognition of individuals with dysarthria, such as cerebral palsy patients, requires a robust technique that can handle conditions of very high variability and limited training data. In this study, a hidden Markov model (HMM) was constructed and conditions investigated that would provide improved performance for a dysarthric speech (isolated word) recognition system intended to act as an assistive/control tool. In particular, we investigated the effect of high-frequency spectral components on the recognition rate of the system to determine if they contributed useful additional information to the system. A small-size vocabulary spoken by three cerebral palsy subjects was chosen. Mel-frequency cepstral coefficients extracted with the use of 15 ms frames served as training input to an ergodic HMM setup. Subsequent results demonstrated that no significant useful information was available to the system for enhancing its ability to discriminate dysarthric speech above 5.5 kHz in the current set of dysarthric data. The level of variability in input dysarthric speech patterns limits the reliability of the system. However, its application as a rehabilitation/control tool to assist dysarthric motor-impaired individuals such as cerebral palsy subjects holds sufficient promise.

Behaviour Recognition from Sensory Streams in Smart Environments

NASA Astrophysics Data System (ADS)

Chua, Sook-Ling; Marsland, Stephen; Guesgen, Hans W.

One application of smart homes is to take sensor activations from a variety of sensors around the house and use them to recognise the particular behaviours of the inhabitants. This can be useful for monitoring of the elderly or cognitively impaired, amongst other applications. Since the behaviours themselves are not directly observed, only the observations by sensors, it is common to build a probabilistic model of how behaviours arise from these observations, for example in the form of a Hidden Markov Model (HMM). In this paper we present a method of selecting which of a set of trained HMMs best matches the current observations, together with experiments showing that it can reliably detect and segment the sensor stream into behaviours. We demonstrate our algorithm on real sensor data obtained from the MIT PlaceLab. The results show a significant improvement in the recognition accuracy over other approaches.

Learning Weight Uncertainty with Stochastic Gradient MCMC for Shape Classification

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

Li, Chunyuan; Stevens, Andrew J.; Chen, Changyou

2016-08-10

Learning the representation of shape cues in 2D & 3D objects for recognition is a fundamental task in computer vision. Deep neural networks (DNNs) have shown promising performance on this task. Due to the large variability of shapes, accurate recognition relies on good estimates of model uncertainty, ignored in traditional training of DNNs, typically learned via stochastic optimization. This paper leverages recent advances in stochastic gradient Markov Chain Monte Carlo (SG-MCMC) to learn weight uncertainty in DNNs. It yields principled Bayesian interpretations for the commonly used Dropout/DropConnect techniques and incorporates them into the SG-MCMC framework. Extensive experiments on 2D &more » 3D shape datasets and various DNN models demonstrate the superiority of the proposed approach over stochastic optimization. Our approach yields higher recognition accuracy when used in conjunction with Dropout and Batch-Normalization.« less

Machine printed text and handwriting identification in noisy document images.

PubMed

Zheng, Yefeng; Li, Huiping; Doermann, David

2004-03-01

In this paper, we address the problem of the identification of text in noisy document images. We are especially focused on segmenting and identifying between handwriting and machine printed text because: 1) Handwriting in a document often indicates corrections, additions, or other supplemental information that should be treated differently from the main content and 2) the segmentation and recognition techniques requested for machine printed and handwritten text are significantly different. A novel aspect of our approach is that we treat noise as a separate class and model noise based on selected features. Trained Fisher classifiers are used to identify machine printed text and handwriting from noise and we further exploit context to refine the classification. A Markov Random Field-based (MRF) approach is used to model the geometrical structure of the printed text, handwriting, and noise to rectify misclassifications. Experimental results show that our approach is robust and can significantly improve page segmentation in noisy document collections.

Sensitivity Study for Long Term Reliability

NASA Technical Reports Server (NTRS)

White, Allan L.

2008-01-01

This paper illustrates using Markov models to establish system and maintenance requirements for small electronic controllers where the goal is a high probability of continuous service for a long period of time. The system and maintenance items considered are quality of components, various degrees of simple redundancy, redundancy with reconfiguration, diagnostic levels, periodic maintenance, and preventive maintenance. Markov models permit a quantitative investigation with comparison and contrast. An element of special interest is the use of conditional probability to study the combination of imperfect diagnostics and periodic maintenance.

Power spectral ensity of markov texture fields

NASA Technical Reports Server (NTRS)

Shanmugan, K. S.; Holtzman, J. C.

1984-01-01

Texture is an important image characteristic. A variety of spatial domain techniques were proposed for extracting and utilizing textural features for segmenting and classifying images. for the most part, these spatial domain techniques are ad hos in nature. A markov random field model for image texture is discussed. A frequency domain description of image texture is derived in terms of the power spectral density. This model is used for designing optimum frequency domain filters for enhancing, restoring and segmenting images based on their textural properties.

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

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.

Parametric inference for biological sequence analysis.

PubMed

Pachter, Lior; Sturmfels, Bernd

2004-11-16

One of the major successes in computational biology has been the unification, by using the graphical model formalism, of a multitude of algorithms for annotating and comparing biological sequences. Graphical models that have been applied to these problems include hidden Markov models for annotation, tree models for phylogenetics, and pair hidden Markov models for alignment. A single algorithm, the sum-product algorithm, solves many of the inference problems that are associated with different statistical models. This article introduces the polytope propagation algorithm for computing the Newton polytope of an observation from a graphical model. This algorithm is a geometric version of the sum-product algorithm and is used to analyze the parametric behavior of maximum a posteriori inference calculations for graphical models.

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

Hidden Markov model analysis of force/torque information in telemanipulation

NASA Technical Reports Server (NTRS)

Hannaford, Blake; Lee, Paul

1991-01-01

A model for the prediction and analysis of sensor information recorded during robotic performance of telemanipulation tasks is presented. The model uses the hidden Markov model to describe the task structure, the operator's or intelligent controller's goal structure, and the sensor signals. A methodology for constructing the model parameters based on engineering knowledge of the task is described. It is concluded that the model and its optimal state estimation algorithm, the Viterbi algorithm, are very succesful at the task of segmenting the data record into phases corresponding to subgoals of the task. The model provides a rich modeling structure within a statistical framework, which enables it to represent complex systems and be robust to real-world sensory signals.

Smsynth: AN Imagery Synthesis System for Soil Moisture Retrieval

NASA Astrophysics Data System (ADS)

Cao, Y.; Xu, L.; Peng, J.

2018-04-01

Soil moisture (SM) is a important variable in various research areas, such as weather and climate forecasting, agriculture, drought and flood monitoring and prediction, and human health. An ongoing challenge in estimating SM via synthetic aperture radar (SAR) is the development of the retrieval SM methods, especially the empirical models needs as training samples a lot of measurements of SM and soil roughness parameters which are very difficult to acquire. As such, it is difficult to develop empirical models using realistic SAR imagery and it is necessary to develop methods to synthesis SAR imagery. To tackle this issue, a SAR imagery synthesis system based on the SM named SMSynth is presented, which can simulate radar signals that are realistic as far as possible to the real SAR imagery. In SMSynth, SAR backscatter coefficients for each soil type are simulated via the Oh model under the Bayesian framework, where the spatial correlation is modeled by the Markov random field (MRF) model. The backscattering coefficients simulated based on the designed soil parameters and sensor parameters are added into the Bayesian framework through the data likelihood where the soil parameters and sensor parameters are set as realistic as possible to the circumstances on the ground and in the validity range of the Oh model. In this way, a complete and coherent Bayesian probabilistic framework is established. Experimental results show that SMSynth is capable of generating realistic SAR images that suit the needs of a large amount of training samples of empirical models.

