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.

Markov-random-field-based super-resolution mapping for identification of urban trees in VHR images

NASA Astrophysics Data System (ADS)

Ardila, Juan P.; Tolpekin, Valentyn A.; Bijker, Wietske; Stein, Alfred

2011-11-01

Identification of tree crowns from remote sensing requires detailed spectral information and submeter spatial resolution imagery. Traditional pixel-based classification techniques do not fully exploit the spatial and spectral characteristics of remote sensing datasets. We propose a contextual and probabilistic method for detection of tree crowns in urban areas using a Markov random field based super resolution mapping (SRM) approach in very high resolution images. Our method defines an objective energy function in terms of the conditional probabilities of panchromatic and multispectral images and it locally optimizes the labeling of tree crown pixels. Energy and model parameter values are estimated from multiple implementations of SRM in tuning areas and the method is applied in QuickBird images to produce a 0.6 m tree crown map in a city of The Netherlands. The SRM output shows an identification rate of 66% and commission and omission errors in small trees and shrub areas. The method outperforms tree crown identification results obtained with maximum likelihood, support vector machines and SRM at nominal resolution (2.4 m) approaches.

Statistical analysis of loopy belief propagation in random fields

NASA Astrophysics Data System (ADS)

Yasuda, Muneki; Kataoka, Shun; Tanaka, Kazuyuki

2015-10-01

Loopy belief propagation (LBP), which is equivalent to the Bethe approximation in statistical mechanics, is a message-passing-type inference method that is widely used to analyze systems based on Markov random fields (MRFs). In this paper, we propose a message-passing-type method to analytically evaluate the quenched average of LBP in random fields by using the replica cluster variation method. The proposed analytical method is applicable to general pairwise MRFs with random fields whose distributions differ from each other and can give the quenched averages of the Bethe free energies over random fields, which are consistent with numerical results. The order of its computational cost is equivalent to that of standard LBP. In the latter part of this paper, we describe the application of the proposed method to Bayesian image restoration, in which we observed that our theoretical results are in good agreement with the numerical results for natural images.

Bayesian prestack seismic inversion with a self-adaptive Huber-Markov random-field edge protection scheme

NASA Astrophysics Data System (ADS)

Tian, Yu-Kun; Zhou, Hui; Chen, Han-Ming; Zou, Ya-Ming; Guan, Shou-Jun

2013-12-01

Seismic inversion is a highly ill-posed problem, due to many factors such as the limited seismic frequency bandwidth and inappropriate forward modeling. To obtain a unique solution, some smoothing constraints, e.g., the Tikhonov regularization are usually applied. The Tikhonov method can maintain a global smooth solution, but cause a fuzzy structure edge. In this paper we use Huber-Markov random-field edge protection method in the procedure of inverting three parameters, P-velocity, S-velocity and density. The method can avoid blurring the structure edge and resist noise. For the parameter to be inverted, the Huber-Markov random-field constructs a neighborhood system, which further acts as the vertical and lateral constraints. We use a quadratic Huber edge penalty function within the layer to suppress noise and a linear one on the edges to avoid a fuzzy result. The effectiveness of our method is proved by inverting the synthetic data without and with noises. The relationship between the adopted constraints and the inversion results is analyzed as well.

BMRF-Net: a software tool for identification of protein interaction subnetworks by a bagging Markov random field-based method.

PubMed

Shi, Xu; Barnes, Robert O; Chen, Li; Shajahan-Haq, Ayesha N; Hilakivi-Clarke, Leena; Clarke, Robert; Wang, Yue; Xuan, Jianhua

2015-07-15

Identification of protein interaction subnetworks is an important step to help us understand complex molecular mechanisms in cancer. In this paper, we develop a BMRF-Net package, implemented in Java and C++, to identify protein interaction subnetworks based on a bagging Markov random field (BMRF) framework. By integrating gene expression data and protein-protein interaction data, this software tool can be used to identify biologically meaningful subnetworks. A user friendly graphic user interface is developed as a Cytoscape plugin for the BMRF-Net software to deal with the input/output interface. The detailed structure of the identified networks can be visualized in Cytoscape conveniently. The BMRF-Net package has been applied to breast cancer data to identify significant subnetworks related to breast cancer recurrence. The BMRF-Net package is available at http://sourceforge.net/projects/bmrfcjava/. The package is tested under Ubuntu 12.04 (64-bit), Java 7, glibc 2.15 and Cytoscape 3.1.0. © The Author 2015. Published by Oxford University Press. All rights reserved. For Permissions, please e-mail: journals.permissions@oup.com.

SAR Image Change Detection Based on Fuzzy Markov Random Field Model

NASA Astrophysics Data System (ADS)

Zhao, J.; Huang, G.; Zhao, Z.

2018-04-01

Most existing SAR image change detection algorithms only consider single pixel information of different images, and not consider the spatial dependencies of image pixels. So the change detection results are susceptible to image noise, and the detection effect is not ideal. Markov Random Field (MRF) can make full use of the spatial dependence of image pixels and improve detection accuracy. When segmenting the difference image, different categories of regions have a high degree of similarity at the junction of them. It is difficult to clearly distinguish the labels of the pixels near the boundaries of the judgment area. In the traditional MRF method, each pixel is given a hard label during iteration. So MRF is a hard decision in the process, and it will cause loss of information. This paper applies the combination of fuzzy theory and MRF to the change detection of SAR images. The experimental results show that the proposed method has better detection effect than the traditional MRF method.

Unsupervised change detection of multispectral images based on spatial constraint chi-squared transform and Markov random field model

NASA Astrophysics Data System (ADS)

Shi, Aiye; Wang, Chao; Shen, Shaohong; Huang, Fengchen; Ma, Zhenli

2016-10-01

Chi-squared transform (CST), as a statistical method, can describe the difference degree between vectors. The CST-based methods operate directly on information stored in the difference image and are simple and effective methods for detecting changes in remotely sensed images that have been registered and aligned. However, the technique does not take spatial information into consideration, which leads to much noise in the result of change detection. An improved unsupervised change detection method is proposed based on spatial constraint CST (SCCST) in combination with a Markov random field (MRF) model. First, the mean and variance matrix of the difference image of bitemporal images are estimated by an iterative trimming method. In each iteration, spatial information is injected to reduce scattered changed points (also known as "salt and pepper" noise). To determine the key parameter confidence level in the SCCST method, a pseudotraining dataset is constructed to estimate the optimal value. Then, the result of SCCST, as an initial solution of change detection, is further improved by the MRF model. The experiments on simulated and real multitemporal and multispectral images indicate that the proposed method performs well in comprehensive indices compared with other methods.

Incorporating interaction networks into the determination of functionally related hit genes in genomic experiments with Markov random fields

PubMed Central

Robinson, Sean; Nevalainen, Jaakko; Pinna, Guillaume; Campalans, Anna; Radicella, J. Pablo; Guyon, Laurent

2017-01-01

Abstract Motivation: Incorporating gene interaction data into the identification of ‘hit’ genes in genomic experiments is a well-established approach leveraging the ‘guilt by association’ assumption to obtain a network based hit list of functionally related genes. We aim to develop a method to allow for multivariate gene scores and multiple hit labels in order to extend the analysis of genomic screening data within such an approach. Results: We propose a Markov random field-based method to achieve our aim and show that the particular advantages of our method compared with those currently used lead to new insights in previously analysed data as well as for our own motivating data. Our method additionally achieves the best performance in an independent simulation experiment. The real data applications we consider comprise of a survival analysis and differential expression experiment and a cell-based RNA interference functional screen. Availability and implementation: We provide all of the data and code related to the results in the paper. Contact: sean.j.robinson@utu.fi or laurent.guyon@cea.fr Supplementary information: Supplementary data are available at Bioinformatics online. PMID:28881978

Detection and inpainting of facial wrinkles using texture orientation fields and Markov random field modeling.

PubMed

Batool, Nazre; Chellappa, Rama

2014-09-01

Facial retouching is widely used in media and entertainment industry. Professional software usually require a minimum level of user expertise to achieve the desirable results. In this paper, we present an algorithm to detect facial wrinkles/imperfection. We believe that any such algorithm would be amenable to facial retouching applications. The detection of wrinkles/imperfections can allow these skin features to be processed differently than the surrounding skin without much user interaction. For detection, Gabor filter responses along with texture orientation field are used as image features. A bimodal Gaussian mixture model (GMM) represents distributions of Gabor features of normal skin versus skin imperfections. Then, a Markov random field model is used to incorporate the spatial relationships among neighboring pixels for their GMM distributions and texture orientations. An expectation-maximization algorithm then classifies skin versus skin wrinkles/imperfections. Once detected automatically, wrinkles/imperfections are removed completely instead of being blended or blurred. We propose an exemplar-based constrained texture synthesis algorithm to inpaint irregularly shaped gaps left by the removal of detected wrinkles/imperfections. We present results conducted on images downloaded from the Internet to show the efficacy of our algorithms.

Improved estimates of partial volume coefficients from noisy brain MRI using spatial context.

PubMed

Manjón, José V; Tohka, Jussi; Robles, Montserrat

2010-11-01

This paper addresses the problem of accurate voxel-level estimation of tissue proportions in the human brain magnetic resonance imaging (MRI). Due to the finite resolution of acquisition systems, MRI voxels can contain contributions from more than a single tissue type. The voxel-level estimation of this fractional content is known as partial volume coefficient estimation. In the present work, two new methods to calculate the partial volume coefficients under noisy conditions are introduced and compared with current similar methods. Concretely, a novel Markov Random Field model allowing sharp transitions between partial volume coefficients of neighbouring voxels and an advanced non-local means filtering technique are proposed to reduce the errors due to random noise in the partial volume coefficient estimation. In addition, a comparison was made to find out how the different methodologies affect the measurement of the brain tissue type volumes. Based on the obtained results, the main conclusions are that (1) both Markov Random Field modelling and non-local means filtering improved the partial volume coefficient estimation results, and (2) non-local means filtering was the better of the two strategies for partial volume coefficient estimation. Copyright 2010 Elsevier Inc. All rights reserved.

Distributed memory parallel Markov random fields using graph partitioning

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

Heinemann, C.; Perciano, T.; Ushizima, D.

Markov random fields (MRF) based algorithms have attracted a large amount of interest in image analysis due to their ability to exploit contextual information about data. Image data generated by experimental facilities, though, continues to grow larger and more complex, making it more difficult to analyze in a reasonable amount of time. Applying image processing algorithms to large datasets requires alternative approaches to circumvent performance problems. Aiming to provide scientists with a new tool to recover valuable information from such datasets, we developed a general purpose distributed memory parallel MRF-based image analysis framework (MPI-PMRF). MPI-PMRF overcomes performance and memory limitationsmore » by distributing data and computations across processors. The proposed approach was successfully tested with synthetic and experimental datasets. Additionally, the performance of the MPI-PMRF framework is analyzed through a detailed scalability study. We show that a performance increase is obtained while maintaining an accuracy of the segmentation results higher than 98%. The contributions of this paper are: (a) development of a distributed memory MRF framework; (b) measurement of the performance increase of the proposed approach; (c) verification of segmentation accuracy in both synthetic and experimental, real-world datasets« less

Interferometric synthetic aperture radar phase unwrapping based on sparse Markov random fields by graph cuts

NASA Astrophysics Data System (ADS)

Zhou, Lifan; Chai, Dengfeng; Xia, Yu; Ma, Peifeng; Lin, Hui

2018-01-01

Phase unwrapping (PU) is one of the key processes in reconstructing the digital elevation model of a scene from its interferometric synthetic aperture radar (InSAR) data. It is known that two-dimensional (2-D) PU problems can be formulated as maximum a posteriori estimation of Markov random fields (MRFs). However, considering that the traditional MRF algorithm is usually defined on a rectangular grid, it fails easily if large parts of the wrapped data are dominated by noise caused by large low-coherence area or rapid-topography variation. A PU solution based on sparse MRF is presented to extend the traditional MRF algorithm to deal with sparse data, which allows the unwrapping of InSAR data dominated by high phase noise. To speed up the graph cuts algorithm for sparse MRF, we designed dual elementary graphs and merged them to obtain the Delaunay triangle graph, which is used to minimize the energy function efficiently. The experiments on simulated and real data, compared with other existing algorithms, both confirm the effectiveness of the proposed MRF approach, which suffers less from decorrelation effects caused by large low-coherence area or rapid-topography variation.

Structure-based Markov random field model for representing evolutionary constraints on functional sites.

PubMed

Jeong, Chan-Seok; Kim, Dongsup

2016-02-24

Elucidating the cooperative mechanism of interconnected residues is an important component toward understanding the biological function of a protein. Coevolution analysis has been developed to model the coevolutionary information reflecting structural and functional constraints. Recently, several methods have been developed based on a probabilistic graphical model called the Markov random field (MRF), which have led to significant improvements for coevolution analysis; however, thus far, the performance of these models has mainly been assessed by focusing on the aspect of protein structure. In this study, we built an MRF model whose graphical topology is determined by the residue proximity in the protein structure, and derived a novel positional coevolution estimate utilizing the node weight of the MRF model. This structure-based MRF method was evaluated for three data sets, each of which annotates catalytic site, allosteric site, and comprehensively determined functional site information. We demonstrate that the structure-based MRF architecture can encode the evolutionary information associated with biological function. Furthermore, we show that the node weight can more accurately represent positional coevolution information compared to the edge weight. Lastly, we demonstrate that the structure-based MRF model can be reliably built with only a few aligned sequences in linear time. The results show that adoption of a structure-based architecture could be an acceptable approximation for coevolution modeling with efficient computation complexity.

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.

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.

Application of the quantum spin glass theory to image restoration.

PubMed

Inoue, J I

2001-04-01

Quantum fluctuation is introduced into the Markov random-field model for image restoration in the context of a Bayesian approach. We investigate the dependence of the quantum fluctuation on the quality of a black and white image restoration by making use of statistical mechanics. We find that the maximum posterior marginal (MPM) estimate based on the quantum fluctuation gives a fine restoration in comparison with the maximum a posteriori estimate or the thermal fluctuation based MPM estimate.

Probability distributions for Markov chain based quantum walks

NASA Astrophysics Data System (ADS)

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

2018-01-01

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

EMR-based medical knowledge representation and inference via Markov random fields and distributed representation learning.

PubMed

Zhao, Chao; Jiang, Jingchi; Guan, Yi; Guo, Xitong; He, Bin

2018-05-01

Electronic medical records (EMRs) contain medical knowledge that can be used for clinical decision support (CDS). Our objective is to develop a general system that can extract and represent knowledge contained in EMRs to support three CDS tasks-test recommendation, initial diagnosis, and treatment plan recommendation-given the condition of a patient. We extracted four kinds of medical entities from records and constructed an EMR-based medical knowledge network (EMKN), in which nodes are entities and edges reflect their co-occurrence in a record. Three bipartite subgraphs (bigraphs) were extracted from the EMKN, one to support each task. One part of the bigraph was the given condition (e.g., symptoms), and the other was the condition to be inferred (e.g., diseases). Each bigraph was regarded as a Markov random field (MRF) to support the inference. We proposed three graph-based energy functions and three likelihood-based energy functions. Two of these functions are based on knowledge representation learning and can provide distributed representations of medical entities. Two EMR datasets and three metrics were utilized to evaluate the performance. As a whole, the evaluation results indicate that the proposed system outperformed the baseline methods. The distributed representation of medical entities does reflect similarity relationships with respect to knowledge level. Combining EMKN and MRF is an effective approach for general medical knowledge representation and inference. Different tasks, however, require individually designed energy functions. Copyright © 2018 Elsevier B.V. All rights reserved.

Surgical gesture segmentation and recognition.

PubMed

Tao, Lingling; Zappella, Luca; Hager, Gregory D; Vidal, René

2013-01-01

Automatic surgical gesture segmentation and recognition can provide useful feedback for surgical training in robotic surgery. Most prior work in this field relies on the robot's kinematic data. Although recent work [1,2] shows that the robot's video data can be equally effective for surgical gesture recognition, the segmentation of the video into gestures is assumed to be known. In this paper, we propose a framework for joint segmentation and recognition of surgical gestures from kinematic and video data. Unlike prior work that relies on either frame-level kinematic cues, or segment-level kinematic or video cues, our approach exploits both cues by using a combined Markov/semi-Markov conditional random field (MsM-CRF) model. Our experiments show that the proposed model improves over a Markov or semi-Markov CRF when using video data alone, gives results that are comparable to state-of-the-art methods on kinematic data alone, and improves over state-of-the-art methods when combining kinematic and video data.

Gene expression based mouse brain parcellation using Markov random field regularized non-negative matrix factorization

NASA Astrophysics Data System (ADS)

Pathak, Sayan D.; Haynor, David R.; Thompson, Carol L.; Lein, Ed; Hawrylycz, Michael

2009-02-01

Understanding the geography of genetic expression in the mouse brain has opened previously unexplored avenues in neuroinformatics. The Allen Brain Atlas (www.brain-map.org) (ABA) provides genome-wide colorimetric in situ hybridization (ISH) gene expression images at high spatial resolution, all mapped to a common three-dimensional 200μm3 spatial framework defined by the Allen Reference Atlas (ARA) and is a unique data set for studying expression based structural and functional organization of the brain. The goal of this study was to facilitate an unbiased data-driven structural partitioning of the major structures in the mouse brain. We have developed an algorithm that uses nonnegative matrix factorization (NMF) to perform parts based analysis of ISH gene expression images. The standard NMF approach and its variants are limited in their ability to flexibly integrate prior knowledge, in the context of spatial data. In this paper, we introduce spatial connectivity as an additional regularization in NMF decomposition via the use of Markov Random Fields (mNMF). The mNMF algorithm alternates neighborhood updates with iterations of the standard NMF algorithm to exploit spatial correlations in the data. We present the algorithm and show the sub-divisions of hippocampus and somatosensory-cortex obtained via this approach. The results are compared with established neuroanatomic knowledge. We also highlight novel gene expression based sub divisions of the hippocampus identified by using the mNMF algorithm.

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.

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

PubMed

Baptista, Helena; Mendes, Jorge M; MacNab, Ying C; Xavier, Miguel; Caldas-de-Almeida, José

2016-08-01

Conditionally specified Gaussian Markov random field (GMRF) models with adjacency-based neighbourhood weight matrix, commonly known as neighbourhood-based GMRF models, have been the mainstream approach to spatial smoothing in Bayesian disease mapping. In the present paper, we propose a conditionally specified Gaussian random field (GRF) model with a similarity-based non-spatial weight matrix to facilitate non-spatial smoothing in Bayesian disease mapping. The model, named similarity-based GRF, is motivated for modelling disease mapping data in situations where the underlying small area relative risks and the associated determinant factors do not vary systematically in space, and the similarity is defined by "similarity" with respect to the associated disease determinant factors. The neighbourhood-based GMRF and the similarity-based GRF are compared and accessed via a simulation study and by two case studies, using new data on alcohol abuse in Portugal collected by the World Mental Health Survey Initiative and the well-known lip cancer data in Scotland. In the presence of disease data with no evidence of positive spatial correlation, the simulation study showed a consistent gain in efficiency from the similarity-based GRF, compared with the adjacency-based GMRF with the determinant risk factors as covariate. This new approach broadens the scope of the existing conditional autocorrelation models. © The Author(s) 2016.

Nonpoint Source Solute Transport Normal to Aquifer Bedding in Heterogeneous, Markov Chain Random Fields

NASA Astrophysics Data System (ADS)

Zhang, H.; Harter, T.; Sivakumar, B.

2005-12-01

Facies-based geostatistical models have become important tools for the stochastic analysis of flow and transport processes in heterogeneous aquifers. However, little is known about the dependency of these processes on the parameters of facies- based geostatistical models. This study examines the nonpoint source solute transport normal to the major bedding plane in the presence of interconnected high conductivity (coarse- textured) facies in the aquifer medium and the dependence of the transport behavior upon the parameters of the constitutive facies model. A facies-based Markov chain geostatistical model is used to quantify the spatial variability of the aquifer system hydrostratigraphy. It is integrated with a groundwater flow model and a random walk particle transport model to estimate the solute travel time probability distribution functions (pdfs) for solute flux from the water table to the bottom boundary (production horizon) of the aquifer. The cases examined include, two-, three-, and four-facies models with horizontal to vertical facies mean length anisotropy ratios, ek, from 25:1 to 300:1, and with a wide range of facies volume proportions (e.g, from 5% to 95% coarse textured facies). Predictions of travel time pdfs are found to be significantly affected by the number of hydrostratigraphic facies identified in the aquifer, the proportions of coarse-textured sediments, the mean length of the facies (particularly the ratio of length to thickness of coarse materials), and - to a lesser degree - the juxtapositional preference among the hydrostratigraphic facies. In transport normal to the sedimentary bedding plane, travel time pdfs are not log- normally distributed as is often assumed. Also, macrodispersive behavior (variance of the travel time pdf) was found to not be a unique function of the conductivity variance. The skewness of the travel time pdf varied from negatively skewed to strongly positively skewed within the parameter range examined. We also show that the Markov chain approach may give significantly different travel time pdfs when compared to the more commonly used Gaussian random field approach even though the first and second order moments in the geostatistical distribution of the lnK field are identical. The choice of the appropriate geostatistical model is therefore critical in the assessment of nonpoint source transport.

Nonpoint source solute transport normal to aquifer bedding in heterogeneous, Markov chain random fields

NASA Astrophysics Data System (ADS)

Zhang, Hua; Harter, Thomas; Sivakumar, Bellie

2006-06-01

Facies-based geostatistical models have become important tools for analyzing flow and mass transport processes in heterogeneous aquifers. Yet little is known about the relationship between these latter processes and the parameters of facies-based geostatistical models. In this study, we examine the transport of a nonpoint source solute normal (perpendicular) to the major bedding plane of an alluvial aquifer medium that contains multiple geologic facies, including interconnected, high-conductivity (coarse textured) facies. We also evaluate the dependence of the transport behavior on the parameters of the constitutive facies model. A facies-based Markov chain geostatistical model is used to quantify the spatial variability of the aquifer system's hydrostratigraphy. It is integrated with a groundwater flow model and a random walk particle transport model to estimate the solute traveltime probability density function (pdf) for solute flux from the water table to the bottom boundary (the production horizon) of the aquifer. The cases examined include two-, three-, and four-facies models, with mean length anisotropy ratios for horizontal to vertical facies, ek, from 25:1 to 300:1 and with a wide range of facies volume proportions (e.g., from 5 to 95% coarse-textured facies). Predictions of traveltime pdfs are found to be significantly affected by the number of hydrostratigraphic facies identified in the aquifer. Those predictions of traveltime pdfs also are affected by the proportions of coarse-textured sediments, the mean length of the facies (particularly the ratio of length to thickness of coarse materials), and, to a lesser degree, the juxtapositional preference among the hydrostratigraphic facies. In transport normal to the sedimentary bedding plane, traveltime is not lognormally distributed as is often assumed. Also, macrodispersive behavior (variance of the traveltime) is found not to be a unique function of the conductivity variance. For the parameter range examined, the third moment of the traveltime pdf varies from negatively skewed to strongly positively skewed. We also show that the Markov chain approach may give significantly different traveltime distributions when compared to the more commonly used Gaussian random field approach, even when the first- and second-order moments in the geostatistical distribution of the lnK field are identical. The choice of the appropriate geostatistical model is therefore critical in the assessment of nonpoint source transport, and uncertainty about that choice must be considered in evaluating the results.

Landslide Inventory Mapping from Bitemporal 10 m SENTINEL-2 Images Using Change Detection Based Markov Random Field

NASA Astrophysics Data System (ADS)

Qin, Y.; Lu, P.; Li, Z.

2018-04-01

Landslide inventory mapping is essential for hazard assessment and mitigation. In most previous studies, landslide mapping was achieved by visual interpretation of aerial photos and remote sensing images. However, such method is labor-intensive and time-consuming, especially over large areas. Although a number of semi-automatic landslide mapping methods have been proposed over the past few years, limitations remain in terms of their applicability over different study areas and data, and there is large room for improvement in terms of the accuracy and automation degree. For these reasons, we developed a change detection-based Markov Random Field (CDMRF) method for landslide inventory mapping. The proposed method mainly includes two steps: 1) change detection-based multi-threshold for training samples generation and 2) MRF for landslide inventory mapping. Compared with the previous methods, the proposed method in this study has three advantages: 1) it combines multiple image difference techniques with multi-threshold method to generate reliable training samples; 2) it takes the spectral characteristics of landslides into account; and 3) it is highly automatic with little parameter tuning. The proposed method was applied for regional landslides mapping from 10 m Sentinel-2 images in Western China. Results corroborated the effectiveness and applicability of the proposed method especially the capability of rapid landslide mapping. Some directions for future research are offered. This study to our knowledge is the first attempt to map landslides from free and medium resolution satellite (i.e., Sentinel-2) images in China.

Understanding Past Population Dynamics: Bayesian Coalescent-Based Modeling with Covariates

PubMed Central

Gill, Mandev S.; Lemey, Philippe; Bennett, Shannon N.; Biek, Roman; Suchard, Marc A.

2016-01-01

Effective population size characterizes the genetic variability in a population and is a parameter of paramount importance in population genetics and evolutionary biology. Kingman’s coalescent process enables inference of past population dynamics directly from molecular sequence data, and researchers have developed a number of flexible coalescent-based models for Bayesian nonparametric estimation of the effective population size as a function of time. Major goals of demographic reconstruction include identifying driving factors of effective population size, and understanding the association between the effective population size and such factors. Building upon Bayesian nonparametric coalescent-based approaches, we introduce a flexible framework that incorporates time-varying covariates that exploit Gaussian Markov random fields to achieve temporal smoothing of effective population size trajectories. To approximate the posterior distribution, we adapt efficient Markov chain Monte Carlo algorithms designed for highly structured Gaussian models. Incorporating covariates into the demographic inference framework enables the modeling of associations between the effective population size and covariates while accounting for uncertainty in population histories. Furthermore, it can lead to more precise estimates of population dynamics. We apply our model to four examples. We reconstruct the demographic history of raccoon rabies in North America and find a significant association with the spatiotemporal spread of the outbreak. Next, we examine the effective population size trajectory of the DENV-4 virus in Puerto Rico along with viral isolate count data and find similar cyclic patterns. We compare the population history of the HIV-1 CRF02_AG clade in Cameroon with HIV incidence and prevalence data and find that the effective population size is more reflective of incidence rate. Finally, we explore the hypothesis that the population dynamics of musk ox during the Late Quaternary period were related to climate change. [Coalescent; effective population size; Gaussian Markov random fields; phylodynamics; phylogenetics; population genetics. PMID:27368344

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.

Service-Oriented Node Scheduling Scheme for Wireless Sensor Networks Using Markov Random Field Model

PubMed Central

Cheng, Hongju; Su, Zhihuang; Lloret, Jaime; Chen, Guolong

2014-01-01

Future wireless sensor networks are expected to provide various sensing services and energy efficiency is one of the most important criterions. The node scheduling strategy aims to increase network lifetime by selecting a set of sensor nodes to provide the required sensing services in a periodic manner. In this paper, we are concerned with the service-oriented node scheduling problem to provide multiple sensing services while maximizing the network lifetime. We firstly introduce how to model the data correlation for different services by using Markov Random Field (MRF) model. Secondly, we formulate the service-oriented node scheduling issue into three different problems, namely, the multi-service data denoising problem which aims at minimizing the noise level of sensed data, the representative node selection problem concerning with selecting a number of active nodes while determining the services they provide, and the multi-service node scheduling problem which aims at maximizing the network lifetime. Thirdly, we propose a Multi-service Data Denoising (MDD) algorithm, a novel multi-service Representative node Selection and service Determination (RSD) algorithm, and a novel MRF-based Multi-service Node Scheduling (MMNS) scheme to solve the above three problems respectively. Finally, extensive experiments demonstrate that the proposed scheme efficiently extends the network lifetime. PMID:25384005

Influence of Averaging Preprocessing on Image Analysis with a Markov Random Field Model

NASA Astrophysics Data System (ADS)

Sakamoto, Hirotaka; Nakanishi-Ohno, Yoshinori; Okada, Masato

2018-02-01

This paper describes our investigations into the influence of averaging preprocessing on the performance of image analysis. Averaging preprocessing involves a trade-off: image averaging is often undertaken to reduce noise while the number of image data available for image analysis is decreased. We formulated a process of generating image data by using a Markov random field (MRF) model to achieve image analysis tasks such as image restoration and hyper-parameter estimation by a Bayesian approach. According to the notions of Bayesian inference, posterior distributions were analyzed to evaluate the influence of averaging. There are three main results. First, we found that the performance of image restoration with a predetermined value for hyper-parameters is invariant regardless of whether averaging is conducted. We then found that the performance of hyper-parameter estimation deteriorates due to averaging. Our analysis of the negative logarithm of the posterior probability, which is called the free energy based on an analogy with statistical mechanics, indicated that the confidence of hyper-parameter estimation remains higher without averaging. Finally, we found that when the hyper-parameters are estimated from the data, the performance of image restoration worsens as averaging is undertaken. We conclude that averaging adversely influences the performance of image analysis through hyper-parameter estimation.

Automatic lung tumor segmentation on PET/CT images using fuzzy Markov random field model.

PubMed

Guo, Yu; Feng, Yuanming; Sun, Jian; Zhang, Ning; Lin, Wang; Sa, Yu; Wang, Ping

2014-01-01

The combination of positron emission tomography (PET) and CT images provides complementary functional and anatomical information of human tissues and it has been used for better tumor volume definition of lung cancer. This paper proposed a robust method for automatic lung tumor segmentation on PET/CT images. The new method is based on fuzzy Markov random field (MRF) model. The combination of PET and CT image information is achieved by using a proper joint posterior probability distribution of observed features in the fuzzy MRF model which performs better than the commonly used Gaussian joint distribution. In this study, the PET and CT simulation images of 7 non-small cell lung cancer (NSCLC) patients were used to evaluate the proposed method. Tumor segmentations with the proposed method and manual method by an experienced radiation oncologist on the fused images were performed, respectively. Segmentation results obtained with the two methods were similar and Dice's similarity coefficient (DSC) was 0.85 ± 0.013. It has been shown that effective and automatic segmentations can be achieved with this method for lung tumors which locate near other organs with similar intensities in PET and CT images, such as when the tumors extend into chest wall or mediastinum.

Multimodal brain-tumor segmentation based on Dirichlet process mixture model with anisotropic diffusion and Markov random field prior.

PubMed

Lu, Yisu; Jiang, Jun; Yang, Wei; Feng, Qianjin; Chen, Wufan

2014-01-01

Brain-tumor segmentation is an important clinical requirement for brain-tumor diagnosis and radiotherapy planning. It is well-known that the number of clusters is one of the most important parameters for automatic segmentation. However, it is difficult to define owing to the high diversity in appearance of tumor tissue among different patients and the ambiguous boundaries of lesions. In this study, a nonparametric mixture of Dirichlet process (MDP) model is applied to segment the tumor images, and the MDP segmentation can be performed without the initialization of the number of clusters. Because the classical MDP segmentation cannot be applied for real-time diagnosis, a new nonparametric segmentation algorithm combined with anisotropic diffusion and a Markov random field (MRF) smooth constraint is proposed in this study. Besides the segmentation of single modal brain-tumor images, we developed the algorithm to segment multimodal brain-tumor images by the magnetic resonance (MR) multimodal features and obtain the active tumor and edema in the same time. The proposed algorithm is evaluated using 32 multimodal MR glioma image sequences, and the segmentation results are compared with other approaches. The accuracy and computation time of our algorithm demonstrates very impressive performance and has a great potential for practical real-time clinical use.

Multimodal Brain-Tumor Segmentation Based on Dirichlet Process Mixture Model with Anisotropic Diffusion and Markov Random Field Prior

PubMed Central

Lu, Yisu; Jiang, Jun; Chen, Wufan

2014-01-01

Brain-tumor segmentation is an important clinical requirement for brain-tumor diagnosis and radiotherapy planning. It is well-known that the number of clusters is one of the most important parameters for automatic segmentation. However, it is difficult to define owing to the high diversity in appearance of tumor tissue among different patients and the ambiguous boundaries of lesions. In this study, a nonparametric mixture of Dirichlet process (MDP) model is applied to segment the tumor images, and the MDP segmentation can be performed without the initialization of the number of clusters. Because the classical MDP segmentation cannot be applied for real-time diagnosis, a new nonparametric segmentation algorithm combined with anisotropic diffusion and a Markov random field (MRF) smooth constraint is proposed in this study. Besides the segmentation of single modal brain-tumor images, we developed the algorithm to segment multimodal brain-tumor images by the magnetic resonance (MR) multimodal features and obtain the active tumor and edema in the same time. The proposed algorithm is evaluated using 32 multimodal MR glioma image sequences, and the segmentation results are compared with other approaches. The accuracy and computation time of our algorithm demonstrates very impressive performance and has a great potential for practical real-time clinical use. PMID:25254064

A Markov random field based approach to the identification of meat and bone meal in feed by near-infrared spectroscopic imaging.

PubMed

Jiang, Xunpeng; Yang, Zengling; Han, Lujia

2014-07-01

Contaminated meat and bone meal (MBM) in animal feedstuff has been the source of bovine spongiform encephalopathy (BSE) disease in cattle, leading to a ban in its use, so methods for its detection are essential. In this study, five pure feed and five pure MBM samples were used to prepare two sets of sample arrangements: set A for investigating the discrimination of individual feed/MBM particles and set B for larger numbers of overlapping particles. The two sets were used to test a Markov random field (MRF)-based approach. A Fourier transform infrared (FT-IR) imaging system was used for data acquisition. The spatial resolution of the near-infrared (NIR) spectroscopic image was 25 μm × 25 μm. Each spectrum was the average of 16 scans across the wavenumber range 7,000-4,000 cm(-1), at intervals of 8 cm(-1). This study introduces an innovative approach to analyzing NIR spectroscopic images: an MRF-based approach has been developed using the iterated conditional mode (ICM) algorithm, integrating initial labeling-derived results from support vector machine discriminant analysis (SVMDA) and observation data derived from the results of principal component analysis (PCA). The results showed that MBM covered by feed could be successfully recognized with an overall accuracy of 86.59% and a Kappa coefficient of 0.68. Compared with conventional methods, the MRF-based approach is capable of extracting spectral information combined with spatial information from NIR spectroscopic images. This new approach enhances the identification of MBM using NIR spectroscopic imaging.

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/

Oriented Markov random field based dendritic spine segmentation for fluorescence microscopy images.

PubMed

Cheng, Jie; Zhou, Xiaobo; Miller, Eric L; Alvarez, Veronica A; Sabatini, Bernardo L; Wong, Stephen T C

2010-10-01

Dendritic spines have been shown to be closely related to various functional properties of the neuron. Usually dendritic spines are manually labeled to analyze their morphological changes, which is very time-consuming and susceptible to operator bias, even with the assistance of computers. To deal with these issues, several methods have been recently proposed to automatically detect and measure the dendritic spines with little human interaction. However, problems such as degraded detection performance for images with larger pixel size (e.g. 0.125 μm/pixel instead of 0.08 μm/pixel) still exist in these methods. Moreover, the shapes of detected spines are also distorted. For example, the "necks" of some spines are missed. Here we present an oriented Markov random field (OMRF) based algorithm which improves spine detection as well as their geometric characterization. We begin with the identification of a region of interest (ROI) containing all the dendrites and spines to be analyzed. For this purpose, we introduce an adaptive procedure for identifying the image background. Next, the OMRF model is discussed within a statistical framework and the segmentation is solved as a maximum a posteriori estimation (MAP) problem, whose optimal solution is found by a knowledge-guided iterative conditional mode (KICM) algorithm. Compared with the existing algorithms, the proposed algorithm not only provides a more accurate representation of the spine shape, but also improves the detection performance by more than 50% with regard to reducing both the misses and false detection.

Observer-based sliding mode control of Markov jump systems with random sensor delays and partly unknown transition rates

NASA Astrophysics Data System (ADS)

Yao, Deyin; Lu, Renquan; Xu, Yong; Ren, Hongru

2017-10-01

In this paper, the sliding mode control problem of Markov jump systems (MJSs) with unmeasured state, partly unknown transition rates and random sensor delays is probed. In the practical engineering control, the exact information of transition rates is hard to obtain and the measurement channel is supposed to subject to random sensor delay. Design a Luenberger observer to estimate the unmeasured system state, and an integral sliding mode surface is constructed to ensure the exponential stability of MJSs. A sliding mode controller based on estimator is proposed to drive the system state onto the sliding mode surface and render the sliding mode dynamics exponentially mean-square stable with H∞ performance index. Finally, simulation results are provided to illustrate the effectiveness of the proposed results.