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

DOE PAGES

Nosedal-Sanchez, Alvaro; Jackson, Charles S.; Huerta, Gabriel

2016-07-20

A new test statistic for climate model evaluation has been developed that potentially mitigates some of the limitations that exist for observing and representing field and space dependencies of climate phenomena. Traditionally such dependencies have been ignored when climate models have been evaluated against observational data, which makes it difficult to assess whether any given model is simulating observed climate for the right reasons. The new statistic uses Gaussian Markov random fields for estimating field and space dependencies within a first-order grid point neighborhood structure. We illustrate the ability of Gaussian Markov random fields to represent empirical estimates of fieldmore » and space covariances using "witch hat" graphs. We further use the new statistic to evaluate the tropical response of a climate model (CAM3.1) to changes in two parameters important to its representation of cloud and precipitation physics. Overall, the inclusion of dependency information did not alter significantly the recognition of those regions of parameter space that best approximated observations. However, there were some qualitative differences in the shape of the response surface that suggest how such a measure could affect estimates of model uncertainty.« less

A hybrid degradation tendency measurement method for mechanical equipment based on moving window and Grey-Markov model

NASA Astrophysics Data System (ADS)

Jiang, Wei; Zhou, Jianzhong; Zheng, Yang; Liu, Han

2017-11-01

Accurate degradation tendency measurement is vital for the secure operation of mechanical equipment. However, the existing techniques and methodologies for degradation measurement still face challenges, such as lack of appropriate degradation indicator, insufficient accuracy, and poor capability to track the data fluctuation. To solve these problems, a hybrid degradation tendency measurement method for mechanical equipment based on a moving window and Grey-Markov model is proposed in this paper. In the proposed method, a 1D normalized degradation index based on multi-feature fusion is designed to assess the extent of degradation. Subsequently, the moving window algorithm is integrated with the Grey-Markov model for the dynamic update of the model. Two key parameters, namely the step size and the number of states, contribute to the adaptive modeling and multi-step prediction. Finally, three types of combination prediction models are established to measure the degradation trend of equipment. The effectiveness of the proposed method is validated with a case study on the health monitoring of turbine engines. Experimental results show that the proposed method has better performance, in terms of both measuring accuracy and data fluctuation tracing, in comparison with other conventional methods.

Reliability modelling and analysis of a multi-state element based on a dynamic Bayesian network

NASA Astrophysics Data System (ADS)

Li, Zhiqiang; Xu, Tingxue; Gu, Junyuan; Dong, Qi; Fu, Linyu

2018-04-01

This paper presents a quantitative reliability modelling and analysis method for multi-state elements based on a combination of the Markov process and a dynamic Bayesian network (DBN), taking perfect repair, imperfect repair and condition-based maintenance (CBM) into consideration. The Markov models of elements without repair and under CBM are established, and an absorbing set is introduced to determine the reliability of the repairable element. According to the state-transition relations between the states determined by the Markov process, a DBN model is built. In addition, its parameters for series and parallel systems, namely, conditional probability tables, can be calculated by referring to the conditional degradation probabilities. Finally, the power of a control unit in a failure model is used as an example. A dynamic fault tree (DFT) is translated into a Bayesian network model, and subsequently extended to a DBN. The results show the state probabilities of an element and the system without repair, with perfect and imperfect repair, and under CBM, with an absorbing set plotted by differential equations and verified. Through referring forward, the reliability value of the control unit is determined in different kinds of modes. Finally, weak nodes are noted in the control unit.

Poisson-Gaussian Noise Reduction Using the Hidden Markov Model in Contourlet Domain for Fluorescence Microscopy Images

PubMed Central

Yang, Sejung; Lee, Byung-Uk

2015-01-01

In certain image acquisitions processes, like in fluorescence microscopy or astronomy, only a limited number of photons can be collected due to various physical constraints. The resulting images suffer from signal dependent noise, which can be modeled as a Poisson distribution, and a low signal-to-noise ratio. However, the majority of research on noise reduction algorithms focuses on signal independent Gaussian noise. In this paper, we model noise as a combination of Poisson and Gaussian probability distributions to construct a more accurate model and adopt the contourlet transform which provides a sparse representation of the directional components in images. We also apply hidden Markov models with a framework that neatly describes the spatial and interscale dependencies which are the properties of transformation coefficients of natural images. In this paper, an effective denoising algorithm for Poisson-Gaussian noise is proposed using the contourlet transform, hidden Markov models and noise estimation in the transform domain. We supplement the algorithm by cycle spinning and Wiener filtering for further improvements. We finally show experimental results with simulations and fluorescence microscopy images which demonstrate the improved performance of the proposed approach. PMID:26352138

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

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

Nosedal-Sanchez, Alvaro; Jackson, Charles S.; Huerta, Gabriel

A new test statistic for climate model evaluation has been developed that potentially mitigates some of the limitations that exist for observing and representing field and space dependencies of climate phenomena. Traditionally such dependencies have been ignored when climate models have been evaluated against observational data, which makes it difficult to assess whether any given model is simulating observed climate for the right reasons. The new statistic uses Gaussian Markov random fields for estimating field and space dependencies within a first-order grid point neighborhood structure. We illustrate the ability of Gaussian Markov random fields to represent empirical estimates of fieldmore » and space covariances using "witch hat" graphs. We further use the new statistic to evaluate the tropical response of a climate model (CAM3.1) to changes in two parameters important to its representation of cloud and precipitation physics. Overall, the inclusion of dependency information did not alter significantly the recognition of those regions of parameter space that best approximated observations. However, there were some qualitative differences in the shape of the response surface that suggest how such a measure could affect estimates of model uncertainty.« less

Comparison of statistical algorithms for detecting homogeneous river reaches along a longitudinal continuum

NASA Astrophysics Data System (ADS)

Leviandier, Thierry; Alber, A.; Le Ber, F.; Piégay, H.

2012-02-01

Seven methods designed to delineate homogeneous river segments, belonging to four families, namely — tests of homogeneity, contrast enhancing, spatially constrained classification, and hidden Markov models — are compared, firstly on their principles, then on a case study, and on theoretical templates. These templates contain patterns found in the case study but not considered in the standard assumptions of statistical methods, such as gradients and curvilinear structures. The influence of data resolution, noise and weak satisfaction of the assumptions underlying the methods is investigated. The control of the number of reaches obtained in order to achieve meaningful comparisons is discussed. No method is found that outperforms all the others on all trials. However, the methods with sequential algorithms (keeping at order n + 1 all breakpoints found at order n) fail more often than those running complete optimisation at any order. The Hubert-Kehagias method and Hidden Markov Models are the most successful at identifying subpatterns encapsulated within the templates. Ergodic Hidden Markov Models are, moreover, liable to exhibit transition areas.

Semi-Markov models for interval censored transient cognitive states with back transitions and a competing risk

PubMed Central

Wei, Shaoceng; Kryscio, Richard J.

2015-01-01

Continuous-time multi-state stochastic processes are useful for modeling the flow of subjects from intact cognition to dementia with mild cognitive impairment and global impairment as intervening transient, cognitive states and death as a competing risk (Figure 1). Each subject's cognition is assessed periodically resulting in interval censoring for the cognitive states while death without dementia is not interval censored. Since back transitions among the transient states are possible, Markov chains are often applied to this type of panel data. In this manuscript we apply a Semi-Markov process in which we assume that the waiting times are Weibull distributed except for transitions from the baseline state, which are exponentially distributed and in which we assume no additional changes in cognition occur between two assessments. We implement a quasi-Monte Carlo (QMC) method to calculate the higher order integration needed for likelihood estimation. We apply our model to a real dataset, the Nun Study, a cohort of 461 participants. PMID:24821001

Semi-Markov models for interval censored transient cognitive states with back transitions and a competing risk.

PubMed

Wei, Shaoceng; Kryscio, Richard J

2016-12-01

Continuous-time multi-state stochastic processes are useful for modeling the flow of subjects from intact cognition to dementia with mild cognitive impairment and global impairment as intervening transient cognitive states and death as a competing risk. Each subject's cognition is assessed periodically resulting in interval censoring for the cognitive states while death without dementia is not interval censored. Since back transitions among the transient states are possible, Markov chains are often applied to this type of panel data. In this manuscript, we apply a semi-Markov process in which we assume that the waiting times are Weibull distributed except for transitions from the baseline state, which are exponentially distributed and in which we assume no additional changes in cognition occur between two assessments. We implement a quasi-Monte Carlo (QMC) method to calculate the higher order integration needed for likelihood estimation. We apply our model to a real dataset, the Nun Study, a cohort of 461 participants. © The Author(s) 2014.

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

High-Resolution Remote Sensing Image Building Extraction Based on Markov Model

NASA Astrophysics Data System (ADS)

Zhao, W.; Yan, L.; Chang, Y.; Gong, L.

2018-04-01

With the increase of resolution, remote sensing images have the characteristics of increased information load, increased noise, more complex feature geometry and texture information, which makes the extraction of building information more difficult. To solve this problem, this paper designs a high resolution remote sensing image building extraction method based on Markov model. This method introduces Contourlet domain map clustering and Markov model, captures and enhances the contour and texture information of high-resolution remote sensing image features in multiple directions, and further designs the spectral feature index that can characterize "pseudo-buildings" in the building area. Through the multi-scale segmentation and extraction of image features, the fine extraction from the building area to the building is realized. Experiments show that this method can restrain the noise of high-resolution remote sensing images, reduce the interference of non-target ground texture information, and remove the shadow, vegetation and other pseudo-building information, compared with the traditional pixel-level image information extraction, better performance in building extraction precision, accuracy and completeness.

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.

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.

A Langevin equation for the rates of currency exchange based on the Markov analysis

NASA Astrophysics Data System (ADS)

Farahpour, F.; Eskandari, Z.; Bahraminasab, A.; Jafari, G. R.; Ghasemi, F.; Sahimi, Muhammad; Reza Rahimi Tabar, M.

2007-11-01

We propose a method for analyzing the data for the rates of exchange of various currencies versus the U.S. dollar. The method analyzes the return time series of the data as a Markov process, and develops an effective equation which reconstructs it. We find that the Markov time scale, i.e., the time scale over which the data are Markov-correlated, is one day for the majority of the daily exchange rates that we analyze. We derive an effective Langevin equation to describe the fluctuations in the rates. The equation contains two quantities, D and D, representing the drift and diffusion coefficients, respectively. We demonstrate how the two coefficients are estimated directly from the data, without using any assumptions or models for the underlying stochastic time series that represent the daily rates of exchange of various currencies versus the U.S. dollar.

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.

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.

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.

A Network of Conformational Transitions in the Apo Form of NDM-1 Enzyme Revealed by MD Simulation and a Markov State Model.

PubMed

Gao, Kaifu; Zhao, Yunjie

2017-04-13

New Delhi metallo-β-lactamase-1 (NDM-1) is a novel β-lactamase enzyme that confers enteric bacteria with nearly complete resistance to all β-lactam antibiotics, so it raises a formidable and global threat to human health. However, the binding mechanism between apo-NDM-1 and antibiotics as well as related conformational changes remains poorly understood, which largely hinders the overcoming of its antibiotic resistance. In our study, long-time conventional molecular dynamics simulation and Markov state models were applied to reveal both the dynamical and conformational landscape of apo-NDM-1: the MD simulation demonstrates that loop L3, which is responsible for antibiotic binding, is the most flexible and undergoes dramatic conformational changes; moreover, the Markov state model built from the simulation maps four metastable states including open, semiopen, and closed conformations of loop L3 as well as frequent transitions between the states. Our findings propose a possible conformational selection model for the binding mechanism between apo-NDM-1 and antibiotics, which facilitates the design of novel inhibitors and antibiotics.

Risk assessment by dynamic representation of vulnerability, exploitation, and impact

NASA Astrophysics Data System (ADS)

Cam, Hasan

2015-05-01

Assessing and quantifying cyber risk accurately in real-time is essential to providing security and mission assurance in any system and network. This paper presents a modeling and dynamic analysis approach to assessing cyber risk of a network in real-time by representing dynamically its vulnerabilities, exploitations, and impact using integrated Bayesian network and Markov models. Given the set of vulnerabilities detected by a vulnerability scanner in a network, this paper addresses how its risk can be assessed by estimating in real-time the exploit likelihood and impact of vulnerability exploitation on the network, based on real-time observations and measurements over the network. The dynamic representation of the network in terms of its vulnerabilities, sensor measurements, and observations is constructed dynamically using the integrated Bayesian network and Markov models. The transition rates of outgoing and incoming links of states in hidden Markov models are used in determining exploit likelihood and impact of attacks, whereas emission rates help quantify the attack states of vulnerabilities. Simulation results show the quantification and evolving risk scores over time for individual and aggregated vulnerabilities of a network.

Stop! border ahead: Automatic detection of subthalamic exit during deep brain stimulation surgery.

PubMed

Valsky, Dan; Marmor-Levin, Odeya; Deffains, Marc; Eitan, Renana; Blackwell, Kim T; Bergman, Hagai; Israel, Zvi

2017-01-01

Microelectrode recordings along preplanned trajectories are often used for accurate definition of the subthalamic nucleus (STN) borders during deep brain stimulation (DBS) surgery for Parkinson's disease. Usually, the demarcation of the STN borders is performed manually by a neurophysiologist. The exact detection of the borders is difficult, especially detecting the transition between the STN and the substantia nigra pars reticulata. Consequently, demarcation may be inaccurate, leading to suboptimal location of the DBS lead and inadequate clinical outcomes. We present machine-learning classification procedures that use microelectrode recording power spectra and allow for real-time, high-accuracy discrimination between the STN and substantia nigra pars reticulata. A support vector machine procedure was tested on microelectrode recordings from 58 trajectories that included both STN and substantia nigra pars reticulata that achieved a 97.6% consistency with human expert classification (evaluated by 10-fold cross-validation). We used the same data set as a training set to find the optimal parameters for a hidden Markov model using both microelectrode recording features and trajectory history to enable real-time classification of the ventral STN border (STN exit). Seventy-three additional trajectories were used to test the reliability of the learned statistical model in identifying the exit from the STN. The hidden Markov model procedure identified the STN exit with an error of 0.04 ± 0.18 mm and detection reliability (error < 1 mm) of 94%. The results indicate that robust, accurate, and automatic real-time electrophysiological detection of the ventral STN border is feasible. © 2016 International Parkinson and Movement Disorder Society. © 2016 International Parkinson and Movement Disorder Society.

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.

Model-based approach to the detection and classification of mines in sidescan sonar.

PubMed

Reed, Scott; Petillot, Yvan; Bell, Judith

2004-01-10

This paper presents a model-based approach to mine detection and classification by use of sidescan sonar. Advances in autonomous underwater vehicle technology have increased the interest in automatic target recognition systems in an effort to automate a process that is currently carried out by a human operator. Current automated systems generally require training and thus produce poor results when the test data set is different from the training set. This has led to research into unsupervised systems, which are able to cope with the large variability in conditions and terrains seen in sidescan imagery. The system presented in this paper first detects possible minelike objects using a Markov random field model, which operates well on noisy images, such as sidescan, and allows a priori information to be included through the use of priors. The highlight and shadow regions of the object are then extracted with a cooperating statistical snake, which assumes these regions are statistically separate from the background. Finally, a classification decision is made using Dempster-Shafer theory, where the extracted features are compared with synthetic realizations generated with a sidescan sonar simulator model. Results for the entire process are shown on real sidescan sonar data. Similarities between the sidescan sonar and synthetic aperture radar (SAR) imaging processes ensure that the approach outlined here could be made applied to SAR image analysis.

[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.

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

Net Income of Pharmacy Faculty Compared to Community and Hospital Pharmacists

PubMed Central

Gatwood, Justin; Spivey, Christina A.; Dickey, Susan E.

2016-01-01

Objective. To compare the net cumulative income of community pharmacists, hospital pharmacists, and full-time pharmacy faculty members (residency-trained or with a PhD after obtaining a PharmD) in pharmacy practice, medicinal chemistry, pharmaceutics, pharmacology, and social and administrative sciences. Methods. Markov modeling was conducted to calculate net projected cumulative earnings of career paths by estimating the costs of education, including the costs of obtaining degrees and student loans. Results. The economic model spanned 49 years, from ages 18 to 67 years. Earning a PharmD and pursuing an academic career resulted in projected net cumulative lifetime earnings ranging from approximately $4.7 million to $6.3 million. A pharmacy practice faculty position following public pharmacy school and one year of residency resulted in higher net cumulative income than community pharmacy. Faculty members with postgraduate year 1 (PGY1) training also had higher net income than other faculty and hospital pharmacy career paths, given similar years of prepharmacy education and type of pharmacy school attended. Faculty members with either a PharmD or PhD in the pharmacology discipline may net as much as $5.9 million and outpace all other PhD graduates by at least $75 000 in lifetime earnings. Projected career earnings of postgraduate year 2 (PGY2) trained faculty and PharmD/PhD faculty members were lower than those of community pharmacists. Findings were more variable when comparing pharmacy faculty members and hospital pharmacists. Conclusion. With the exception of PGY1 trained academic pharmacists, faculty projected net cumulative incomes generally lagged behind community pharmacists, likely because of delayed entry into the job market as a result of advanced training/education. However, nonsalary benefits such as greater flexibility and autonomy may enhance the desirability of academic pharmacy as a career path. PMID:27756925

Net Income of Pharmacy Faculty Compared to Community and Hospital Pharmacists.