Colonoscopy video quality assessment using hidden Markov random fields

NASA Astrophysics Data System (ADS)

Park, Sun Young; Sargent, Dusty; Spofford, Inbar; Vosburgh, Kirby

2011-03-01

With colonoscopy becoming a common procedure for individuals aged 50 or more who are at risk of developing colorectal cancer (CRC), colon video data is being accumulated at an ever increasing rate. However, the clinically valuable information contained in these videos is not being maximally exploited to improve patient care and accelerate the development of new screening methods. One of the well-known difficulties in colonoscopy video analysis is the abundance of frames with no diagnostic information. Approximately 40% - 50% of the frames in a colonoscopy video are contaminated by noise, acquisition errors, glare, blur, and uneven illumination. Therefore, filtering out low quality frames containing no diagnostic information can significantly improve the efficiency of colonoscopy video analysis. To address this challenge, we present a quality assessment algorithm to detect and remove low quality, uninformative frames. The goal of our algorithm is to discard low quality frames while retaining all diagnostically relevant information. Our algorithm is based on a hidden Markov model (HMM) in combination with two measures of data quality to filter out uninformative frames. Furthermore, we present a two-level framework based on an embedded hidden Markov model (EHHM) to incorporate the proposed quality assessment algorithm into a complete, automated diagnostic image analysis system for colonoscopy video.

Brain tumor segmentation in 3D MRIs using an improved Markov random field model

NASA Astrophysics Data System (ADS)

Yousefi, Sahar; Azmi, Reza; Zahedi, Morteza

2011-10-01

Markov Random Field (MRF) models have been recently suggested for MRI brain segmentation by a large number of researchers. By employing Markovianity, which represents the local property, MRF models are able to solve a global optimization problem locally. But they still have a heavy computation burden, especially when they use stochastic relaxation schemes such as Simulated Annealing (SA). In this paper, a new 3D-MRF model is put forward to raise the speed of the convergence. Although, search procedure of SA is fairly localized and prevents from exploring the same diversity of solutions, it suffers from several limitations. In comparison, Genetic Algorithm (GA) has a good capability of global researching but it is weak in hill climbing. Our proposed algorithm combines SA and an improved GA (IGA) to optimize the solution which speeds up the computation time. What is more, this proposed algorithm outperforms the traditional 2D-MRF in quality of the solution.

Tumor angiogenesis assessment using multi-fluorescent scans on murine slices by Markov random field framework

NASA Astrophysics Data System (ADS)

Laifa, Oumeima; Le Guillou-Buffello, Delphine; Racoceanu, Daniel

2017-11-01

The fundamental role of vascular supply in tumor growth makes the evaluation of the angiogenesis crucial in assessing effect of anti-angiogenic therapies. Since many years, such therapies are designed to inhibit the vascular endothelial growth factor (VEGF). To contribute to the assessment of anti-angiogenic agent (Pazopanib) effect on vascular and cellular structures, we acquired data from tumors extracted from a murine tumor model using Multi- Fluorescence Scanning. In this paper, we implemented an unsupervised algorithm combining the Watershed segmentation and Markov Random Field model (MRF). This algorithm allowed us to quantify the proportion of apoptotic endothelial cells and to generate maps according to cell density. Stronger association between apoptosis and endothelial cells was revealed in the tumors receiving anti-angiogenic therapy (n = 4) as compared to those receiving placebo (n = 4). A high percentage of apoptotic cells in the tumor area are endothelial. Lower density cells were detected in tumor slices presenting higher apoptotic endothelial areas.

A multiscale Markov random field model in wavelet domain for image segmentation

NASA Astrophysics Data System (ADS)

Dai, Peng; Cheng, Yu; Wang, Shengchun; Du, Xinyu; Wu, Dan

2017-07-01

The human vision system has abilities for feature detection, learning and selective attention with some properties of hierarchy and bidirectional connection in the form of neural population. In this paper, a multiscale Markov random field model in the wavelet domain is proposed by mimicking some image processing functions of vision system. For an input scene, our model provides its sparse representations using wavelet transforms and extracts its topological organization using MRF. In addition, the hierarchy property of vision system is simulated using a pyramid framework in our model. There are two information flows in our model, i.e., a bottom-up procedure to extract input features and a top-down procedure to provide feedback controls. The two procedures are controlled simply by two pyramidal parameters, and some Gestalt laws are also integrated implicitly. Equipped with such biological inspired properties, our model can be used to accomplish different image segmentation tasks, such as edge detection and region segmentation.

A Heavy Tailed Expectation Maximization Hidden Markov Random Field Model with Applications to Segmentation of MRI

PubMed Central

Castillo-Barnes, Diego; Peis, Ignacio; Martínez-Murcia, Francisco J.; Segovia, Fermín; Illán, Ignacio A.; Górriz, Juan M.; Ramírez, Javier; Salas-Gonzalez, Diego

2017-01-01

A wide range of segmentation approaches assumes that intensity histograms extracted from magnetic resonance images (MRI) have a distribution for each brain tissue that can be modeled by a Gaussian distribution or a mixture of them. Nevertheless, intensity histograms of White Matter and Gray Matter are not symmetric and they exhibit heavy tails. In this work, we present a hidden Markov random field model with expectation maximization (EM-HMRF) modeling the components using the α-stable distribution. The proposed model is a generalization of the widely used EM-HMRF algorithm with Gaussian distributions. We test the α-stable EM-HMRF model in synthetic data and brain MRI data. The proposed methodology presents two main advantages: Firstly, it is more robust to outliers. Secondly, we obtain similar results than using Gaussian when the Gaussian assumption holds. This approach is able to model the spatial dependence between neighboring voxels in tomographic brain MRI. PMID:29209194

Unravelling changing interspecific interactions across environmental gradients using Markov random fields.

PubMed

Clark, Nicholas J; Wells, Konstans; Lindberg, Oscar

2018-05-16

Inferring interactions between co-occurring species is key to identify processes governing community assembly. Incorporating interspecific interactions in predictive models is common in ecology, yet most methods do not adequately account for indirect interactions (where an interaction between two species is masked by their shared interactions with a third) and assume interactions do not vary along environmental gradients. Markov random fields (MRF) overcome these limitations by estimating interspecific interactions, while controlling for indirect interactions, from multispecies occurrence data. We illustrate the utility of MRFs for ecologists interested in interspecific interactions, and demonstrate how covariates can be included (a set of models known as Conditional Random Fields, CRF) to infer how interactions vary along environmental gradients. We apply CRFs to two data sets of presence-absence data. The first illustrates how blood parasite (Haemoproteus, Plasmodium, and nematode microfilaria spp.) co-infection probabilities covary with relative abundance of their avian hosts. The second shows that co-occurrences between mosquito larvae and predatory insects vary along water temperature gradients. Other applications are discussed, including the potential to identify replacement or shifting impacts of highly connected species along climate or land-use gradients. We provide tools for building CRFs and plotting/interpreting results as an R package. © 2018 by the Ecological Society of America.

Segmentation of Image Data from Complex Organotypic 3D Models of Cancer Tissues with Markov Random Fields

PubMed Central

Robinson, Sean; Guyon, Laurent; Nevalainen, Jaakko; Toriseva, Mervi

2015-01-01

Organotypic, three dimensional (3D) cell culture models of epithelial tumour types such as prostate cancer recapitulate key aspects of the architecture and histology of solid cancers. Morphometric analysis of multicellular 3D organoids is particularly important when additional components such as the extracellular matrix and tumour microenvironment are included in the model. The complexity of such models has so far limited their successful implementation. There is a great need for automatic, accurate and robust image segmentation tools to facilitate the analysis of such biologically relevant 3D cell culture models. We present a segmentation method based on Markov random fields (MRFs) and illustrate our method using 3D stack image data from an organotypic 3D model of prostate cancer cells co-cultured with cancer-associated fibroblasts (CAFs). The 3D segmentation output suggests that these cell types are in physical contact with each other within the model, which has important implications for tumour biology. Segmentation performance is quantified using ground truth labels and we show how each step of our method increases segmentation accuracy. We provide the ground truth labels along with the image data and code. Using independent image data we show that our segmentation method is also more generally applicable to other types of cellular microscopy and not only limited to fluorescence microscopy. PMID:26630674

Markov random field based automatic image alignment for electron tomography.

PubMed

Amat, Fernando; Moussavi, Farshid; Comolli, Luis R; Elidan, Gal; Downing, Kenneth H; Horowitz, Mark

2008-03-01

We present a method for automatic full-precision alignment of the images in a tomographic tilt series. Full-precision automatic alignment of cryo electron microscopy images has remained a difficult challenge to date, due to the limited electron dose and low image contrast. These facts lead to poor signal to noise ratio (SNR) in the images, which causes automatic feature trackers to generate errors, even with high contrast gold particles as fiducial features. To enable fully automatic alignment for full-precision reconstructions, we frame the problem probabilistically as finding the most likely particle tracks given a set of noisy images, using contextual information to make the solution more robust to the noise in each image. To solve this maximum likelihood problem, we use Markov Random Fields (MRF) to establish the correspondence of features in alignment and robust optimization for projection model estimation. The resulting algorithm, called Robust Alignment and Projection Estimation for Tomographic Reconstruction, or RAPTOR, has not needed any manual intervention for the difficult datasets we have tried, and has provided sub-pixel alignment that is as good as the manual approach by an expert user. We are able to automatically map complete and partial marker trajectories and thus obtain highly accurate image alignment. Our method has been applied to challenging cryo electron tomographic datasets with low SNR from intact bacterial cells, as well as several plastic section and X-ray datasets.

Segmentation of Image Data from Complex Organotypic 3D Models of Cancer Tissues with Markov Random Fields.

PubMed

Robinson, Sean; Guyon, Laurent; Nevalainen, Jaakko; Toriseva, Mervi; Åkerfelt, Malin; Nees, Matthias

2015-01-01

Organotypic, three dimensional (3D) cell culture models of epithelial tumour types such as prostate cancer recapitulate key aspects of the architecture and histology of solid cancers. Morphometric analysis of multicellular 3D organoids is particularly important when additional components such as the extracellular matrix and tumour microenvironment are included in the model. The complexity of such models has so far limited their successful implementation. There is a great need for automatic, accurate and robust image segmentation tools to facilitate the analysis of such biologically relevant 3D cell culture models. We present a segmentation method based on Markov random fields (MRFs) and illustrate our method using 3D stack image data from an organotypic 3D model of prostate cancer cells co-cultured with cancer-associated fibroblasts (CAFs). The 3D segmentation output suggests that these cell types are in physical contact with each other within the model, which has important implications for tumour biology. Segmentation performance is quantified using ground truth labels and we show how each step of our method increases segmentation accuracy. We provide the ground truth labels along with the image data and code. Using independent image data we show that our segmentation method is also more generally applicable to other types of cellular microscopy and not only limited to fluorescence microscopy.

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.

Large deviations and mixing for dissipative PDEs with unbounded random kicks

NASA Astrophysics Data System (ADS)

Jakšić, V.; Nersesyan, V.; Pillet, C.-A.; Shirikyan, A.

2018-02-01

We study the problem of exponential mixing and large deviations for discrete-time Markov processes associated with a class of random dynamical systems. Under some dissipativity and regularisation hypotheses for the underlying deterministic dynamics and a non-degeneracy condition for the driving random force, we discuss the existence and uniqueness of a stationary measure and its exponential stability in the Kantorovich-Wasserstein metric. We next turn to the large deviations principle (LDP) and establish its validity for the occupation measures of the Markov processes in question. The proof is based on Kifer’s criterion for non-compact spaces, a result on large-time asymptotics for generalised Markov semigroup, and a coupling argument. These tools combined together constitute a new approach to LDP for infinite-dimensional processes without strong Feller property in a non-compact space. The results obtained can be applied to the two-dimensional Navier-Stokes system in a bounded domain and to the complex Ginzburg-Landau equation.

Filling of Cloud-Induced Gaps for Land Use and Land Cover Classifications Around Refugee Camps

NASA Astrophysics Data System (ADS)

Braun, Andreas; Hagensieker, Ron; Hochschild, Volker

2016-08-01

Clouds cover is one of the main constraints in the field of optical remote sensing. Especially the use of multispectral imagery is affected by either fully obscured data or parts of the image which remain unusable. This study compares four algorithms for the filling of cloud induced gaps in classified land cover products based on Markov Random Fields (MRF), Random Forest (RF), Closest Spectral Fit (CSF) operators. They are tested on a classified image of Sentinel-2 where artificial clouds are filled by information derived from a scene of Sentinel-1. The approaches rely on different mathematical principles and therefore produced results varying in both pattern and quality. Overall accuracies for the filled areas range from 57 to 64 %. Best results are achieved by CSF, however some classes (e.g. sands and grassland) remain critical through all approaches.

Forward and Inverse Modeling of Self-potential. A Tomography of Groundwater Flow and Comparison Between Deterministic and Stochastic Inversion Methods

NASA Astrophysics Data System (ADS)

Quintero-Chavarria, E.; Ochoa Gutierrez, L. H.

2016-12-01

Applications of the Self-potential Method in the fields of Hydrogeology and Environmental Sciences have had significant developments during the last two decades with a strong use on groundwater flows identification. Although only few authors deal with the forward problem's solution -especially in geophysics literature- different inversion procedures are currently being developed but in most cases they are compared with unconventional groundwater velocity fields and restricted to structured meshes. This research solves the forward problem based on the finite element method using the St. Venant's Principle to transform a point dipole, which is the field generated by a single vector, into a distribution of electrical monopoles. Then, two simple aquifer models were generated with specific boundary conditions and head potentials, velocity fields and electric potentials in the medium were computed. With the model's surface electric potential, the inverse problem is solved to retrieve the source of electric potential (vector field associated to groundwater flow) using deterministic and stochastic approaches. The first approach was carried out by implementing a Tikhonov regularization with a stabilized operator adapted to the finite element mesh while for the second a hierarchical Bayesian model based on Markov chain Monte Carlo (McMC) and Markov Random Fields (MRF) was constructed. For all implemented methods, the result between the direct and inverse models was contrasted in two ways: 1) shape and distribution of the vector field, and 2) magnitude's histogram. Finally, it was concluded that inversion procedures are improved when the velocity field's behavior is considered, thus, the deterministic method is more suitable for unconfined aquifers than confined ones. McMC has restricted applications and requires a lot of information (particularly in potentials fields) while MRF has a remarkable response especially when dealing with confined aquifers.

An efficient system for reliably transmitting image and video data over low bit rate noisy channels

NASA Technical Reports Server (NTRS)

Costello, Daniel J., Jr.; Huang, Y. F.; Stevenson, Robert L.

1994-01-01

This research project is intended to develop an efficient system for reliably transmitting image and video data over low bit rate noisy channels. The basic ideas behind the proposed approach are the following: employ statistical-based image modeling to facilitate pre- and post-processing and error detection, use spare redundancy that the source compression did not remove to add robustness, and implement coded modulation to improve bandwidth efficiency and noise rejection. Over the last six months, progress has been made on various aspects of the project. Through our studies of the integrated system, a list-based iterative Trellis decoder has been developed. The decoder accepts feedback from a post-processor which can detect channel errors in the reconstructed image. The error detection is based on the Huber Markov random field image model for the compressed image. The compression scheme used here is that of JPEG (Joint Photographic Experts Group). Experiments were performed and the results are quite encouraging. The principal ideas here are extendable to other compression techniques. In addition, research was also performed on unequal error protection channel coding, subband vector quantization as a means of source coding, and post processing for reducing coding artifacts. Our studies on unequal error protection (UEP) coding for image transmission focused on examining the properties of the UEP capabilities of convolutional codes. The investigation of subband vector quantization employed a wavelet transform with special emphasis on exploiting interband redundancy. The outcome of this investigation included the development of three algorithms for subband vector quantization. The reduction of transform coding artifacts was studied with the aid of a non-Gaussian Markov random field model. This results in improved image decompression. These studies are summarized and the technical papers included in the appendices.

Application of the sequential quadratic programming algorithm for reconstructing the distribution of optical parameters based on the time-domain radiative transfer equation.

PubMed

Qi, Hong; Qiao, Yao-Bin; Ren, Ya-Tao; Shi, Jing-Wen; Zhang, Ze-Yu; Ruan, Li-Ming

2016-10-17

Sequential quadratic programming (SQP) is used as an optimization algorithm to reconstruct the optical parameters based on the time-domain radiative transfer equation (TD-RTE). Numerous time-resolved measurement signals are obtained using the TD-RTE as forward model. For a high computational efficiency, the gradient of objective function is calculated using an adjoint equation technique. SQP algorithm is employed to solve the inverse problem and the regularization term based on the generalized Gaussian Markov random field (GGMRF) model is used to overcome the ill-posed problem. Simulated results show that the proposed reconstruction scheme performs efficiently and accurately.

Effective comparative analysis of protein-protein interaction networks by measuring the steady-state network flow using a Markov model.

PubMed

Jeong, Hyundoo; Qian, Xiaoning; Yoon, Byung-Jun

2016-10-06

Comparative analysis of protein-protein interaction (PPI) networks provides an effective means of detecting conserved functional network modules across different species. Such modules typically consist of orthologous proteins with conserved interactions, which can be exploited to computationally predict the modules through network comparison. In this work, we propose a novel probabilistic framework for comparing PPI networks and effectively predicting the correspondence between proteins, represented as network nodes, that belong to conserved functional modules across the given PPI networks. The basic idea is to estimate the steady-state network flow between nodes that belong to different PPI networks based on a Markov random walk model. The random walker is designed to make random moves to adjacent nodes within a PPI network as well as cross-network moves between potential orthologous nodes with high sequence similarity. Based on this Markov random walk model, we estimate the steady-state network flow - or the long-term relative frequency of the transitions that the random walker makes - between nodes in different PPI networks, which can be used as a probabilistic score measuring their potential correspondence. Subsequently, the estimated scores can be used for detecting orthologous proteins in conserved functional modules through network alignment. Through evaluations based on multiple real PPI networks, we demonstrate that the proposed scheme leads to improved alignment results that are biologically more meaningful at reduced computational cost, outperforming the current state-of-the-art algorithms. The source code and datasets can be downloaded from http://www.ece.tamu.edu/~bjyoon/CUFID .

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.

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

PubMed

Shan, Gao; Zheng, Wei-Mou

2009-02-01

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

A Hybrid Seismic Inversion Method for V P/V S Ratio and Its Application to Gas Identification

NASA Astrophysics Data System (ADS)

Guo, Qiang; Zhang, Hongbing; Han, Feilong; Xiao, Wei; Shang, Zuoping

2018-03-01

The ratio of compressional wave velocity to shear wave velocity (V P/V S ratio) has established itself as one of the most important parameters in identifying gas reservoirs. However, considering that seismic inversion process is highly non-linear and geological conditions encountered may be complex, a direct estimation of V P/V S ratio from pre-stack seismic data remains a challenging task. In this paper, we propose a hybrid seismic inversion method to estimate V P/V S ratio directly. In this method, post- and pre-stack inversions are combined in which the pre-stack inversion for V P/V S ratio is driven by the post-stack inversion results (i.e., V P and density). In particular, the V P/V S ratio is considered as a model parameter and is directly inverted from the pre-stack inversion based on the exact Zoeppritz equation. Moreover, anisotropic Markov random field is employed in order to regularise the inversion process as well as taking care of geological structures (boundaries) information. Aided by the proposed hybrid inversion strategy, the directional weighting coefficients incorporated in the anisotropic Markov random field neighbourhoods are quantitatively calculated by the anisotropic diffusion method. The synthetic test demonstrates the effectiveness of the proposed inversion method. In particular, given low quality of the pre-stack data and high heterogeneity of the target layers in the field data, the proposed inversion method reveals the detailed model of V P/V S ratio that can successfully identify the gas-bearing zones.

Poissonian steady states: from stationary densities to stationary intensities.

PubMed

Eliazar, Iddo

2012-10-01

Markov dynamics are the most elemental and omnipresent form of stochastic dynamics in the sciences, with applications ranging from physics to chemistry, from biology to evolution, and from economics to finance. Markov dynamics can be either stationary or nonstationary. Stationary Markov dynamics represent statistical steady states and are quantified by stationary densities. In this paper, we generalize the notion of steady state to the case of general Markov dynamics. Considering an ensemble of independent motions governed by common Markov dynamics, we establish that the entire ensemble attains Poissonian steady states which are quantified by stationary Poissonian intensities and which hold valid also in the case of nonstationary Markov dynamics. The methodology is applied to a host of Markov dynamics, including Brownian motion, birth-death processes, random walks, geometric random walks, renewal processes, growth-collapse dynamics, decay-surge dynamics, Ito diffusions, and Langevin dynamics.

Poissonian steady states: From stationary densities to stationary intensities

NASA Astrophysics Data System (ADS)

Eliazar, Iddo

2012-10-01

Markov dynamics are the most elemental and omnipresent form of stochastic dynamics in the sciences, with applications ranging from physics to chemistry, from biology to evolution, and from economics to finance. Markov dynamics can be either stationary or nonstationary. Stationary Markov dynamics represent statistical steady states and are quantified by stationary densities. In this paper, we generalize the notion of steady state to the case of general Markov dynamics. Considering an ensemble of independent motions governed by common Markov dynamics, we establish that the entire ensemble attains Poissonian steady states which are quantified by stationary Poissonian intensities and which hold valid also in the case of nonstationary Markov dynamics. The methodology is applied to a host of Markov dynamics, including Brownian motion, birth-death processes, random walks, geometric random walks, renewal processes, growth-collapse dynamics, decay-surge dynamics, Ito diffusions, and Langevin dynamics.

Performance evaluation of an automatic MGRF-based lung segmentation approach

NASA Astrophysics Data System (ADS)

Soliman, Ahmed; Khalifa, Fahmi; Alansary, Amir; Gimel'farb, Georgy; El-Baz, Ayman

2013-10-01

The segmentation of the lung tissues in chest Computed Tomography (CT) images is an important step for developing any Computer-Aided Diagnostic (CAD) system for lung cancer and other pulmonary diseases. In this paper, we introduce a new framework for validating the accuracy of our developed Joint Markov-Gibbs based lung segmentation approach using 3D realistic synthetic phantoms. These phantoms are created using a 3D Generalized Gauss-Markov Random Field (GGMRF) model of voxel intensities with pairwise interaction to model the 3D appearance of the lung tissues. Then, the appearance of the generated 3D phantoms is simulated based on iterative minimization of an energy function that is based on the learned 3D-GGMRF image model. These 3D realistic phantoms can be used to evaluate the performance of any lung segmentation approach. The performance of our segmentation approach is evaluated using three metrics, namely, the Dice Similarity Coefficient (DSC), the modified Hausdorff distance, and the Average Volume Difference (AVD) between our segmentation and the ground truth. Our approach achieves mean values of 0.994±0.003, 8.844±2.495 mm, and 0.784±0.912 mm3, for the DSC, Hausdorff distance, and the AVD, respectively.

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

Surgical motion characterization in simulated needle insertion procedures

NASA Astrophysics Data System (ADS)

Holden, Matthew S.; Ungi, Tamas; Sargent, Derek; McGraw, Robert C.; Fichtinger, Gabor

2012-02-01

PURPOSE: Evaluation of surgical performance in image-guided needle insertions is of emerging interest, to both promote patient safety and improve the efficiency and effectiveness of training. The purpose of this study was to determine if a Markov model-based algorithm can more accurately segment a needle-based surgical procedure into its five constituent tasks than a simple threshold-based algorithm. METHODS: Simulated needle trajectories were generated with known ground truth segmentation by a synthetic procedural data generator, with random noise added to each degree of freedom of motion. The respective learning algorithms were trained, and then tested on different procedures to determine task segmentation accuracy. In the threshold-based algorithm, a change in tasks was detected when the needle crossed a position/velocity threshold. In the Markov model-based algorithm, task segmentation was performed by identifying the sequence of Markov models most likely to have produced the series of observations. RESULTS: For amplitudes of translational noise greater than 0.01mm, the Markov model-based algorithm was significantly more accurate in task segmentation than the threshold-based algorithm (82.3% vs. 49.9%, p<0.001 for amplitude 10.0mm). For amplitudes less than 0.01mm, the two algorithms produced insignificantly different results. CONCLUSION: Task segmentation of simulated needle insertion procedures was improved by using a Markov model-based algorithm as opposed to a threshold-based algorithm for procedures involving translational noise.

Detecting brain tumor in computed tomography images using Markov random fields and fuzzy C-means clustering techniques

NASA Astrophysics Data System (ADS)

Abdulbaqi, Hayder Saad; Jafri, Mohd Zubir Mat; Omar, Ahmad Fairuz; Mustafa, Iskandar Shahrim Bin; Abood, Loay Kadom

2015-04-01

Brain tumors, are an abnormal growth of tissues in the brain. They may arise in people of any age. They must be detected early, diagnosed accurately, monitored carefully, and treated effectively in order to optimize patient outcomes regarding both survival and quality of life. Manual segmentation of brain tumors from CT scan images is a challenging and time consuming task. Size and location accurate detection of brain tumor plays a vital role in the successful diagnosis and treatment of tumors. Brain tumor detection is considered a challenging mission in medical image processing. The aim of this paper is to introduce a scheme for tumor detection in CT scan images using two different techniques Hidden Markov Random Fields (HMRF) and Fuzzy C-means (FCM). The proposed method has been developed in this research in order to construct hybrid method between (HMRF) and threshold. These methods have been applied on 4 different patient data sets. The result of comparison among these methods shows that the proposed method gives good results for brain tissue detection, and is more robust and effective compared with (FCM) techniques.

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.

Honest Importance Sampling with Multiple Markov Chains

PubMed Central

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

2017-01-01

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

Honest Importance Sampling with Multiple Markov Chains.

PubMed

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

2015-01-01

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

Markov Property of the Conformal Field Theory Vacuum and the a Theorem.

PubMed

Casini, Horacio; Testé, Eduardo; Torroba, Gonzalo

2017-06-30

We use strong subadditivity of entanglement entropy, Lorentz invariance, and the Markov property of the vacuum state of a conformal field theory to give new proof of the irreversibility of the renormalization group in d=4 space-time dimensions-the a theorem. This extends the proofs of the c and F theorems in dimensions d=2 and d=3 based on vacuum entanglement entropy, and gives a unified picture of all known irreversibility theorems in relativistic quantum field theory.

Upscaling of dilution and mixing using a trajectory based Spatial Markov random walk model in a periodic flow domain

NASA Astrophysics Data System (ADS)

Sund, Nicole L.; Porta, Giovanni M.; Bolster, Diogo

2017-05-01

The Spatial Markov Model (SMM) is an upscaled model that has been used successfully to predict effective mean transport across a broad range of hydrologic settings. Here we propose a novel variant of the SMM, applicable to spatially periodic systems. This SMM is built using particle trajectories, rather than travel times. By applying the proposed SMM to a simple benchmark problem we demonstrate that it can predict mean effective transport, when compared to data from fully resolved direct numerical simulations. Next we propose a methodology for using this SMM framework to predict measures of mixing and dilution, that do not just depend on mean concentrations, but are strongly impacted by pore-scale concentration fluctuations. We use information from trajectories of particles to downscale and reconstruct pore-scale approximate concentration fields from which mixing and dilution measures are then calculated. The comparison between measurements from fully resolved simulations and predictions with the SMM agree very favorably.

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.

Exponential series approaches for nonparametric graphical models

NASA Astrophysics Data System (ADS)

Janofsky, Eric

Markov Random Fields (MRFs) or undirected graphical models are parsimonious representations of joint probability distributions. This thesis studies high-dimensional, continuous-valued pairwise Markov Random Fields. We are particularly interested in approximating pairwise densities whose logarithm belongs to a Sobolev space. For this problem we propose the method of exponential series which approximates the log density by a finite-dimensional exponential family with the number of sufficient statistics increasing with the sample size. We consider two approaches to estimating these models. The first is regularized maximum likelihood. This involves optimizing the sum of the log-likelihood of the data and a sparsity-inducing regularizer. We then propose a variational approximation to the likelihood based on tree-reweighted, nonparametric message passing. This approximation allows for upper bounds on risk estimates, leverages parallelization and is scalable to densities on hundreds of nodes. We show how the regularized variational MLE may be estimated using a proximal gradient algorithm. We then consider estimation using regularized score matching. This approach uses an alternative scoring rule to the log-likelihood, which obviates the need to compute the normalizing constant of the distribution. For general continuous-valued exponential families, we provide parameter and edge consistency results. As a special case we detail a new approach to sparse precision matrix estimation which has statistical performance competitive with the graphical lasso and computational performance competitive with the state-of-the-art glasso algorithm. We then describe results for model selection in the nonparametric pairwise model using exponential series. The regularized score matching problem is shown to be a convex program; we provide scalable algorithms based on consensus alternating direction method of multipliers (ADMM) and coordinate-wise descent. We use simulations to compare our method to others in the literature as well as the aforementioned TRW estimator.

Joint inversion of marine seismic AVA and CSEM data using statistical rock-physics models and Markov random fields: Stochastic inversion of AVA and CSEM data

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

Chen, J.; Hoversten, G.M.

2011-09-15

Joint inversion of seismic AVA and CSEM data requires rock-physics relationships to link seismic attributes to electrical properties. Ideally, we can connect them through reservoir parameters (e.g., porosity and water saturation) by developing physical-based models, such as Gassmann’s equations and Archie’s law, using nearby borehole logs. This could be difficult in the exploration stage because information available is typically insufficient for choosing suitable rock-physics models and for subsequently obtaining reliable estimates of the associated parameters. The use of improper rock-physics models and the inaccuracy of the estimates of model parameters may cause misleading inversion results. Conversely, it is easy tomore » derive statistical relationships among seismic and electrical attributes and reservoir parameters from distant borehole logs. In this study, we develop a Bayesian model to jointly invert seismic AVA and CSEM data for reservoir parameter estimation using statistical rock-physics models; the spatial dependence of geophysical and reservoir parameters are carried out by lithotypes through Markov random fields. We apply the developed model to a synthetic case, which simulates a CO{sub 2} monitoring application. We derive statistical rock-physics relations from borehole logs at one location and estimate seismic P- and S-wave velocity ratio, acoustic impedance, density, electrical resistivity, lithotypes, porosity, and water saturation at three different locations by conditioning to seismic AVA and CSEM data. Comparison of the inversion results with their corresponding true values shows that the correlation-based statistical rock-physics models provide significant information for improving the joint inversion results.« less

Efficient Inference for Trees and Alignments: Modeling Monolingual and Bilingual Syntax with Hard and Soft Constraints and Latent Variables

ERIC Educational Resources Information Center

Smith, David Arthur

2010-01-01

Much recent work in natural language processing treats linguistic analysis as an inference problem over graphs. This development opens up useful connections between machine learning, graph theory, and linguistics. The first part of this dissertation formulates syntactic dependency parsing as a dynamic Markov random field with the novel…

A Hierarchical and Contextual Model for Learning and Recognizing Highly Variant Visual Categories

DTIC Science & Technology

2010-01-01

neighboring pattern primitives, to create our model. We also present a minimax entropy framework for automatically learning which contextual constraints are...Grammars . . . . . . . . . . . . . . . . . . 19 3.2 Markov Random Fields . . . . . . . . . . . . . . . . . . . . . . . . 23 3.3 Creating a Contextual...Compositional Boosting. . . . . 119 7.8 Top-down hallucinations of missing objects. . . . . . . . . . . . . . . 121 7.9 The bottom-up to top-down

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

NASA Astrophysics Data System (ADS)

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

2018-05-01

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

Bayesian analysis of zero inflated spatiotemporal HIV/TB child mortality data through the INLA and SPDE approaches: Applied to data observed between 1992 and 2010 in rural North East South Africa

NASA Astrophysics Data System (ADS)

Musenge, Eustasius; Chirwa, Tobias Freeman; Kahn, Kathleen; Vounatsou, Penelope

2013-06-01

Longitudinal mortality data with few deaths usually have problems of zero-inflation. This paper presents and applies two Bayesian models which cater for zero-inflation, spatial and temporal random effects. To reduce the computational burden experienced when a large number of geo-locations are treated as a Gaussian field (GF) we transformed the field to a Gaussian Markov Random Fields (GMRF) by triangulation. We then modelled the spatial random effects using the Stochastic Partial Differential Equations (SPDEs). Inference was done using a computationally efficient alternative to Markov chain Monte Carlo (MCMC) called Integrated Nested Laplace Approximation (INLA) suited for GMRF. The models were applied to data from 71,057 children aged 0 to under 10 years from rural north-east South Africa living in 15,703 households over the years 1992-2010. We found protective effects on HIV/TB mortality due to greater birth weight, older age and more antenatal clinic visits during pregnancy (adjusted RR (95% CI)): 0.73(0.53;0.99), 0.18(0.14;0.22) and 0.96(0.94;0.97) respectively. Therefore childhood HIV/TB mortality could be reduced if mothers are better catered for during pregnancy as this can reduce mother-to-child transmissions and contribute to improved birth weights. The INLA and SPDE approaches are computationally good alternatives in modelling large multilevel spatiotemporal GMRF data structures.

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.

SAR-based change detection using hypothesis testing and Markov random field modelling

NASA Astrophysics Data System (ADS)

Cao, W.; Martinis, S.

2015-04-01

The objective of this study is to automatically detect changed areas caused by natural disasters from bi-temporal co-registered and calibrated TerraSAR-X data. The technique in this paper consists of two steps: Firstly, an automatic coarse detection step is applied based on a statistical hypothesis test for initializing the classification. The original analytical formula as proposed in the constant false alarm rate (CFAR) edge detector is reviewed and rewritten in a compact form of the incomplete beta function, which is a builtin routine in commercial scientific software such as MATLAB and IDL. Secondly, a post-classification step is introduced to optimize the noisy classification result in the previous step. Generally, an optimization problem can be formulated as a Markov random field (MRF) on which the quality of a classification is measured by an energy function. The optimal classification based on the MRF is related to the lowest energy value. Previous studies provide methods for the optimization problem using MRFs, such as the iterated conditional modes (ICM) algorithm. Recently, a novel algorithm was presented based on graph-cut theory. This method transforms a MRF to an equivalent graph and solves the optimization problem by a max-flow/min-cut algorithm on the graph. In this study this graph-cut algorithm is applied iteratively to improve the coarse classification. At each iteration the parameters of the energy function for the current classification are set by the logarithmic probability density function (PDF). The relevant parameters are estimated by the method of logarithmic cumulants (MoLC). Experiments are performed using two flood events in Germany and Australia in 2011 and a forest fire on La Palma in 2009 using pre- and post-event TerraSAR-X data. The results show convincing coarse classifications and considerable improvement by the graph-cut post-classification step.

Random Breakage of a Rod into Unit Lengths

ERIC Educational Resources Information Center

Gani, Joe; Swift, Randall

2011-01-01

In this article we consider the random breakage of a rod into "L" unit elements and present a Markov chain based method that tracks intermediate breakage configurations. The probability of the time to final breakage for L = 3, 4, 5 is obtained and the method is shown to extend in principle, beyond L = 5.

Probability-based constrained MPC for structured uncertain systems with state and random input delays

NASA Astrophysics Data System (ADS)

Lu, Jianbo; Li, Dewei; Xi, Yugeng

2013-07-01

This article is concerned with probability-based constrained model predictive control (MPC) for systems with both structured uncertainties and time delays, where a random input delay and multiple fixed state delays are included. The process of input delay is governed by a discrete-time finite-state Markov chain. By invoking an appropriate augmented state, the system is transformed into a standard structured uncertain time-delay Markov jump linear system (MJLS). For the resulting system, a multi-step feedback control law is utilised to minimise an upper bound on the expected value of performance objective. The proposed design has been proved to stabilise the closed-loop system in the mean square sense and to guarantee constraints on control inputs and system states. Finally, a numerical example is given to illustrate the proposed results.

Detecting duplicate biological entities using Shortest Path Edit Distance.

PubMed

Rudniy, Alex; Song, Min; Geller, James

2010-01-01

Duplicate entity detection in biological data is an important research task. In this paper, we propose a novel and context-sensitive Shortest Path Edit Distance (SPED) extending and supplementing our previous work on Markov Random Field-based Edit Distance (MRFED). SPED transforms the edit distance computational problem to the calculation of the shortest path among two selected vertices of a graph. We produce several modifications of SPED by applying Levenshtein, arithmetic mean, histogram difference and TFIDF techniques to solve subtasks. We compare SPED performance to other well-known distance algorithms for biological entity matching. The experimental results show that SPED produces competitive outcomes.

Automatic Mrf-Based Registration of High Resolution Satellite Video Data

NASA Astrophysics Data System (ADS)

Platias, C.; Vakalopoulou, M.; Karantzalos, K.

2016-06-01

In this paper we propose a deformable registration framework for high resolution satellite video data able to automatically and accurately co-register satellite video frames and/or register them to a reference map/image. The proposed approach performs non-rigid registration, formulates a Markov Random Fields (MRF) model, while efficient linear programming is employed for reaching the lowest potential of the cost function. The developed approach has been applied and validated on satellite video sequences from Skybox Imaging and compared with a rigid, descriptor-based registration method. Regarding the computational performance, both the MRF-based and the descriptor-based methods were quite efficient, with the first one converging in some minutes and the second in some seconds. Regarding the registration accuracy the proposed MRF-based method significantly outperformed the descriptor-based one in all the performing experiments.

Data and results of a laboratory investigation of microprocessor upset caused by simulated lightning-induced analog transients

NASA Technical Reports Server (NTRS)

Belcastro, C. M.

1984-01-01

Advanced composite aircraft designs include fault-tolerant computer-based digital control systems with thigh reliability requirements for adverse as well as optimum operating environments. Since aircraft penetrate intense electromagnetic fields during thunderstorms, onboard computer systems maya be subjected to field-induced transient voltages and currents resulting in functional error modes which are collectively referred to as digital system upset. A methodology was developed for assessing the upset susceptibility of a computer system onboard an aircraft flying through a lightning environment. Upset error modes in a general-purpose microprocessor were studied via tests which involved the random input of analog transients which model lightning-induced signals onto interface lines of an 8080-based microcomputer from which upset error data were recorded. The application of Markov modeling to upset susceptibility estimation is discussed and a stochastic model development.

Detecting brain tumor in computed tomography images using Markov random fields and fuzzy C-means clustering techniques

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

Abdulbaqi, Hayder Saad; Department of Physics, College of Education, University of Al-Qadisiya, Al-Qadisiya; Jafri, Mohd Zubir Mat

Brain tumors, are an abnormal growth of tissues in the brain. They may arise in people of any age. They must be detected early, diagnosed accurately, monitored carefully, and treated effectively in order to optimize patient outcomes regarding both survival and quality of life. Manual segmentation of brain tumors from CT scan images is a challenging and time consuming task. Size and location accurate detection of brain tumor plays a vital role in the successful diagnosis and treatment of tumors. Brain tumor detection is considered a challenging mission in medical image processing. The aim of this paper is to introducemore » a scheme for tumor detection in CT scan images using two different techniques Hidden Markov Random Fields (HMRF) and Fuzzy C-means (FCM). The proposed method has been developed in this research in order to construct hybrid method between (HMRF) and threshold. These methods have been applied on 4 different patient data sets. The result of comparison among these methods shows that the proposed method gives good results for brain tissue detection, and is more robust and effective compared with (FCM) techniques.« less

Hidden Markov random field model and Broyden-Fletcher-Goldfarb-Shanno algorithm for brain image segmentation

NASA Astrophysics Data System (ADS)

Guerrout, EL-Hachemi; Ait-Aoudia, Samy; Michelucci, Dominique; Mahiou, Ramdane

2018-05-01

Many routine medical examinations produce images of patients suffering from various pathologies. With the huge number of medical images, the manual analysis and interpretation became a tedious task. Thus, automatic image segmentation became essential for diagnosis assistance. Segmentation consists in dividing the image into homogeneous and significant regions. We focus on hidden Markov random fields referred to as HMRF to model the problem of segmentation. This modelisation leads to a classical function minimisation problem. Broyden-Fletcher-Goldfarb-Shanno algorithm referred to as BFGS is one of the most powerful methods to solve unconstrained optimisation problem. In this paper, we investigate the combination of HMRF and BFGS algorithm to perform the segmentation operation. The proposed method shows very good segmentation results comparing with well-known approaches. The tests are conducted on brain magnetic resonance image databases (BrainWeb and IBSR) largely used to objectively confront the results obtained. The well-known Dice coefficient (DC) was used as similarity metric. The experimental results show that, in many cases, our proposed method approaches the perfect segmentation with a Dice Coefficient above .9. Moreover, it generally outperforms other methods in the tests conducted.

Enhancing gene regulatory network inference through data integration with markov random fields

DOE PAGES

Banf, Michael; Rhee, Seung Y.

2017-02-01

Here, a gene regulatory network links transcription factors to their target genes and represents a map of transcriptional regulation. Much progress has been made in deciphering gene regulatory networks computationally. However, gene regulatory network inference for most eukaryotic organisms remain challenging. To improve the accuracy of gene regulatory network inference and facilitate candidate selection for experimentation, we developed an algorithm called GRACE (Gene Regulatory network inference ACcuracy Enhancement). GRACE exploits biological a priori and heterogeneous data integration to generate high- confidence network predictions for eukaryotic organisms using Markov Random Fields in a semi-supervised fashion. GRACE uses a novel optimization schememore » to integrate regulatory evidence and biological relevance. It is particularly suited for model learning with sparse regulatory gold standard data. We show GRACE’s potential to produce high confidence regulatory networks compared to state of the art approaches using Drosophila melanogaster and Arabidopsis thaliana data. In an A. thaliana developmental gene regulatory network, GRACE recovers cell cycle related regulatory mechanisms and further hypothesizes several novel regulatory links, including a putative control mechanism of vascular structure formation due to modifications in cell proliferation.« less

Enhancing gene regulatory network inference through data integration with markov random fields

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

Banf, Michael; Rhee, Seung Y.

Here, a gene regulatory network links transcription factors to their target genes and represents a map of transcriptional regulation. Much progress has been made in deciphering gene regulatory networks computationally. However, gene regulatory network inference for most eukaryotic organisms remain challenging. To improve the accuracy of gene regulatory network inference and facilitate candidate selection for experimentation, we developed an algorithm called GRACE (Gene Regulatory network inference ACcuracy Enhancement). GRACE exploits biological a priori and heterogeneous data integration to generate high- confidence network predictions for eukaryotic organisms using Markov Random Fields in a semi-supervised fashion. GRACE uses a novel optimization schememore » to integrate regulatory evidence and biological relevance. It is particularly suited for model learning with sparse regulatory gold standard data. We show GRACE’s potential to produce high confidence regulatory networks compared to state of the art approaches using Drosophila melanogaster and Arabidopsis thaliana data. In an A. thaliana developmental gene regulatory network, GRACE recovers cell cycle related regulatory mechanisms and further hypothesizes several novel regulatory links, including a putative control mechanism of vascular structure formation due to modifications in cell proliferation.« less

Generalized expectation-maximization segmentation of brain MR images

NASA Astrophysics Data System (ADS)

Devalkeneer, Arnaud A.; Robe, Pierre A.; Verly, Jacques G.; Phillips, Christophe L. M.

2006-03-01

Manual segmentation of medical images is unpractical because it is time consuming, not reproducible, and prone to human error. It is also very difficult to take into account the 3D nature of the images. Thus, semi- or fully-automatic methods are of great interest. Current segmentation algorithms based on an Expectation- Maximization (EM) procedure present some limitations. The algorithm by Ashburner et al., 2005, does not allow multichannel inputs, e.g. two MR images of different contrast, and does not use spatial constraints between adjacent voxels, e.g. Markov random field (MRF) constraints. The solution of Van Leemput et al., 1999, employs a simplified model (mixture coefficients are not estimated and only one Gaussian is used by tissue class, with three for the image background). We have thus implemented an algorithm that combines the features of these two approaches: multichannel inputs, intensity bias correction, multi-Gaussian histogram model, and Markov random field (MRF) constraints. Our proposed method classifies tissues in three iterative main stages by way of a Generalized-EM (GEM) algorithm: (1) estimation of the Gaussian parameters modeling the histogram of the images, (2) correction of image intensity non-uniformity, and (3) modification of prior classification knowledge by MRF techniques. The goal of the GEM algorithm is to maximize the log-likelihood across the classes and voxels. Our segmentation algorithm was validated on synthetic data (with the Dice metric criterion) and real data (by a neurosurgeon) and compared to the original algorithms by Ashburner et al. and Van Leemput et al. Our combined approach leads to more robust and accurate segmentation.

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.

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

NASA Astrophysics Data System (ADS)

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

2014-12-01

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

Blind Bayesian restoration of adaptive optics telescope images using generalized Gaussian Markov random field models

NASA Astrophysics Data System (ADS)

Jeffs, Brian D.; Christou, Julian C.

1998-09-01

This paper addresses post processing for resolution enhancement of sequences of short exposure adaptive optics (AO) images of space objects. The unknown residual blur is removed using Bayesian maximum a posteriori blind image restoration techniques. In the problem formulation, both the true image and the unknown blur psf's are represented by the flexible generalized Gaussian Markov random field (GGMRF) model. The GGMRF probability density function provides a natural mechanism for expressing available prior information about the image and blur. Incorporating such prior knowledge in the deconvolution optimization is crucial for the success of blind restoration algorithms. For example, space objects often contain sharp edge boundaries and geometric structures, while the residual blur psf in the corresponding partially corrected AO image is spectrally band limited, and exhibits while the residual blur psf in the corresponding partially corrected AO image is spectrally band limited, and exhibits smoothed, random , texture-like features on a peaked central core. By properly choosing parameters, GGMRF models can accurately represent both the blur psf and the object, and serve to regularize the deconvolution problem. These two GGMRF models also serve as discriminator functions to separate blur and object in the solution. Algorithm performance is demonstrated with examples from synthetic AO images. Results indicate significant resolution enhancement when applied to partially corrected AO images. An efficient computational algorithm is described.

The explicit form of the rate function for semi-Markov processes and its contractions

NASA Astrophysics Data System (ADS)

Sughiyama, Yuki; Kobayashi, Testuya J.

2018-03-01

We derive the explicit form of the rate function for semi-Markov processes. Here, the ‘random time change trick’ plays an essential role. Also, by exploiting the contraction principle of large deviation theory to the explicit form, we show that the fluctuation theorem (Gallavotti-Cohen symmetry) holds for semi-Markov cases. Furthermore, we elucidate that our rate function is an extension of the level 2.5 rate function for Markov processes to semi-Markov cases.

A modified method for MRF segmentation and bias correction of MR image with intensity inhomogeneity.

PubMed

Xie, Mei; Gao, Jingjing; Zhu, Chongjin; Zhou, Yan

2015-01-01

Markov random field (MRF) model is an effective method for brain tissue classification, which has been applied in MR image segmentation for decades. However, it falls short of the expected classification in MR images with intensity inhomogeneity for the bias field is not considered in the formulation. In this paper, we propose an interleaved method joining a modified MRF classification and bias field estimation in an energy minimization framework, whose initial estimation is based on k-means algorithm in view of prior information on MRI. The proposed method has a salient advantage of overcoming the misclassifications from the non-interleaved MRF classification for the MR image with intensity inhomogeneity. In contrast to other baseline methods, experimental results also have demonstrated the effectiveness and advantages of our algorithm via its applications in the real and the synthetic MR images.

Optically phase-locked electronic speckle pattern interferometer system performance for vibration measurement in random displacement fields

NASA Astrophysics Data System (ADS)

Moran, Steve E.; Lugannani, Robert; Craig, Peter N.; Law, Robert L.

1989-02-01

An analysis is made of the performance of an optically phase-locked electronic speckle pattern interferometer in the presence of random noise displacements. Expressions for the phase-locked speckle contrast for single-frame imagery and the composite rms exposure for two sequentially subtracted frames are obtained in terms of the phase-locked composite and single-frame fringe functions. The noise fringe functions are evaluated for stationary, coherence-separable noise displacements obeying Gauss-Markov temporal statistics. The theoretical findings presented here are qualitatively supported by experimental results.

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.

Sparse Representation for Color Image Restoration (PREPRINT)

DTIC Science & Technology

2006-10-01

as a universal denoiser of images, which learns the posterior from the given image in a way inspired by the Lempel - Ziv universal compression ...such as images, admit a sparse decomposition over a redundant dictionary leads to efficient algorithms for handling such sources of data . In...describe the data source. Such a model becomes paramount when developing algorithms for processing these signals. In this context, Markov-Random-Field

Detection of Gauss-Markov Random Fields with Nearest-Neighbor Dependency

DTIC Science & Technology

2010-01-01

sgn(Y )C log n, o.w, (45b) where sgn is the sign function and C > 0 is a constant. Consider the functionals H ′2, φ ′ 2 by replacing Yn with Zn in H2...Gaussian signal processing, and has held visiting faculty positions at INP , Toulouse. He is currently with the US Army Research Laboratory where his work

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.

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

PubMed

Xie, H; Pal, R; Mitra, S

2016-08-01

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

Stability of the Markov operator and synchronization of Markovian random products

NASA Astrophysics Data System (ADS)

Díaz, Lorenzo J.; Matias, Edgar

2018-05-01

We study Markovian random products on a large class of ‘m-dimensional’ connected compact metric spaces (including products of closed intervals and trees). We introduce a splitting condition, generalizing the classical one by Dubins and Freedman, and prove that this condition implies the asymptotic stability of the corresponding Markov operator and (exponentially fast) synchronization.

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

PubMed Central

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

2010-01-01

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

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

PubMed

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

2010-05-01

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

Eternal non-Markovianity: from random unitary to Markov chain realisations.

PubMed

Megier, Nina; Chruściński, Dariusz; Piilo, Jyrki; Strunz, Walter T

2017-07-25

The theoretical description of quantum dynamics in an intriguing way does not necessarily imply the underlying dynamics is indeed intriguing. Here we show how a known very interesting master equation with an always negative decay rate [eternal non-Markovianity (ENM)] arises from simple stochastic Schrödinger dynamics (random unitary dynamics). Equivalently, it may be seen as arising from a mixture of Markov (semi-group) open system dynamics. Both these approaches lead to a more general family of CPT maps, characterized by a point within a parameter triangle. Our results show how ENM quantum dynamics can be realised easily in the laboratory. Moreover, we find a quantum time-continuously measured (quantum trajectory) realisation of the dynamics of the ENM master equation based on unitary transformations and projective measurements in an extended Hilbert space, guided by a classical Markov process. Furthermore, a Gorini-Kossakowski-Sudarshan-Lindblad (GKSL) representation of the dynamics in an extended Hilbert space can be found, with a remarkable property: there is no dynamics in the ancilla state. Finally, analogous constructions for two qubits extend these results from non-CP-divisible to non-P-divisible dynamics.

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

PubMed Central

Griego, R. J.; Hersh, R.

1969-01-01

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

Theoretic derivation of directed acyclic subgraph algorithm and comparisons with message passing algorithm

NASA Astrophysics Data System (ADS)

Ha, Jeongmok; Jeong, Hong

2016-07-01

This study investigates the directed acyclic subgraph (DAS) algorithm, which is used to solve discrete labeling problems much more rapidly than other Markov-random-field-based inference methods but at a competitive accuracy. However, the mechanism by which the DAS algorithm simultaneously achieves competitive accuracy and fast execution speed, has not been elucidated by a theoretical derivation. We analyze the DAS algorithm by comparing it with a message passing algorithm. Graphical models, inference methods, and energy-minimization frameworks are compared between DAS and message passing algorithms. Moreover, the performances of DAS and other message passing methods [sum-product belief propagation (BP), max-product BP, and tree-reweighted message passing] are experimentally compared.

RSAT: regulatory sequence analysis tools.

PubMed

Thomas-Chollier, Morgane; Sand, Olivier; Turatsinze, Jean-Valéry; Janky, Rekin's; Defrance, Matthieu; Vervisch, Eric; Brohée, Sylvain; van Helden, Jacques

2008-07-01

The regulatory sequence analysis tools (RSAT, http://rsat.ulb.ac.be/rsat/) is a software suite that integrates a wide collection of modular tools for the detection of cis-regulatory elements in genome sequences. The suite includes programs for sequence retrieval, pattern discovery, phylogenetic footprint detection, pattern matching, genome scanning and feature map drawing. Random controls can be performed with random gene selections or by generating random sequences according to a variety of background models (Bernoulli, Markov). Beyond the original word-based pattern-discovery tools (oligo-analysis and dyad-analysis), we recently added a battery of tools for matrix-based detection of cis-acting elements, with some original features (adaptive background models, Markov-chain estimation of P-values) that do not exist in other matrix-based scanning tools. The web server offers an intuitive interface, where each program can be accessed either separately or connected to the other tools. In addition, the tools are now available as web services, enabling their integration in programmatic workflows. Genomes are regularly updated from various genome repositories (NCBI and EnsEMBL) and 682 organisms are currently supported. Since 1998, the tools have been used by several hundreds of researchers from all over the world. Several predictions made with RSAT were validated experimentally and published.

A novel image encryption algorithm based on chaos maps with Markov properties

NASA Astrophysics Data System (ADS)

Liu, Quan; Li, Pei-yue; Zhang, Ming-chao; Sui, Yong-xin; Yang, Huai-jiang

2015-02-01

In order to construct high complexity, secure and low cost image encryption algorithm, a class of chaos with Markov properties was researched and such algorithm was also proposed. The kind of chaos has higher complexity than the Logistic map and Tent map, which keeps the uniformity and low autocorrelation. An improved couple map lattice based on the chaos with Markov properties is also employed to cover the phase space of the chaos and enlarge the key space, which has better performance than the original one. A novel image encryption algorithm is constructed on the new couple map lattice, which is used as a key stream generator. A true random number is used to disturb the key which can dynamically change the permutation matrix and the key stream. From the experiments, it is known that the key stream can pass SP800-22 test. The novel image encryption can resist CPA and CCA attack and differential attack. The algorithm is sensitive to the initial key and can change the distribution the pixel values of the image. The correlation of the adjacent pixels can also be eliminated. When compared with the algorithm based on Logistic map, it has higher complexity and better uniformity, which is nearer to the true random number. It is also efficient to realize which showed its value in common use.

Classification of Active Microwave and Passive Optical Data Based on Bayesian Theory and Mrf

NASA Astrophysics Data System (ADS)

Yu, F.; Li, H. T.; Han, Y. S.; Gu, H. Y.

2012-08-01

A classifier based on Bayesian theory and Markov random field (MRF) is presented to classify the active microwave and passive optical remote sensing data, which have demonstrated their respective advantages in inversion of surface soil moisture content. In the method, the VV, VH polarization of ASAR and all the 7 TM bands are taken as the input of the classifier to get the class labels of each pixel of the images. And the model is validated for the necessities of integration of TM and ASAR, it shows that, the total precision of classification in this paper is 89.4%. Comparing with the classification with single TM, the accuracy increase 11.5%, illustrating that synthesis of active and passive optical remote sensing data is efficient and potential in classification.

Measuring the volume of brain tumour and determining its location in T2-weighted MRI images using hidden Markov random field: expectation maximization algorithm

NASA Astrophysics Data System (ADS)

Mat Jafri, Mohd. Zubir; Abdulbaqi, Hayder Saad; Mutter, Kussay N.; Mustapha, Iskandar Shahrim; Omar, Ahmad Fairuz

2017-06-01

A brain tumour is an abnormal growth of tissue in the brain. Most tumour volume measurement processes are carried out manually by the radiographer and radiologist without relying on any auto program. This manual method is a timeconsuming task and may give inaccurate results. Treatment, diagnosis, signs and symptoms of the brain tumours mainly depend on the tumour volume and its location. In this paper, an approach is proposed to improve volume measurement of brain tumors as well as using a new method to determine the brain tumour location. The current study presents a hybrid method that includes two methods. One method is hidden Markov random field - expectation maximization (HMRFEM), which employs a positive initial classification of the image. The other method employs the threshold, which enables the final segmentation. In this method, the tumour volume is calculated using voxel dimension measurements. The brain tumour location was determined accurately in T2- weighted MRI image using a new algorithm. According to the results, this process was proven to be more useful compared to the manual method. Thus, it provides the possibility of calculating the volume and determining location of a brain tumour.

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.

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.

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

Modeling complex metabolic reactions, ecological systems, and financial and legal networks with MIANN models based on Markov-Wiener node descriptors.

PubMed

Duardo-Sánchez, Aliuska; Munteanu, Cristian R; Riera-Fernández, Pablo; López-Díaz, Antonio; Pazos, Alejandro; González-Díaz, Humberto

2014-01-27

The use of numerical parameters in Complex Network analysis is expanding to new fields of application. At a molecular level, we can use them to describe the molecular structure of chemical entities, protein interactions, or metabolic networks. However, the applications are not restricted to the world of molecules and can be extended to the study of macroscopic nonliving systems, organisms, or even legal or social networks. On the other hand, the development of the field of Artificial Intelligence has led to the formulation of computational algorithms whose design is based on the structure and functioning of networks of biological neurons. These algorithms, called Artificial Neural Networks (ANNs), can be useful for the study of complex networks, since the numerical parameters that encode information of the network (for example centralities/node descriptors) can be used as inputs for the ANNs. The Wiener index (W) is a graph invariant widely used in chemoinformatics to quantify the molecular structure of drugs and to study complex networks. In this work, we explore for the first time the possibility of using Markov chains to calculate analogues of node distance numbers/W to describe complex networks from the point of view of their nodes. These parameters are called Markov-Wiener node descriptors of order k(th) (W(k)). Please, note that these descriptors are not related to Markov-Wiener stochastic processes. Here, we calculated the W(k)(i) values for a very high number of nodes (>100,000) in more than 100 different complex networks using the software MI-NODES. These networks were grouped according to the field of application. Molecular networks include the Metabolic Reaction Networks (MRNs) of 40 different organisms. In addition, we analyzed other biological and legal and social networks. These include the Interaction Web Database Biological Networks (IWDBNs), with 75 food webs or ecological systems and the Spanish Financial Law Network (SFLN). The calculated W(k)(i) values were used as inputs for different ANNs in order to discriminate correct node connectivity patterns from incorrect random patterns. The MIANN models obtained present good values of Sensitivity/Specificity (%): MRNs (78/78), IWDBNs (90/88), and SFLN (86/84). These preliminary results are very promising from the point of view of a first exploratory study and suggest that the use of these models could be extended to the high-throughput re-evaluation of connectivity in known complex networks (collation).

A scale-invariant change detection method for land use/cover change research

NASA Astrophysics Data System (ADS)

Xing, Jin; Sieber, Renee; Caelli, Terrence

2018-07-01

Land Use/Cover Change (LUCC) detection relies increasingly on comparing remote sensing images with different spatial and spectral scales. Based on scale-invariant image analysis algorithms in computer vision, we propose a scale-invariant LUCC detection method to identify changes from scale heterogeneous images. This method is composed of an entropy-based spatial decomposition, two scale-invariant feature extraction methods, Maximally Stable Extremal Region (MSER) and Scale-Invariant Feature Transformation (SIFT) algorithms, a spatial regression voting method to integrate MSER and SIFT results, a Markov Random Field-based smoothing method, and a support vector machine classification method to assign LUCC labels. We test the scale invariance of our new method with a LUCC case study in Montreal, Canada, 2005-2012. We found that the scale-invariant LUCC detection method provides similar accuracy compared with the resampling-based approach but this method avoids the LUCC distortion incurred by resampling.

Fully Bayesian inference for structural MRI: application to segmentation and statistical analysis of T2-hypointensities.

PubMed

Schmidt, Paul; Schmid, Volker J; Gaser, Christian; Buck, Dorothea; Bührlen, Susanne; Förschler, Annette; Mühlau, Mark

2013-01-01

Aiming at iron-related T2-hypointensity, which is related to normal aging and neurodegenerative processes, we here present two practicable approaches, based on Bayesian inference, for preprocessing and statistical analysis of a complex set of structural MRI data. In particular, Markov Chain Monte Carlo methods were used to simulate posterior distributions. First, we rendered a segmentation algorithm that uses outlier detection based on model checking techniques within a Bayesian mixture model. Second, we rendered an analytical tool comprising a Bayesian regression model with smoothness priors (in the form of Gaussian Markov random fields) mitigating the necessity to smooth data prior to statistical analysis. For validation, we used simulated data and MRI data of 27 healthy controls (age: [Formula: see text]; range, [Formula: see text]). We first observed robust segmentation of both simulated T2-hypointensities and gray-matter regions known to be T2-hypointense. Second, simulated data and images of segmented T2-hypointensity were analyzed. We found not only robust identification of simulated effects but also a biologically plausible age-related increase of T2-hypointensity primarily within the dentate nucleus but also within the globus pallidus, substantia nigra, and red nucleus. Our results indicate that fully Bayesian inference can successfully be applied for preprocessing and statistical analysis of structural MRI data.

A stochastic Markov chain model to describe lung cancer growth and metastasis.

PubMed

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

2012-01-01

A stochastic Markov chain model for metastatic progression is developed for primary lung cancer based on a network construction of metastatic sites with dynamics modeled as an ensemble of random walkers on the network. We calculate a transition matrix, with entries (transition probabilities) interpreted as random variables, and use it to construct a circular bi-directional network of primary and metastatic locations based on postmortem tissue analysis of 3827 autopsies on untreated patients documenting all primary tumor locations and metastatic sites from this population. The resulting 50 potential metastatic sites are connected by directed edges with distributed weightings, where the site connections and weightings are obtained by calculating the entries of an ensemble of transition matrices so that the steady-state distribution obtained from the long-time limit of the Markov chain dynamical system corresponds to the ensemble metastatic distribution obtained from the autopsy data set. We condition our search for a transition matrix on an initial distribution of metastatic tumors obtained from the data set. Through an iterative numerical search procedure, we adjust the entries of a sequence of approximations until a transition matrix with the correct steady-state is found (up to a numerical threshold). Since this constrained linear optimization problem is underdetermined, we characterize the statistical variance of the ensemble of transition matrices calculated using the means and variances of their singular value distributions as a diagnostic tool. We interpret the ensemble averaged transition probabilities as (approximately) normally distributed random variables. The model allows us to simulate and quantify disease progression pathways and timescales of progression from the lung position to other sites and we highlight several key findings based on the model.

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.

Markov Chain Analysis of Musical Dice Games

NASA Astrophysics Data System (ADS)

Volchenkov, D.; Dawin, J. R.

2012-07-01

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

Musical Markov Chains

NASA Astrophysics Data System (ADS)

Volchenkov, Dima; Dawin, Jean René

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

A semi-Markov model for mitosis segmentation in time-lapse phase contrast microscopy image sequences of stem cell populations.

PubMed

Liu, An-An; Li, Kang; Kanade, Takeo

2012-02-01

We propose a semi-Markov model trained in a max-margin learning framework for mitosis event segmentation in large-scale time-lapse phase contrast microscopy image sequences of stem cell populations. Our method consists of three steps. First, we apply a constrained optimization based microscopy image segmentation method that exploits phase contrast optics to extract candidate subsequences in the input image sequence that contains mitosis events. Then, we apply a max-margin hidden conditional random field (MM-HCRF) classifier learned from human-annotated mitotic and nonmitotic sequences to classify each candidate subsequence as a mitosis or not. Finally, a max-margin semi-Markov model (MM-SMM) trained on manually-segmented mitotic sequences is utilized to reinforce the mitosis classification results, and to further segment each mitosis into four predefined temporal stages. The proposed method outperforms the event-detection CRF model recently reported by Huh as well as several other competing methods in very challenging image sequences of multipolar-shaped C3H10T1/2 mesenchymal stem cells. For mitosis detection, an overall precision of 95.8% and a recall of 88.1% were achieved. For mitosis segmentation, the mean and standard deviation for the localization errors of the start and end points of all mitosis stages were well below 1 and 2 frames, respectively. In particular, an overall temporal location error of 0.73 ± 1.29 frames was achieved for locating daughter cell birth events.

A Fast Variational Approach for Learning Markov Random Field Language Models

DTIC Science & Technology

2015-01-01

the same distribution as n- gram models, but utilize a non-linear neural network pa- rameterization. NLMs have been shown to produce com- petitive...to either resort to local optimiza- tion methods, such as those used in neural lan- guage models, or work with heavily constrained distributions. In...embeddings learned through neural language models. Central to the language modelling problem is the challenge Proceedings of the 32nd International

Combinatorial Markov Random Fields and Their Applications to Information Organization

DTIC Science & Technology

2008-02-01

titles, part-of- speech tags; • Image processing: images, colors, texture, blobs, interest points, caption words; • Video processing: video signal, audio...McGurk and MacDonald published their pioneering work [80] that revealed the multi-modal nature of speech perception: sound and moving lips compose one... Speech (POS) n-grams (that correspond to the syntactic structure of text). POS n-grams are extracted from sentences in an incremental manner: the first n

Slow diffusion by Markov random flights

NASA Astrophysics Data System (ADS)

Kolesnik, Alexander D.

2018-06-01

We present a conception of the slow diffusion processes in the Euclidean spaces Rm , m ≥ 1, based on the theory of random flights with small constant speed that are driven by a homogeneous Poisson process of small rate. The slow diffusion condition that, on long time intervals, leads to the stationary distributions, is given. The stationary distributions of slow diffusion processes in some Euclidean spaces of low dimensions, are presented.

Decomposition of conditional probability for high-order symbolic Markov chains.

PubMed

Melnik, S S; Usatenko, O V

2017-07-01

The main goal of this paper is to develop an estimate for the conditional probability function of random stationary ergodic symbolic sequences with elements belonging to a finite alphabet. We elaborate on a decomposition procedure for the conditional probability function of sequences considered to be high-order Markov chains. We represent the conditional probability function as the sum of multilinear memory function monomials of different orders (from zero up to the chain order). This allows us to introduce a family of Markov chain models and to construct artificial sequences via a method of successive iterations, taking into account at each step increasingly high correlations among random elements. At weak correlations, the memory functions are uniquely expressed in terms of the high-order symbolic correlation functions. The proposed method fills the gap between two approaches, namely the likelihood estimation and the additive Markov chains. The obtained results may have applications for sequential approximation of artificial neural network training.

Decomposition of conditional probability for high-order symbolic Markov chains

NASA Astrophysics Data System (ADS)

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

2017-07-01

The main goal of this paper is to develop an estimate for the conditional probability function of random stationary ergodic symbolic sequences with elements belonging to a finite alphabet. We elaborate on a decomposition procedure for the conditional probability function of sequences considered to be high-order Markov chains. We represent the conditional probability function as the sum of multilinear memory function monomials of different orders (from zero up to the chain order). This allows us to introduce a family of Markov chain models and to construct artificial sequences via a method of successive iterations, taking into account at each step increasingly high correlations among random elements. At weak correlations, the memory functions are uniquely expressed in terms of the high-order symbolic correlation functions. The proposed method fills the gap between two approaches, namely the likelihood estimation and the additive Markov chains. The obtained results may have applications for sequential approximation of artificial neural network training.

Markov random fields and graphs for uncertainty management and symbolic data fusion in an urban scene interpretation

NASA Astrophysics Data System (ADS)

Moissinac, Henri; Maitre, Henri; Bloch, Isabelle

1995-11-01

An image interpretation method is presented for the automatic processing of aerial pictures of a urban landscape. In order to improve the picture analysis, some a priori knowledge extracted from a geographic map is introduced. A coherent graph-based model of the city is built, starting with the road network. A global uncertainty management scheme has been designed in order to evaluate the final confidence we can have in the final results. This model and the uncertainty management tend to reflect the hierarchy of the available data and the interpretation levels. The symbolic relationships linking the different kinds of elements are taken into account while propagating and combining the confidence measures along the interpretation process.

Robust Spectral Unmixing of Sparse Multispectral Lidar Waveforms using Gamma Markov Random Fields

DOE PAGES

Altmann, Yoann; Maccarone, Aurora; McCarthy, Aongus; ...

2017-05-10

Here, this paper presents a new Bayesian spectral un-mixing algorithm to analyse remote scenes sensed via sparse multispectral Lidar measurements. To a first approximation, in the presence of a target, each Lidar waveform consists of a main peak, whose position depends on the target distance and whose amplitude depends on the wavelength of the laser source considered (i.e, on the target reflectivity). Besides, these temporal responses are usually assumed to be corrupted by Poisson noise in the low photon count regime. When considering multiple wavelengths, it becomes possible to use spectral information in order to identify and quantify the mainmore » materials in the scene, in addition to estimation of the Lidar-based range profiles. Due to its anomaly detection capability, the proposed hierarchical Bayesian model, coupled with an efficient Markov chain Monte Carlo algorithm, allows robust estimation of depth images together with abundance and outlier maps associated with the observed 3D scene. The proposed methodology is illustrated via experiments conducted with real multispectral Lidar data acquired in a controlled environment. The results demonstrate the possibility to unmix spectral responses constructed from extremely sparse photon counts (less than 10 photons per pixel and band).« less

Infrared Ship Target Segmentation Based on Spatial Information Improved FCM.

PubMed

Bai, Xiangzhi; Chen, Zhiguo; Zhang, Yu; Liu, Zhaoying; Lu, Yi

2016-12-01

Segmentation of infrared (IR) ship images is always a challenging task, because of the intensity inhomogeneity and noise. The fuzzy C-means (FCM) clustering is a classical method widely used in image segmentation. However, it has some shortcomings, like not considering the spatial information or being sensitive to noise. In this paper, an improved FCM method based on the spatial information is proposed for IR ship target segmentation. The improvements include two parts: 1) adding the nonlocal spatial information based on the ship target and 2) using the spatial shape information of the contour of the ship target to refine the local spatial constraint by Markov random field. In addition, the results of K -means are used to initialize the improved FCM method. Experimental results show that the improved method is effective and performs better than the existing methods, including the existing FCM methods, for segmentation of the IR ship images.

Bayesian spatial transformation models with applications in neuroimaging data.

PubMed

Miranda, Michelle F; Zhu, Hongtu; Ibrahim, Joseph G

2013-12-01

The aim of this article is to develop a class of spatial transformation models (STM) to spatially model the varying association between imaging measures in a three-dimensional (3D) volume (or 2D surface) and a set of covariates. The proposed STM include a varying Box-Cox transformation model for dealing with the issue of non-Gaussian distributed imaging data and a Gaussian Markov random field model for incorporating spatial smoothness of the imaging data. Posterior computation proceeds via an efficient Markov chain Monte Carlo algorithm. Simulations and real data analysis demonstrate that the STM significantly outperforms the voxel-wise linear model with Gaussian noise in recovering meaningful geometric patterns. Our STM is able to reveal important brain regions with morphological changes in children with attention deficit hyperactivity disorder. © 2013, The International Biometric Society.

The application of mean field theory to image motion estimation.

PubMed

Zhang, J; Hanauer, G G

1995-01-01

Previously, Markov random field (MRF) model-based techniques have been proposed for image motion estimation. Since motion estimation is usually an ill-posed problem, various constraints are needed to obtain a unique and stable solution. The main advantage of the MRF approach is its capacity to incorporate such constraints, for instance, motion continuity within an object and motion discontinuity at the boundaries between objects. In the MRF approach, motion estimation is often formulated as an optimization problem, and two frequently used optimization methods are simulated annealing (SA) and iterative-conditional mode (ICM). Although the SA is theoretically optimal in the sense of finding the global optimum, it usually takes many iterations to converge. The ICM, on the other hand, converges quickly, but its results are often unsatisfactory due to its "hard decision" nature. Previously, the authors have applied the mean field theory to image segmentation and image restoration problems. It provides results nearly as good as SA but with much faster convergence. The present paper shows how the mean field theory can be applied to MRF model-based motion estimation. This approach is demonstrated on both synthetic and real-world images, where it produced good motion estimates.

Optimal Symmetric Multimodal Templates and Concatenated Random Forests for Supervised Brain Tumor Segmentation (Simplified) with ANTsR.