PubMed

Chisholm-Burns, Marie A; Gatwood, Justin; Spivey, Christina A; Dickey, Susan E

2016-09-25

Objective. To compare the net cumulative income of community pharmacists, hospital pharmacists, and full-time pharmacy faculty members (residency-trained or with a PhD after obtaining a PharmD) in pharmacy practice, medicinal chemistry, pharmaceutics, pharmacology, and social and administrative sciences. Methods. Markov modeling was conducted to calculate net projected cumulative earnings of career paths by estimating the costs of education, including the costs of obtaining degrees and student loans. Results. The economic model spanned 49 years, from ages 18 to 67 years. Earning a PharmD and pursuing an academic career resulted in projected net cumulative lifetime earnings ranging from approximately $4.7 million to $6.3 million. A pharmacy practice faculty position following public pharmacy school and one year of residency resulted in higher net cumulative income than community pharmacy. Faculty members with postgraduate year 1 (PGY1) training also had higher net income than other faculty and hospital pharmacy career paths, given similar years of prepharmacy education and type of pharmacy school attended. Faculty members with either a PharmD or PhD in the pharmacology discipline may net as much as $5.9 million and outpace all other PhD graduates by at least $75 000 in lifetime earnings. Projected career earnings of postgraduate year 2 (PGY2) trained faculty and PharmD/PhD faculty members were lower than those of community pharmacists. Findings were more variable when comparing pharmacy faculty members and hospital pharmacists. Conclusion. With the exception of PGY1 trained academic pharmacists, faculty projected net cumulative incomes generally lagged behind community pharmacists, likely because of delayed entry into the job market as a result of advanced training/education. However, nonsalary benefits such as greater flexibility and autonomy may enhance the desirability of academic pharmacy as a career path.

Modelling past land use using archaeological and pollen data

NASA Astrophysics Data System (ADS)

Pirzamanbein, Behnaz; Lindström, johan; Poska, Anneli; Gaillard-Lemdahl, Marie-José

2016-04-01

Accurate maps of past land use are necessary for studying the impact of anthropogenic land-cover changes on climate and biodiversity. We develop a Bayesian hierarchical model to reconstruct the land use using Gaussian Markov random fields. The model uses two observations sets: 1) archaeological data, representing human settlements, urbanization and agricultural findings; and 2) pollen-based land estimates of the three land-cover types Coniferous forest, Broadleaved forest and Unforested/Open land. The pollen based estimates are obtained from the REVEALS model, based on pollen counts from lakes and bogs. Our developed model uses the sparse pollen-based estimations to reconstruct the spatial continuous cover of three land cover types. Using the open-land component and the archaeological data, the extent of land-use is reconstructed. The model is applied on three time periods - centred around 1900 CE, 1000 and, 4000 BCE over Sweden for which both pollen-based estimates and archaeological data are available. To estimate the model parameters and land use, a block updated Markov chain Monte Carlo (MCMC) algorithm is applied. Using the MCMC posterior samples uncertainties in land-use predictions are computed. Due to lack of good historic land use data, model results are evaluated by cross-validation. Keywords. Spatial reconstruction, Gaussian Markov random field, Fossil pollen records, Archaeological data, Human land-use, Prediction uncertainty

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.

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

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

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.

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.

Effect of Increased Intensity of Physiotherapy on Patient Outcomes After Stroke: An Economic Literature Review and Cost-Effectiveness Analysis

PubMed Central

Chan, B

2015-01-01

Background Functional improvements have been seen in stroke patients who have received an increased intensity of physiotherapy. This requires additional costs in the form of increased physiotherapist time. Objectives The objective of this economic analysis is to determine the cost-effectiveness of increasing the intensity of physiotherapy (duration and/or frequency) during inpatient rehabilitation after stroke, from the perspective of the Ontario Ministry of Health and Long-term Care. Data Sources The inputs for our economic evaluation were extracted from articles published in peer-reviewed journals and from reports from government sources or the Canadian Stroke Network. Where published data were not available, we sought expert opinion and used inputs based on the experts' estimates. Review Methods The primary outcome we considered was cost per quality-adjusted life-year (QALY). We also evaluated functional strength training because of its similarities to physiotherapy. We used a 2-state Markov model to evaluate the cost-effectiveness of functional strength training and increased physiotherapy intensity for stroke inpatient rehabilitation. The model had a lifetime timeframe with a 5% annual discount rate. We then used sensitivity analyses to evaluate uncertainty in the model inputs. Results We found that functional strength training and higher-intensity physiotherapy resulted in lower costs and improved outcomes over a lifetime. However, our sensitivity analyses revealed high levels of uncertainty in the model inputs, and therefore in the results. Limitations There is a high level of uncertainty in this analysis due to the uncertainty in model inputs, with some of the major inputs based on expert panel consensus or expert opinion. In addition, the utility outcomes were based on a clinical study conducted in the United Kingdom (i.e., 1 study only, and not in an Ontario or Canadian setting). Conclusions Functional strength training and higher-intensity physiotherapy may result in lower costs and improved health outcomes. However, these results should be interpreted with caution. PMID:26366241

Watch what you say, your computer might be listening: A review of automated speech recognition

NASA Technical Reports Server (NTRS)

Degennaro, Stephen V.

1991-01-01

Spoken language is the most convenient and natural means by which people interact with each other and is, therefore, a promising candidate for human-machine interactions. Speech also offers an additional channel for hands-busy applications, complementing the use of motor output channels for control. Current speech recognition systems vary considerably across a number of important characteristics, including vocabulary size, speaking mode, training requirements for new speakers, robustness to acoustic environments, and accuracy. Algorithmically, these systems range from rule-based techniques through more probabilistic or self-learning approaches such as hidden Markov modeling and neural networks. This tutorial begins with a brief summary of the relevant features of current speech recognition systems and the strengths and weaknesses of the various algorithmic approaches.

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.

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.

Reciprocal Markov Modeling of Feedback Mechanisms Between Emotion and Dietary Choice Using Experience-Sampling Data.

PubMed

Lu, Ji; Pan, Junhao; Zhang, Qiang; Dubé, Laurette; Ip, Edward H

2015-01-01

With intensively collected longitudinal data, recent advances in the experience-sampling method (ESM) benefit social science empirical research, but also pose important methodological challenges. As traditional statistical models are not generally well equipped to analyze a system of variables that contain feedback loops, this paper proposes the utility of an extended hidden Markov model to model reciprocal the relationship between momentary emotion and eating behavior. This paper revisited an ESM data set (Lu, Huet, & Dube, 2011) that observed 160 participants' food consumption and momentary emotions 6 times per day in 10 days. Focusing on the analyses on feedback loop between mood and meal-healthiness decision, the proposed reciprocal Markov model (RMM) can accommodate both hidden ("general" emotional states: positive vs. negative state) and observed states (meal: healthier, same or less healthy than usual) without presuming independence between observations and smooth trajectories of mood or behavior changes. The results of RMM analyses illustrated the reciprocal chains of meal consumption and mood as well as the effect of contextual factors that moderate the interrelationship between eating and emotion. A simulation experiment that generated data consistent with the empirical study further demonstrated that the procedure is promising in terms of recovering the parameters.

Modeling Driver Behavior near Intersections in Hidden Markov Model

PubMed Central

Li, Juan; He, Qinglian; Zhou, Hang; Guan, Yunlin; Dai, Wei

2016-01-01

Intersections are one of the major locations where safety is a big concern to drivers. Inappropriate driver behaviors in response to frequent changes when approaching intersections often lead to intersection-related crashes or collisions. Thus to better understand driver behaviors at intersections, especially in the dilemma zone, a Hidden Markov Model (HMM) is utilized in this study. With the discrete data processing, the observed dynamic data of vehicles are used for the inference of the Hidden Markov Model. The Baum-Welch (B-W) estimation algorithm is applied to calculate the vehicle state transition probability matrix and the observation probability matrix. When combined with the Forward algorithm, the most likely state of the driver can be obtained. Thus the model can be used to measure the stability and risk of driver behavior. It is found that drivers’ behaviors in the dilemma zone are of lower stability and higher risk compared with those in other regions around intersections. In addition to the B-W estimation algorithm, the Viterbi Algorithm is utilized to predict the potential dangers of vehicles. The results can be applied to driving assistance systems to warn drivers to avoid possible accidents. PMID:28009838

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.

Detecting cell division of Pseudomonas aeruginosa bacteria from bright-field microscopy images with hidden conditional random fields.

PubMed

Ong, Lee-Ling S; Xinghua Zhang; Kundukad, Binu; Dauwels, Justin; Doyle, Patrick; Asada, H Harry

2016-08-01

An approach to automatically detect bacteria division with temporal models is presented. To understand how bacteria migrate and proliferate to form complex multicellular behaviours such as biofilms, it is desirable to track individual bacteria and detect cell division events. Unlike eukaryotic cells, prokaryotic cells such as bacteria lack distinctive features, causing bacteria division difficult to detect in a single image frame. Furthermore, bacteria may detach, migrate close to other bacteria and may orientate themselves at an angle to the horizontal plane. Our system trains a hidden conditional random field (HCRF) model from tracked and aligned bacteria division sequences. The HCRF model classifies a set of image frames as division or otherwise. The performance of our HCRF model is compared with a Hidden Markov Model (HMM). The results show that a HCRF classifier outperforms a HMM classifier. From 2D bright field microscopy data, it is a challenge to separate individual bacteria and associate observations to tracks. Automatic detection of sequences with bacteria division will improve tracking accuracy.

Analyzing Dyadic Sequence Data—Research Questions and Implied Statistical Models

PubMed Central

Fuchs, Peter; Nussbeck, Fridtjof W.; Meuwly, Nathalie; Bodenmann, Guy

2017-01-01

The analysis of observational data is often seen as a key approach to understanding dynamics in romantic relationships but also in dyadic systems in general. Statistical models for the analysis of dyadic observational data are not commonly known or applied. In this contribution, selected approaches to dyadic sequence data will be presented with a focus on models that can be applied when sample sizes are of medium size (N = 100 couples or less). Each of the statistical models is motivated by an underlying potential research question, the most important model results are presented and linked to the research question. The following research questions and models are compared with respect to their applicability using a hands on approach: (I) Is there an association between a particular behavior by one and the reaction by the other partner? (Pearson Correlation); (II) Does the behavior of one member trigger an immediate reaction by the other? (aggregated logit models; multi-level approach; basic Markov model); (III) Is there an underlying dyadic process, which might account for the observed behavior? (hidden Markov model); and (IV) Are there latent groups of dyads, which might account for observing different reaction patterns? (mixture Markov; optimal matching). Finally, recommendations for researchers to choose among the different models, issues of data handling, and advises to apply the statistical models in empirical research properly are given (e.g., in a new r-package “DySeq”). PMID:28443037

Economic evaluation of nivolumab for the treatment of second-line advanced squamous NSCLC in Canada: a comparison of modeling approaches to estimate and extrapolate survival outcomes.

PubMed

Goeree, Ron; Villeneuve, Julie; Goeree, Jeff; Penrod, John R; Orsini, Lucinda; Tahami Monfared, Amir Abbas

2016-06-01

Background Lung cancer is the most common type of cancer in the world and is associated with significant mortality. Nivolumab demonstrated statistically significant improvements in progression-free survival (PFS) and overall survival (OS) for patients with advanced squamous non-small cell lung cancer (NSCLC) who were previously treated. The cost-effectiveness of nivolumab has not been assessed in Canada. A contentious component of projecting long-term cost and outcomes in cancer relates to the modeling approach adopted, with the two most common approaches being partitioned survival (PS) and Markov models. The objectives of this analysis were to estimate the cost-utility of nivolumab and to compare the results using these alternative modeling approaches. Methods Both PS and Markov models were developed using docetaxel and erlotinib as comparators. A three-health state model was used consisting of progression-free, progressed disease, and death. Disease progression and time to progression were estimated by identifying best-fitting survival curves from the clinical trial data for PFS and OS. Expected costs and health outcomes were calculated by combining health-state occupancy with medical resource use and quality-of-life assigned to each of the three health states. The health outcomes included in the model were survival and quality-adjusted-life-years (QALYs). Results Nivolumab was found to have the highest expected per-patient cost, but also improved per-patient life years (LYs) and QALYs. Nivolumab cost an additional $151,560 and $140,601 per QALY gained compared to docetaxel and erlotinib, respectively, using a PS model approach. The cost-utility estimates using a Markov model were very similar ($152,229 and $141,838, respectively, per QALY gained). Conclusions Nivolumab was found to involve a trade-off between improved patient survival and QALYs, and increased cost. It was found that the use of a PS or Markov model produced very similar estimates of expected cost, outcomes, and incremental cost-utility.

Development and Testing of Data Mining Algorithms for Earth Observation

NASA Technical Reports Server (NTRS)

Glymour, Clark

2005-01-01

The new algorithms developed under this project included a principled procedure for classification of objects, events or circumstances according to a target variable when a very large number of potential predictor variables is available but the number of cases that can be used for training a classifier is relatively small. These "high dimensional" problems require finding a minimal set of variables -called the Markov Blanket-- sufficient for predicting the value of the target variable. An algorithm, the Markov Blanket Fan Search, was developed, implemented and tested on both simulated and real data in conjunction with a graphical model classifier, which was also implemented. Another algorithm developed and implemented in TETRAD IV for time series elaborated on work by C. Granger and N. Swanson, which in turn exploited some of our earlier work. The algorithms in question learn a linear time series model from data. Given such a time series, the simultaneous residual covariances, after factoring out time dependencies, may provide information about causal processes that occur more rapidly than the time series representation allow, so called simultaneous or contemporaneous causal processes. Working with A. Monetta, a graduate student from Italy, we produced the correct statistics for estimating the contemporaneous causal structure from time series data using the TETRAD IV suite of algorithms. Two economists, David Bessler and Kevin Hoover, have independently published applications using TETRAD style algorithms to the same purpose. These implementations and algorithmic developments were separately used in two kinds of studies of climate data: Short time series of geographically proximate climate variables predicting agricultural effects in California, and longer duration climate measurements of temperature teleconnections.

Hybrid Discrete-Continuous Markov Decision Processes

NASA Technical Reports Server (NTRS)

Feng, Zhengzhu; Dearden, Richard; Meuleau, Nicholas; Washington, Rich

2003-01-01

This paper proposes a Markov decision process (MDP) model that features both discrete and continuous state variables. We extend previous work by Boyan and Littman on the mono-dimensional time-dependent MDP to multiple dimensions. We present the principle of lazy discretization, and piecewise constant and linear approximations of the model. Having to deal with several continuous dimensions raises several new problems that require new solutions. In the (piecewise) linear case, we use techniques from partially- observable MDPs (POMDPS) to represent value functions as sets of linear functions attached to different partitions of the state space.

Markov Jump-Linear Performance Models for Recoverable Flight Control Computers

NASA Technical Reports Server (NTRS)

Zhang, Hong; Gray, W. Steven; Gonzalez, Oscar R.

2004-01-01

Single event upsets in digital flight control hardware induced by atmospheric neutrons can reduce system performance and possibly introduce a safety hazard. One method currently under investigation to help mitigate the effects of these upsets is NASA Langley s Recoverable Computer System. In this paper, a Markov jump-linear model is developed for a recoverable flight control system, which will be validated using data from future experiments with simulated and real neutron environments. The method of tracking error analysis and the plan for the experiments are also described.

Applications of geostatistics and Markov models for logo recognition

NASA Astrophysics Data System (ADS)

Pham, Tuan

2003-01-01

Spatial covariances based on geostatistics are extracted as representative features of logo or trademark images. These spatial covariances are different from other statistical features for image analysis in that the structural information of an image is independent of the pixel locations and represented in terms of spatial series. We then design a classifier in the sense of hidden Markov models to make use of these geostatistical sequential data to recognize the logos. High recognition rates are obtained from testing the method against a public-domain logo database.

Multi-state Markov model for disability: A case of Malaysia Social Security (SOCSO)

NASA Astrophysics Data System (ADS)

Samsuddin, Shamshimah; Ismail, Noriszura

2016-06-01

Studies of SOCSO's contributor outcomes like disability are usually restricted to a single outcome. In this respect, the study has focused on the approach of multi-state Markov model for estimating the transition probabilities among SOCSO's contributor in Malaysia between states: work, temporary disability, permanent disability and death at yearly intervals on age, gender, year and disability category; ignoring duration and past disability experience which is not consider of how or when someone arrived in that category. These outcomes represent different states which depend on health status among the workers.

Upper and lower bounds for semi-Markov reliability models of reconfigurable systems

NASA Technical Reports Server (NTRS)

White, A. L.

1984-01-01

This paper determines the information required about system recovery to compute the reliability of a class of reconfigurable systems. Upper and lower bounds are derived for these systems. The class consists of those systems that satisfy five assumptions: the components fail independently at a low constant rate, fault occurrence and system reconfiguration are independent processes, the reliability model is semi-Markov, the recovery functions which describe system configuration have small means and variances, and the system is well designed. The bounds are easy to compute, and examples are included.

A Modularized Efficient Framework for Non-Markov Time Series Estimation

NASA Astrophysics Data System (ADS)

Schamberg, Gabriel; Ba, Demba; Coleman, Todd P.