PubMed

Tustison, Nicholas J; Shrinidhi, K L; Wintermark, Max; Durst, Christopher R; Kandel, Benjamin M; Gee, James C; Grossman, Murray C; Avants, Brian B

2015-04-01

Segmenting and quantifying gliomas from MRI is an important task for diagnosis, planning intervention, and for tracking tumor changes over time. However, this task is complicated by the lack of prior knowledge concerning tumor location, spatial extent, shape, possible displacement of normal tissue, and intensity signature. To accommodate such complications, we introduce a framework for supervised segmentation based on multiple modality intensity, geometry, and asymmetry feature sets. These features drive a supervised whole-brain and tumor segmentation approach based on random forest-derived probabilities. The asymmetry-related features (based on optimal symmetric multimodal templates) demonstrate excellent discriminative properties within this framework. We also gain performance by generating probability maps from random forest models and using these maps for a refining Markov random field regularized probabilistic segmentation. This strategy allows us to interface the supervised learning capabilities of the random forest model with regularized probabilistic segmentation using the recently developed ANTsR package--a comprehensive statistical and visualization interface between the popular Advanced Normalization Tools (ANTs) and the R statistical project. The reported algorithmic framework was the top-performing entry in the MICCAI 2013 Multimodal Brain Tumor Segmentation challenge. The challenge data were widely varying consisting of both high-grade and low-grade glioma tumor four-modality MRI from five different institutions. Average Dice overlap measures for the final algorithmic assessment were 0.87, 0.78, and 0.74 for "complete", "core", and "enhanced" tumor components, respectively.

Handling target obscuration through Markov chain observations

NASA Astrophysics Data System (ADS)

Kouritzin, Michael A.; Wu, Biao

2008-04-01

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

Recovery of chemical Estimates by Field Inhomogeneity Neighborhood Error Detection (REFINED): Fat/Water Separation at 7T

PubMed Central

Narayan, Sreenath; Kalhan, Satish C.; Wilson, David L.

2012-01-01

I.Abstract Purpose To reduce swaps in fat-water separation methods, a particular issue on 7T small animal scanners due to field inhomogeneity, using image postprocessing innovations that detect and correct errors in the B0 field map. Materials and Methods Fat-water decompositions and B0 field maps were computed for images of mice acquired on a 7T Bruker BioSpec scanner, using a computationally efficient method for solving the Markov Random Field formulation of the multi-point Dixon model. The B0 field maps were processed with a novel hole-filling method, based on edge strength between regions, and a novel k-means method, based on field-map intensities, which were iteratively applied to automatically detect and reinitialize error regions in the B0 field maps. Errors were manually assessed in the B0 field maps and chemical parameter maps both before and after error correction. Results Partial swaps were found in 6% of images when processed with FLAWLESS. After REFINED correction, only 0.7% of images contained partial swaps, resulting in an 88% decrease in error rate. Complete swaps were not problematic. Conclusion Ex post facto error correction is a viable supplement to a priori techniques for producing globally smooth B0 field maps, without partial swaps. With our processing pipeline, it is possible to process image volumes rapidly, robustly, and almost automatically. PMID:23023815

Recovery of chemical estimates by field inhomogeneity neighborhood error detection (REFINED): fat/water separation at 7 tesla.

PubMed

Narayan, Sreenath; Kalhan, Satish C; Wilson, David L

2013-05-01

To reduce swaps in fat-water separation methods, a particular issue on 7 Tesla (T) small animal scanners due to field inhomogeneity, using image postprocessing innovations that detect and correct errors in the B0 field map. Fat-water decompositions and B0 field maps were computed for images of mice acquired on a 7T Bruker BioSpec scanner, using a computationally efficient method for solving the Markov Random Field formulation of the multi-point Dixon model. The B0 field maps were processed with a novel hole-filling method, based on edge strength between regions, and a novel k-means method, based on field-map intensities, which were iteratively applied to automatically detect and reinitialize error regions in the B0 field maps. Errors were manually assessed in the B0 field maps and chemical parameter maps both before and after error correction. Partial swaps were found in 6% of images when processed with FLAWLESS. After REFINED correction, only 0.7% of images contained partial swaps, resulting in an 88% decrease in error rate. Complete swaps were not problematic. Ex post facto error correction is a viable supplement to a priori techniques for producing globally smooth B0 field maps, without partial swaps. With our processing pipeline, it is possible to process image volumes rapidly, robustly, and almost automatically. Copyright © 2012 Wiley Periodicals, Inc.

Monocular Depth Perception and Robotic Grasping of Novel Objects

DTIC Science & Technology

2009-06-01

resulting algorithm is able to learn monocular vision cues that accurately estimate the relative depths of obstacles in a scene. Reinforcement learning ... learning still make sense in these settings? Since many of the cues that are useful for estimating depth can be re-created in synthetic images, we...supervised learning approach to this problem, and use a Markov Random Field (MRF) to model the scene depth as a function of the image features. We show

Tropical land use land cover mapping in Pará (Brazil) using discriminative Markov random fields and multi-temporal TerraSAR-X data

NASA Astrophysics Data System (ADS)

Hagensieker, Ron; Roscher, Ribana; Rosentreter, Johannes; Jakimow, Benjamin; Waske, Björn

2017-12-01

Remote sensing satellite data offer the unique possibility to map land use land cover transformations by providing spatially explicit information. However, detection of short-term processes and land use patterns of high spatial-temporal variability is a challenging task. We present a novel framework using multi-temporal TerraSAR-X data and machine learning techniques, namely discriminative Markov random fields with spatio-temporal priors, and import vector machines, in order to advance the mapping of land cover characterized by short-term changes. Our study region covers a current deforestation frontier in the Brazilian state Pará with land cover dominated by primary forests, different types of pasture land and secondary vegetation, and land use dominated by short-term processes such as slash-and-burn activities. The data set comprises multi-temporal TerraSAR-X imagery acquired over the course of the 2014 dry season, as well as optical data (RapidEye, Landsat) for reference. Results show that land use land cover is reliably mapped, resulting in spatially adjusted overall accuracies of up to 79% in a five class setting, yet limitations for the differentiation of different pasture types remain. The proposed method is applicable on multi-temporal data sets, and constitutes a feasible approach to map land use land cover in regions that are affected by high-frequent temporal changes.

SU-G-IeP4-03: Cone Beam X-Ray Luminescence Computed Tomography Based On Generalized Gaussian Markov Random Field

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

Zhang, G; Xing, L

2016-06-15

Purpose: Cone beam X-ray luminescence computed tomography (CB-XLCT), which aims to achieve molecular and functional imaging by X-rays, has recently been proposed as a new imaging modality. However, the inverse problem of CB-XLCT is seriously ill-conditioned, hindering us to achieve good image quality. In this work, a novel reconstruction method based on Bayesian theory is proposed to tackle this problem Methods: Bayesian theory provides a natural framework for utilizing various kinds of available prior information to improve the reconstruction image quality. A generalized Gaussian Markov random field (GGMRF) model is proposed here to construct the prior model of the Bayesianmore » theory. The most important feature of GGMRF model is the adjustable shape parameter p, which can be continuously adjusted from 1 to 2. The reconstruction image tends to have more edge-preserving property when p is slide to 1, while having more noise tolerance property when p is slide to 2, just like the behavior of L1 and L2 regularization methods, respectively. The proposed method provides a flexible regularization framework to adapt to a wide range of applications. Results: Numerical simulations were implemented to test the performance of the proposed method. The Digimouse atlas were employed to construct a three-dimensional mouse model, and two small cylinders were placed inside to serve as the targets. Reconstruction results show that the proposed method tends to obtain better spatial resolution with a smaller shape parameter, while better signal-to-noise image with a larger shape parameter. Quantitative indexes, contrast-to-noise ratio (CNR) and full-width at half-maximum (FWHM), were used to assess the performance of the proposed method, and confirmed its effectiveness in CB-XLCT reconstruction. Conclusion: A novel reconstruction method for CB-XLCT is proposed based on GGMRF model, which enables an adjustable performance tradeoff between L1 and L2 regularization methods. Numerical simulations were conducted to demonstrate its performance.« less

A Rigorous Temperature-Dependent Stochastic Modelling and Testing for MEMS-Based Inertial Sensor Errors.

PubMed

El-Diasty, Mohammed; Pagiatakis, Spiros

2009-01-01

In this paper, we examine the effect of changing the temperature points on MEMS-based inertial sensor random error. We collect static data under different temperature points using a MEMS-based inertial sensor mounted inside a thermal chamber. Rigorous stochastic models, namely Autoregressive-based Gauss-Markov (AR-based GM) models are developed to describe the random error behaviour. The proposed AR-based GM model is initially applied to short stationary inertial data to develop the stochastic model parameters (correlation times). It is shown that the stochastic model parameters of a MEMS-based inertial unit, namely the ADIS16364, are temperature dependent. In addition, field kinematic test data collected at about 17 °C are used to test the performance of the stochastic models at different temperature points in the filtering stage using Unscented Kalman Filter (UKF). It is shown that the stochastic model developed at 20 °C provides a more accurate inertial navigation solution than the ones obtained from the stochastic models developed at -40 °C, -20 °C, 0 °C, +40 °C, and +60 °C. The temperature dependence of the stochastic model is significant and should be considered at all times to obtain optimal navigation solution for MEMS-based INS/GPS integration.

Feynman-Kac formula for stochastic hybrid systems.

PubMed

Bressloff, Paul C

2017-01-01

We derive a Feynman-Kac formula for functionals of a stochastic hybrid system evolving according to a piecewise deterministic Markov process. We first derive a stochastic Liouville equation for the moment generator of the stochastic functional, given a particular realization of the underlying discrete Markov process; the latter generates transitions between different dynamical equations for the continuous process. We then analyze the stochastic Liouville equation using methods recently developed for diffusion processes in randomly switching environments. In particular, we obtain dynamical equations for the moment generating function, averaged with respect to realizations of the discrete Markov process. The resulting Feynman-Kac formula takes the form of a differential Chapman-Kolmogorov equation. We illustrate the theory by calculating the occupation time for a one-dimensional velocity jump process on the infinite or semi-infinite real line. Finally, we present an alternative derivation of the Feynman-Kac formula based on a recent path-integral formulation of stochastic hybrid systems.

Application of an Extended Parabolic Equation to the Calculation of the Mean Field and the Transverse and Longitudinal Mutual Coherence Functions Within Atmospheric Turbulence

NASA Technical Reports Server (NTRS)

Manning, Robert M.

2005-01-01

Solutions are derived for the generalized mutual coherence function (MCF), i.e., the second order moment, of a random wave field propagating through a random medium within the context of the extended parabolic equation. Here, "generalized" connotes the consideration of both the transverse as well as the longitudinal second order moments (with respect to the direction of propagation). Such solutions will afford a comparison between the results of the parabolic equation within the pararaxial approximation and those of the wide-angle extended theory. To this end, a statistical operator method is developed which gives a general equation for an arbitrary spatial statistical moment of the wave field. The generality of the operator method allows one to obtain an expression for the second order field moment in the direction longitudinal to the direction of propagation. Analytical solutions to these equations are derived for the Kolmogorov and Tatarskii spectra of atmospheric permittivity fluctuations within the Markov approximation.

Structure and Randomness of Continuous-Time, Discrete-Event Processes

NASA Astrophysics Data System (ADS)

Marzen, Sarah E.; Crutchfield, James P.

2017-10-01

Loosely speaking, the Shannon entropy rate is used to gauge a stochastic process' intrinsic randomness; the statistical complexity gives the cost of predicting the process. We calculate, for the first time, the entropy rate and statistical complexity of stochastic processes generated by finite unifilar hidden semi-Markov models—memoryful, state-dependent versions of renewal processes. Calculating these quantities requires introducing novel mathematical objects (ɛ -machines of hidden semi-Markov processes) and new information-theoretic methods to stochastic processes.

Exact distribution of a pattern in a set of random sequences generated by a Markov source: applications to biological data

PubMed Central

2010-01-01

Background In bioinformatics it is common to search for a pattern of interest in a potentially large set of rather short sequences (upstream gene regions, proteins, exons, etc.). Although many methodological approaches allow practitioners to compute the distribution of a pattern count in a random sequence generated by a Markov source, no specific developments have taken into account the counting of occurrences in a set of independent sequences. We aim to address this problem by deriving efficient approaches and algorithms to perform these computations both for low and high complexity patterns in the framework of homogeneous or heterogeneous Markov models. Results The latest advances in the field allowed us to use a technique of optimal Markov chain embedding based on deterministic finite automata to introduce three innovative algorithms. Algorithm 1 is the only one able to deal with heterogeneous models. It also permits to avoid any product of convolution of the pattern distribution in individual sequences. When working with homogeneous models, Algorithm 2 yields a dramatic reduction in the complexity by taking advantage of previous computations to obtain moment generating functions efficiently. In the particular case of low or moderate complexity patterns, Algorithm 3 exploits power computation and binary decomposition to further reduce the time complexity to a logarithmic scale. All these algorithms and their relative interest in comparison with existing ones were then tested and discussed on a toy-example and three biological data sets: structural patterns in protein loop structures, PROSITE signatures in a bacterial proteome, and transcription factors in upstream gene regions. On these data sets, we also compared our exact approaches to the tempting approximation that consists in concatenating the sequences in the data set into a single sequence. Conclusions Our algorithms prove to be effective and able to handle real data sets with multiple sequences, as well as biological patterns of interest, even when the latter display a high complexity (PROSITE signatures for example). In addition, these exact algorithms allow us to avoid the edge effect observed under the single sequence approximation, which leads to erroneous results, especially when the marginal distribution of the model displays a slow convergence toward the stationary distribution. We end up with a discussion on our method and on its potential improvements. PMID:20205909

Exact distribution of a pattern in a set of random sequences generated by a Markov source: applications to biological data.

PubMed

Nuel, Gregory; Regad, Leslie; Martin, Juliette; Camproux, Anne-Claude

2010-01-26

In bioinformatics it is common to search for a pattern of interest in a potentially large set of rather short sequences (upstream gene regions, proteins, exons, etc.). Although many methodological approaches allow practitioners to compute the distribution of a pattern count in a random sequence generated by a Markov source, no specific developments have taken into account the counting of occurrences in a set of independent sequences. We aim to address this problem by deriving efficient approaches and algorithms to perform these computations both for low and high complexity patterns in the framework of homogeneous or heterogeneous Markov models. The latest advances in the field allowed us to use a technique of optimal Markov chain embedding based on deterministic finite automata to introduce three innovative algorithms. Algorithm 1 is the only one able to deal with heterogeneous models. It also permits to avoid any product of convolution of the pattern distribution in individual sequences. When working with homogeneous models, Algorithm 2 yields a dramatic reduction in the complexity by taking advantage of previous computations to obtain moment generating functions efficiently. In the particular case of low or moderate complexity patterns, Algorithm 3 exploits power computation and binary decomposition to further reduce the time complexity to a logarithmic scale. All these algorithms and their relative interest in comparison with existing ones were then tested and discussed on a toy-example and three biological data sets: structural patterns in protein loop structures, PROSITE signatures in a bacterial proteome, and transcription factors in upstream gene regions. On these data sets, we also compared our exact approaches to the tempting approximation that consists in concatenating the sequences in the data set into a single sequence. Our algorithms prove to be effective and able to handle real data sets with multiple sequences, as well as biological patterns of interest, even when the latter display a high complexity (PROSITE signatures for example). In addition, these exact algorithms allow us to avoid the edge effect observed under the single sequence approximation, which leads to erroneous results, especially when the marginal distribution of the model displays a slow convergence toward the stationary distribution. We end up with a discussion on our method and on its potential improvements.

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.

Image texture segmentation using a neural network

NASA Astrophysics Data System (ADS)

Sayeh, Mohammed R.; Athinarayanan, Ragu; Dhali, Pushpuak

1992-09-01

In this paper we use a neural network called the Lyapunov associative memory (LYAM) system to segment image texture into different categories or clusters. The LYAM system is constructed by a set of ordinary differential equations which are simulated on a digital computer. The clustering can be achieved by using a single tuning parameter in the simplest model. Pattern classes are represented by the stable equilibrium states of the system. Design of the system is based on synthesizing two local energy functions, namely, the learning and recall energy functions. Before the implementation of the segmentation process, a Gauss-Markov random field (GMRF) model is applied to the raw image. This application suitably reduces the image data and prepares the texture information for the neural network process. We give a simple image example illustrating the capability of the technique. The GMRF-generated features are also used for a clustering, based on the Euclidean distance.

Study on the application of MRF and the D-S theory to image segmentation of the human brain and quantitative analysis of the brain tissue

NASA Astrophysics Data System (ADS)

Guan, Yihong; Luo, Yatao; Yang, Tao; Qiu, Lei; Li, Junchang

2012-01-01

The features of the spatial information of Markov random field image was used in image segmentation. It can effectively remove the noise, and get a more accurate segmentation results. Based on the fuzziness and clustering of pixel grayscale information, we find clustering center of the medical image different organizations and background through Fuzzy cmeans clustering method. Then we find each threshold point of multi-threshold segmentation through two dimensional histogram method, and segment it. The features of fusing multivariate information based on the Dempster-Shafer evidence theory, getting image fusion and segmentation. This paper will adopt the above three theories to propose a new human brain image segmentation method. Experimental result shows that the segmentation result is more in line with human vision, and is of vital significance to accurate analysis and application of tissues.

Synthetic Sediments and Stochastic Groundwater Hydrology

NASA Astrophysics Data System (ADS)

Wilson, J. L.

2002-12-01

For over twenty years the groundwater community has pursued the somewhat elusive goal of describing the effects of aquifer heterogeneity on subsurface flow and chemical transport. While small perturbation stochastic moment methods have significantly advanced theoretical understanding, why is it that stochastic applications use instead simulations of flow and transport through multiple realizations of synthetic geology? Allan Gutjahr was a principle proponent of the Fast Fourier Transform method for the synthetic generation of aquifer properties and recently explored new, more geologically sound, synthetic methods based on multi-scale Markov random fields. Focusing on sedimentary aquifers, how has the state-of-the-art of synthetic generation changed and what new developments can be expected, for example, to deal with issues like conceptual model uncertainty, the differences between measurement and modeling scales, and subgrid scale variability? What will it take to get stochastic methods, whether based on moments, multiple realizations, or some other approach, into widespread application?

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.

On the use of hidden Markov models for gaze pattern modeling

NASA Astrophysics Data System (ADS)

Mannaru, Pujitha; Balasingam, Balakumar; Pattipati, Krishna; Sibley, Ciara; Coyne, Joseph

2016-05-01

Some of the conventional metrics derived from gaze patterns (on computer screens) to study visual attention, engagement and fatigue are saccade counts, nearest neighbor index (NNI) and duration of dwells/fixations. Each of these metrics has drawbacks in modeling the behavior of gaze patterns; one such drawback comes from the fact that some portions on the screen are not as important as some other portions on the screen. This is addressed by computing the eye gaze metrics corresponding to important areas of interest (AOI) on the screen. There are some challenges in developing accurate AOI based metrics: firstly, the definition of AOI is always fuzzy; secondly, it is possible that the AOI may change adaptively over time. Hence, there is a need to introduce eye-gaze metrics that are aware of the AOI in the field of view; at the same time, the new metrics should be able to automatically select the AOI based on the nature of the gazes. In this paper, we propose a novel way of computing NNI based on continuous hidden Markov models (HMM) that model the gazes as 2D Gaussian observations (x-y coordinates of the gaze) with the mean at the center of the AOI and covariance that is related to the concentration of gazes. The proposed modeling allows us to accurately compute the NNI metric in the presence of multiple, undefined AOI on the screen in the presence of intermittent casual gazing that is modeled as random gazes on the screen.

Remote Sensing Image Change Detection Based on NSCT-HMT Model and Its Application.

PubMed

Chen, Pengyun; Zhang, Yichen; Jia, Zhenhong; Yang, Jie; Kasabov, Nikola

2017-06-06

Traditional image change detection based on a non-subsampled contourlet transform always ignores the neighborhood information's relationship to the non-subsampled contourlet coefficients, and the detection results are susceptible to noise interference. To address these disadvantages, we propose a denoising method based on the non-subsampled contourlet transform domain that uses the Hidden Markov Tree model (NSCT-HMT) for change detection of remote sensing images. First, the ENVI software is used to calibrate the original remote sensing images. After that, the mean-ratio operation is adopted to obtain the difference image that will be denoised by the NSCT-HMT model. Then, using the Fuzzy Local Information C-means (FLICM) algorithm, the difference image is divided into the change area and unchanged area. The proposed algorithm is applied to a real remote sensing data set. The application results show that the proposed algorithm can effectively suppress clutter noise, and retain more detailed information from the original images. The proposed algorithm has higher detection accuracy than the Markov Random Field-Fuzzy C-means (MRF-FCM), the non-subsampled contourlet transform-Fuzzy C-means clustering (NSCT-FCM), the pointwise approach and graph theory (PA-GT), and the Principal Component Analysis-Nonlocal Means (PCA-NLM) denosing algorithm. Finally, the five algorithms are used to detect the southern boundary of the Gurbantunggut Desert in Xinjiang Uygur Autonomous Region of China, and the results show that the proposed algorithm has the best effect on real remote sensing image change detection.

Remote Sensing Image Change Detection Based on NSCT-HMT Model and Its Application

PubMed Central

Chen, Pengyun; Zhang, Yichen; Jia, Zhenhong; Yang, Jie; Kasabov, Nikola

2017-01-01

Traditional image change detection based on a non-subsampled contourlet transform always ignores the neighborhood information’s relationship to the non-subsampled contourlet coefficients, and the detection results are susceptible to noise interference. To address these disadvantages, we propose a denoising method based on the non-subsampled contourlet transform domain that uses the Hidden Markov Tree model (NSCT-HMT) for change detection of remote sensing images. First, the ENVI software is used to calibrate the original remote sensing images. After that, the mean-ratio operation is adopted to obtain the difference image that will be denoised by the NSCT-HMT model. Then, using the Fuzzy Local Information C-means (FLICM) algorithm, the difference image is divided into the change area and unchanged area. The proposed algorithm is applied to a real remote sensing data set. The application results show that the proposed algorithm can effectively suppress clutter noise, and retain more detailed information from the original images. The proposed algorithm has higher detection accuracy than the Markov Random Field-Fuzzy C-means (MRF-FCM), the non-subsampled contourlet transform-Fuzzy C-means clustering (NSCT-FCM), the pointwise approach and graph theory (PA-GT), and the Principal Component Analysis-Nonlocal Means (PCA-NLM) denosing algorithm. Finally, the five algorithms are used to detect the southern boundary of the Gurbantunggut Desert in Xinjiang Uygur Autonomous Region of China, and the results show that the proposed algorithm has the best effect on real remote sensing image change detection. PMID:28587299

Multiframe video coding for improved performance over wireless channels.

PubMed

Budagavi, M; Gibson, J D

2001-01-01

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

Assessing significance in a Markov chain without mixing.

PubMed

Chikina, Maria; Frieze, Alan; Pegden, Wesley

2017-03-14

We present a statistical test to detect that a presented state of a reversible Markov chain was not chosen from a stationary distribution. In particular, given a value function for the states of the Markov chain, we would like to show rigorously that the presented state is an outlier with respect to the values, by establishing a [Formula: see text] value under the null hypothesis that it was chosen from a stationary distribution of the chain. A simple heuristic used in practice is to sample ranks of states from long random trajectories on the Markov chain and compare these with the rank of the presented state; if the presented state is a [Formula: see text] outlier compared with the sampled ranks (its rank is in the bottom [Formula: see text] of sampled ranks), then this observation should correspond to a [Formula: see text] value of [Formula: see text] This significance is not rigorous, however, without good bounds on the mixing time of the Markov chain. Our test is the following: Given the presented state in the Markov chain, take a random walk from the presented state for any number of steps. We prove that observing that the presented state is an [Formula: see text]-outlier on the walk is significant at [Formula: see text] under the null hypothesis that the state was chosen from a stationary distribution. We assume nothing about the Markov chain beyond reversibility and show that significance at [Formula: see text] is best possible in general. We illustrate the use of our test with a potential application to the rigorous detection of gerrymandering in Congressional districting.

Assessing significance in a Markov chain without mixing

PubMed Central

Chikina, Maria; Frieze, Alan; Pegden, Wesley

2017-01-01

We present a statistical test to detect that a presented state of a reversible Markov chain was not chosen from a stationary distribution. In particular, given a value function for the states of the Markov chain, we would like to show rigorously that the presented state is an outlier with respect to the values, by establishing a p value under the null hypothesis that it was chosen from a stationary distribution of the chain. A simple heuristic used in practice is to sample ranks of states from long random trajectories on the Markov chain and compare these with the rank of the presented state; if the presented state is a 0.1% outlier compared with the sampled ranks (its rank is in the bottom 0.1% of sampled ranks), then this observation should correspond to a p value of 0.001. This significance is not rigorous, however, without good bounds on the mixing time of the Markov chain. Our test is the following: Given the presented state in the Markov chain, take a random walk from the presented state for any number of steps. We prove that observing that the presented state is an ε-outlier on the walk is significant at p=2ε under the null hypothesis that the state was chosen from a stationary distribution. We assume nothing about the Markov chain beyond reversibility and show that significance at p≈ε is best possible in general. We illustrate the use of our test with a potential application to the rigorous detection of gerrymandering in Congressional districting. PMID:28246331

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.

Inferring animal densities from tracking data using Markov chains.

PubMed

Whitehead, Hal; Jonsen, Ian D

2013-01-01

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

Active contour-based visual tracking by integrating colors, shapes, and motions.

PubMed

Hu, Weiming; Zhou, Xue; Li, Wei; Luo, Wenhan; Zhang, Xiaoqin; Maybank, Stephen

2013-05-01

In this paper, we present a framework for active contour-based visual tracking using level sets. The main components of our framework include contour-based tracking initialization, color-based contour evolution, adaptive shape-based contour evolution for non-periodic motions, dynamic shape-based contour evolution for periodic motions, and the handling of abrupt motions. For the initialization of contour-based tracking, we develop an optical flow-based algorithm for automatically initializing contours at the first frame. For the color-based contour evolution, Markov random field theory is used to measure correlations between values of neighboring pixels for posterior probability estimation. For adaptive shape-based contour evolution, the global shape information and the local color information are combined to hierarchically evolve the contour, and a flexible shape updating model is constructed. For the dynamic shape-based contour evolution, a shape mode transition matrix is learnt to characterize the temporal correlations of object shapes. For the handling of abrupt motions, particle swarm optimization is adopted to capture the global motion which is applied to the contour in the current frame to produce an initial contour in the next frame.

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

NASA Astrophysics Data System (ADS)

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

2018-01-01

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

Mathematic Model of Digital Control System with PID Regulator and Regular Step of Quantization with Information Transfer via the Channel of Plural Access

NASA Astrophysics Data System (ADS)

Abramov, G. V.; Emeljanov, A. E.; Ivashin, A. L.

Theoretical bases for modeling a digital control system with information transfer via the channel of plural access and a regular quantization cycle are submitted. The theory of dynamic systems with random changes of the structure including elements of the Markov random processes theory is used for a mathematical description of a network control system. The characteristics of similar control systems are received. Experimental research of the given control systems is carried out.

Bayesian ionospheric multi-instrument 3D tomography

NASA Astrophysics Data System (ADS)

Norberg, Johannes; Vierinen, Juha; Roininen, Lassi

2017-04-01

The tomographic reconstruction of ionospheric electron densities is an inverse problem that cannot be solved without relatively strong regularising additional information. % Especially the vertical electron density profile is determined predominantly by the regularisation. % %Often utilised regularisations in ionospheric tomography include smoothness constraints and iterative methods with initial ionospheric models. % Despite its crucial role, the regularisation is often hidden in the algorithm as a numerical procedure without physical understanding. % % The Bayesian methodology provides an interpretative approach for the problem, as the regularisation can be given in a physically meaningful and quantifiable prior probability distribution. % The prior distribution can be based on ionospheric physics, other available ionospheric measurements and their statistics. % Updating the prior with measurements results as the posterior distribution that carries all the available information combined. % From the posterior distribution, the most probable state of the ionosphere can then be solved with the corresponding probability intervals. % Altogether, the Bayesian methodology provides understanding on how strong the given regularisation is, what is the information gained with the measurements and how reliable the final result is. % In addition, the combination of different measurements and temporal development can be taken into account in a very intuitive way. However, a direct implementation of the Bayesian approach requires inversion of large covariance matrices resulting in computational infeasibility. % In the presented method, Gaussian Markov random fields are used to form a sparse matrix approximations for the covariances. % The approach makes the problem computationally feasible while retaining the probabilistic and physical interpretation. Here, the Bayesian method with Gaussian Markov random fields is applied for ionospheric 3D tomography over Northern Europe. % Multi-instrument measurements are utilised from TomoScand receiver network for Low Earth orbit beacon satellite signals, GNSS receiver networks, as well as from EISCAT ionosondes and incoherent scatter radars. % %The performance is demonstrated in three-dimensional spatial domain with temporal development also taken into account.

The fusion of large scale classified side-scan sonar image mosaics.

PubMed

Reed, Scott; Tena, Ruiz Ioseba; Capus, Chris; Petillot, Yvan

2006-07-01

This paper presents a unified framework for the creation of classified maps of the seafloor from sonar imagery. Significant challenges in photometric correction, classification, navigation and registration, and image fusion are addressed. The techniques described are directly applicable to a range of remote sensing problems. Recent advances in side-scan data correction are incorporated to compensate for the sonar beam pattern and motion of the acquisition platform. The corrected images are segmented using pixel-based textural features and standard classifiers. In parallel, the navigation of the sonar device is processed using Kalman filtering techniques. A simultaneous localization and mapping framework is adopted to improve the navigation accuracy and produce georeferenced mosaics of the segmented side-scan data. These are fused within a Markovian framework and two fusion models are presented. The first uses a voting scheme regularized by an isotropic Markov random field and is applicable when the reliability of each information source is unknown. The Markov model is also used to inpaint regions where no final classification decision can be reached using pixel level fusion. The second model formally introduces the reliability of each information source into a probabilistic model. Evaluation of the two models using both synthetic images and real data from a large scale survey shows significant quantitative and qualitative improvement using the fusion approach.

Circuit theory and model-based inference for landscape connectivity

USGS Publications Warehouse

Hanks, Ephraim M.; Hooten, Mevin B.

2013-01-01

Circuit theory has seen extensive recent use in the field of ecology, where it is often applied to study functional connectivity. The landscape is typically represented by a network of nodes and resistors, with the resistance between nodes a function of landscape characteristics. The effective distance between two locations on a landscape is represented by the resistance distance between the nodes in the network. Circuit theory has been applied to many other scientific fields for exploratory analyses, but parametric models for circuits are not common in the scientific literature. To model circuits explicitly, we demonstrate a link between Gaussian Markov random fields and contemporary circuit theory using a covariance structure that induces the necessary resistance distance. This provides a parametric model for second-order observations from such a system. In the landscape ecology setting, the proposed model provides a simple framework where inference can be obtained for effects that landscape features have on functional connectivity. We illustrate the approach through a landscape genetics study linking gene flow in alpine chamois (Rupicapra rupicapra) to the underlying landscape.

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.

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.

Range data description based on multiple characteristics

NASA Technical Reports Server (NTRS)

Al-Hujazi, Ezzet; Sood, Arun

1988-01-01

An algorithm for describing range images based on Mean curvature (H) and Gaussian curvature (K) is presented. Range images are unique in that they directly approximate the physical surfaces of a real world 3-D scene. The curvature parameters are derived from the fundamental theorems of differential geometry and provides visible invariant pixel labels that can be used to characterize the scene. The sign of H and K can be used to classify each pixel into one of eight possible surface types. Due to the sensitivity of these parameters to noise the resulting HK-sing map does not directly identify surfaces in the range images and must be further processed. A region growing algorithm based on modeling the scene points with a Markov Random Field (MRF) of variable neighborhood size and edge models is suggested. This approach allows the integration of information from multiple characteristics in an efficient way. The performance of the proposed algorithm on a number of synthetic and real range images is discussed.

Change Detection of Remote Sensing Images by Dt-Cwt and Mrf

NASA Astrophysics Data System (ADS)

Ouyang, S.; Fan, K.; Wang, H.; Wang, Z.

2017-05-01

Aiming at the significant loss of high frequency information during reducing noise and the pixel independence in change detection of multi-scale remote sensing image, an unsupervised algorithm is proposed based on the combination between Dual-tree Complex Wavelet Transform (DT-CWT) and Markov random Field (MRF) model. This method first performs multi-scale decomposition for the difference image by the DT-CWT and extracts the change characteristics in high-frequency regions by using a MRF-based segmentation algorithm. Then our method estimates the final maximum a posterior (MAP) according to the segmentation algorithm of iterative condition model (ICM) based on fuzzy c-means(FCM) after reconstructing the high-frequency and low-frequency sub-bands of each layer respectively. Finally, the method fuses the above segmentation results of each layer by using the fusion rule proposed to obtain the mask of the final change detection result. The results of experiment prove that the method proposed is of a higher precision and of predominant robustness properties.

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.

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.

Spatial-spectral blood cell classification with microscopic hyperspectral imagery

NASA Astrophysics Data System (ADS)

Ran, Qiong; Chang, Lan; Li, Wei; Xu, Xiaofeng

2017-10-01

Microscopic hyperspectral images provide a new way for blood cell examination. The hyperspectral imagery can greatly facilitate the classification of different blood cells. In this paper, the microscopic hyperspectral images are acquired by connecting the microscope and the hyperspectral imager, and then tested for blood cell classification. For combined use of the spectral and spatial information provided by hyperspectral images, a spatial-spectral classification method is improved from the classical extreme learning machine (ELM) by integrating spatial context into the image classification task with Markov random field (MRF) model. Comparisons are done among ELM, ELM-MRF, support vector machines(SVM) and SVMMRF methods. Results show the spatial-spectral classification methods(ELM-MRF, SVM-MRF) perform better than pixel-based methods(ELM, SVM), and the proposed ELM-MRF has higher precision and show more accurate location of cells.

Hyperspectral Image Classification With Markov Random Fields and a Convolutional Neural Network

NASA Astrophysics Data System (ADS)

Cao, Xiangyong; Zhou, Feng; Xu, Lin; Meng, Deyu; Xu, Zongben; Paisley, John

2018-05-01

This paper presents a new supervised classification algorithm for remotely sensed hyperspectral image (HSI) which integrates spectral and spatial information in a unified Bayesian framework. First, we formulate the HSI classification problem from a Bayesian perspective. Then, we adopt a convolutional neural network (CNN) to learn the posterior class distributions using a patch-wise training strategy to better use the spatial information. Next, spatial information is further considered by placing a spatial smoothness prior on the labels. Finally, we iteratively update the CNN parameters using stochastic gradient decent (SGD) and update the class labels of all pixel vectors using an alpha-expansion min-cut-based algorithm. Compared with other state-of-the-art methods, the proposed classification method achieves better performance on one synthetic dataset and two benchmark HSI datasets in a number of experimental settings.

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.

Comparing efficacy of reduced-toxicity allogeneic hematopoietic cell transplantation with conventional chemo-(immuno) therapy in patients with relapsed or refractory CLL: a Markov decision analysis.

PubMed

Kharfan-Dabaja, M A; Pidala, J; Kumar, A; Terasawa, T; Djulbegovic, B

2012-09-01

Despite therapeutic advances, relapsed/refractory CLL, particularly after fludarabine-based regimens, remains a major challenge for which optimal therapy is undefined. No randomized comparative data exist to suggest the superiority of reduced-toxicity allogeneic hematopoietic cell transplantation (RT-allo-HCT) over conventional chemo-(immuno) therapy (CCIT). By using estimates from a systematic review and by meta-analysis of available published evidence, we constructed a Markov decision model to examine these competing modalities. Cohort analysis demonstrated superior outcome for RT-allo-HCT, with a 10-month overall life expectancy (and 6-month quality-adjusted life expectancy (QALE)) advantage over CCIT. Although the model was sensitive to changes in base-case assumptions and transition probabilities, RT-allo-HCT provided superior overall life expectancy through a range of values supported by the meta-analysis. QALE was superior for RT-allo-HCT compared with CCIT. This conclusion was sensitive to change in the anticipated state utility associated with the post-allogeneic HCT state; however, RT-allo-HCT remained the optimal strategy for values supported by existing literature. This analysis provides a quantitative comparison of outcomes between RT-allo-HCT and CCIT for relapsed/refractory CLL in the absence of randomized comparative trials. Confirmation of these findings requires a prospective randomized trial, which compares the most effective RT-allo-HCT and CCIT regimens for relapsed/refractory CLL.