2018-06-01

We present a compartmentalized approach to finding the maximum a-posteriori (MAP) estimate of a latent time series that obeys a dynamic stochastic model and is observed through noisy measurements. We specifically consider modern signal processing problems with non-Markov signal dynamics (e.g. group sparsity) and/or non-Gaussian measurement models (e.g. point process observation models used in neuroscience). Through the use of auxiliary variables in the MAP estimation problem, we show that a consensus formulation of the alternating direction method of multipliers (ADMM) enables iteratively computing separate estimates based on the likelihood and prior and subsequently "averaging" them in an appropriate sense using a Kalman smoother. As such, this can be applied to a broad class of problem settings and only requires modular adjustments when interchanging various aspects of the statistical model. Under broad log-concavity assumptions, we show that the separate estimation problems are convex optimization problems and that the iterative algorithm converges to the MAP estimate. As such, this framework can capture non-Markov latent time series models and non-Gaussian measurement models. We provide example applications involving (i) group-sparsity priors, within the context of electrophysiologic specrotemporal estimation, and (ii) non-Gaussian measurement models, within the context of dynamic analyses of learning with neural spiking and behavioral observations.

Risk aversion and risk seeking in multicriteria forest management: a Markov decision process approach

Treesearch

Joseph Buongiorno; Mo Zhou; Craig Johnston

2017-01-01

Markov decision process models were extended to reflect some consequences of the risk attitude of forestry decision makers. One approach consisted of maximizing the expected value of a criterion subject to an upper bound on the variance or, symmetrically, minimizing the variance subject to a lower bound on the expected value.  The other method used the certainty...

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.

Active classifier selection for RGB-D object categorization using a Markov random field ensemble method

NASA Astrophysics Data System (ADS)

Durner, Maximilian; Márton, Zoltán.; Hillenbrand, Ulrich; Ali, Haider; Kleinsteuber, Martin

2017-03-01

In this work, a new ensemble method for the task of category recognition in different environments is presented. The focus is on service robotic perception in an open environment, where the robot's task is to recognize previously unseen objects of predefined categories, based on training on a public dataset. We propose an ensemble learning approach to be able to flexibly combine complementary sources of information (different state-of-the-art descriptors computed on color and depth images), based on a Markov Random Field (MRF). By exploiting its specific characteristics, the MRF ensemble method can also be executed as a Dynamic Classifier Selection (DCS) system. In the experiments, the committee- and topology-dependent performance boost of our ensemble is shown. Despite reduced computational costs and using less information, our strategy performs on the same level as common ensemble approaches. Finally, the impact of large differences between datasets is analyzed.

Dimensional Reduction for the General Markov Model on Phylogenetic Trees.

PubMed

Sumner, Jeremy G

2017-03-01

We present a method of dimensional reduction for the general Markov model of sequence evolution on a phylogenetic tree. We show that taking certain linear combinations of the associated random variables (site pattern counts) reduces the dimensionality of the model from exponential in the number of extant taxa, to quadratic in the number of taxa, while retaining the ability to statistically identify phylogenetic divergence events. A key feature is the identification of an invariant subspace which depends only bilinearly on the model parameters, in contrast to the usual multi-linear dependence in the full space. We discuss potential applications including the computation of split (edge) weights on phylogenetic trees from observed sequence data.

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

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.

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.

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

Cottam, Joseph A.; Blaha, Leslie M.

Systems have biases. Their interfaces naturally guide a user toward specific patterns of action. For example, modern word-processors and spreadsheets are both capable of taking word wrapping, checking spelling, storing tables, and calculating formulas. You could write a paper in a spreadsheet or could do simple business modeling in a word-processor. However, their interfaces naturally communicate which function they are designed for. Visual analytic interfaces also have biases. In this paper, we outline why simple Markov models are a plausible tool for investigating that bias and how they might be applied. We also discuss some anticipated difficulties in such modelingmore » and touch briefly on what some Markov model extensions might provide.« less

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.

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.

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.

Neyman, Markov processes and survival analysis.

PubMed

Yang, Grace

2013-07-01

J. Neyman used stochastic processes extensively in his applied work. One example is the Fix and Neyman (F-N) competing risks model (1951) that uses finite homogeneous Markov processes to analyse clinical trials with breast cancer patients. We revisit the F-N model, and compare it with the Kaplan-Meier (K-M) formulation for right censored data. The comparison offers a way to generalize the K-M formulation to include risks of recovery and relapses in the calculation of a patient's survival probability. The generalization is to extend the F-N model to a nonhomogeneous Markov process. Closed-form solutions of the survival probability are available in special cases of the nonhomogeneous processes, like the popular multiple decrement model (including the K-M model) and Chiang's staging model, but these models do not consider recovery and relapses while the F-N model does. An analysis of sero-epidemiology current status data with recurrent events is illustrated. Fix and Neyman used Neyman's RBAN (regular best asymptotic normal) estimates for the risks, and provided a numerical example showing the importance of considering both the survival probability and the length of time of a patient living a normal life in the evaluation of clinical trials. The said extension would result in a complicated model and it is unlikely to find analytical closed-form solutions for survival analysis. With ever increasing computing power, numerical methods offer a viable way of investigating the problem.

Estimating parameters of hidden Markov models based on marked individuals: use of robust design data

USGS Publications Warehouse

Kendall, William L.; White, Gary C.; Hines, James E.; Langtimm, Catherine A.; Yoshizaki, Jun

2012-01-01

Development and use of multistate mark-recapture models, which provide estimates of parameters of Markov processes in the face of imperfect detection, have become common over the last twenty years. Recently, estimating parameters of hidden Markov models, where the state of an individual can be uncertain even when it is detected, has received attention. Previous work has shown that ignoring state uncertainty biases estimates of survival and state transition probabilities, thereby reducing the power to detect effects. Efforts to adjust for state uncertainty have included special cases and a general framework for a single sample per period of interest. We provide a flexible framework for adjusting for state uncertainty in multistate models, while utilizing multiple sampling occasions per period of interest to increase precision and remove parameter redundancy. These models also produce direct estimates of state structure for each primary period, even for the case where there is just one sampling occasion. We apply our model to expected value data, and to data from a study of Florida manatees, to provide examples of the improvement in precision due to secondary capture occasions. We also provide user-friendly software to implement these models. This general framework could also be used by practitioners to consider constrained models of particular interest, or model the relationship between within-primary period parameters (e.g., state structure) and between-primary period parameters (e.g., state transition probabilities).

Sampling algorithms for validation of supervised learning models for Ising-like systems

NASA Astrophysics Data System (ADS)

Portman, Nataliya; Tamblyn, Isaac

2017-12-01

In this paper, we build and explore supervised learning models of ferromagnetic system behavior, using Monte-Carlo sampling of the spin configuration space generated by the 2D Ising model. Given the enormous size of the space of all possible Ising model realizations, the question arises as to how to choose a reasonable number of samples that will form physically meaningful and non-intersecting training and testing datasets. Here, we propose a sampling technique called ;ID-MH; that uses the Metropolis-Hastings algorithm creating Markov process across energy levels within the predefined configuration subspace. We show that application of this method retains phase transitions in both training and testing datasets and serves the purpose of validation of a machine learning algorithm. For larger lattice dimensions, ID-MH is not feasible as it requires knowledge of the complete configuration space. As such, we develop a new ;block-ID; sampling strategy: it decomposes the given structure into square blocks with lattice dimension N ≤ 5 and uses ID-MH sampling of candidate blocks. Further comparison of the performance of commonly used machine learning methods such as random forests, decision trees, k nearest neighbors and artificial neural networks shows that the PCA-based Decision Tree regressor is the most accurate predictor of magnetizations of the Ising model. For energies, however, the accuracy of prediction is not satisfactory, highlighting the need to consider more algorithmically complex methods (e.g., deep learning).

Highly Accurate Classification of Watson-Crick Basepairs on Termini of Single DNA Molecules

PubMed Central

Winters-Hilt, Stephen; Vercoutere, Wenonah; DeGuzman, Veronica S.; Deamer, David; Akeson, Mark; Haussler, David

2003-01-01

We introduce a computational method for classification of individual DNA molecules measured by an α-hemolysin channel detector. We show classification with better than 99% accuracy for DNA hairpin molecules that differ only in their terminal Watson-Crick basepairs. Signal classification was done in silico to establish performance metrics (i.e., where train and test data were of known type, via single-species data files). It was then performed in solution to assay real mixtures of DNA hairpins. Hidden Markov Models (HMMs) were used with Expectation/Maximization for denoising and for associating a feature vector with the ionic current blockade of the DNA molecule. Support Vector Machines (SVMs) were used as discriminators, and were the focus of off-line training. A multiclass SVM architecture was designed to place less discriminatory load on weaker discriminators, and novel SVM kernels were used to boost discrimination strength. The tuning on HMMs and SVMs enabled biophysical analysis of the captured molecule states and state transitions; structure revealed in the biophysical analysis was used for better feature selection. PMID:12547778

A learning-based agent for home neurorehabilitation.