Figure-Ground Segmentation Using Factor Graphs

PubMed Central

Shen, Huiying; Coughlan, James; Ivanchenko, Volodymyr

2009-01-01

Foreground-background segmentation has recently been applied [26,12] to the detection and segmentation of specific objects or structures of interest from the background as an efficient alternative to techniques such as deformable templates [27]. We introduce a graphical model (i.e. Markov random field)-based formulation of structure-specific figure-ground segmentation based on simple geometric features extracted from an image, such as local configurations of linear features, that are characteristic of the desired figure structure. Our formulation is novel in that it is based on factor graphs, which are graphical models that encode interactions among arbitrary numbers of random variables. The ability of factor graphs to express interactions higher than pairwise order (the highest order encountered in most graphical models used in computer vision) is useful for modeling a variety of pattern recognition problems. In particular, we show how this property makes factor graphs a natural framework for performing grouping and segmentation, and demonstrate that the factor graph framework emerges naturally from a simple maximum entropy model of figure-ground segmentation. We cast our approach in a learning framework, in which the contributions of multiple grouping cues are learned from training data, and apply our framework to the problem of finding printed text in natural scenes. Experimental results are described, including a performance analysis that demonstrates the feasibility of the approach. PMID:20160994

Markov and non-Markov processes in complex systems by the dynamical information entropy

NASA Astrophysics Data System (ADS)

Yulmetyev, R. M.; Gafarov, F. M.

1999-12-01

We consider the Markov and non-Markov processes in complex systems by the dynamical information Shannon entropy (DISE) method. The influence and important role of the two mutually dependent channels of entropy alternation (creation or generation of correlation) and anti-correlation (destroying or annihilation of correlation) have been discussed. The developed method has been used for the analysis of the complex systems of various natures: slow neutron scattering in liquid cesium, psychology (short-time numeral and pattern human memory and effect of stress on the dynamical taping-test), random dynamics of RR-intervals in human ECG (problem of diagnosis of various disease of the human cardio-vascular systems), chaotic dynamics of the parameters of financial markets and ecological systems.

Identification and Simulation of Subsurface Soil patterns using hidden Markov random fields and remote sensing and geophysical EMI data sets

NASA Astrophysics Data System (ADS)

Wang, Hui; Wellmann, Florian; Verweij, Elizabeth; von Hebel, Christian; van der Kruk, Jan

2017-04-01

Lateral and vertical spatial heterogeneity of subsurface properties such as soil texture and structure influences the available water and resource supply for crop growth. High-resolution mapping of subsurface structures using non-invasive geo-referenced geophysical measurements, like electromagnetic induction (EMI), enables a characterization of 3D soil structures, which have shown correlations to remote sensing information of the crop states. The benefit of EMI is that it can return 3D subsurface information, however the spatial dimensions are limited due to the labor intensive measurement procedure. Although active and passive sensors mounted on air- or space-borne platforms return 2D images, they have much larger spatial dimensions. Combining both approaches provides us with a potential pathway to extend the detailed 3D geophysical information to a larger area by using remote sensing information. In this study, we aim at extracting and providing insights into the spatial and statistical correlation of the geophysical and remote sensing observations of the soil/vegetation continuum system. To this end, two key points need to be addressed: 1) how to detect and recognize the geometric patterns (i.e., spatial heterogeneity) from multiple data sets, and 2) how to quantitatively describe the statistical correlation between remote sensing information and geophysical measurements. In the current study, the spatial domain is restricted to shallow depths up to 3 meters, and the geostatistical database contains normalized difference vegetation index (NDVI) derived from RapidEye satellite images and apparent electrical conductivities (ECa) measured from multi-receiver EMI sensors for nine depths of exploration ranging from 0-2.7 m. The integrated data sets are mapped into both the physical space (i.e. the spatial domain) and feature space (i.e. a two-dimensional space framed by the NDVI and the ECa data). Hidden Markov Random Fields (HMRF) are employed to model the underlying heterogeneities in spatial domain and finite Gaussian mixture models are adopted to quantitatively describe the statistical patterns in terms of center vectors and covariance matrices in feature space. A recently developed parallel stochastic clustering algorithm is adopted to implement the HMRF models and the Markov chain Monte Carlo based Bayesian inference. Certain spatial patterns such as buried paleo-river channels covered by shallow sediments are investigated as typical examples. The results indicate that the geometric patterns of the subsurface heterogeneity can be represented and quantitatively characterized by HMRF. Furthermore, the statistical patterns of the NDVI and the EMI data from the soil/vegetation-continuum system can be inferred and analyzed in a quantitative manner.

Spatiotemporal progression of metastatic breast cancer: a Markov chain model highlighting the role of early metastatic sites

PubMed Central

Newton, Paul K; Mason, Jeremy; Venkatappa, Neethi; Jochelson, Maxine S; Hurt, Brian; Nieva, Jorge; Comen, Elizabeth; Norton, Larry; Kuhn, Peter

2015-01-01

Background: Cancer cell migration patterns are critical for understanding metastases and clinical evolution. Breast cancer spreads from one organ system to another via hematogenous and lymphatic routes. Although patterns of spread may superficially seem random and unpredictable, we explored the possibility that this is not the case. Aims: Develop a Markov based model of breast cancer progression that has predictive capability. Methods: On the basis of a longitudinal data set of 446 breast cancer patients, we created a Markov chain model of metastasis that describes the probabilities of metastasis occurring at a given anatomic site together with the probability of spread to additional sites. Progression is modeled as a random walk on a directed graph, where nodes represent anatomical sites where tumors can develop. Results: We quantify how survival depends on the location of the first metastatic site for different patient subcategories. In addition, we classify metastatic sites as “sponges” or “spreaders” with implications regarding anatomical pathway prediction and long-term survival. As metastatic tumors to the bone (main spreader) are most prominent, we focus in more detail on differences between groups of patients who form subsequent metastases to the lung as compared with the liver. Conclusions: We have found that spatiotemporal patterns of metastatic spread in breast cancer are neither random nor unpredictable. Furthermore, the novel concept of classifying organ sites as sponges or spreaders may motivate experiments seeking a biological basis for these phenomena and allow us to quantify the potential consequences of therapeutic targeting of sites in the oligometastatic setting and shed light on organotropic aspects of the disease. PMID:28721371

Quenched Large Deviations for Simple Random Walks on Percolation Clusters Including Long-Range Correlations

NASA Astrophysics Data System (ADS)

Berger, Noam; Mukherjee, Chiranjib; Okamura, Kazuki

2018-03-01

We prove a quenched large deviation principle (LDP) for a simple random walk on a supercritical percolation cluster (SRWPC) on {Z^d} ({d ≥ 2}). The models under interest include classical Bernoulli bond and site percolation as well as models that exhibit long range correlations, like the random cluster model, the random interlacement and the vacant set of random interlacements (for {d ≥ 3}) and the level sets of the Gaussian free field ({d≥ 3}). Inspired by the methods developed by Kosygina et al. (Commun Pure Appl Math 59:1489-1521, 2006) for proving quenched LDP for elliptic diffusions with a random drift, and by Yilmaz (Commun Pure Appl Math 62(8):1033-1075, 2009) and Rosenbluth (Quenched large deviations for multidimensional random walks in a random environment: a variational formula. Ph.D. thesis, NYU, arXiv:0804.1444v1) for similar results regarding elliptic random walks in random environment, we take the point of view of the moving particle and prove a large deviation principle for the quenched distribution of the pair empirical measures of the environment Markov chain in the non-elliptic case of SRWPC. Via a contraction principle, this reduces easily to a quenched LDP for the distribution of the mean velocity of the random walk and both rate functions admit explicit variational formulas. The main difficulty in our set up lies in the inherent non-ellipticity as well as the lack of translation-invariance stemming from conditioning on the fact that the origin belongs to the infinite cluster. We develop a unifying approach for proving quenched large deviations for SRWPC based on exploiting coercivity properties of the relative entropies in the context of convex variational analysis, combined with input from ergodic theory and invoking geometric properties of the supercritical percolation cluster.

Quenched Large Deviations for Simple Random Walks on Percolation Clusters Including Long-Range Correlations

NASA Astrophysics Data System (ADS)

Berger, Noam; Mukherjee, Chiranjib; Okamura, Kazuki

2017-12-01

We prove a quenched large deviation principle (LDP) for a simple random walk on a supercritical percolation cluster (SRWPC) on {Z^d} ({d ≥ 2} ). The models under interest include classical Bernoulli bond and site percolation as well as models that exhibit long range correlations, like the random cluster model, the random interlacement and the vacant set of random interlacements (for {d ≥ 3} ) and the level sets of the Gaussian free field ({d≥ 3} ). Inspired by the methods developed by Kosygina et al. (Commun Pure Appl Math 59:1489-1521, 2006) for proving quenched LDP for elliptic diffusions with a random drift, and by Yilmaz (Commun Pure Appl Math 62(8):1033-1075, 2009) and Rosenbluth (Quenched large deviations for multidimensional random walks in a random environment: a variational formula. Ph.D. thesis, NYU, arXiv:0804.1444v1) for similar results regarding elliptic random walks in random environment, we take the point of view of the moving particle and prove a large deviation principle for the quenched distribution of the pair empirical measures of the environment Markov chain in the non-elliptic case of SRWPC. Via a contraction principle, this reduces easily to a quenched LDP for the distribution of the mean velocity of the random walk and both rate functions admit explicit variational formulas. The main difficulty in our set up lies in the inherent non-ellipticity as well as the lack of translation-invariance stemming from conditioning on the fact that the origin belongs to the infinite cluster. We develop a unifying approach for proving quenched large deviations for SRWPC based on exploiting coercivity properties of the relative entropies in the context of convex variational analysis, combined with input from ergodic theory and invoking geometric properties of the supercritical percolation cluster.

A Markov model for blind image separation by a mean-field EM algorithm.

PubMed

Tonazzini, Anna; Bedini, Luigi; Salerno, Emanuele

2006-02-01

This paper deals with blind separation of images from noisy linear mixtures with unknown coefficients, formulated as a Bayesian estimation problem. This is a flexible framework, where any kind of prior knowledge about the source images and the mixing matrix can be accounted for. In particular, we describe local correlation within the individual images through the use of Markov random field (MRF) image models. These are naturally suited to express the joint pdf of the sources in a factorized form, so that the statistical independence requirements of most independent component analysis approaches to blind source separation are retained. Our model also includes edge variables to preserve intensity discontinuities. MRF models have been proved to be very efficient in many visual reconstruction problems, such as blind image restoration, and allow separation and edge detection to be performed simultaneously. We propose an expectation-maximization algorithm with the mean field approximation to derive a procedure for estimating the mixing matrix, the sources, and their edge maps. We tested this procedure on both synthetic and real images, in the fully blind case (i.e., no prior information on mixing is exploited) and found that a source model accounting for local autocorrelation is able to increase robustness against noise, even space variant. Furthermore, when the model closely fits the source characteristics, independence is no longer a strict requirement, and cross-correlated sources can be separated, as well.

Quantitative analysis of multiple sclerosis: a feasibility study

NASA Astrophysics Data System (ADS)

Li, Lihong; Li, Xiang; Wei, Xinzhou; Sturm, Deborah; Lu, Hongbing; Liang, Zhengrong

2006-03-01

Multiple Sclerosis (MS) is an inflammatory and demyelinating disorder of the central nervous system with a presumed immune-mediated etiology. For treatment of MS, the measurements of white matter (WM), gray matter (GM), and cerebral spinal fluid (CSF) are often used in conjunction with clinical evaluation to provide a more objective measure of MS burden. In this paper, we apply a new unifying automatic mixture-based algorithm for segmentation of brain tissues to quantitatively analyze MS. The method takes into account the following effects that commonly appear in MR imaging: 1) The MR data is modeled as a stochastic process with an inherent inhomogeneity effect of smoothly varying intensity; 2) A new partial volume (PV) model is built in establishing the maximum a posterior (MAP) segmentation scheme; 3) Noise artifacts are minimized by a priori Markov random field (MRF) penalty indicating neighborhood correlation from tissue mixture. The volumes of brain tissues (WM, GM) and CSF are extracted from the mixture-based segmentation. Experimental results of feasibility studies on quantitative analysis of MS are presented.

MR Guided PET Image Reconstruction

PubMed Central

Bai, Bing; Li, Quanzheng; Leahy, Richard M.

2013-01-01

The resolution of PET images is limited by the physics of positron-electron annihilation and instrumentation for photon coincidence detection. Model based methods that incorporate accurate physical and statistical models have produced significant improvements in reconstructed image quality when compared to filtered backprojection reconstruction methods. However, it has often been suggested that by incorporating anatomical information, the resolution and noise properties of PET images could be improved, leading to better quantitation or lesion detection. With the recent development of combined MR-PET scanners, it is possible to collect intrinsically co-registered MR images. It is therefore now possible to routinely make use of anatomical information in PET reconstruction, provided appropriate methods are available. In this paper we review research efforts over the past 20 years to develop these methods. We discuss approaches based on the use of both Markov random field priors and joint information or entropy measures. The general framework for these methods is described and their performance and longer term potential and limitations discussed. PMID:23178087

Concurrent Tumor Segmentation and Registration with Uncertainty-based Sparse non-Uniform Graphs

PubMed Central

Parisot, Sarah; Wells, William; Chemouny, Stéphane; Duffau, Hugues; Paragios, Nikos

2014-01-01

In this paper, we present a graph-based concurrent brain tumor segmentation and atlas to diseased patient registration framework. Both segmentation and registration problems are modeled using a unified pairwise discrete Markov Random Field model on a sparse grid superimposed to the image domain. Segmentation is addressed based on pattern classification techniques, while registration is performed by maximizing the similarity between volumes and is modular with respect to the matching criterion. The two problems are coupled by relaxing the registration term in the tumor area, corresponding to areas of high classification score and high dissimilarity between volumes. In order to overcome the main shortcomings of discrete approaches regarding appropriate sampling of the solution space as well as important memory requirements, content driven samplings of the discrete displacement set and the sparse grid are considered, based on the local segmentation and registration uncertainties recovered by the min marginal energies. State of the art results on a substantial low-grade glioma database demonstrate the potential of our method, while our proposed approach shows maintained performance and strongly reduced complexity of the model. PMID:24717540

Locally adaptive MR intensity models and MRF-based segmentation of multiple sclerosis lesions

NASA Astrophysics Data System (ADS)

Galimzianova, Alfiia; Lesjak, Žiga; Likar, Boštjan; Pernuš, Franjo; Špiclin, Žiga

2015-03-01

Neuroimaging biomarkers are an important paraclinical tool used to characterize a number of neurological diseases, however, their extraction requires accurate and reliable segmentation of normal and pathological brain structures. For MR images of healthy brains the intensity models of normal-appearing brain tissue (NABT) in combination with Markov random field (MRF) models are known to give reliable and smooth NABT segmentation. However, the presence of pathology, MR intensity bias and natural tissue-dependent intensity variability altogether represent difficult challenges for a reliable estimation of NABT intensity model based on MR images. In this paper, we propose a novel method for segmentation of normal and pathological structures in brain MR images of multiple sclerosis (MS) patients that is based on locally-adaptive NABT model, a robust method for the estimation of model parameters and a MRF-based segmentation framework. Experiments on multi-sequence brain MR images of 27 MS patients show that, compared to whole-brain model and compared to the widely used Expectation-Maximization Segmentation (EMS) method, the locally-adaptive NABT model increases the accuracy of MS lesion segmentation.

Robust Dehaze Algorithm for Degraded Image of CMOS Image Sensors.

PubMed

Qu, Chen; Bi, Du-Yan; Sui, Ping; Chao, Ai-Nong; Wang, Yun-Fei

2017-09-22

The CMOS (Complementary Metal-Oxide-Semiconductor) is a new type of solid image sensor device widely used in object tracking, object recognition, intelligent navigation fields, and so on. However, images captured by outdoor CMOS sensor devices are usually affected by suspended atmospheric particles (such as haze), causing a reduction in image contrast, color distortion problems, and so on. In view of this, we propose a novel dehazing approach based on a local consistent Markov random field (MRF) framework. The neighboring clique in traditional MRF is extended to the non-neighboring clique, which is defined on local consistent blocks based on two clues, where both the atmospheric light and transmission map satisfy the character of local consistency. In this framework, our model can strengthen the restriction of the whole image while incorporating more sophisticated statistical priors, resulting in more expressive power of modeling, thus, solving inadequate detail recovery effectively and alleviating color distortion. Moreover, the local consistent MRF framework can obtain details while maintaining better results for dehazing, which effectively improves the image quality captured by the CMOS image sensor. Experimental results verified that the method proposed has the combined advantages of detail recovery and color preservation.

Electronic Noise and Fluctuations in Solids

NASA Astrophysics Data System (ADS)

Kogan, Sh.

2008-07-01

Preface; Part I. Introduction. Some Basic Concepts of the Theory of Random Processes: 1. Probability density functions. Moments. Stationary processes; 2. Correlation function; 3. Spectral density of noise; 4. Ergodicity and nonergodicity of random processes; 5. Random pulses and shot noise; 6. Markov processes. General theory; 7. Discrete Markov processes. Random telegraph noise; 8. Quasicontinuous (Diffusion-like) Markov processes; 9. Brownian motion; 10. Langevin approach to the kinetics of fluctuations; Part II. Fluctuation-Dissipation Relations in Equilibrium Systems: 11. Derivation of fluctuation-dissipation relations; 12. Equilibrium noise in quasistationary circuits. Nyquist theorem; 13. Fluctuations of electromagnetic fields in continuous media; Part III. Fluctuations in Nonequilibrium Gases: 14. Some basic concepts of hot-electrons' physics; 15. Simple model of current fluctuations in a semiconductor with hot electrons; 16. General kinetic theory of quasiclassical fluctuations in a gas of particles. The Boltzmann-Langevin equation; 17. Current fluctuations and noise temperature; 18. Current fluctuations and diffusion in a gas of hot electrons; 19. One-time correlation in nonequilibrium gases; 20. Intervalley noise in multivalley semiconductors; 21. Noise of hot electrons emitting optical phonons in the streaming regime; 22. Noise in a semiconductor with a postbreakdown stable current filament; Part IV. Generation-recombination noise: 23. G-R noise in uniform unipolar semiconductors; 24. Noise produced by recombination and diffusion; Part V. Noise in quantum ballistic systems: 25. Introduction; 26. Equilibrium noise and shot noise in quantum conductors; 27. Modulation noise in quantum point contacts; 28. Transition from a ballistic conductor to a macroscopic one; 29. Noise in tunnel junctions; Part VI. Resistance noise in metals: 30. Incoherent scattering of electrons by mobile defects; 31. Effect of mobile scattering centers on the electron interference pattern; 32. Fluctuations of the number of diffusing scattering centers; 33. Temperature fluctuations and the corresponding noise; Part VII. Noise in strongly disordered conductors: 34. Basic ideas of the percolation theory; 35. Resistance fluctuations in percolation systems. 36. Experiments; Part VIII. Low-frequency noise with an 1/f-type spectrum and random telegraph noise: 37. Introduction; 38. Some general properties of 1/f noise; 39. Basic models of 1/f noise; 40./f noise in metals; 41. Low-frequency noise in semiconductors; 42. Magnetic noise in spin glasses and some other magnetic systems; 43. Temperature fluctuations as a possible source of 1/f noise; 44. Random telegraph noise; 45. Fluctuations with 1/f spectrum in other systems; 46. General conclusions on 1/f noise; Part IX. Noise in Superconductors and Superconducting Structures: 47. Noise in Josephson junctions; 48. Noise in type II superconductors; References; Subject index.

General simulation algorithm for autocorrelated binary processes.

PubMed

Serinaldi, Francesco; Lombardo, Federico

2017-02-01

The apparent ubiquity of binary random processes in physics and many other fields has attracted considerable attention from the modeling community. However, generation of binary sequences with prescribed autocorrelation is a challenging task owing to the discrete nature of the marginal distributions, which makes the application of classical spectral techniques problematic. We show that such methods can effectively be used if we focus on the parent continuous process of beta distributed transition probabilities rather than on the target binary process. This change of paradigm results in a simulation procedure effectively embedding a spectrum-based iterative amplitude-adjusted Fourier transform method devised for continuous processes. The proposed algorithm is fully general, requires minimal assumptions, and can easily simulate binary signals with power-law and exponentially decaying autocorrelation functions corresponding, for instance, to Hurst-Kolmogorov and Markov processes. An application to rainfall intermittency shows that the proposed algorithm can also simulate surrogate data preserving the empirical autocorrelation.

Regional SAR Image Segmentation Based on Fuzzy Clustering with Gamma Mixture Model

NASA Astrophysics Data System (ADS)

Li, X. L.; Zhao, Q. H.; Li, Y.

2017-09-01

Most of stochastic based fuzzy clustering algorithms are pixel-based, which can not effectively overcome the inherent speckle noise in SAR images. In order to deal with the problem, a regional SAR image segmentation algorithm based on fuzzy clustering with Gamma mixture model is proposed in this paper. First, initialize some generating points randomly on the image, the image domain is divided into many sub-regions using Voronoi tessellation technique. Each sub-region is regarded as a homogeneous area in which the pixels share the same cluster label. Then, assume the probability of the pixel to be a Gamma mixture model with the parameters respecting to the cluster which the pixel belongs to. The negative logarithm of the probability represents the dissimilarity measure between the pixel and the cluster. The regional dissimilarity measure of one sub-region is defined as the sum of the measures of pixels in the region. Furthermore, the Markov Random Field (MRF) model is extended from pixels level to Voronoi sub-regions, and then the regional objective function is established under the framework of fuzzy clustering. The optimal segmentation results can be obtained by the solution of model parameters and generating points. Finally, the effectiveness of the proposed algorithm can be proved by the qualitative and quantitative analysis from the segmentation results of the simulated and real SAR images.

Quantum Graphical Models and Belief Propagation

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

Leifer, M.S.; Perimeter Institute for Theoretical Physics, 31 Caroline Street North, Waterloo Ont., N2L 2Y5; Poulin, D.

Belief Propagation algorithms acting on Graphical Models of classical probability distributions, such as Markov Networks, Factor Graphs and Bayesian Networks, are amongst the most powerful known methods for deriving probabilistic inferences amongst large numbers of random variables. This paper presents a generalization of these concepts and methods to the quantum case, based on the idea that quantum theory can be thought of as a noncommutative, operator-valued, generalization of classical probability theory. Some novel characterizations of quantum conditional independence are derived, and definitions of Quantum n-Bifactor Networks, Markov Networks, Factor Graphs and Bayesian Networks are proposed. The structure of Quantum Markovmore » Networks is investigated and some partial characterization results are obtained, along the lines of the Hammersley-Clifford theorem. A Quantum Belief Propagation algorithm is presented and is shown to converge on 1-Bifactor Networks and Markov Networks when the underlying graph is a tree. The use of Quantum Belief Propagation as a heuristic algorithm in cases where it is not known to converge is discussed. Applications to decoding quantum error correcting codes and to the simulation of many-body quantum systems are described.« less

Extreme event statistics in a drifting Markov chain

NASA Astrophysics Data System (ADS)

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

2017-07-01

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

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

NASA Astrophysics Data System (ADS)

Lopes, Artur O.; Neumann, Adriana

2015-05-01

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

Population density equations for stochastic processes with memory kernels

NASA Astrophysics Data System (ADS)

Lai, Yi Ming; de Kamps, Marc

2017-06-01

We present a method for solving population density equations (PDEs)-a mean-field technique describing homogeneous populations of uncoupled neurons—where the populations can be subject to non-Markov noise for arbitrary distributions of jump sizes. The method combines recent developments in two different disciplines that traditionally have had limited interaction: computational neuroscience and the theory of random networks. The method uses a geometric binning scheme, based on the method of characteristics, to capture the deterministic neurodynamics of the population, separating the deterministic and stochastic process cleanly. We can independently vary the choice of the deterministic model and the model for the stochastic process, leading to a highly modular numerical solution strategy. We demonstrate this by replacing the master equation implicit in many formulations of the PDE formalism by a generalization called the generalized Montroll-Weiss equation—a recent result from random network theory—describing a random walker subject to transitions realized by a non-Markovian process. We demonstrate the method for leaky- and quadratic-integrate and fire neurons subject to spike trains with Poisson and gamma-distributed interspike intervals. We are able to model jump responses for both models accurately to both excitatory and inhibitory input under the assumption that all inputs are generated by one renewal process.

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

NASA Astrophysics Data System (ADS)

Gbedo, Yémalin Gabin; Mangin-Brinet, Mariane

2017-07-01

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

Markov blanket-based approach for learning multi-dimensional Bayesian network classifiers: an application to predict the European Quality of Life-5 Dimensions (EQ-5D) from the 39-item Parkinson's Disease Questionnaire (PDQ-39).

PubMed

Borchani, Hanen; Bielza, Concha; Martı Nez-Martı N, Pablo; Larrañaga, Pedro

2012-12-01

Multi-dimensional Bayesian network classifiers (MBCs) are probabilistic graphical models recently proposed to deal with multi-dimensional classification problems, where each instance in the data set has to be assigned to more than one class variable. In this paper, we propose a Markov blanket-based approach for learning MBCs from data. Basically, it consists of determining the Markov blanket around each class variable using the HITON algorithm, then specifying the directionality over the MBC subgraphs. Our approach is applied to the prediction problem of the European Quality of Life-5 Dimensions (EQ-5D) from the 39-item Parkinson's Disease Questionnaire (PDQ-39) in order to estimate the health-related quality of life of Parkinson's patients. Fivefold cross-validation experiments were carried out on randomly generated synthetic data sets, Yeast data set, as well as on a real-world Parkinson's disease data set containing 488 patients. The experimental study, including comparison with additional Bayesian network-based approaches, back propagation for multi-label learning, multi-label k-nearest neighbor, multinomial logistic regression, ordinary least squares, and censored least absolute deviations, shows encouraging results in terms of predictive accuracy as well as the identification of dependence relationships among class and feature variables. Copyright © 2012 Elsevier Inc. All rights reserved.

Brain tissue segmentation in MR images based on a hybrid of MRF and social algorithms.

PubMed

Yousefi, Sahar; Azmi, Reza; Zahedi, Morteza

2012-05-01

Effective abnormality detection and diagnosis in Magnetic Resonance Images (MRIs) requires a robust segmentation strategy. Since manual segmentation is a time-consuming task which engages valuable human resources, automatic MRI segmentations received an enormous amount of attention. For this goal, various techniques have been applied. However, Markov Random Field (MRF) based algorithms have produced reasonable results in noisy images compared to other methods. MRF seeks a label field which minimizes an energy function. The traditional minimization method, simulated annealing (SA), uses Monte Carlo simulation to access the minimum solution with heavy computation burden. For this reason, MRFs are rarely used in real time processing environments. This paper proposed a novel method based on MRF and a hybrid of social algorithms that contain an ant colony optimization (ACO) and a Gossiping algorithm which can be used for segmenting single and multispectral MRIs in real time environments. Combining ACO with the Gossiping algorithm helps find the better path using neighborhood information. Therefore, this interaction causes the algorithm to converge to an optimum solution faster. Several experiments on phantom and real images were performed. Results indicate that the proposed algorithm outperforms the traditional MRF and hybrid of MRF-ACO in speed and accuracy. Copyright © 2012 Elsevier B.V. All rights reserved.

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.

Updating categorical soil maps using limited survey data by Bayesian Markov chain cosimulation.

PubMed

Li, Weidong; Zhang, Chuanrong; Dey, Dipak K; Willig, Michael R

2013-01-01

Updating categorical soil maps is necessary for providing current, higher-quality soil data to agricultural and environmental management but may not require a costly thorough field survey because latest legacy maps may only need limited corrections. This study suggests a Markov chain random field (MCRF) sequential cosimulation (Co-MCSS) method for updating categorical soil maps using limited survey data provided that qualified legacy maps are available. A case study using synthetic data demonstrates that Co-MCSS can appreciably improve simulation accuracy of soil types with both contributions from a legacy map and limited sample data. The method indicates the following characteristics: (1) if a soil type indicates no change in an update survey or it has been reclassified into another type that similarly evinces no change, it will be simply reproduced in the updated map; (2) if a soil type has changes in some places, it will be simulated with uncertainty quantified by occurrence probability maps; (3) if a soil type has no change in an area but evinces changes in other distant areas, it still can be captured in the area with unobvious uncertainty. We concluded that Co-MCSS might be a practical method for updating categorical soil maps with limited survey data.

Updating Categorical Soil Maps Using Limited Survey Data by Bayesian Markov Chain Cosimulation

PubMed Central

Dey, Dipak K.; Willig, Michael R.

2013-01-01

Updating categorical soil maps is necessary for providing current, higher-quality soil data to agricultural and environmental management but may not require a costly thorough field survey because latest legacy maps may only need limited corrections. This study suggests a Markov chain random field (MCRF) sequential cosimulation (Co-MCSS) method for updating categorical soil maps using limited survey data provided that qualified legacy maps are available. A case study using synthetic data demonstrates that Co-MCSS can appreciably improve simulation accuracy of soil types with both contributions from a legacy map and limited sample data. The method indicates the following characteristics: (1) if a soil type indicates no change in an update survey or it has been reclassified into another type that similarly evinces no change, it will be simply reproduced in the updated map; (2) if a soil type has changes in some places, it will be simulated with uncertainty quantified by occurrence probability maps; (3) if a soil type has no change in an area but evinces changes in other distant areas, it still can be captured in the area with unobvious uncertainty. We concluded that Co-MCSS might be a practical method for updating categorical soil maps with limited survey data. PMID:24027447

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.

DNA motif alignment by evolving a population of Markov chains.

PubMed

Bi, Chengpeng

2009-01-30

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

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.

Identifying novel sequence variants of RNA 3D motifs

PubMed Central

Zirbel, Craig L.; Roll, James; Sweeney, Blake A.; Petrov, Anton I.; Pirrung, Meg; Leontis, Neocles B.

2015-01-01

Predicting RNA 3D structure from sequence is a major challenge in biophysics. An important sub-goal is accurately identifying recurrent 3D motifs from RNA internal and hairpin loop sequences extracted from secondary structure (2D) diagrams. We have developed and validated new probabilistic models for 3D motif sequences based on hybrid Stochastic Context-Free Grammars and Markov Random Fields (SCFG/MRF). The SCFG/MRF models are constructed using atomic-resolution RNA 3D structures. To parameterize each model, we use all instances of each motif found in the RNA 3D Motif Atlas and annotations of pairwise nucleotide interactions generated by the FR3D software. Isostericity relations between non-Watson–Crick basepairs are used in scoring sequence variants. SCFG techniques model nested pairs and insertions, while MRF ideas handle crossing interactions and base triples. We use test sets of randomly-generated sequences to set acceptance and rejection thresholds for each motif group and thus control the false positive rate. Validation was carried out by comparing results for four motif groups to RMDetect. The software developed for sequence scoring (JAR3D) is structured to automatically incorporate new motifs as they accumulate in the RNA 3D Motif Atlas when new structures are solved and is available free for download. PMID:26130723

A Complex Network Theory Approach for the Spatial Distribution of Fire Breaks in Heterogeneous Forest Landscapes for the Control of Wildland Fires

PubMed Central

Russo, Lucia; Russo, Paola; Siettos, Constantinos I.

2016-01-01

Based on complex network theory, we propose a computational methodology which addresses the spatial distribution of fuel breaks for the inhibition of the spread of wildland fires on heterogeneous landscapes. This is a two-level approach where the dynamics of fire spread are modeled as a random Markov field process on a directed network whose edge weights are determined by a Cellular Automata model that integrates detailed GIS, landscape and meteorological data. Within this framework, the spatial distribution of fuel breaks is reduced to the problem of finding network nodes (small land patches) which favour fire propagation. Here, this is accomplished by exploiting network centrality statistics. We illustrate the proposed approach through (a) an artificial forest of randomly distributed density of vegetation, and (b) a real-world case concerning the island of Rhodes in Greece whose major part of its forest was burned in 2008. Simulation results show that the proposed methodology outperforms the benchmark/conventional policy of fuel reduction as this can be realized by selective harvesting and/or prescribed burning based on the density and flammability of vegetation. Interestingly, our approach reveals that patches with sparse density of vegetation may act as hubs for the spread of the fire. PMID:27780249

A Complex Network Theory Approach for the Spatial Distribution of Fire Breaks in Heterogeneous Forest Landscapes for the Control of Wildland Fires.

PubMed

Russo, Lucia; Russo, Paola; Siettos, Constantinos I

2016-01-01

Based on complex network theory, we propose a computational methodology which addresses the spatial distribution of fuel breaks for the inhibition of the spread of wildland fires on heterogeneous landscapes. This is a two-level approach where the dynamics of fire spread are modeled as a random Markov field process on a directed network whose edge weights are determined by a Cellular Automata model that integrates detailed GIS, landscape and meteorological data. Within this framework, the spatial distribution of fuel breaks is reduced to the problem of finding network nodes (small land patches) which favour fire propagation. Here, this is accomplished by exploiting network centrality statistics. We illustrate the proposed approach through (a) an artificial forest of randomly distributed density of vegetation, and (b) a real-world case concerning the island of Rhodes in Greece whose major part of its forest was burned in 2008. Simulation results show that the proposed methodology outperforms the benchmark/conventional policy of fuel reduction as this can be realized by selective harvesting and/or prescribed burning based on the density and flammability of vegetation. Interestingly, our approach reveals that patches with sparse density of vegetation may act as hubs for the spread of the fire.

Poisson-Box Sampling algorithms for three-dimensional Markov binary mixtures

NASA Astrophysics Data System (ADS)

Larmier, Coline; Zoia, Andrea; Malvagi, Fausto; Dumonteil, Eric; Mazzolo, Alain

2018-02-01

Particle transport in Markov mixtures can be addressed by the so-called Chord Length Sampling (CLS) methods, a family of Monte Carlo algorithms taking into account the effects of stochastic media on particle propagation by generating on-the-fly the material interfaces crossed by the random walkers during their trajectories. Such methods enable a significant reduction of computational resources as opposed to reference solutions obtained by solving the Boltzmann equation for a large number of realizations of random media. CLS solutions, which neglect correlations induced by the spatial disorder, are faster albeit approximate, and might thus show discrepancies with respect to reference solutions. In this work we propose a new family of algorithms (called 'Poisson Box Sampling', PBS) aimed at improving the accuracy of the CLS approach for transport in d-dimensional binary Markov mixtures. In order to probe the features of PBS methods, we will focus on three-dimensional Markov media and revisit the benchmark problem originally proposed by Adams, Larsen and Pomraning [1] and extended by Brantley [2]: for these configurations we will compare reference solutions, standard CLS solutions and the new PBS solutions for scalar particle flux, transmission and reflection coefficients. PBS will be shown to perform better than CLS at the expense of a reasonable increase in computational time.

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.

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.

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

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.

Brain MR image segmentation based on an improved active contour model

PubMed Central

Meng, Xiangrui; Gu, Wenya; Zhang, Jianwei

2017-01-01

It is often a difficult task to accurately segment brain magnetic resonance (MR) images with intensity in-homogeneity and noise. This paper introduces a novel level set method for simultaneous brain MR image segmentation and intensity inhomogeneity correction. To reduce the effect of noise, novel anisotropic spatial information, which can preserve more details of edges and corners, is proposed by incorporating the inner relationships among the neighbor pixels. Then the proposed energy function uses the multivariate Student's t-distribution to fit the distribution of the intensities of each tissue. Furthermore, the proposed model utilizes Hidden Markov random fields to model the spatial correlation between neigh-boring pixels/voxels. The means of the multivariate Student's t-distribution can be adaptively estimated by multiplying a bias field to reduce the effect of intensity inhomogeneity. In the end, we reconstructed the energy function to be convex and calculated it by using the Split Bregman method, which allows our framework for random initialization, thereby allowing fully automated applications. Our method can obtain the final result in less than 1 second for 2D image with size 256 × 256 and less than 300 seconds for 3D image with size 256 × 256 × 171. The proposed method was compared to other state-of-the-art segmentation methods using both synthetic and clinical brain MR images and increased the accuracies of the results more than 3%. PMID:28854235

Stochastic Games for Continuous-Time Jump Processes Under Finite-Horizon Payoff Criterion

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

Wei, Qingda, E-mail: weiqd@hqu.edu.cn; Chen, Xian, E-mail: chenxian@amss.ac.cn

In this paper we study two-person nonzero-sum games for continuous-time jump processes with the randomized history-dependent strategies under the finite-horizon payoff criterion. The state space is countable, and the transition rates and payoff functions are allowed to be unbounded from above and from below. Under the suitable conditions, we introduce a new topology for the set of all randomized Markov multi-strategies and establish its compactness and metrizability. Then by constructing the approximating sequences of the transition rates and payoff functions, we show that the optimal value function for each player is a unique solution to the corresponding optimality equation andmore » obtain the existence of a randomized Markov Nash equilibrium. Furthermore, we illustrate the applications of our main results with a controlled birth and death system.« less

Markov Dynamics as a Zooming Lens for Multiscale Community Detection: Non Clique-Like Communities and the Field-of-View Limit

PubMed Central

Schaub, Michael T.; Delvenne, Jean-Charles; Yaliraki, Sophia N.; Barahona, Mauricio

2012-01-01

In recent years, there has been a surge of interest in community detection algorithms for complex networks. A variety of computational heuristics, some with a long history, have been proposed for the identification of communities or, alternatively, of good graph partitions. In most cases, the algorithms maximize a particular objective function, thereby finding the ‘right’ split into communities. Although a thorough comparison of algorithms is still lacking, there has been an effort to design benchmarks, i.e., random graph models with known community structure against which algorithms can be evaluated. However, popular community detection methods and benchmarks normally assume an implicit notion of community based on clique-like subgraphs, a form of community structure that is not always characteristic of real networks. Specifically, networks that emerge from geometric constraints can have natural non clique-like substructures with large effective diameters, which can be interpreted as long-range communities. In this work, we show that long-range communities escape detection by popular methods, which are blinded by a restricted ‘field-of-view’ limit, an intrinsic upper scale on the communities they can detect. The field-of-view limit means that long-range communities tend to be overpartitioned. We show how by adopting a dynamical perspective towards community detection [1], [2], in which the evolution of a Markov process on the graph is used as a zooming lens over the structure of the network at all scales, one can detect both clique- or non clique-like communities without imposing an upper scale to the detection. Consequently, the performance of algorithms on inherently low-diameter, clique-like benchmarks may not always be indicative of equally good results in real networks with local, sparser connectivity. We illustrate our ideas with constructive examples and through the analysis of real-world networks from imaging, protein structures and the power grid, where a multiscale structure of non clique-like communities is revealed. PMID:22384178

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

PubMed

Namikawa, Jun

2005-08-01

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

Effective pore-scale dispersion upscaling with a correlated continuous time random walk approach

NASA Astrophysics Data System (ADS)

Le Borgne, T.; Bolster, D.; Dentz, M.; de Anna, P.; Tartakovsky, A.

2011-12-01

We investigate the upscaling of dispersion from a pore-scale analysis of Lagrangian velocities. A key challenge in the upscaling procedure is to relate the temporal evolution of spreading to the pore-scale velocity field properties. We test the hypothesis that one can represent Lagrangian velocities at the pore scale as a Markov process in space. The resulting effective transport model is a continuous time random walk (CTRW) characterized by a correlated random time increment, here denoted as correlated CTRW. We consider a simplified sinusoidal wavy channel model as well as a more complex heterogeneous pore space. For both systems, the predictions of the correlated CTRW model, with parameters defined from the velocity field properties (both distribution and correlation), are found to be in good agreement with results from direct pore-scale simulations over preasymptotic and asymptotic times. In this framework, the nontrivial dependence of dispersion on the pore boundary fluctuations is shown to be related to the competition between distribution and correlation effects. In particular, explicit inclusion of spatial velocity correlation in the effective CTRW model is found to be important to represent incomplete mixing in the pore throats.

A label field fusion bayesian model and its penalized maximum rand estimator for image segmentation.

PubMed

Mignotte, Max

2010-06-01

This paper presents a novel segmentation approach based on a Markov random field (MRF) fusion model which aims at combining several segmentation results associated with simpler clustering models in order to achieve a more reliable and accurate segmentation result. The proposed fusion model is derived from the recently introduced probabilistic Rand measure for comparing one segmentation result to one or more manual segmentations of the same image. This non-parametric measure allows us to easily derive an appealing fusion model of label fields, easily expressed as a Gibbs distribution, or as a nonstationary MRF model defined on a complete graph. Concretely, this Gibbs energy model encodes the set of binary constraints, in terms of pairs of pixel labels, provided by each segmentation results to be fused. Combined with a prior distribution, this energy-based Gibbs model also allows for definition of an interesting penalized maximum probabilistic rand estimator with which the fusion of simple, quickly estimated, segmentation results appears as an interesting alternative to complex segmentation models existing in the literature. This fusion framework has been successfully applied on the Berkeley image database. The experiments reported in this paper demonstrate that the proposed method is efficient in terms of visual evaluation and quantitative performance measures and performs well compared to the best existing state-of-the-art segmentation methods recently proposed in the literature.

UAV Swarm Tactics: An Agent-Based Simulation and Markov Process Analysis

DTIC Science & Technology

2013-06-01

CRN Common Random Numbers CSV Comma Separated Values DoE Design of Experiment GLM Generalized Linear Model HVT High Value Target JAR Java ARchive JMF... Java Media Framework JRE Java runtime environment Mason Multi-Agent Simulator Of Networks MOE Measure Of Effectiveness MOP Measures Of Performance...with every set several times, and to write a CSV file with the results. Rather than scripting the agent behavior deterministically, the agents should

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

PubMed

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

2017-11-20

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

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.

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.

A Perron-Frobenius Type of Theorem for Quantum Operations

NASA Astrophysics Data System (ADS)

Lagro, Matthew; Yang, Wei-Shih; Xiong, Sheng

2017-10-01

We define a special class of quantum operations we call Markovian and show that it has the same spectral properties as a corresponding Markov chain. We then consider a convex combination of a quantum operation and a Markovian quantum operation and show that under a norm condition its spectrum has the same properties as in the conclusion of the Perron-Frobenius theorem if its Markovian part does. Moreover, under a compatibility condition of the two operations, we show that its limiting distribution is the same as the corresponding Markov chain. We apply our general results to partially decoherent quantum random walks with decoherence strength 0 ≤ p ≤ 1. We obtain a quantum ergodic theorem for partially decoherent processes. We show that for 0 < p ≤ 1, the limiting distribution of a partially decoherent quantum random walk is the same as the limiting distribution for the classical random walk.

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

NASA Astrophysics Data System (ADS)

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

2016-06-01

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

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

PubMed

Melnik, S S; Usatenko, O V

2016-06-01

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

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.…

Spectral Density of Laser Beam Scintillation in Wind Turbulence. Part 1; Theory

NASA Technical Reports Server (NTRS)

Balakrishnan, A. V.

1997-01-01

The temporal spectral density of the log-amplitude scintillation of a laser beam wave due to a spatially dependent vector-valued crosswind (deterministic as well as random) is evaluated. The path weighting functions for normalized spectral moments are derived, and offer a potential new technique for estimating the wind velocity profile. The Tatarskii-Klyatskin stochastic propagation equation for the Markov turbulence model is used with the solution approximated by the Rytov method. The Taylor 'frozen-in' hypothesis is assumed for the dependence of the refractive index on the wind velocity, and the Kolmogorov spectral density is used for the refractive index field.

Auto-biometric for M-mode echocardiography

NASA Astrophysics Data System (ADS)

Zhang, Wei; Park, Jinhyong; Zhou, S. Kevin

2010-03-01

In this paper we present a system for fast and accurate detection of anatomical structures (calipers) in M-mode images. The task is challenging because of dramatic variations in their appearances. We propose to solve the problem in a progressive manner, which ensures both robustness and efficiency. It first obtains rough caliper localization using the intensity profile image. Then run a constrained search for accurate caliper positions. Markov Random Field (MRF) and warping image detectors are used for jointly considering appearance information and the geometric relationship between calipers. Extensive experiments show that our system achieves more accurate results and uses less time in comparison with previously reported work.

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

Entanglement dynamics in random media

NASA Astrophysics Data System (ADS)

Menezes, G.; Svaiter, N. F.; Zarro, C. A. D.

2017-12-01

We study how the entanglement dynamics between two-level atoms is impacted by random fluctuations of the light cone. In our model the two-atom system is envisaged as an open system coupled with an electromagnetic field in the vacuum state. We employ the quantum master equation in the Born-Markov approximation in order to describe the completely positive time evolution of the atomic system. We restrict our investigations to the situation in which the atoms are coupled individually to two spatially separated cavities, one of which displays the emergence of light-cone fluctuations. In such a disordered cavity, we assume that the coefficients of the Klein-Gordon equation are random functions of the spatial coordinates. The disordered medium is modeled by a centered, stationary, and Gaussian process. We demonstrate that disorder has the effect of slowing down the entanglement decay. We conjecture that in a strong-disorder environment the mean life of entangled states can be enhanced in such a way as to almost completely suppress quantum nonlocal decoherence.

A master equation and moment approach for biochemical systems with creation-time-dependent bimolecular rate functions

PubMed Central

Chevalier, Michael W.; El-Samad, Hana

2014-01-01

Noise and stochasticity are fundamental to biology and derive from the very nature of biochemical reactions where thermal motion of molecules translates into randomness in the sequence and timing of reactions. This randomness leads to cell-to-cell variability even in clonal populations. Stochastic biochemical networks have been traditionally modeled as continuous-time discrete-state Markov processes whose probability density functions evolve according to a chemical master equation (CME). In diffusion reaction systems on membranes, the Markov formalism, which assumes constant reaction propensities is not directly appropriate. This is because the instantaneous propensity for a diffusion reaction to occur depends on the creation times of the molecules involved. In this work, we develop a chemical master equation for systems of this type. While this new CME is computationally intractable, we make rational dimensional reductions to form an approximate equation, whose moments are also derived and are shown to yield efficient, accurate results. This new framework forms a more general approach than the Markov CME and expands upon the realm of possible stochastic biochemical systems that can be efficiently modeled. PMID:25481130

A master equation and moment approach for biochemical systems with creation-time-dependent bimolecular rate functions

NASA Astrophysics Data System (ADS)

Chevalier, Michael W.; El-Samad, Hana

2014-12-01

Noise and stochasticity are fundamental to biology and derive from the very nature of biochemical reactions where thermal motion of molecules translates into randomness in the sequence and timing of reactions. This randomness leads to cell-to-cell variability even in clonal populations. Stochastic biochemical networks have been traditionally modeled as continuous-time discrete-state Markov processes whose probability density functions evolve according to a chemical master equation (CME). In diffusion reaction systems on membranes, the Markov formalism, which assumes constant reaction propensities is not directly appropriate. This is because the instantaneous propensity for a diffusion reaction to occur depends on the creation times of the molecules involved. In this work, we develop a chemical master equation for systems of this type. While this new CME is computationally intractable, we make rational dimensional reductions to form an approximate equation, whose moments are also derived and are shown to yield efficient, accurate results. This new framework forms a more general approach than the Markov CME and expands upon the realm of possible stochastic biochemical systems that can be efficiently modeled.

Resolving the Antarctic contribution to sea-level rise: a hierarchical modelling framework.

PubMed

Zammit-Mangion, Andrew; Rougier, Jonathan; Bamber, Jonathan; Schön, Nana

2014-06-01

Determining the Antarctic contribution to sea-level rise from observational data is a complex problem. The number of physical processes involved (such as ice dynamics and surface climate) exceeds the number of observables, some of which have very poor spatial definition. This has led, in general, to solutions that utilise strong prior assumptions or physically based deterministic models to simplify the problem. Here, we present a new approach for estimating the Antarctic contribution, which only incorporates descriptive aspects of the physically based models in the analysis and in a statistical manner. By combining physical insights with modern spatial statistical modelling techniques, we are able to provide probability distributions on all processes deemed to play a role in both the observed data and the contribution to sea-level rise. Specifically, we use stochastic partial differential equations and their relation to geostatistical fields to capture our physical understanding and employ a Gaussian Markov random field approach for efficient computation. The method, an instantiation of Bayesian hierarchical modelling, naturally incorporates uncertainty in order to reveal credible intervals on all estimated quantities. The estimated sea-level rise contribution using this approach corroborates those found using a statistically independent method. © 2013 The Authors. Environmetrics Published by John Wiley & Sons, Ltd.

Resolving the Antarctic contribution to sea-level rise: a hierarchical modelling framework†

PubMed Central

Zammit-Mangion, Andrew; Rougier, Jonathan; Bamber, Jonathan; Schön, Nana

2014-01-01

Determining the Antarctic contribution to sea-level rise from observational data is a complex problem. The number of physical processes involved (such as ice dynamics and surface climate) exceeds the number of observables, some of which have very poor spatial definition. This has led, in general, to solutions that utilise strong prior assumptions or physically based deterministic models to simplify the problem. Here, we present a new approach for estimating the Antarctic contribution, which only incorporates descriptive aspects of the physically based models in the analysis and in a statistical manner. By combining physical insights with modern spatial statistical modelling techniques, we are able to provide probability distributions on all processes deemed to play a role in both the observed data and the contribution to sea-level rise. Specifically, we use stochastic partial differential equations and their relation to geostatistical fields to capture our physical understanding and employ a Gaussian Markov random field approach for efficient computation. The method, an instantiation of Bayesian hierarchical modelling, naturally incorporates uncertainty in order to reveal credible intervals on all estimated quantities. The estimated sea-level rise contribution using this approach corroborates those found using a statistically independent method. © 2013 The Authors. Environmetrics Published by John Wiley & Sons, Ltd. PMID:25505370

Concurrent tumor segmentation and registration with uncertainty-based sparse non-uniform graphs.

PubMed

Parisot, Sarah; Wells, William; Chemouny, Stéphane; Duffau, Hugues; Paragios, Nikos

2014-05-01

In this paper, we present a graph-based concurrent brain tumor segmentation and atlas to diseased patient registration framework. Both segmentation and registration problems are modeled using a unified pairwise discrete Markov Random Field model on a sparse grid superimposed to the image domain. Segmentation is addressed based on pattern classification techniques, while registration is performed by maximizing the similarity between volumes and is modular with respect to the matching criterion. The two problems are coupled by relaxing the registration term in the tumor area, corresponding to areas of high classification score and high dissimilarity between volumes. In order to overcome the main shortcomings of discrete approaches regarding appropriate sampling of the solution space as well as important memory requirements, content driven samplings of the discrete displacement set and the sparse grid are considered, based on the local segmentation and registration uncertainties recovered by the min marginal energies. State of the art results on a substantial low-grade glioma database demonstrate the potential of our method, while our proposed approach shows maintained performance and strongly reduced complexity of the model. Copyright © 2014 Elsevier B.V. All rights reserved.

Event-Based Stereo Depth Estimation Using Belief Propagation.

PubMed

Xie, Zhen; Chen, Shengyong; Orchard, Garrick

2017-01-01

Compared to standard frame-based cameras, biologically-inspired event-based sensors capture visual information with low latency and minimal redundancy. These event-based sensors are also far less prone to motion blur than traditional cameras, and still operate effectively in high dynamic range scenes. However, classical framed-based algorithms are not typically suitable for these event-based data and new processing algorithms are required. This paper focuses on the problem of depth estimation from a stereo pair of event-based sensors. A fully event-based stereo depth estimation algorithm which relies on message passing is proposed. The algorithm not only considers the properties of a single event but also uses a Markov Random Field (MRF) to consider the constraints between the nearby events, such as disparity uniqueness and depth continuity. The method is tested on five different scenes and compared to other state-of-art event-based stereo matching methods. The results show that the method detects more stereo matches than other methods, with each match having a higher accuracy. The method can operate in an event-driven manner where depths are reported for individual events as they are received, or the network can be queried at any time to generate a sparse depth frame which represents the current state of the network.

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.

Sorting processes with energy-constrained comparisons*

NASA Astrophysics Data System (ADS)

Geissmann, Barbara; Penna, Paolo

2018-05-01

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

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.

PTBS segmentation scheme for synthetic aperture radar

NASA Astrophysics Data System (ADS)

Friedland, Noah S.; Rothwell, Brian J.

1995-07-01

The Image Understanding Group at Martin Marietta Technologies in Denver, Colorado has developed a model-based synthetic aperture radar (SAR) automatic target recognition (ATR) system using an integrated resource architecture (IRA). IRA, an adaptive Markov random field (MRF) environment, utilizes information from image, model, and neighborhood resources to create a discrete, 2D feature-based world description (FBWD). The IRA FBWD features are peak, target, background and shadow (PTBS). These features have been shown to be very useful for target discrimination. The FBWD is used to accrue evidence over a model hypothesis set. This paper presents the PTBS segmentation process utilizing two IRA resources. The image resource (IR) provides generic (the physics of image formation) and specific (the given image input) information. The neighborhood resource (NR) provides domain knowledge of localized FBWD site behaviors. A simulated annealing optimization algorithm is used to construct a `most likely' PTBS state. Results on simulated imagery illustrate the power of this technique to correctly segment PTBS features, even when vehicle signatures are immersed in heavy background clutter. These segmentations also suppress sidelobe effects and delineate shadows.

Three validation metrics for automated probabilistic image segmentation of brain tumours

PubMed Central

Zou, Kelly H.; Wells, William M.; Kikinis, Ron; Warfield, Simon K.

2005-01-01

SUMMARY The validity of brain tumour segmentation is an important issue in image processing because it has a direct impact on surgical planning. We examined the segmentation accuracy based on three two-sample validation metrics against the estimated composite latent gold standard, which was derived from several experts’ manual segmentations by an EM algorithm. The distribution functions of the tumour and control pixel data were parametrically assumed to be a mixture of two beta distributions with different shape parameters. We estimated the corresponding receiver operating characteristic curve, Dice similarity coefficient, and mutual information, over all possible decision thresholds. Based on each validation metric, an optimal threshold was then computed via maximization. We illustrated these methods on MR imaging data from nine brain tumour cases of three different tumour types, each consisting of a large number of pixels. The automated segmentation yielded satisfactory accuracy with varied optimal thresholds. The performances of these validation metrics were also investigated via Monte Carlo simulation. Extensions of incorporating spatial correlation structures using a Markov random field model were considered. PMID:15083482

Approximate labeling via graph cuts based on linear programming.

PubMed

Komodakis, Nikos; Tziritas, Georgios

2007-08-01

A new framework is presented for both understanding and developing graph-cut-based combinatorial algorithms suitable for the approximate optimization of a very wide class of Markov Random Fields (MRFs) that are frequently encountered in computer vision. The proposed framework utilizes tools from the duality theory of linear programming in order to provide an alternative and more general view of state-of-the-art techniques like the \\alpha-expansion algorithm, which is included merely as a special case. Moreover, contrary to \\alpha-expansion, the derived algorithms generate solutions with guaranteed optimality properties for a much wider class of problems, for example, even for MRFs with nonmetric potentials. In addition, they are capable of providing per-instance suboptimality bounds in all occasions, including discrete MRFs with an arbitrary potential function. These bounds prove to be very tight in practice (that is, very close to 1), which means that the resulting solutions are almost optimal. Our algorithms' effectiveness is demonstrated by presenting experimental results on a variety of low-level vision tasks, such as stereo matching, image restoration, image completion, and optical flow estimation, as well as on synthetic problems.

The Complex Action Recognition via the Correlated Topic Model

PubMed Central

Tu, Hong-bin; Xia, Li-min; Wang, Zheng-wu

2014-01-01

Human complex action recognition is an important research area of the action recognition. Among various obstacles to human complex action recognition, one of the most challenging is to deal with self-occlusion, where one body part occludes another one. This paper presents a new method of human complex action recognition, which is based on optical flow and correlated topic model (CTM). Firstly, the Markov random field was used to represent the occlusion relationship between human body parts in terms of an occlusion state variable. Secondly, the structure from motion (SFM) is used for reconstructing the missing data of point trajectories. Then, we can extract the key frame based on motion feature from optical flow and the ratios of the width and height are extracted by the human silhouette. Finally, we use the topic model of correlated topic model (CTM) to classify action. Experiments were performed on the KTH, Weizmann, and UIUC action dataset to test and evaluate the proposed method. The compared experiment results showed that the proposed method was more effective than compared methods. PMID:24574920

Track-before-detect labeled multi-bernoulli particle filter with label switching

NASA Astrophysics Data System (ADS)

Garcia-Fernandez, Angel F.

2016-10-01

This paper presents a multitarget tracking particle filter (PF) for general track-before-detect measurement models. The PF is presented in the random finite set framework and uses a labelled multi-Bernoulli approximation. We also present a label switching improvement algorithm based on Markov chain Monte Carlo that is expected to increase filter performance if targets get in close proximity for a sufficiently long time. The PF is tested in two challenging numerical examples.

Lindeberg theorem for Gibbs-Markov dynamics

NASA Astrophysics Data System (ADS)

Denker, Manfred; Senti, Samuel; Zhang, Xuan

2017-12-01

A dynamical array consists of a family of functions \\{ fn, i: 1≤slant i≤slant k_n, n≥slant 1\\} and a family of initial times \\{τn, i: 1≤slant i≤slant k_n, n≥slant 1\\} . For a dynamical system (X, T) we identify distributional limits for sums of the form for suitable (non-random) constants s_n>0 and an, i\\in { R} . We derive a Lindeberg-type central limit theorem for dynamical arrays. Applications include new central limit theorems for functions which are not locally Lipschitz continuous and central limit theorems for statistical functions of time series obtained from Gibbs-Markov systems. Our results, which hold for more general dynamics, are stated in the context of Gibbs-Markov dynamical systems for convenience.

The Extended Parabolic Equation Method and Implication of Results for Atmospheric Millimeter-Wave and Optical Propagation

NASA Technical Reports Server (NTRS)

Manning, Robert M.

2004-01-01

The extended wide-angle parabolic wave equation applied to electromagnetic wave propagation in random media is considered. A general operator equation is derived which gives the statistical moments of an electric field of a propagating wave. This expression is used to obtain the first and second order moments of the wave field and solutions are found that transcend those which incorporate the full paraxial approximation at the outset. Although these equations can be applied to any propagation scenario that satisfies the conditions of application of the extended parabolic wave equation, the example of propagation through atmospheric turbulence is used. It is shown that in the case of atmospheric wave propagation and under the Markov approximation (i.e., the -correlation of the fluctuations in the direction of propagation), the usual parabolic equation in the paraxial approximation is accurate even at millimeter wavelengths. The methodology developed here can be applied to any qualifying situation involving random propagation through turbid or plasma environments that can be represented by a spectral density of permittivity fluctuations.

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.

Stochastic Calculus and Differential Equations for Physics and Finance

NASA Astrophysics Data System (ADS)

McCauley, Joseph L.

2013-02-01

1. Random variables and probability distributions; 2. Martingales, Markov, and nonstationarity; 3. Stochastic calculus; 4. Ito processes and Fokker-Planck equations; 5. Selfsimilar Ito processes; 6. Fractional Brownian motion; 7. Kolmogorov's PDEs and Chapman-Kolmogorov; 8. Non Markov Ito processes; 9. Black-Scholes, martingales, and Feynman-Katz; 10. Stochastic calculus with martingales; 11. Statistical physics and finance, a brief history of both; 12. Introduction to new financial economics; 13. Statistical ensembles and time series analysis; 14. Econometrics; 15. Semimartingales; References; Index.

On the mixing time in the Wang-Landau algorithm

NASA Astrophysics Data System (ADS)

Fadeeva, Marina; Shchur, Lev

2018-01-01

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

Almost sure convergence in quantum spin glasses

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

Buzinski, David, E-mail: dab197@case.edu; Meckes, Elizabeth, E-mail: elizabeth.meckes@case.edu

2015-12-15

Recently, Keating, Linden, and Wells [Markov Processes Relat. Fields 21(3), 537-555 (2015)] showed that the density of states measure of a nearest-neighbor quantum spin glass model is approximately Gaussian when the number of particles is large. The density of states measure is the ensemble average of the empirical spectral measure of a random matrix; in this paper, we use concentration of measure and entropy techniques together with the result of Keating, Linden, and Wells to show that in fact the empirical spectral measure of such a random matrix is almost surely approximately Gaussian itself with no ensemble averaging. We alsomore » extend this result to a spherical quantum spin glass model and to the more general coupling geometries investigated by Erdős and Schröder [Math. Phys., Anal. Geom. 17(3-4), 441–464 (2014)].« less

OPTIMIZING OBSERVER EFFORT FOR FIELD DETECTION OF REPRODUCTIVE EFFECTS IN BIRDS

EPA Science Inventory

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

Lake Chapala change detection using time series

NASA Astrophysics Data System (ADS)

López-Caloca, Alejandra; Tapia-Silva, Felipe-Omar; Escalante-Ramírez, Boris

2008-10-01

The Lake Chapala is the largest natural lake in Mexico. It presents a hydrological imbalance problem caused by diminishing intakes from the Lerma River, pollution from said volumes, native vegetation and solid waste. This article presents a study that allows us to determine with high precision the extent of the affectation in both extension and volume reduction of the Lake Chapala in the period going from 1990 to 2007. Through satellite images this above-mentioned period was monitored. Image segmentation was achieved through a Markov Random Field model, extending the application towards edge detection. This allows adequately defining the lake's limits as well as determining new zones within the lake, both changes pertaining the Lake Chapala. Detected changes are related to a hydrological balance study based on measuring variables such as storage volumes, evapotranspiration and water balance. Results show that the changes in the Lake Chapala establish frail conditions which pose a future risk situation. Rehabilitation of the lake requires a hydrologic balance in its banks and aquifers.

SfM with MRFs: discrete-continuous optimization for large-scale structure from motion.

PubMed

Crandall, David J; Owens, Andrew; Snavely, Noah; Huttenlocher, Daniel P

2013-12-01

Recent work in structure from motion (SfM) has built 3D models from large collections of images downloaded from the Internet. Many approaches to this problem use incremental algorithms that solve progressively larger bundle adjustment problems. These incremental techniques scale poorly as the image collection grows, and can suffer from drift or local minima. We present an alternative framework for SfM based on finding a coarse initial solution using hybrid discrete-continuous optimization and then improving that solution using bundle adjustment. The initial optimization step uses a discrete Markov random field (MRF) formulation, coupled with a continuous Levenberg-Marquardt refinement. The formulation naturally incorporates various sources of information about both the cameras and points, including noisy geotags and vanishing point (VP) estimates. We test our method on several large-scale photo collections, including one with measured camera positions, and show that it produces models that are similar to or better than those produced by incremental bundle adjustment, but more robustly and in a fraction of the time.

Combining deep learning with anatomical analysis for segmentation of the portal vein for liver SBRT planning

NASA Astrophysics Data System (ADS)

Ibragimov, Bulat; Toesca, Diego; Chang, Daniel; Koong, Albert; Xing, Lei

2017-12-01

Automated segmentation of the portal vein (PV) for liver radiotherapy planning is a challenging task due to potentially low vasculature contrast, complex PV anatomy and image artifacts originated from fiducial markers and vasculature stents. In this paper, we propose a novel framework for automated segmentation of the PV from computed tomography (CT) images. We apply convolutional neural networks (CNNs) to learn the consistent appearance patterns of the PV using a training set of CT images with reference annotations and then enhance the PV in previously unseen CT images. Markov random fields (MRFs) were further used to smooth the results of the enhancement of the CNN enhancement and remove isolated mis-segmented regions. Finally, CNN-MRF-based enhancement was augmented with PV centerline detection that relied on PV anatomical properties such as tubularity and branch composition. The framework was validated on a clinical database with 72 CT images of patients scheduled for liver stereotactic body radiation therapy. The obtained accuracy of the segmentation was DSC= 0.83 and \

A hybrid multiview stereo algorithm for modeling urban scenes.

PubMed

Lafarge, Florent; Keriven, Renaud; Brédif, Mathieu; Vu, Hoang-Hiep

2013-01-01

We present an original multiview stereo reconstruction algorithm which allows the 3D-modeling of urban scenes as a combination of meshes and geometric primitives. The method provides a compact model while preserving details: Irregular elements such as statues and ornaments are described by meshes, whereas regular structures such as columns and walls are described by primitives (planes, spheres, cylinders, cones, and tori). We adopt a two-step strategy consisting first in segmenting the initial meshbased surface using a multilabel Markov Random Field-based model and second in sampling primitive and mesh components simultaneously on the obtained partition by a Jump-Diffusion process. The quality of a reconstruction is measured by a multi-object energy model which takes into account both photo-consistency and semantic considerations (i.e., geometry and shape layout). The segmentation and sampling steps are embedded into an iterative refinement procedure which provides an increasingly accurate hybrid representation. Experimental results on complex urban structures and large scenes are presented and compared to state-of-the-art multiview stereo meshing algorithms.

Probabilistic segmentation and intensity estimation for microarray images.

PubMed

Gottardo, Raphael; Besag, Julian; Stephens, Matthew; Murua, Alejandro

2006-01-01

We describe a probabilistic approach to simultaneous image segmentation and intensity estimation for complementary DNA microarray experiments. The approach overcomes several limitations of existing methods. In particular, it (a) uses a flexible Markov random field approach to segmentation that allows for a wider range of spot shapes than existing methods, including relatively common 'doughnut-shaped' spots; (b) models the image directly as background plus hybridization intensity, and estimates the two quantities simultaneously, avoiding the common logical error that estimates of foreground may be less than those of the corresponding background if the two are estimated separately; and (c) uses a probabilistic modeling approach to simultaneously perform segmentation and intensity estimation, and to compute spot quality measures. We describe two approaches to parameter estimation: a fast algorithm, based on the expectation-maximization and the iterated conditional modes algorithms, and a fully Bayesian framework. These approaches produce comparable results, and both appear to offer some advantages over other methods. We use an HIV experiment to compare our approach to two commercial software products: Spot and Arrayvision.

NETWORK ASSISTED ANALYSIS TO REVEAL THE GENETIC BASIS OF AUTISM1

PubMed Central

Liu, Li; Lei, Jing; Roeder, Kathryn

2016-01-01

While studies show that autism is highly heritable, the nature of the genetic basis of this disorder remains illusive. Based on the idea that highly correlated genes are functionally interrelated and more likely to affect risk, we develop a novel statistical tool to find more potentially autism risk genes by combining the genetic association scores with gene co-expression in specific brain regions and periods of development. The gene dependence network is estimated using a novel partial neighborhood selection (PNS) algorithm, where node specific properties are incorporated into network estimation for improved statistical and computational efficiency. Then we adopt a hidden Markov random field (HMRF) model to combine the estimated network and the genetic association scores in a systematic manner. The proposed modeling framework can be naturally extended to incorporate additional structural information concerning the dependence between genes. Using currently available genetic association data from whole exome sequencing studies and brain gene expression levels, the proposed algorithm successfully identified 333 genes that plausibly affect autism risk. PMID:27134692

Quantum Markov chains

NASA Astrophysics Data System (ADS)

Gudder, Stanley

2008-07-01

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

Quantum speedup of Monte Carlo methods.

PubMed

Montanaro, Ashley

2015-09-08

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

Quantum speedup of Monte Carlo methods

PubMed Central

Montanaro, Ashley

2015-01-01

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

A Monocular Vision Sensor-Based Obstacle Detection Algorithm for Autonomous Robots.

PubMed

Lee, Tae-Jae; Yi, Dong-Hoon; Cho, Dong-Il Dan

2016-03-01

This paper presents a monocular vision sensor-based obstacle detection algorithm for autonomous robots. Each individual image pixel at the bottom region of interest is labeled as belonging either to an obstacle or the floor. While conventional methods depend on point tracking for geometric cues for obstacle detection, the proposed algorithm uses the inverse perspective mapping (IPM) method. This method is much more advantageous when the camera is not high off the floor, which makes point tracking near the floor difficult. Markov random field-based obstacle segmentation is then performed using the IPM results and a floor appearance model. Next, the shortest distance between the robot and the obstacle is calculated. The algorithm is tested by applying it to 70 datasets, 20 of which include nonobstacle images where considerable changes in floor appearance occur. The obstacle segmentation accuracies and the distance estimation error are quantitatively analyzed. For obstacle datasets, the segmentation precision and the average distance estimation error of the proposed method are 81.4% and 1.6 cm, respectively, whereas those for a conventional method are 57.5% and 9.9 cm, respectively. For nonobstacle datasets, the proposed method gives 0.0% false positive rates, while the conventional method gives 17.6%.

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

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

Nordin, Muhamad Asyraf bin Che; Hassan, Husna

2015-10-22

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

Neoadjuvant therapy versus upfront surgical strategies in resectable pancreatic cancer: A Markov decision analysis.

PubMed

de Geus, S W L; Evans, D B; Bliss, L A; Eskander, M F; Smith, J K; Wolff, R A; Miksad, R A; Weinstein, M C; Tseng, J F

2016-10-01

Neoadjuvant therapy is gaining acceptance as a valid treatment option for borderline resectable pancreatic cancer; however, its value for clearly resectable pancreatic cancer remains controversial. The aim of this study was to use a Markov decision analysis model, in the absence of adequately powered randomized trials, to compare the life expectancy (LE) and quality-adjusted life expectancy (QALE) of neoadjuvant therapy to conventional upfront surgical strategies in resectable pancreatic cancer patients. A Markov decision model was created to compare two strategies: attempted pancreatic resection followed by adjuvant chemoradiotherapy and neoadjuvant chemoradiotherapy followed by restaging with, if appropriate, attempted pancreatic resection. Data obtained through a comprehensive systematic search in PUBMED of the literature from 2000 to 2015 were used to estimate the probabilities used in the model. Deterministic and probabilistic sensitivity analyses were performed. Of the 786 potentially eligible studies identified, 22 studies met the inclusion criteria and were used to extract the probabilities used in the model. Base case analyses of the model showed a higher LE (32.2 vs. 26.7 months) and QALE (25.5 vs. 20.8 quality-adjusted life months) for patients in the neoadjuvant therapy arm compared to upfront surgery. Probabilistic sensitivity analyses for LE and QALE revealed that neoadjuvant therapy is favorable in 59% and 60% of the cases respectively. Although conceptual, these data suggest that neoadjuvant therapy offers substantial benefit in LE and QALE for resectable pancreatic cancer patients. These findings highlight the value of further prospective randomized trials comparing neoadjuvant therapy to conventional upfront surgical strategies. Copyright © 2016 Elsevier Ltd, BASO ~ The Association for Cancer Surgery, and the European Society of Surgical Oncology. All rights reserved.

Accuracy of Reaction Cross Section for Exotic Nuclei in Glauber Model Based on MCMC Diagnostics

NASA Astrophysics Data System (ADS)

Rueter, Keiti; Novikov, Ivan

2017-01-01

Parameters of a nuclear density distribution for an exotic nuclei with halo or skin structures can be determined from the experimentally measured reaction cross-section. In the presented work, to extract parameters such as nuclear size information for a halo and core, we compare experimental data on reaction cross-sections with values obtained using expressions of the Glauber Model. These calculations are performed using a Markov Chain Monte Carlo algorithm. We discuss the accuracy of the Monte Carlo approach and its dependence on k*, the power law turnover point in the discreet power spectrum of the random number sequence and on the lag-1 autocorrelation time of the random number sequence.

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.

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.

Information Entropy Production of Maximum Entropy Markov Chains from Spike Trains

NASA Astrophysics Data System (ADS)

Cofré, Rodrigo; Maldonado, Cesar

2018-01-01

We consider the maximum entropy Markov chain inference approach to characterize the collective statistics of neuronal spike trains, focusing on the statistical properties of the inferred model. We review large deviations techniques useful in this context to describe properties of accuracy and convergence in terms of sampling size. We use these results to study the statistical fluctuation of correlations, distinguishability and irreversibility of maximum entropy Markov chains. We illustrate these applications using simple examples where the large deviation rate function is explicitly obtained for maximum entropy models of relevance in this field.

From empirical data to time-inhomogeneous continuous Markov processes.

PubMed

Lencastre, Pedro; Raischel, Frank; Rogers, Tim; Lind, Pedro G

2016-03-01

We present an approach for testing for the existence of continuous generators of discrete stochastic transition matrices. Typically, existing methods to ascertain the existence of continuous Markov processes are based on the assumption that only time-homogeneous generators exist. Here a systematic extension to time inhomogeneity is presented, based on new mathematical propositions incorporating necessary and sufficient conditions, which are then implemented computationally and applied to numerical data. A discussion concerning the bridging between rigorous mathematical results on the existence of generators to its computational implementation is presented. Our detection algorithm shows to be effective in more than 60% of tested matrices, typically 80% to 90%, and for those an estimate of the (nonhomogeneous) generator matrix follows. We also solve the embedding problem analytically for the particular case of three-dimensional circulant matrices. Finally, a discussion of possible applications of our framework to problems in different fields is briefly addressed.