PubMed

Lydakis, Andreas; Meng, Yuanliang; Munroe, Christopher; Wu, Yi-Ning; Begum, Momotaz

2017-07-01

This paper presents the iterative development of an artificially intelligent system to promote home-based neurorehabilitation. Although proper, structured practice of rehabilitation exercises at home is the key to successful recovery of motor functions, there is no home-program out there which can monitor a patient's exercise-related activities and provide corrective feedback in real time. To this end, we designed a Learning from Demonstration (LfD) based home-rehabilitation framework that combines advanced robot learning algorithms with commercially available wearable technologies. The proposed system uses exercise-related motion information and electromyography signals (EMG) of a patient to train a Markov Decision Process (MDP). The trained MDP model can enable an agent to serve as a coach for a patient. On a system level, this is the first initiative, to the best of our knowledge, to employ LfD in an health-care application to enable lay users to program an intelligent system. From a rehabilitation research perspective, this is a completely novel initiative to employ machine learning to provide interactive corrective feedback to a patient in home settings.

Reliability modelling and analysis of a multi-state element based on a dynamic Bayesian network

PubMed Central

Xu, Tingxue; Gu, Junyuan; Dong, Qi; Fu, Linyu

2018-01-01

This paper presents a quantitative reliability modelling and analysis method for multi-state elements based on a combination of the Markov process and a dynamic Bayesian network (DBN), taking perfect repair, imperfect repair and condition-based maintenance (CBM) into consideration. The Markov models of elements without repair and under CBM are established, and an absorbing set is introduced to determine the reliability of the repairable element. According to the state-transition relations between the states determined by the Markov process, a DBN model is built. In addition, its parameters for series and parallel systems, namely, conditional probability tables, can be calculated by referring to the conditional degradation probabilities. Finally, the power of a control unit in a failure model is used as an example. A dynamic fault tree (DFT) is translated into a Bayesian network model, and subsequently extended to a DBN. The results show the state probabilities of an element and the system without repair, with perfect and imperfect repair, and under CBM, with an absorbing set plotted by differential equations and verified. Through referring forward, the reliability value of the control unit is determined in different kinds of modes. Finally, weak nodes are noted in the control unit. PMID:29765629

Susceptible-infected-susceptible epidemics on networks with general infection and cure times.

PubMed

Cator, E; van de Bovenkamp, R; Van Mieghem, P

2013-06-01

The classical, continuous-time susceptible-infected-susceptible (SIS) Markov epidemic model on an arbitrary network is extended to incorporate infection and curing or recovery times each characterized by a general distribution (rather than an exponential distribution as in Markov processes). This extension, called the generalized SIS (GSIS) model, is believed to have a much larger applicability to real-world epidemics (such as information spread in online social networks, real diseases, malware spread in computer networks, etc.) that likely do not feature exponential times. While the exact governing equations for the GSIS model are difficult to deduce due to their non-Markovian nature, accurate mean-field equations are derived that resemble our previous N-intertwined mean-field approximation (NIMFA) and so allow us to transfer the whole analytic machinery of the NIMFA to the GSIS model. In particular, we establish the criterion to compute the epidemic threshold in the GSIS model. Moreover, we show that the average number of infection attempts during a recovery time is the more natural key parameter, instead of the effective infection rate in the classical, continuous-time SIS Markov model. The relative simplicity of our mean-field results enables us to treat more general types of SIS epidemics, while offering an easier key parameter to measure the average activity of those general viral agents.

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

Susceptible-infected-susceptible epidemics on networks with general infection and cure times

NASA Astrophysics Data System (ADS)

Cator, E.; van de Bovenkamp, R.; Van Mieghem, P.

2013-06-01

The classical, continuous-time susceptible-infected-susceptible (SIS) Markov epidemic model on an arbitrary network is extended to incorporate infection and curing or recovery times each characterized by a general distribution (rather than an exponential distribution as in Markov processes). This extension, called the generalized SIS (GSIS) model, is believed to have a much larger applicability to real-world epidemics (such as information spread in online social networks, real diseases, malware spread in computer networks, etc.) that likely do not feature exponential times. While the exact governing equations for the GSIS model are difficult to deduce due to their non-Markovian nature, accurate mean-field equations are derived that resemble our previous N-intertwined mean-field approximation (NIMFA) and so allow us to transfer the whole analytic machinery of the NIMFA to the GSIS model. In particular, we establish the criterion to compute the epidemic threshold in the GSIS model. Moreover, we show that the average number of infection attempts during a recovery time is the more natural key parameter, instead of the effective infection rate in the classical, continuous-time SIS Markov model. The relative simplicity of our mean-field results enables us to treat more general types of SIS epidemics, while offering an easier key parameter to measure the average activity of those general viral agents.

A novel grey-fuzzy-Markov and pattern recognition model for industrial accident forecasting

NASA Astrophysics Data System (ADS)

Edem, Inyeneobong Ekoi; Oke, Sunday Ayoola; Adebiyi, Kazeem Adekunle

2017-10-01

Industrial forecasting is a top-echelon research domain, which has over the past several years experienced highly provocative research discussions. The scope of this research domain continues to expand due to the continuous knowledge ignition motivated by scholars in the area. So, more intelligent and intellectual contributions on current research issues in the accident domain will potentially spark more lively academic, value-added discussions that will be of practical significance to members of the safety community. In this communication, a new grey-fuzzy-Markov time series model, developed from nondifferential grey interval analytical framework has been presented for the first time. This instrument forecasts future accident occurrences under time-invariance assumption. The actual contribution made in the article is to recognise accident occurrence patterns and decompose them into grey state principal pattern components. The architectural framework of the developed grey-fuzzy-Markov pattern recognition (GFMAPR) model has four stages: fuzzification, smoothening, defuzzification and whitenisation. The results of application of the developed novel model signify that forecasting could be effectively carried out under uncertain conditions and hence, positions the model as a distinctly superior tool for accident forecasting investigations. The novelty of the work lies in the capability of the model in making highly accurate predictions and forecasts based on the availability of small or incomplete accident data.

Inference for finite-sample trajectories in dynamic multi-state site-occupancy models using hidden Markov model smoothing

USGS Publications Warehouse

Fiske, Ian J.; Royle, J. Andrew; Gross, Kevin

2014-01-01

Ecologists and wildlife biologists increasingly use latent variable models to study patterns of species occurrence when detection is imperfect. These models have recently been generalized to accommodate both a more expansive description of state than simple presence or absence, and Markovian dynamics in the latent state over successive sampling seasons. In this paper, we write these multi-season, multi-state models as hidden Markov models to find both maximum likelihood estimates of model parameters and finite-sample estimators of the trajectory of the latent state over time. These estimators are especially useful for characterizing population trends in species of conservation concern. We also develop parametric bootstrap procedures that allow formal inference about latent trend. We examine model behavior through simulation, and we apply the model to data from the North American Amphibian Monitoring Program.

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

Wavelet-based Gaussian-mixture hidden Markov model for the detection of multistage seizure dynamics: A proof-of-concept study

PubMed Central

2011-01-01

Background Epilepsy is a common neurological disorder characterized by recurrent electrophysiological activities, known as seizures. Without the appropriate detection strategies, these seizure episodes can dramatically affect the quality of life for those afflicted. The rationale of this study is to develop an unsupervised algorithm for the detection of seizure states so that it may be implemented along with potential intervention strategies. Methods Hidden Markov model (HMM) was developed to interpret the state transitions of the in vitro rat hippocampal slice local field potentials (LFPs) during seizure episodes. It can be used to estimate the probability of state transitions and the corresponding characteristics of each state. Wavelet features were clustered and used to differentiate the electrophysiological characteristics at each corresponding HMM states. Using unsupervised training method, the HMM and the clustering parameters were obtained simultaneously. The HMM states were then assigned to the electrophysiological data using expert guided technique. Minimum redundancy maximum relevance (mRMR) analysis and Akaike Information Criterion (AICc) were applied to reduce the effect of over-fitting. The sensitivity, specificity and optimality index of chronic seizure detection were compared for various HMM topologies. The ability of distinguishing early and late tonic firing patterns prior to chronic seizures were also evaluated. Results Significant improvement in state detection performance was achieved when additional wavelet coefficient rates of change information were used as features. The final HMM topology obtained using mRMR and AICc was able to detect non-ictal (interictal), early and late tonic firing, chronic seizures and postictal activities. A mean sensitivity of 95.7%, mean specificity of 98.9% and optimality index of 0.995 in the detection of chronic seizures was achieved. The detection of early and late tonic firing was validated with experimental intracellular electrical recordings of seizures. Conclusions The HMM implementation of a seizure dynamics detector is an improvement over existing approaches using visual detection and complexity measures. The subjectivity involved in partitioning the observed data prior to training can be eliminated. It can also decipher the probabilities of seizure state transitions using the magnitude and rate of change wavelet information of the LFPs. PMID:21504608

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.