A master equation and moment approach for biochemical systems with creation-time-dependent bimolecular rate functions

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

Chevalier, Michael W., E-mail: Michael.Chevalier@ucsf.edu; El-Samad, Hana, E-mail: Hana.El-Samad@ucsf.edu

Noise and stochasticity are fundamental to biology and derive from the very nature of biochemical reactions where thermal motion of molecules translates into randomness in the sequence and timing of reactions. This randomness leads to cell-to-cell variability even in clonal populations. Stochastic biochemical networks have been traditionally modeled as continuous-time discrete-state Markov processes whose probability density functions evolve according to a chemical master equation (CME). In diffusion reaction systems on membranes, the Markov formalism, which assumes constant reaction propensities is not directly appropriate. This is because the instantaneous propensity for a diffusion reaction to occur depends on the creation timesmore » of the molecules involved. In this work, we develop a chemical master equation for systems of this type. While this new CME is computationally intractable, we make rational dimensional reductions to form an approximate equation, whose moments are also derived and are shown to yield efficient, accurate results. This new framework forms a more general approach than the Markov CME and expands upon the realm of possible stochastic biochemical systems that can be efficiently modeled.« less

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

PubMed Central

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

2014-01-01

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. PMID:25523357

Numerical simulations of piecewise deterministic Markov processes with an application to the stochastic Hodgkin-Huxley model.

PubMed

Ding, Shaojie; Qian, Min; Qian, Hong; Zhang, Xuejuan

2016-12-28

The stochastic Hodgkin-Huxley model is one of the best-known examples of piecewise deterministic Markov processes (PDMPs), in which the electrical potential across a cell membrane, V(t), is coupled with a mesoscopic Markov jump process representing the stochastic opening and closing of ion channels embedded in the membrane. The rates of the channel kinetics, in turn, are voltage-dependent. Due to this interdependence, an accurate and efficient sampling of the time evolution of the hybrid stochastic systems has been challenging. The current exact simulation methods require solving a voltage-dependent hitting time problem for multiple path-dependent intensity functions with random thresholds. This paper proposes a simulation algorithm that approximates an alternative representation of the exact solution by fitting the log-survival function of the inter-jump dwell time, H(t), with a piecewise linear one. The latter uses interpolation points that are chosen according to the time evolution of the H(t), as the numerical solution to the coupled ordinary differential equations of V(t) and H(t). This computational method can be applied to all PDMPs. Pathwise convergence of the approximated sample trajectories to the exact solution is proven, and error estimates are provided. Comparison with a previous algorithm that is based on piecewise constant approximation is also presented.

Bayesian Analysis for Exponential Random Graph Models Using the Adaptive Exchange Sampler.

PubMed

Jin, Ick Hoon; Yuan, Ying; Liang, Faming

2013-10-01

Exponential random graph models have been widely used in social network analysis. However, these models are extremely difficult to handle from a statistical viewpoint, because of the intractable normalizing constant and model degeneracy. In this paper, we consider a fully Bayesian analysis for exponential random graph models using the adaptive exchange sampler, which solves the intractable normalizing constant and model degeneracy issues encountered in Markov chain Monte Carlo (MCMC) simulations. The adaptive exchange sampler can be viewed as a MCMC extension of the exchange algorithm, and it generates auxiliary networks via an importance sampling procedure from an auxiliary Markov chain running in parallel. The convergence of this algorithm is established under mild conditions. The adaptive exchange sampler is illustrated using a few social networks, including the Florentine business network, molecule synthetic network, and dolphins network. The results indicate that the adaptive exchange algorithm can produce more accurate estimates than approximate exchange algorithms, while maintaining the same computational efficiency.

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.

An Operator Method for Field Moments from the Extended Parabolic Wave Equation and Analytical Solutions of the First and Second Moments for Atmospheric Electromagnetic Wave Propagation

NASA Technical Reports Server (NTRS)

Manning, Robert M.

2004-01-01

The extended wide-angle parabolic wave equation applied to electromagnetic wave propagation in random media is considered. A general operator equation is derived which gives the statistical moments of an electric field of a propagating wave. This expression is used to obtain the first and second order moments of the wave field and solutions are found that transcend those which incorporate the full paraxial approximation at the outset. Although these equations can be applied to any propagation scenario that satisfies the conditions of application of the extended parabolic wave equation, the example of propagation through atmospheric turbulence is used. It is shown that in the case of atmospheric wave propagation and under the Markov approximation (i.e., the delta-correlation of the fluctuations in the direction of propagation), the usual parabolic equation in the paraxial approximation is accurate even at millimeter wavelengths. The comprehensive operator solution also allows one to obtain expressions for the longitudinal (generalized) second order moment. This is also considered and the solution for the atmospheric case is obtained and discussed. The methodology developed here can be applied to any qualifying situation involving random propagation through turbid or plasma environments that can be represented by a spectral density of permittivity fluctuations.

Hydrogeophysical Assessment of Aquifer Uncertainty Using Simulated Annealing driven MRF-Based Stochastic Joint Inversion

NASA Astrophysics Data System (ADS)

Oware, E. K.

2017-12-01

Geophysical quantification of hydrogeological parameters typically involve limited noisy measurements coupled with inadequate understanding of the target phenomenon. Hence, a deterministic solution is unrealistic in light of the largely uncertain inputs. Stochastic imaging (SI), in contrast, provides multiple equiprobable realizations that enable probabilistic assessment of aquifer properties in a realistic manner. Generation of geologically realistic prior models is central to SI frameworks. Higher-order statistics for representing prior geological features in SI are, however, usually borrowed from training images (TIs), which may produce undesirable outcomes if the TIs are unpresentatitve of the target structures. The Markov random field (MRF)-based SI strategy provides a data-driven alternative to TI-based SI algorithms. In the MRF-based method, the simulation of spatial features is guided by Gibbs energy (GE) minimization. Local configurations with smaller GEs have higher likelihood of occurrence and vice versa. The parameters of the Gibbs distribution for computing the GE are estimated from the hydrogeophysical data, thereby enabling the generation of site-specific structures in the absence of reliable TIs. In Metropolis-like SI methods, the variance of the transition probability controls the jump-size. The procedure is a standard Markov chain Monte Carlo (McMC) method when a constant variance is assumed, and becomes simulated annealing (SA) when the variance (cooling temperature) is allowed to decrease gradually with time. We observe that in certain problems, the large variance typically employed at the beginning to hasten burn-in may be unideal for sampling at the equilibrium state. The powerfulness of SA stems from its flexibility to adaptively scale the variance at different stages of the sampling. Degeneration of results were reported in a previous implementation of the MRF-based SI strategy based on a constant variance. Here, we present an updated version of the algorithm based on SA that appears to resolve the degeneration problem with seemingly improved results. We illustrate the performance of the SA version with a joint inversion of time-lapse concentration and electrical resistivity measurements in a hypothetical trinary hydrofacies aquifer characterization problem.

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

NASA Astrophysics Data System (ADS)

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

2017-10-01

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

Driving style recognition method using braking characteristics based on hidden Markov model

PubMed Central

Wu, Chaozhong; Lyu, Nengchao; Huang, Zhen

2017-01-01

Since the advantage of hidden Markov model in dealing with time series data and for the sake of identifying driving style, three driving style (aggressive, moderate and mild) are modeled reasonably through hidden Markov model based on driver braking characteristics to achieve efficient driving style. Firstly, braking impulse and the maximum braking unit area of vacuum booster within a certain time are collected from braking operation, and then general braking and emergency braking characteristics are extracted to code the braking characteristics. Secondly, the braking behavior observation sequence is used to describe the initial parameters of hidden Markov model, and the generation of the hidden Markov model for differentiating and an observation sequence which is trained and judged by the driving style is introduced. Thirdly, the maximum likelihood logarithm could be implied from the observable parameters. The recognition accuracy of algorithm is verified through experiments and two common pattern recognition algorithms. The results showed that the driving style discrimination based on hidden Markov model algorithm could realize effective discriminant of driving style. PMID:28837580

Improved longitudinal gray and white matter atrophy assessment via application of a 4-dimensional hidden Markov random field model.

PubMed

Dwyer, Michael G; Bergsland, Niels; Zivadinov, Robert

2014-04-15

SIENA and similar techniques have demonstrated the utility of performing "direct" measurements as opposed to post-hoc comparison of cross-sectional data for the measurement of whole brain (WB) atrophy over time. However, gray matter (GM) and white matter (WM) atrophy are now widely recognized as important components of neurological disease progression, and are being actively evaluated as secondary endpoints in clinical trials. Direct measures of GM/WM change with advantages similar to SIENA have been lacking. We created a robust and easily-implemented method for direct longitudinal analysis of GM/WM atrophy, SIENAX multi-time-point (SIENAX-MTP). We built on the basic halfway-registration and mask composition components of SIENA to improve the raw output of FMRIB's FAST tissue segmentation tool. In addition, we created LFAST, a modified version of FAST incorporating a 4th dimension in its hidden Markov random field model in order to directly represent time. The method was validated by scan-rescan, simulation, comparison with SIENA, and two clinical effect size comparisons. All validation approaches demonstrated improved longitudinal precision with the proposed SIENAX-MTP method compared to SIENAX. For GM, simulation showed better correlation with experimental volume changes (r=0.992 vs. 0.941), scan-rescan showed lower standard deviations (3.8% vs. 8.4%), correlation with SIENA was more robust (r=0.70 vs. 0.53), and effect sizes were improved by up to 68%. Statistical power estimates indicated a potential drop of 55% in the number of subjects required to detect the same treatment effect with SIENAX-MTP vs. SIENAX. The proposed direct GM/WM method significantly improves on the standard SIENAX technique by trading a small amount of bias for a large reduction in variance, and may provide more precise data and additional statistical power in longitudinal studies. Copyright © 2013 Elsevier Inc. All rights reserved.

Application of data fusion modeling (DFM) to site characterization

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

Porter, D.W.; Gibbs, B.P.; Jones, W.F.

1996-01-01

Subsurface characterization is faced with substantial uncertainties because the earth is very heterogeneous, and typical data sets are fragmented and disparate. DFM removes many of the data limitations of current methods to quantify and reduce uncertainty for a variety of data types and models. DFM is a methodology to compute hydrogeological state estimates and their uncertainties from three sources of information: measured data, physical laws, and statistical models for spatial heterogeneities. The benefits of DFM are savings in time and cost through the following: the ability to update models in real time to help guide site assessment, improved quantification ofmore » uncertainty for risk assessment, and improved remedial design by quantifying the uncertainty in safety margins. A Bayesian inverse modeling approach is implemented with a Gauss Newton method where spatial heterogeneities are viewed as Markov random fields. Information from data, physical laws, and Markov models is combined in a Square Root Information Smoother (SRIS). Estimates and uncertainties can be computed for heterogeneous hydraulic conductivity fields in multiple geological layers from the usually sparse hydraulic conductivity data and the often more plentiful head data. An application of DFM to the Old Burial Ground at the DOE Savannah River Site will be presented. DFM estimates and quantifies uncertainty in hydrogeological parameters using variably saturated flow numerical modeling to constrain the estimation. Then uncertainties are propagated through the transport modeling to quantify the uncertainty in tritium breakthrough curves at compliance points.« less

Application of data fusion modeling (DFM) to site characterization

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

Porter, D.W.; Gibbs, B.P.; Jones, W.F.

1996-12-31

Subsurface characterization is faced with substantial uncertainties because the earth is very heterogeneous, and typical data sets are fragmented and disparate. DFM removes many of the data limitations of current methods to quantify and reduce uncertainty for a variety of data types and models. DFM is a methodology to compute hydrogeological state estimates and their uncertainties from three sources of information: measured data, physical laws, and statistical models for spatial heterogeneities. The benefits of DFM are savings in time and cost through the following: the ability to update models in real time to help guide site assessment, improved quantification ofmore » uncertainty for risk assessment, and improved remedial design by quantifying the uncertainty in safety margins. A Bayesian inverse modeling approach is implemented with a Gauss Newton method where spatial heterogeneities are viewed as Markov random fields. Information from data, physical laws, and Markov models is combined in a Square Root Information Smoother (SRIS). Estimates and uncertainties can be computed for heterogeneous hydraulic conductivity fields in multiple geological layers from the usually sparse hydraulic conductivity data and the often more plentiful head data. An application of DFM to the Old Burial Ground at the DOE Savannah River Site will be presented. DFM estimates and quantifies uncertainty in hydrogeological parameters using variably saturated flow numerical modeling to constrain the estimation. Then uncertainties are propagated through the transport modeling to quantify the uncertainty in tritium breakthrough curves at compliance points.« less

Markov Chains for Investigating and Predicting Migration: A Case from Southwestern China

NASA Astrophysics Data System (ADS)

Qin, Bo; Wang, Yiyu; Xu, Haoming

2018-03-01

In order to accurately predict the population’s happiness, this paper conducted two demographic surveys on a new district of a city in western China, and carried out a dynamic analysis using related mathematical methods. This paper argues that the migration of migrants in the city will change the pattern of spatial distribution of human resources in the city and thus affect the social and economic development in all districts. The migration status of the population will change randomly with the passage of time, so it can be predicted and analyzed through the Markov process. The Markov process provides the local government and decision-making bureau a valid basis for the dynamic analysis of the mobility of migrants in the city as well as the ways for promoting happiness of local people’s lives.

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.

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.

Cure fraction model with random effects for regional variation in cancer survival.

PubMed

Seppä, Karri; Hakulinen, Timo; Kim, Hyon-Jung; Läärä, Esa

2010-11-30

Assessing regional differences in the survival of cancer patients is important but difficult when separate regions are small or sparsely populated. In this paper, we apply a mixture cure fraction model with random effects to cause-specific survival data of female breast cancer patients collected by the population-based Finnish Cancer Registry. Two sets of random effects were used to capture the regional variation in the cure fraction and in the survival of the non-cured patients, respectively. This hierarchical model was implemented in a Bayesian framework using a Metropolis-within-Gibbs algorithm. To avoid poor mixing of the Markov chain, when the variance of either set of random effects was close to zero, posterior simulations were based on a parameter-expanded model with tailor-made proposal distributions in Metropolis steps. The random effects allowed the fitting of the cure fraction model to the sparse regional data and the estimation of the regional variation in 10-year cause-specific breast cancer survival with a parsimonious number of parameters. Before 1986, the capital of Finland clearly stood out from the rest, but since then all the 21 hospital districts have achieved approximately the same level of survival. Copyright © 2010 John Wiley & Sons, Ltd.

AN INTEGRATED APPROACH TO CHARACTERIZING BYPASSED OIL IN HETEROGENEOUS AND FRACTURED RESERVOIRS USING PARTITIONING TRACERS

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

Akhil Datta-Gupta

2003-08-01

We explore the use of efficient streamline-based simulation approaches for modeling partitioning interwell tracer tests in hydrocarbon reservoirs. Specifically, we utilize the unique features of streamline models to develop an efficient approach for interpretation and history matching of field tracer response. A critical aspect here is the underdetermined and highly ill-posed nature of the associated inverse problems. We have adopted an integrated approach whereby we combine data from multiple sources to minimize the uncertainty and non-uniqueness in the interpreted results. For partitioning interwell tracer tests, these are primarily the distribution of reservoir permeability and oil saturation distribution. A novel approachmore » to multiscale data integration using Markov Random Fields (MRF) has been developed to integrate static data sources from the reservoir such as core, well log and 3-D seismic data. We have also explored the use of a finite difference reservoir simulator, UTCHEM, for field-scale design and optimization of partitioning interwell tracer tests. The finite-difference model allows us to include detailed physics associated with reactive tracer transport, particularly those related with transverse and cross-streamline mechanisms. We have investigated the potential use of downhole tracer samplers and also the use of natural tracers for the design of partitioning tracer tests. Finally, the behavior of partitioning tracer tests in fractured reservoirs is investigated using a dual-porosity finite-difference model.« less

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.

Markovian robots: Minimal navigation strategies for active particles

NASA Astrophysics Data System (ADS)

Nava, Luis Gómez; Großmann, Robert; Peruani, Fernando

2018-04-01

We explore minimal navigation strategies for active particles in complex, dynamical, external fields, introducing a class of autonomous, self-propelled particles which we call Markovian robots (MR). These machines are equipped with a navigation control system (NCS) that triggers random changes in the direction of self-propulsion of the robots. The internal state of the NCS is described by a Boolean variable that adopts two values. The temporal dynamics of this Boolean variable is dictated by a closed Markov chain—ensuring the absence of fixed points in the dynamics—with transition rates that may depend exclusively on the instantaneous, local value of the external field. Importantly, the NCS does not store past measurements of this value in continuous, internal variables. We show that despite the strong constraints, it is possible to conceive closed Markov chain motifs that lead to nontrivial motility behaviors of the MR in one, two, and three dimensions. By analytically reducing the complexity of the NCS dynamics, we obtain an effective description of the long-time motility behavior of the MR that allows us to identify the minimum requirements in the design of NCS motifs and transition rates to perform complex navigation tasks such as adaptive gradient following, detection of minima or maxima, or selection of a desired value in a dynamical, external field. We put these ideas in practice by assembling a robot that operates by the proposed minimalistic NCS to evaluate the robustness of MR, providing a proof of concept that is possible to navigate through complex information landscapes with such a simple NCS whose internal state can be stored in one bit. These ideas may prove useful for the engineering of miniaturized robots.

Rough Sets and Stomped Normal Distribution for Simultaneous Segmentation and Bias Field Correction in Brain MR Images.

PubMed

Banerjee, Abhirup; Maji, Pradipta

2015-12-01

The segmentation of brain MR images into different tissue classes is an important task for automatic image analysis technique, particularly due to the presence of intensity inhomogeneity artifact in MR images. In this regard, this paper presents a novel approach for simultaneous segmentation and bias field correction in brain MR images. It integrates judiciously the concept of rough sets and the merit of a novel probability distribution, called stomped normal (SN) distribution. The intensity distribution of a tissue class is represented by SN distribution, where each tissue class consists of a crisp lower approximation and a probabilistic boundary region. The intensity distribution of brain MR image is modeled as a mixture of finite number of SN distributions and one uniform distribution. The proposed method incorporates both the expectation-maximization and hidden Markov random field frameworks to provide an accurate and robust segmentation. The performance of the proposed approach, along with a comparison with related methods, is demonstrated on a set of synthetic and real brain MR images for different bias fields and noise levels.

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

PubMed

Djordjevic, Ivan B

2015-08-24

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

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

PubMed Central

Djordjevic, Ivan B.

2015-01-01

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

Evaluation of the path integral for flow through random porous media

NASA Astrophysics Data System (ADS)

Westbroek, Marise J. E.; Coche, Gil-Arnaud; King, Peter R.; Vvedensky, Dimitri D.

2018-04-01

We present a path integral formulation of Darcy's equation in one dimension with random permeability described by a correlated multivariate lognormal distribution. This path integral is evaluated with the Markov chain Monte Carlo method to obtain pressure distributions, which are shown to agree with the solutions of the corresponding stochastic differential equation for Dirichlet and Neumann boundary conditions. The extension of our approach to flow through random media in two and three dimensions is discussed.

Globally optimal tumor segmentation in PET-CT images: a graph-based co-segmentation method.

PubMed

Han, Dongfeng; Bayouth, John; Song, Qi; Taurani, Aakant; Sonka, Milan; Buatti, John; Wu, Xiaodong

2011-01-01

Tumor segmentation in PET and CT images is notoriously challenging due to the low spatial resolution in PET and low contrast in CT images. In this paper, we have proposed a general framework to use both PET and CT images simultaneously for tumor segmentation. Our method utilizes the strength of each imaging modality: the superior contrast of PET and the superior spatial resolution of CT. We formulate this problem as a Markov Random Field (MRF) based segmentation of the image pair with a regularized term that penalizes the segmentation difference between PET and CT. Our method simulates the clinical practice of delineating tumor simultaneously using both PET and CT, and is able to concurrently segment tumor from both modalities, achieving globally optimal solutions in low-order polynomial time by a single maximum flow computation. The method was evaluated on clinically relevant tumor segmentation problems. The results showed that our method can effectively make use of both PET and CT image information, yielding segmentation accuracy of 0.85 in Dice similarity coefficient and the average median hausdorff distance (HD) of 6.4 mm, which is 10% (resp., 16%) improvement compared to the graph cuts method solely using the PET (resp., CT) images.

Improved image decompression for reduced transform coding artifacts

NASA Technical Reports Server (NTRS)

Orourke, Thomas P.; Stevenson, Robert L.

1994-01-01

The perceived quality of images reconstructed from low bit rate compression is severely degraded by the appearance of transform coding artifacts. This paper proposes a method for producing higher quality reconstructed images based on a stochastic model for the image data. Quantization (scalar or vector) partitions the transform coefficient space and maps all points in a partition cell to a representative reconstruction point, usually taken as the centroid of the cell. The proposed image estimation technique selects the reconstruction point within the quantization partition cell which results in a reconstructed image which best fits a non-Gaussian Markov random field (MRF) image model. This approach results in a convex constrained optimization problem which can be solved iteratively. At each iteration, the gradient projection method is used to update the estimate based on the image model. In the transform domain, the resulting coefficient reconstruction points are projected to the particular quantization partition cells defined by the compressed image. Experimental results will be shown for images compressed using scalar quantization of block DCT and using vector quantization of subband wavelet transform. The proposed image decompression provides a reconstructed image with reduced visibility of transform coding artifacts and superior perceived quality.

Statistical segmentation of multidimensional brain datasets

NASA Astrophysics Data System (ADS)

Desco, Manuel; Gispert, Juan D.; Reig, Santiago; Santos, Andres; Pascau, Javier; Malpica, Norberto; Garcia-Barreno, Pedro

2001-07-01

This paper presents an automatic segmentation procedure for MRI neuroimages that overcomes part of the problems involved in multidimensional clustering techniques like partial volume effects (PVE), processing speed and difficulty of incorporating a priori knowledge. The method is a three-stage procedure: 1) Exclusion of background and skull voxels using threshold-based region growing techniques with fully automated seed selection. 2) Expectation Maximization algorithms are used to estimate the probability density function (PDF) of the remaining pixels, which are assumed to be mixtures of gaussians. These pixels can then be classified into cerebrospinal fluid (CSF), white matter and grey matter. Using this procedure, our method takes advantage of using the full covariance matrix (instead of the diagonal) for the joint PDF estimation. On the other hand, logistic discrimination techniques are more robust against violation of multi-gaussian assumptions. 3) A priori knowledge is added using Markov Random Field techniques. The algorithm has been tested with a dataset of 30 brain MRI studies (co-registered T1 and T2 MRI). Our method was compared with clustering techniques and with template-based statistical segmentation, using manual segmentation as a gold-standard. Our results were more robust and closer to the gold-standard.

Complete Scene Recovery and Terrain Classification in Textured Terrain Meshes

PubMed Central

Song, Wei; Cho, Kyungeun; Um, Kyhyun; Won, Chee Sun; Sim, Sungdae

2012-01-01

Terrain classification allows a mobile robot to create an annotated map of its local environment from the three-dimensional (3D) and two-dimensional (2D) datasets collected by its array of sensors, including a GPS receiver, gyroscope, video camera, and range sensor. However, parts of objects that are outside the measurement range of the range sensor will not be detected. To overcome this problem, this paper describes an edge estimation method for complete scene recovery and complete terrain reconstruction. Here, the Gibbs-Markov random field is used to segment the ground from 2D videos and 3D point clouds. Further, a masking method is proposed to classify buildings and trees in a terrain mesh. PMID:23112653

Metastability of Queuing Networks with Mobile Servers

NASA Astrophysics Data System (ADS)

Baccelli, F.; Rybko, A.; Shlosman, S.; Vladimirov, A.

2018-04-01

We study symmetric queuing networks with moving servers and FIFO service discipline. The mean-field limit dynamics demonstrates unexpected behavior which we attribute to the metastability phenomenon. Large enough finite symmetric networks on regular graphs are proved to be transient for arbitrarily small inflow rates. However, the limiting non-linear Markov process possesses at least two stationary solutions. The proof of transience is based on martingale techniques.

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

PubMed

Palacios, Julia A; Minin, Vladimir N

2013-03-01

Changes in population size influence genetic diversity of the population and, as a result, leave a signature of these changes in individual genomes in the population. We are interested in the inverse problem of reconstructing past population dynamics from genomic data. We start with a standard framework based on the coalescent, a stochastic process that generates genealogies connecting randomly sampled individuals from the population of interest. These genealogies serve as a glue between the population demographic history and genomic sequences. It turns out that only the times of genealogical lineage coalescences contain information about population size dynamics. Viewing these coalescent times as a point process, estimating population size trajectories is equivalent to estimating a conditional intensity of this point process. Therefore, our inverse problem is similar to estimating an inhomogeneous Poisson process intensity function. We demonstrate how recent advances in Gaussian process-based nonparametric inference for Poisson processes can be extended to Bayesian nonparametric estimation of population size dynamics under the coalescent. We compare our Gaussian process (GP) approach to one of the state-of-the-art Gaussian Markov random field (GMRF) methods for estimating population trajectories. Using simulated data, we demonstrate that our method has better accuracy and precision. Next, we analyze two genealogies reconstructed from real sequences of hepatitis C and human Influenza A viruses. In both cases, we recover more believed aspects of the viral demographic histories than the GMRF approach. We also find that our GP method produces more reasonable uncertainty estimates than the GMRF method. Copyright © 2013, The International Biometric Society.

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

NASA Astrophysics Data System (ADS)

Streib, Amanda Pascoe

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

Auxiliary Parameter MCMC for Exponential Random Graph Models

NASA Astrophysics Data System (ADS)

Byshkin, Maksym; Stivala, Alex; Mira, Antonietta; Krause, Rolf; Robins, Garry; Lomi, Alessandro

2016-11-01

Exponential random graph models (ERGMs) are a well-established family of statistical models for analyzing social networks. Computational complexity has so far limited the appeal of ERGMs for the analysis of large social networks. Efficient computational methods are highly desirable in order to extend the empirical scope of ERGMs. In this paper we report results of a research project on the development of snowball sampling methods for ERGMs. We propose an auxiliary parameter Markov chain Monte Carlo (MCMC) algorithm for sampling from the relevant probability distributions. The method is designed to decrease the number of allowed network states without worsening the mixing of the Markov chains, and suggests a new approach for the developments of MCMC samplers for ERGMs. We demonstrate the method on both simulated and actual (empirical) network data and show that it reduces CPU time for parameter estimation by an order of magnitude compared to current MCMC methods.

An adaptive random search for short term generation scheduling with network constraints.

PubMed

Marmolejo, J A; Velasco, Jonás; Selley, Héctor J

2017-01-01

This paper presents an adaptive random search approach to address a short term generation scheduling with network constraints, which determines the startup and shutdown schedules of thermal units over a given planning horizon. In this model, we consider the transmission network through capacity limits and line losses. The mathematical model is stated in the form of a Mixed Integer Non Linear Problem with binary variables. The proposed heuristic is a population-based method that generates a set of new potential solutions via a random search strategy. The random search is based on the Markov Chain Monte Carlo method. The main key of the proposed method is that the noise level of the random search is adaptively controlled in order to exploring and exploiting the entire search space. In order to improve the solutions, we consider coupling a local search into random search process. Several test systems are presented to evaluate the performance of the proposed heuristic. We use a commercial optimizer to compare the quality of the solutions provided by the proposed method. The solution of the proposed algorithm showed a significant reduction in computational effort with respect to the full-scale outer approximation commercial solver. Numerical results show the potential and robustness of our approach.

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.

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.

Stochastic Dynamics through Hierarchically Embedded Markov Chains

NASA Astrophysics Data System (ADS)

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

2017-02-01

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

Constructing 1/omegaalpha noise from reversible Markov chains.

PubMed

Erland, Sveinung; Greenwood, Priscilla E

2007-09-01

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

Stochastic Dynamics through Hierarchically Embedded Markov Chains.

PubMed

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

2017-02-03

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

Exact solution of the hidden Markov processes.

PubMed

Saakian, David B

2017-11-01

We write a master equation for the distributions related to hidden Markov processes (HMPs) and solve it using a functional equation. Thus the solution of HMPs is mapped exactly to the solution of the functional equation. For a general case the latter can be solved only numerically. We derive an exact expression for the entropy of HMPs. Our expression for the entropy is an alternative to the ones given before by the solution of integral equations. The exact solution is possible because actually the model can be considered as a generalized random walk on a one-dimensional strip. While we give the solution for the two second-order matrices, our solution can be easily generalized for the L values of the Markov process and M values of observables: We should be able to solve a system of L functional equations in the space of dimension M-1.

Exact solution of the hidden Markov processes

NASA Astrophysics Data System (ADS)

Saakian, David B.

2017-11-01

We write a master equation for the distributions related to hidden Markov processes (HMPs) and solve it using a functional equation. Thus the solution of HMPs is mapped exactly to the solution of the functional equation. For a general case the latter can be solved only numerically. We derive an exact expression for the entropy of HMPs. Our expression for the entropy is an alternative to the ones given before by the solution of integral equations. The exact solution is possible because actually the model can be considered as a generalized random walk on a one-dimensional strip. While we give the solution for the two second-order matrices, our solution can be easily generalized for the L values of the Markov process and M values of observables: We should be able to solve a system of L functional equations in the space of dimension M -1 .

Design of robust reliable control for T-S fuzzy Markovian jumping delayed neutral type neural networks with probabilistic actuator faults and leakage delays: An event-triggered communication scheme.

PubMed

Syed Ali, M; Vadivel, R; Saravanakumar, R

2018-06-01

This study examines the problem of robust reliable control for Takagi-Sugeno (T-S) fuzzy Markovian jumping delayed neural networks with probabilistic actuator faults and leakage terms. An event-triggered communication scheme. First, the randomly occurring actuator faults and their failures rates are governed by two sets of unrelated random variables satisfying certain probabilistic failures of every actuator, new type of distribution based event triggered fault model is proposed, which utilize the effect of transmission delay. Second, Takagi-Sugeno (T-S) fuzzy model is adopted for the neural networks and the randomness of actuators failures is modeled in a Markov jump model framework. Third, to guarantee the considered closed-loop system is exponential mean square stable with a prescribed reliable control performance, a Markov jump event-triggered scheme is designed in this paper, which is the main purpose of our study. Fourth, by constructing appropriate Lyapunov-Krasovskii functional, employing Newton-Leibniz formulation and integral inequalities, several delay-dependent criteria for the solvability of the addressed problem are derived. The obtained stability criteria are stated in terms of linear matrix inequalities (LMIs), which can be checked numerically using the effective LMI toolbox in MATLAB. Finally, numerical examples are given to illustrate the effectiveness and reduced conservatism of the proposed results over the existing ones, among them one example was supported by real-life application of the benchmark problem. Copyright © 2018 ISA. Published by Elsevier Ltd. All rights reserved.

Monte Carlo chord length sampling for d-dimensional Markov binary mixtures

NASA Astrophysics Data System (ADS)

Larmier, Coline; Lam, Adam; Brantley, Patrick; Malvagi, Fausto; Palmer, Todd; Zoia, Andrea

2018-01-01

The Chord Length Sampling (CLS) algorithm is a powerful Monte Carlo method that models the effects of stochastic media on particle transport by generating on-the-fly the material interfaces seen by the random walkers during their trajectories. This annealed disorder approach, which formally consists of solving the approximate Levermore-Pomraning equations for linear particle transport, enables a considerable speed-up with respect to transport in quenched disorder, where ensemble-averaging of the Boltzmann equation with respect to all possible realizations is needed. However, CLS intrinsically neglects the correlations induced by the spatial disorder, so that the accuracy of the solutions obtained by using this algorithm must be carefully verified with respect to reference solutions based on quenched disorder realizations. When the disorder is described by Markov mixing statistics, such comparisons have been attempted so far only for one-dimensional geometries, of the rod or slab type. In this work we extend these results to Markov media in two-dimensional (extruded) and three-dimensional geometries, by revisiting the classical set of benchmark configurations originally proposed by Adams, Larsen and Pomraning [1] and extended by Brantley [2]. In particular, we examine the discrepancies between CLS and reference solutions for scalar particle flux and transmission/reflection coefficients as a function of the material properties of the benchmark specifications and of the system dimensionality.

Monte Carlo chord length sampling for d-dimensional Markov binary mixtures

DOE PAGES

Larmier, Coline; Lam, Adam; Brantley, Patrick; ...

2017-09-27

The Chord Length Sampling (CLS) algorithm is a powerful Monte Carlo method that models the effects of stochastic media on particle transport by generating on-the-fly the material interfaces seen by the random walkers during their trajectories. This annealed disorder approach, which formally consists of solving the approximate Levermore–Pomraning equations for linear particle transport, enables a considerable speed-up with respect to transport in quenched disorder, where ensemble-averaging of the Boltzmann equation with respect to all possible realizations is needed. However, CLS intrinsically neglects the correlations induced by the spatial disorder, so that the accuracy of the solutions obtained by using thismore » algorithm must be carefully verified with respect to reference solutions based on quenched disorder realizations. When the disorder is described by Markov mixing statistics, such comparisons have been attempted so far only for one-dimensional geometries, of the rod or slab type. In this work we extend these results to Markov media in two-dimensional (extruded) and three-dimensional geometries, by revisiting the classical set of benchmark configurations originally proposed by Adams, Larsen and Pomraning and extended by Brantley. In particular, we examine the discrepancies between CLS and reference solutions for scalar particle flux and transmission/reflection coefficients as a function of the material properties of the benchmark specifications and of the system dimensionality.« less

Monte Carlo chord length sampling for d-dimensional Markov binary mixtures

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

Larmier, Coline; Lam, Adam; Brantley, Patrick

The Chord Length Sampling (CLS) algorithm is a powerful Monte Carlo method that models the effects of stochastic media on particle transport by generating on-the-fly the material interfaces seen by the random walkers during their trajectories. This annealed disorder approach, which formally consists of solving the approximate Levermore–Pomraning equations for linear particle transport, enables a considerable speed-up with respect to transport in quenched disorder, where ensemble-averaging of the Boltzmann equation with respect to all possible realizations is needed. However, CLS intrinsically neglects the correlations induced by the spatial disorder, so that the accuracy of the solutions obtained by using thismore » algorithm must be carefully verified with respect to reference solutions based on quenched disorder realizations. When the disorder is described by Markov mixing statistics, such comparisons have been attempted so far only for one-dimensional geometries, of the rod or slab type. In this work we extend these results to Markov media in two-dimensional (extruded) and three-dimensional geometries, by revisiting the classical set of benchmark configurations originally proposed by Adams, Larsen and Pomraning and extended by Brantley. In particular, we examine the discrepancies between CLS and reference solutions for scalar particle flux and transmission/reflection coefficients as a function of the material properties of the benchmark specifications and of the system dimensionality.« less

Random Matrix Theory and the Anderson Model

NASA Astrophysics Data System (ADS)

Bellissard, Jean

2004-08-01

This paper is devoted to a discussion of possible strategies to prove rigorously the existence of a metal-insulator Anderson transition for the Anderson model in dimension d≥3. The possible criterions used to define such a transition are presented. It is argued that at low disorder the lowest order in perturbation theory is described by a random matrix model. Various simplified versions for which rigorous results have been obtained in the past are discussed. It includes a free probability approach, the Wegner n-orbital model and a class of models proposed by Disertori, Pinson, and Spencer, Comm. Math. Phys. 232:83-124 (2002). At last a recent work by Magnen, Rivasseau, and the author, Markov Process and Related Fields 9:261-278 (2003) is summarized: it gives a toy modeldescribing the lowest order approximation of Anderson model and it is proved that, for d=2, its density of states is given by the semicircle distribution. A short discussion of its extension to d≥3 follows.

Optimising Habitat-Based Models for Wide-Ranging Marine Predators: Scale Matters

NASA Astrophysics Data System (ADS)

Scales, K. L.; Hazen, E. L.; Jacox, M.; Edwards, C. A.; Bograd, S. J.

2016-12-01

Predicting the responses of marine top predators to dynamic oceanographic conditions requires habitat-based models that sufficiently capture environmental preferences. Spatial resolution and temporal averaging of environmental data layers is a key aspect of model construction. The utility of surfaces contemporaneous to animal movement (e.g. daily, weekly), versus synoptic products (monthly, seasonal, climatological) is currently under debate, as is the optimal spatial resolution for predictive products. Using movement simulations with built-in environmental preferences (correlated random walks, multi-state hidden Markov-type models) together with modeled (Regional Oceanographic Modeling System, ROMS) and remotely-sensed (MODIS-Aqua) datasets, we explored the effects of degrading environmental surfaces (3km - 1 degree, daily - climatological) on model inference. We simulated the movements of a hypothetical wide-ranging marine predator through the California Current system over a three month period (May-June-July), based on metrics derived from previously published blue whale Balaenoptera musculus tracking studies. Results indicate that models using seasonal or climatological data fields can overfit true environmental preferences, in both presence-absence and behaviour-based model formulations. Moreover, the effects of a degradation in spatial resolution are more pronounced when using temporally averaged fields than when using daily, weekly or monthly datasets. In addition, we observed a notable divergence between the `best' models selected using common methods (e.g. AUC, AICc) and those that most accurately reproduced built-in environmental preferences. These findings have important implications for conservation and management of marine mammals, seabirds, sharks, sea turtles and large teleost fish, particularly in implementing dynamic ocean management initiatives and in forecasting responses to future climate-mediated ecosystem change.

Optimising Habitat-Based Models for Wide-Ranging Marine Predators: Scale Matters

NASA Astrophysics Data System (ADS)

Scales, K. L.; Hazen, E. L.; Jacox, M.; Edwards, C. A.; Bograd, S. J.

2016-02-01

Predicting the responses of marine top predators to dynamic oceanographic conditions requires habitat-based models that sufficiently capture environmental preferences. Spatial resolution and temporal averaging of environmental data layers is a key aspect of model construction. The utility of surfaces contemporaneous to animal movement (e.g. daily, weekly), versus synoptic products (monthly, seasonal, climatological) is currently under debate, as is the optimal spatial resolution for predictive products. Using movement simulations with built-in environmental preferences (correlated random walks, multi-state hidden Markov-type models) together with modeled (Regional Oceanographic Modeling System, ROMS) and remotely-sensed (MODIS-Aqua) datasets, we explored the effects of degrading environmental surfaces (3km - 1 degree, daily - climatological) on model inference. We simulated the movements of a hypothetical wide-ranging marine predator through the California Current system over a three month period (May-June-July), based on metrics derived from previously published blue whale Balaenoptera musculus tracking studies. Results indicate that models using seasonal or climatological data fields can overfit true environmental preferences, in both presence-absence and behaviour-based model formulations. Moreover, the effects of a degradation in spatial resolution are more pronounced when using temporally averaged fields than when using daily, weekly or monthly datasets. In addition, we observed a notable divergence between the `best' models selected using common methods (e.g. AUC, AICc) and those that most accurately reproduced built-in environmental preferences. These findings have important implications for conservation and management of marine mammals, seabirds, sharks, sea turtles and large teleost fish, particularly in implementing dynamic ocean management initiatives and in forecasting responses to future climate-mediated ecosystem change.

Clinical and economic benefit of enzymatic debridement of pressure ulcers compared to autolytic debridement with a hydrogel dressing.

PubMed

Waycaster, Curtis; Milne, Catherine T

2013-07-01

The purpose of this study was to determine the cost-effectiveness of enzymatic debridement using collagenase relative to autolytic debridement with a hydrogel dressing for the treatment of pressure ulcers. A 3-stage Markov model was used to determine the expected costs and outcomes of wound care for collagenase and hydrogel dressings. Outcome data used in the analysis were taken from a randomized clinical trial that directly compared collagenase and hydrogel dressings. The primary outcome in the clinical trial was the proportion of patients achieving a closed epithelialized wound. Transition probabilities for the Markov states were estimated from the clinical trial. A 1-year time horizon was used to determine the expected number of closed wound days and the expected costs for the two alternative debridement therapies. Resource utilization was based on the wound care treatment regimen used in the clinical trial. Resource costs were derived from standard cost references and medical supply wholesalers. The economic perspective taken was that of the long-term care facility. No cost discounting was performed due to the short time horizon of the analysis. A deterministic sensitivity analysis was conducted to analyze economic uncertainty. The number of expected wound days for the collagenase and hydrogel cohorts are estimated at 48 and 147, respectively. The expected direct cost per patient for pressure ulcer care was $2003 for collagenase and $5480 for hydrogel debridement. The number of closed wound days was 1.5-times higher for collagenase (317 vs 218 days) than with the hydrogel. The estimated cost/closed wound day was 4-times higher for the hydrogel ($25) vs collagenase ($6). In this Markov model based on a randomized trial of pressure ulcer care in a long-term care setting collagenase debridement was economically dominant over autolytic debridement, yielding better outcomes at a lower total cost. Since it was a single institution study with a small sample size, the results should be interpreted with caution. Specifically, the findings may not necessarily be generalized to other hydrogel dressings, healthcare settings, age groups, or to wounds of other etiologies.

A Monocular Vision Sensor-Based Obstacle Detection Algorithm for Autonomous Robots

PubMed Central

Lee, Tae-Jae; Yi, Dong-Hoon; Cho, Dong-Il “Dan”

2016-01-01

This paper presents a monocular vision sensor-based obstacle detection algorithm for autonomous robots. Each individual image pixel at the bottom region of interest is labeled as belonging either to an obstacle or the floor. While conventional methods depend on point tracking for geometric cues for obstacle detection, the proposed algorithm uses the inverse perspective mapping (IPM) method. This method is much more advantageous when the camera is not high off the floor, which makes point tracking near the floor difficult. Markov random field-based obstacle segmentation is then performed using the IPM results and a floor appearance model. Next, the shortest distance between the robot and the obstacle is calculated. The algorithm is tested by applying it to 70 datasets, 20 of which include nonobstacle images where considerable changes in floor appearance occur. The obstacle segmentation accuracies and the distance estimation error are quantitatively analyzed. For obstacle datasets, the segmentation precision and the average distance estimation error of the proposed method are 81.4% and 1.6 cm, respectively, whereas those for a conventional method are 57.5% and 9.9 cm, respectively. For nonobstacle datasets, the proposed method gives 0.0% false positive rates, while the conventional method gives 17.6%. PMID:26938540

A class of generalized Ginzburg-Landau equations with random switching

NASA Astrophysics Data System (ADS)

Wu, Zheng; Yin, George; Lei, Dongxia

2018-09-01

This paper focuses on a class of generalized Ginzburg-Landau equations with random switching. In our formulation, the nonlinear term is allowed to have higher polynomial growth rate than the usual cubic polynomials. The random switching is modeled by a continuous-time Markov chain with a finite state space. First, an explicit solution is obtained. Then properties such as stochastic-ultimate boundedness and permanence of the solution processes are investigated. Finally, two-time-scale models are examined leading to a reduction of complexity.

S-SPatt: simple statistics for patterns on Markov chains.

PubMed

Nuel, Grégory

2005-07-01

S-SPatt allows the counting of patterns occurrences in text files and, assuming these texts are generated from a random Markovian source, the computation of the P-value of a given observation using a simple binomial approximation.

Mining Very High Resolution INSAR Data Based On Complex-GMRF Cues And Relevance Feedback

NASA Astrophysics Data System (ADS)

Singh, Jagmal; Popescu, Anca; Soccorsi, Matteo; Datcu, Mihai

2012-01-01

With the increase in number of remote sensing satellites, the number of image-data scenes in our repositories is also increasing and a large quantity of these scenes are never received and used. Thus automatic retrieval of de- sired image-data using query by image content to fully utilize the huge repository volume is becoming of great interest. Generally different users are interested in scenes containing different kind of objects and structures. So its important to analyze all the image information mining (IIM) methods so that its easier for user to select a method depending upon his/her requirement. We concentrate our study only on high-resolution SAR images and we propose to use InSAR observations instead of only one single look complex (SLC) images for mining scenes containing coherent objects such as high-rise buildings. However in case of objects with less coherence like areas with vegetation cover, SLC images exhibits better performance. We demonstrate IIM performance comparison using complex-Gauss Markov Random Fields as texture descriptor for image patches and SVM relevance- feedback.

Efficient Stochastic Inversion Using Adjoint Models and Kernel-PCA

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

Thimmisetty, Charanraj A.; Zhao, Wenju; Chen, Xiao

2017-10-18

Performing stochastic inversion on a computationally expensive forward simulation model with a high-dimensional uncertain parameter space (e.g. a spatial random field) is computationally prohibitive even when gradient information can be computed efficiently. Moreover, the ‘nonlinear’ mapping from parameters to observables generally gives rise to non-Gaussian posteriors even with Gaussian priors, thus hampering the use of efficient inversion algorithms designed for models with Gaussian assumptions. In this paper, we propose a novel Bayesian stochastic inversion methodology, which is characterized by a tight coupling between the gradient-based Langevin Markov Chain Monte Carlo (LMCMC) method and a kernel principal component analysis (KPCA). Thismore » approach addresses the ‘curse-of-dimensionality’ via KPCA to identify a low-dimensional feature space within the high-dimensional and nonlinearly correlated parameter space. In addition, non-Gaussian posterior distributions are estimated via an efficient LMCMC method on the projected low-dimensional feature space. We will demonstrate this computational framework by integrating and adapting our recent data-driven statistics-on-manifolds constructions and reduction-through-projection techniques to a linear elasticity model.« less

IoT/M2M wearable-based activity-calorie monitoring and analysis for elders.

PubMed

Soraya, Sabrina I; Ting-Hui Chiang; Guo-Jing Chan; Yi-Juan Su; Chih-Wei Yi; Yu-Chee Tseng; Yu-Tai Ching

2017-07-01

With the growth of aging population, elder care service has become an important part of the service industry of Internet of Things. Activity monitoring is one of the most important services in the field of the elderly care service. In this paper, we proposed a wearable solution to provide an activity monitoring service on elders for caregivers. The system uses wireless signals to estimate calorie burned by the walking and localization. In addition, it also uses wireless motion sensors to recognize physical activity, such as drinking and restroom activity. Overall, the system can be divided into four parts: wearable device, gateway, cloud server, and caregiver's android application. The algorithms we proposed for drinking activity are Decision Tree (J48) and Random Forest (RF). While for restroom activity, we proposed supervised Reduced Error Pruning (REP) Tree and Variable Order Hidden Markov Model (VOHMM). We developed a prototype service Android app to provide a life log for the recording of the activity sequence which would be useful for the caregiver to monitor elder activity and its calorie consumption.

An Enhanced MEMS Error Modeling Approach Based on Nu-Support Vector Regression

PubMed Central

Bhatt, Deepak; Aggarwal, Priyanka; Bhattacharya, Prabir; Devabhaktuni, Vijay

2012-01-01

Micro Electro Mechanical System (MEMS)-based inertial sensors have made possible the development of a civilian land vehicle navigation system by offering a low-cost solution. However, the accurate modeling of the MEMS sensor errors is one of the most challenging tasks in the design of low-cost navigation systems. These sensors exhibit significant errors like biases, drift, noises; which are negligible for higher grade units. Different conventional techniques utilizing the Gauss Markov model and neural network method have been previously utilized to model the errors. However, Gauss Markov model works unsatisfactorily in the case of MEMS units due to the presence of high inherent sensor errors. On the other hand, modeling the random drift utilizing Neural Network (NN) is time consuming, thereby affecting its real-time implementation. We overcome these existing drawbacks by developing an enhanced Support Vector Machine (SVM) based error model. Unlike NN, SVMs do not suffer from local minimisation or over-fitting problems and delivers a reliable global solution. Experimental results proved that the proposed SVM approach reduced the noise standard deviation by 10–35% for gyroscopes and 61–76% for accelerometers. Further, positional error drifts under static conditions improved by 41% and 80% in comparison to NN and GM approaches. PMID:23012552

Hyper-Spectral Image Analysis With Partially Latent Regression and Spatial Markov Dependencies

NASA Astrophysics Data System (ADS)

Deleforge, Antoine; Forbes, Florence; Ba, Sileye; Horaud, Radu

2015-09-01

Hyper-spectral data can be analyzed to recover physical properties at large planetary scales. This involves resolving inverse problems which can be addressed within machine learning, with the advantage that, once a relationship between physical parameters and spectra has been established in a data-driven fashion, the learned relationship can be used to estimate physical parameters for new hyper-spectral observations. Within this framework, we propose a spatially-constrained and partially-latent regression method which maps high-dimensional inputs (hyper-spectral images) onto low-dimensional responses (physical parameters such as the local chemical composition of the soil). The proposed regression model comprises two key features. Firstly, it combines a Gaussian mixture of locally-linear mappings (GLLiM) with a partially-latent response model. While the former makes high-dimensional regression tractable, the latter enables to deal with physical parameters that cannot be observed or, more generally, with data contaminated by experimental artifacts that cannot be explained with noise models. Secondly, spatial constraints are introduced in the model through a Markov random field (MRF) prior which provides a spatial structure to the Gaussian-mixture hidden variables. Experiments conducted on a database composed of remotely sensed observations collected from the Mars planet by the Mars Express orbiter demonstrate the effectiveness of the proposed model.

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

PubMed

Chodera, John D; Shirts, Michael R

2011-11-21

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

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.

Page layout analysis and classification for complex scanned documents

NASA Astrophysics Data System (ADS)

Erkilinc, M. Sezer; Jaber, Mustafa; Saber, Eli; Bauer, Peter; Depalov, Dejan

2011-09-01

A framework for region/zone classification in color and gray-scale scanned documents is proposed in this paper. The algorithm includes modules for extracting text, photo, and strong edge/line regions. Firstly, a text detection module which is based on wavelet analysis and Run Length Encoding (RLE) technique is employed. Local and global energy maps in high frequency bands of the wavelet domain are generated and used as initial text maps. Further analysis using RLE yields a final text map. The second module is developed to detect image/photo and pictorial regions in the input document. A block-based classifier using basis vector projections is employed to identify photo candidate regions. Then, a final photo map is obtained by applying probabilistic model based on Markov random field (MRF) based maximum a posteriori (MAP) optimization with iterated conditional mode (ICM). The final module detects lines and strong edges using Hough transform and edge-linkages analysis, respectively. The text, photo, and strong edge/line maps are combined to generate a page layout classification of the scanned target document. Experimental results and objective evaluation show that the proposed technique has a very effective performance on variety of simple and complex scanned document types obtained from MediaTeam Oulu document database. The proposed page layout classifier can be used in systems for efficient document storage, content based document retrieval, optical character recognition, mobile phone imagery, and augmented reality.

A stochastic hybrid systems based framework for modeling dependent failure processes

PubMed Central

Fan, Mengfei; Zeng, Zhiguo; Zio, Enrico; Kang, Rui; Chen, Ying

2017-01-01

In this paper, we develop a framework to model and analyze systems that are subject to dependent, competing degradation processes and random shocks. The degradation processes are described by stochastic differential equations, whereas transitions between the system discrete states are triggered by random shocks. The modeling is, then, based on Stochastic Hybrid Systems (SHS), whose state space is comprised of a continuous state determined by stochastic differential equations and a discrete state driven by stochastic transitions and reset maps. A set of differential equations are derived to characterize the conditional moments of the state variables. System reliability and its lower bounds are estimated from these conditional moments, using the First Order Second Moment (FOSM) method and Markov inequality, respectively. The developed framework is applied to model three dependent failure processes from literature and a comparison is made to Monte Carlo simulations. The results demonstrate that the developed framework is able to yield an accurate estimation of reliability with less computational costs compared to traditional Monte Carlo-based methods. PMID:28231313

A stochastic hybrid systems based framework for modeling dependent failure processes.

PubMed

Fan, Mengfei; Zeng, Zhiguo; Zio, Enrico; Kang, Rui; Chen, Ying

2017-01-01

In this paper, we develop a framework to model and analyze systems that are subject to dependent, competing degradation processes and random shocks. The degradation processes are described by stochastic differential equations, whereas transitions between the system discrete states are triggered by random shocks. The modeling is, then, based on Stochastic Hybrid Systems (SHS), whose state space is comprised of a continuous state determined by stochastic differential equations and a discrete state driven by stochastic transitions and reset maps. A set of differential equations are derived to characterize the conditional moments of the state variables. System reliability and its lower bounds are estimated from these conditional moments, using the First Order Second Moment (FOSM) method and Markov inequality, respectively. The developed framework is applied to model three dependent failure processes from literature and a comparison is made to Monte Carlo simulations. The results demonstrate that the developed framework is able to yield an accurate estimation of reliability with less computational costs compared to traditional Monte Carlo-based methods.

Detecting targets hidden in random forests

NASA Astrophysics Data System (ADS)

Kouritzin, Michael A.; Luo, Dandan; Newton, Fraser; Wu, Biao

2009-05-01

Military tanks, cargo or troop carriers, missile carriers or rocket launchers often hide themselves from detection in the forests. This plagues the detection problem of locating these hidden targets. An electro-optic camera mounted on a surveillance aircraft or unmanned aerial vehicle is used to capture the images of the forests with possible hidden targets, e.g., rocket launchers. We consider random forests of longitudinal and latitudinal correlations. Specifically, foliage coverage is encoded with a binary representation (i.e., foliage or no foliage), and is correlated in adjacent regions. We address the detection problem of camouflaged targets hidden in random forests by building memory into the observations. In particular, we propose an efficient algorithm to generate random forests, ground, and camouflage of hidden targets with two dimensional correlations. The observations are a sequence of snapshots consisting of foliage-obscured ground or target. Theoretically, detection is possible because there are subtle differences in the correlations of the ground and camouflage of the rocket launcher. However, these differences are well beyond human perception. To detect the presence of hidden targets automatically, we develop a Markov representation for these sequences and modify the classical filtering equations to allow the Markov chain observation. Particle filters are used to estimate the position of the targets in combination with a novel random weighting technique. Furthermore, we give positive proof-of-concept simulations.

The Spectrum of the Billiard Laplacian of a Family of Random Billiards

NASA Astrophysics Data System (ADS)

Feres, Renato; Zhang, Hong-Kun

2010-12-01

Random billiards are billiard dynamical systems for which the reflection law giving the post-collision direction of a billiard particle as a function of the pre-collision direction is specified by a Markov (scattering) operator P. Billiards with microstructure are random billiards whose Markov operator is derived from a "microscopic surface structure" on the boundary of the billiard table. The microstructure in turn is defined in terms of what we call a billiard cellQ, the shape of which completely determines the operator P. This operator, defined on an appropriate Hilbert space, is bounded self-adjoint and, for the examples considered here, a Hilbert-Schmidt operator. A central problem in the statistical theory of such random billiards is to relate the geometric characteristics of Q and the spectrum of P. We show, for a particular family of billiard cell shapes parametrized by a scale invariant curvature K (Fig. 2), that the billiard Laplacian P- I is closely related to the ordinary spherical Laplacian, and indicate, by partly analytical and partly numerical means, how this provides asymptotic information about the spectrum of P for small values of K. It is shown, in particular, that the second moment of scattering about the incidence angle closely approximates the spectral gap of P.

Searching Remote Homology with Spectral Clustering with Symmetry in Neighborhood Cluster Kernels

PubMed Central

Maulik, Ujjwal; Sarkar, Anasua

2013-01-01

Remote homology detection among proteins utilizing only the unlabelled sequences is a central problem in comparative genomics. The existing cluster kernel methods based on neighborhoods and profiles and the Markov clustering algorithms are currently the most popular methods for protein family recognition. The deviation from random walks with inflation or dependency on hard threshold in similarity measure in those methods requires an enhancement for homology detection among multi-domain proteins. We propose to combine spectral clustering with neighborhood kernels in Markov similarity for enhancing sensitivity in detecting homology independent of “recent” paralogs. The spectral clustering approach with new combined local alignment kernels more effectively exploits the unsupervised protein sequences globally reducing inter-cluster walks. When combined with the corrections based on modified symmetry based proximity norm deemphasizing outliers, the technique proposed in this article outperforms other state-of-the-art cluster kernels among all twelve implemented kernels. The comparison with the state-of-the-art string and mismatch kernels also show the superior performance scores provided by the proposed kernels. Similar performance improvement also is found over an existing large dataset. Therefore the proposed spectral clustering framework over combined local alignment kernels with modified symmetry based correction achieves superior performance for unsupervised remote homolog detection even in multi-domain and promiscuous domain proteins from Genolevures database families with better biological relevance. Source code available upon request. Contact: sarkar@labri.fr. PMID:23457439

Searching remote homology with spectral clustering with symmetry in neighborhood cluster kernels.

PubMed

Maulik, Ujjwal; Sarkar, Anasua

2013-01-01

Remote homology detection among proteins utilizing only the unlabelled sequences is a central problem in comparative genomics. The existing cluster kernel methods based on neighborhoods and profiles and the Markov clustering algorithms are currently the most popular methods for protein family recognition. The deviation from random walks with inflation or dependency on hard threshold in similarity measure in those methods requires an enhancement for homology detection among multi-domain proteins. We propose to combine spectral clustering with neighborhood kernels in Markov similarity for enhancing sensitivity in detecting homology independent of "recent" paralogs. The spectral clustering approach with new combined local alignment kernels more effectively exploits the unsupervised protein sequences globally reducing inter-cluster walks. When combined with the corrections based on modified symmetry based proximity norm deemphasizing outliers, the technique proposed in this article outperforms other state-of-the-art cluster kernels among all twelve implemented kernels. The comparison with the state-of-the-art string and mismatch kernels also show the superior performance scores provided by the proposed kernels. Similar performance improvement also is found over an existing large dataset. Therefore the proposed spectral clustering framework over combined local alignment kernels with modified symmetry based correction achieves superior performance for unsupervised remote homolog detection even in multi-domain and promiscuous domain proteins from Genolevures database families with better biological relevance. Source code available upon request. sarkar@labri.fr.

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.

Photogrammetric DSM denoising

NASA Astrophysics Data System (ADS)

Nex, F.; Gerke, M.

2014-08-01

Image matching techniques can nowadays provide very dense point clouds and they are often considered a valid alternative to LiDAR point cloud. However, photogrammetric point clouds are often characterized by a higher level of random noise compared to LiDAR data and by the presence of large outliers. These problems constitute a limitation in the practical use of photogrammetric data for many applications but an effective way to enhance the generated point cloud has still to be found. In this paper we concentrate on the restoration of Digital Surface Models (DSM), computed from dense image matching point clouds. A photogrammetric DSM, i.e. a 2.5D representation of the surface is still one of the major products derived from point clouds. Four different algorithms devoted to DSM denoising are presented: a standard median filter approach, a bilateral filter, a variational approach (TGV: Total Generalized Variation), as well as a newly developed algorithm, which is embedded into a Markov Random Field (MRF) framework and optimized through graph-cuts. The ability of each algorithm to recover the original DSM has been quantitatively evaluated. To do that, a synthetic DSM has been generated and different typologies of noise have been added to mimic the typical errors of photogrammetric DSMs. The evaluation reveals that standard filters like median and edge preserving smoothing through a bilateral filter approach cannot sufficiently remove typical errors occurring in a photogrammetric DSM. The TGV-based approach much better removes random noise, but large areas with outliers still remain. Our own method which explicitly models the degradation properties of those DSM outperforms the others in all aspects.

From stage to age in variable environments: life expectancy and survivorship.

PubMed

Tuljapurkar, Shripad; Horvitz, Carol C

2006-06-01

Stage-based demographic data are now available on many species of plants and some animals, and they often display temporal and spatial variability. We provide exact formulas to compute age-specific life expectancy and survivorship from stage-based data for three models of temporal variability: cycles, serially independent random variation, and a Markov chain. These models provide a comprehensive description of patterns of temporal variation. Our formulas describe the effects of cohort (birth) environmental condition on mortality at all ages, and of the effects on survivorship of environmental variability experienced over the course of life. This paper complements existing methods for time-invariant stage-based data, and adds to the information on population growth and dynamics available from stochastic demography.

An Energy-Efficient Game-Theory-Based Spectrum Decision Scheme for Cognitive Radio Sensor Networks

PubMed Central

Salim, Shelly; Moh, Sangman

2016-01-01

A cognitive radio sensor network (CRSN) is a wireless sensor network in which sensor nodes are equipped with cognitive radio. In this paper, we propose an energy-efficient game-theory-based spectrum decision (EGSD) scheme for CRSNs to prolong the network lifetime. Note that energy efficiency is the most important design consideration in CRSNs because it determines the network lifetime. The central part of the EGSD scheme consists of two spectrum selection algorithms: random selection and game-theory-based selection. The EGSD scheme also includes a clustering algorithm, spectrum characterization with a Markov chain, and cluster member coordination. Our performance study shows that EGSD outperforms the existing popular framework in terms of network lifetime and coordination overhead. PMID:27376290

An Energy-Efficient Game-Theory-Based Spectrum Decision Scheme for Cognitive Radio Sensor Networks.

PubMed

Salim, Shelly; Moh, Sangman

2016-06-30

A cognitive radio sensor network (CRSN) is a wireless sensor network in which sensor nodes are equipped with cognitive radio. In this paper, we propose an energy-efficient game-theory-based spectrum decision (EGSD) scheme for CRSNs to prolong the network lifetime. Note that energy efficiency is the most important design consideration in CRSNs because it determines the network lifetime. The central part of the EGSD scheme consists of two spectrum selection algorithms: random selection and game-theory-based selection. The EGSD scheme also includes a clustering algorithm, spectrum characterization with a Markov chain, and cluster member coordination. Our performance study shows that EGSD outperforms the existing popular framework in terms of network lifetime and coordination overhead.

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.

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

PubMed Central

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

2013-01-01

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

Comparison of texture synthesis methods for content generation in ultrasound simulation for training

NASA Astrophysics Data System (ADS)

Mattausch, Oliver; Ren, Elizabeth; Bajka, Michael; Vanhoey, Kenneth; Goksel, Orcun

2017-03-01

Navigation and interpretation of ultrasound (US) images require substantial expertise, the training of which can be aided by virtual-reality simulators. However, a major challenge in creating plausible simulated US images is the generation of realistic ultrasound speckle. Since typical ultrasound speckle exhibits many properties of Markov Random Fields, it is conceivable to use texture synthesis for generating plausible US appearance. In this work, we investigate popular classes of texture synthesis methods for generating realistic US content. In a user study, we evaluate their performance for reproducing homogeneous tissue regions in B-mode US images from small image samples of similar tissue and report the best-performing synthesis methods. We further show that regression trees can be used on speckle texture features to learn a predictor for US realism.

Passive Acoustic Leak Detection for Sodium Cooled Fast Reactors Using Hidden Markov Models

NASA Astrophysics Data System (ADS)

Marklund, A. Riber; Kishore, S.; Prakash, V.; Rajan, K. K.; Michel, F.

2016-06-01

Acoustic leak detection for steam generators of sodium fast reactors have been an active research topic since the early 1970s and several methods have been tested over the years. Inspired by its success in the field of automatic speech recognition, we here apply hidden Markov models (HMM) in combination with Gaussian mixture models (GMM) to the problem. To achieve this, we propose a new feature calculation scheme, based on the temporal evolution of the power spectral density (PSD) of the signal. Using acoustic signals recorded during steam/water injection experiments done at the Indira Gandhi Centre for Atomic Research (IGCAR), the proposed method is tested. We perform parametric studies on the HMM+GMM model size and demonstrate that the proposed method a) performs well without a priori knowledge of injection noise, b) can incorporate several noise models and c) has an output distribution that simplifies false alarm rate control.

Cone Beam X-ray Luminescence Computed Tomography Based on Bayesian Method.

PubMed

Zhang, Guanglei; Liu, Fei; Liu, Jie; Luo, Jianwen; Xie, Yaoqin; Bai, Jing; Xing, Lei

2017-01-01

X-ray luminescence computed tomography (XLCT), which aims to achieve molecular and functional imaging by X-rays, has recently been proposed as a new imaging modality. Combining the principles of X-ray excitation of luminescence-based probes and optical signal detection, XLCT naturally fuses functional and anatomical images and provides complementary information for a wide range of applications in biomedical research. In order to improve the data acquisition efficiency of previously developed narrow-beam XLCT, a cone beam XLCT (CB-XLCT) mode is adopted here to take advantage of the useful geometric features of cone beam excitation. Practically, a major hurdle in using cone beam X-ray for XLCT is that the inverse problem here is seriously ill-conditioned, hindering us to achieve good image quality. In this paper, we propose a novel Bayesian method to tackle the bottleneck in CB-XLCT reconstruction. The method utilizes a local regularization strategy based on Gaussian Markov random field to mitigate the ill-conditioness of CB-XLCT. An alternating optimization scheme is then used to automatically calculate all the unknown hyperparameters while an iterative coordinate descent algorithm is adopted to reconstruct the image with a voxel-based closed-form solution. Results of numerical simulations and mouse experiments show that the self-adaptive Bayesian method significantly improves the CB-XLCT image quality as compared with conventional methods.

Cone Beam X-ray Luminescence Computed Tomography Based on Bayesian Method

PubMed Central

Liu, Fei; Luo, Jianwen; Xie, Yaoqin; Bai, Jing

2017-01-01

X-ray luminescence computed tomography (XLCT), which aims to achieve molecular and functional imaging by X-rays, has recently been proposed as a new imaging modality. Combining the principles of X-ray excitation of luminescence-based probes and optical signal detection, XLCT naturally fuses functional and anatomical images and provides complementary information for a wide range of applications in biomedical research. In order to improve the data acquisition efficiency of previously developed narrow-beam XLCT, a cone beam XLCT (CB-XLCT) mode is adopted here to take advantage of the useful geometric features of cone beam excitation. Practically, a major hurdle in using cone beam X-ray for XLCT is that the inverse problem here is seriously ill-conditioned, hindering us to achieve good image quality. In this paper, we propose a novel Bayesian method to tackle the bottleneck in CB-XLCT reconstruction. The method utilizes a local regularization strategy based on Gaussian Markov random field to mitigate the ill-conditioness of CB-XLCT. An alternating optimization scheme is then used to automatically calculate all the unknown hyperparameters while an iterative coordinate descent algorithm is adopted to reconstruct the image with a voxel-based closed-form solution. Results of numerical simulations and mouse experiments show that the self-adaptive Bayesian method significantly improves the CB-XLCT image quality as compared with conventional methods. PMID:27576245

Finding and testing network communities by lumped Markov chains.

PubMed

Piccardi, Carlo

2011-01-01

Identifying communities (or clusters), namely groups of nodes with comparatively strong internal connectivity, is a fundamental task for deeply understanding the structure and function of a network. Yet, there is a lack of formal criteria for defining communities and for testing their significance. We propose a sharp definition that is based on a quality threshold. By means of a lumped Markov chain model of a random walker, a quality measure called "persistence probability" is associated to a cluster, which is then defined as an "α-community" if such a probability is not smaller than α. Consistently, a partition composed of α-communities is an "α-partition." These definitions turn out to be very effective for finding and testing communities. If a set of candidate partitions is available, setting the desired α-level allows one to immediately select the α-partition with the finest decomposition. Simultaneously, the persistence probabilities quantify the quality of each single community. Given its ability in individually assessing each single cluster, this approach can also disclose single well-defined communities even in networks that overall do not possess a definite clusterized structure.

No Magic Bullet: A Theory-Based Meta-Analysis of Markov Transition Probabilities in Studies of Service Systems for Persons With Mental Disabilities.

PubMed

Leff, Hugh Stephen; Chow, Clifton M; Graves, Stephen C

2017-03-01

A random-effects meta-analysis of studies that used Markov transition probabilities (TPs) to describe outcomes for mental health service systems of differing quality for persons with serious mental illness was implemented to improve the scientific understanding of systems performance, to use in planning simulations to project service system costs and outcomes over time, and to test a theory of how outcomes for systems varying in quality differ. Nineteen systems described in 12 studies were coded as basic (B), maintenance (M), and recovery oriented (R) on the basis of descriptions of services provided. TPs for studies were aligned with a common functional-level framework, converted to a one-month time period, synthesized, and compared with theory-based expectations. Meta-regression was employed to explore associations between TPs and characteristics of service recipients and studies. R systems performed better than M and B systems. However, M systems did not perform better than B systems. All systems showed negative as well as positive TPs. For approximately one-third of synthesized TPs, substantial interstudy heterogeneity was noted. Associations were found between TPs and service recipient and study variables Conclusions: Conceptualizing systems as B, M, and R has potential for improving scientific understanding and systems planning. R systems appear more effective than B and M systems, although there is no "magic bullet" system for all service recipients. Interstudy heterogeneity indicates need for common approaches to reporting service recipient states, time periods for TPs, service recipient attributes, and service system characteristics. TPs found should be used in Markov simulations to project system effectiveness and costs of over time.

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.

A general graphical user interface for automatic reliability modeling

NASA Technical Reports Server (NTRS)

Liceaga, Carlos A.; Siewiorek, Daniel P.

1991-01-01

Reported here is a general Graphical User Interface (GUI) for automatic reliability modeling of Processor Memory Switch (PMS) structures using a Markov model. This GUI is based on a hierarchy of windows. One window has graphical editing capabilities for specifying the system's communication structure, hierarchy, reconfiguration capabilities, and requirements. Other windows have field texts, popup menus, and buttons for specifying parameters and selecting actions. An example application of the GUI is given.

Probabilistic generation of random networks taking into account information on motifs occurrence.

PubMed

Bois, Frederic Y; Gayraud, Ghislaine

2015-01-01

Because of the huge number of graphs possible even with a small number of nodes, inference on network structure is known to be a challenging problem. Generating large random directed graphs with prescribed probabilities of occurrences of some meaningful patterns (motifs) is also difficult. We show how to generate such random graphs according to a formal probabilistic representation, using fast Markov chain Monte Carlo methods to sample them. As an illustration, we generate realistic graphs with several hundred nodes mimicking a gene transcription interaction network in Escherichia coli.

Probabilistic Generation of Random Networks Taking into Account Information on Motifs Occurrence

PubMed Central

Bois, Frederic Y.

2015-01-01

Abstract Because of the huge number of graphs possible even with a small number of nodes, inference on network structure is known to be a challenging problem. Generating large random directed graphs with prescribed probabilities of occurrences of some meaningful patterns (motifs) is also difficult. We show how to generate such random graphs according to a formal probabilistic representation, using fast Markov chain Monte Carlo methods to sample them. As an illustration, we generate realistic graphs with several hundred nodes mimicking a gene transcription interaction network in Escherichia coli. PMID:25493547

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.

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.

Random walk on p-adics and hierarchical systems

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

Lukierska-Walasek, K.; Topolski, K.; Institute of Mathematics, Wroclaw University, pl. Grunwaldzki 2/4, 50-384 Wroclaw

2006-02-01

We show that p-adic analysis provides a quite natural basis for the description of relaxation in hierarchical systems. For our purposes, we specify the Markov stochastic process considered by Albeverio and Karwowski. As a result we have obtained a random walk on the p-adic integer numbers, which provides the generalization of Cayley tree proposed by Ogielski and Stein. The temperature-dependent power-law decay and the Kohlrausch law are derived.

Unsupervised classification of multivariate geostatistical data: Two algorithms

NASA Astrophysics Data System (ADS)

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

2015-12-01

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

Upscaling transport of a reacting solute through a peridocially converging-diverging channel at pre-asymptotic times

NASA Astrophysics Data System (ADS)

Sund, Nicole L.; Bolster, Diogo; Dawson, Clint

2015-11-01

In this study we extend the Spatial Markov model, which has been successfully used to upscale conservative transport across a diverse range of porous media flows, to test if it can accurately upscale reactive transport, defined by a spatially heterogeneous first order degradation rate. We test the model in a well known highly simplified geometry, commonly considered as an idealized pore or fracture structure, a periodic channel with wavy boundaries. The edges of the flow domain have a layer through which there is no flow, but in which diffusion of a solute still occurs. Reactions are confined to this region. We demonstrate that the Spatial Markov model, an upscaled random walk model that enforces correlation between successive jumps, can reproduce breakthrough curves measured from microscale simulations that explicitly resolve all pertinent processes. We also demonstrate that a similar random walk model that does not enforce successive correlations is unable to reproduce all features of the measured breakthrough curves.

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

Combining experimental and simulation data of molecular processes via augmented Markov models.

PubMed

Olsson, Simon; Wu, Hao; Paul, Fabian; Clementi, Cecilia; Noé, Frank

2017-08-01

Accurate mechanistic description of structural changes in biomolecules is an increasingly important topic in structural and chemical biology. Markov models have emerged as a powerful way to approximate the molecular kinetics of large biomolecules while keeping full structural resolution in a divide-and-conquer fashion. However, the