Identifying unproven cancer treatments on the health web: addressing accuracy, generalizability and scalability.

PubMed

Aphinyanaphongs, Yin; Fu, Lawrence D; Aliferis, Constantin F

2013-01-01

Building machine learning models that identify unproven cancer treatments on the Health Web is a promising approach for dealing with the dissemination of false and dangerous information to vulnerable health consumers. Aside from the obvious requirement of accuracy, two issues are of practical importance in deploying these models in real world applications. (a) Generalizability: The models must generalize to all treatments (not just the ones used in the training of the models). (b) Scalability: The models can be applied efficiently to billions of documents on the Health Web. First, we provide methods and related empirical data demonstrating strong accuracy and generalizability. Second, by combining the MapReduce distributed architecture and high dimensionality compression via Markov Boundary feature selection, we show how to scale the application of the models to WWW-scale corpora. The present work provides evidence that (a) a very small subset of unproven cancer treatments is sufficient to build a model to identify unproven treatments on the web; (b) unproven treatments use distinct language to market their claims and this language is learnable; (c) through distributed parallelization and state of the art feature selection, it is possible to prepare the corpora and build and apply models with large scalability.

Multiphysics Modeling of Electric-Swing Adsorption System with In-Vessel Condensation (POSTPRINT)

DTIC Science & Technology

2007-04-01

Petkovska, Danijela Antov-Bozalo, Ana Markovic Department of Chemical Engineering Faculty of Technology and Metallurgy University of Belgrade Belgrade...Government. M. Petkovska () · D. Antov-Bozalo · A. Markovic Department of Chemical Engineering, Faculty of Technology and Metallurgy , University of...distributions in a resistance-heated gran- ular activated- charcoal bed. Theor. Found. Chem. Eng. 36, 141– 144 (2002) Yu, F.D., Luo, L.A., Grevillot, G

Symbolic Heuristic Search for Factored Markov Decision Processes

NASA Technical Reports Server (NTRS)

Morris, Robert (Technical Monitor); Feng, Zheng-Zhu; Hansen, Eric A.

2003-01-01

We describe a planning algorithm that integrates two approaches to solving Markov decision processes with large state spaces. State abstraction is used to avoid evaluating states individually. Forward search from a start state, guided by an admissible heuristic, is used to avoid evaluating all states. We combine these two approaches in a novel way that exploits symbolic model-checking techniques and demonstrates their usefulness for decision-theoretic planning.

CTPPL: A Continuous Time Probabilistic Programming Language

DTIC Science & Technology

2009-07-01

recent years there has been a flurry of interest in continuous time models, mostly focused on continuous time Bayesian networks ( CTBNs ) [Nodelman, 2007... CTBNs are built on homogenous Markov processes. A homogenous Markov pro- cess is a finite state, continuous time process, consisting of an initial...q1 : xn()] ... Some state transitions can produce emissions. In a CTBN , each variable has a conditional inten- sity matrix Qu for every combination of

Semi-Markov Models for Degradation-Based Reliability

DTIC Science & Technology

2010-01-01

standard analysis techniques for Markov processes can be employed (cf. Whitt (1984), Altiok (1985), Perros (1994), and Osogami and Harchol-Balter...We want to approximate X by a PH random variable, sayY, with c.d.f. Ĥ. Marie (1980), Altiok (1985), Johnson (1993), Perros (1994), and Osogami and...provides a minimal representation when matching only two moments. By considering the guidance provided by Marie (1980), Whitt (1984), Altiok (1985), Perros

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.

Dynamic neutron scattering from conformational dynamics. I. Theory and Markov models

NASA Astrophysics Data System (ADS)

Lindner, Benjamin; Yi, Zheng; Prinz, Jan-Hendrik; Smith, Jeremy C.; Noé, Frank

2013-11-01

The dynamics of complex molecules can be directly probed by inelastic neutron scattering experiments. However, many of the underlying dynamical processes may exist on similar timescales, which makes it difficult to assign processes seen experimentally to specific structural rearrangements. Here, we show how Markov models can be used to connect structural changes observed in molecular dynamics simulation directly to the relaxation processes probed by scattering experiments. For this, a conformational dynamics theory of dynamical neutron and X-ray scattering is developed, following our previous approach for computing dynamical fingerprints of time-correlation functions [F. Noé, S. Doose, I. Daidone, M. Löllmann, J. Chodera, M. Sauer, and J. Smith, Proc. Natl. Acad. Sci. U.S.A. 108, 4822 (2011)]. Markov modeling is used to approximate the relaxation processes and timescales of the molecule via the eigenvectors and eigenvalues of a transition matrix between conformational substates. This procedure allows the establishment of a complete set of exponential decay functions and a full decomposition into the individual contributions, i.e., the contribution of every atom and dynamical process to each experimental relaxation process.

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

Entropy, complexity, and Markov diagrams for random walk cancer models.

PubMed

Newton, Paul K; Mason, Jeremy; Hurt, Brian; Bethel, Kelly; Bazhenova, Lyudmila; Nieva, Jorge; Kuhn, Peter

2014-12-19

The notion of entropy is used to compare the complexity associated with 12 common cancers based on metastatic tumor distribution autopsy data. We characterize power-law distributions, entropy, and Kullback-Liebler divergence associated with each primary cancer as compared with data for all cancer types aggregated. We then correlate entropy values with other measures of complexity associated with Markov chain dynamical systems models of progression. The Markov transition matrix associated with each cancer is associated with a directed graph model where nodes are anatomical locations where a metastatic tumor could develop, and edge weightings are transition probabilities of progression from site to site. The steady-state distribution corresponds to the autopsy data distribution. Entropy correlates well with the overall complexity of the reduced directed graph structure for each cancer and with a measure of systemic interconnectedness of the graph, called graph conductance. The models suggest that grouping cancers according to their entropy values, with skin, breast, kidney, and lung cancers being prototypical high entropy cancers, stomach, uterine, pancreatic and ovarian being mid-level entropy cancers, and colorectal, cervical, bladder, and prostate cancers being prototypical low entropy cancers, provides a potentially useful framework for viewing metastatic cancer in terms of predictability, complexity, and metastatic potential.

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.

Entropy, complexity, and Markov diagrams for random walk cancer models

NASA Astrophysics Data System (ADS)

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

2014-12-01

The notion of entropy is used to compare the complexity associated with 12 common cancers based on metastatic tumor distribution autopsy data. We characterize power-law distributions, entropy, and Kullback-Liebler divergence associated with each primary cancer as compared with data for all cancer types aggregated. We then correlate entropy values with other measures of complexity associated with Markov chain dynamical systems models of progression. The Markov transition matrix associated with each cancer is associated with a directed graph model where nodes are anatomical locations where a metastatic tumor could develop, and edge weightings are transition probabilities of progression from site to site. The steady-state distribution corresponds to the autopsy data distribution. Entropy correlates well with the overall complexity of the reduced directed graph structure for each cancer and with a measure of systemic interconnectedness of the graph, called graph conductance. The models suggest that grouping cancers according to their entropy values, with skin, breast, kidney, and lung cancers being prototypical high entropy cancers, stomach, uterine, pancreatic and ovarian being mid-level entropy cancers, and colorectal, cervical, bladder, and prostate cancers being prototypical low entropy cancers, provides a potentially useful framework for viewing metastatic cancer in terms of predictability, complexity, and metastatic potential.

Identifying differentially expressed genes in cancer patients using a non-parameter Ising model.

PubMed

Li, Xumeng; Feltus, Frank A; Sun, Xiaoqian; Wang, James Z; Luo, Feng

2011-10-01

Identification of genes and pathways involved in diseases and physiological conditions is a major task in systems biology. In this study, we developed a novel non-parameter Ising model to integrate protein-protein interaction network and microarray data for identifying differentially expressed (DE) genes. We also proposed a simulated annealing algorithm to find the optimal configuration of the Ising model. The Ising model was applied to two breast cancer microarray data sets. The results showed that more cancer-related DE sub-networks and genes were identified by the Ising model than those by the Markov random field model. Furthermore, cross-validation experiments showed that DE genes identified by Ising model can improve classification performance compared with DE genes identified by Markov random field model. Copyright © 2011 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim.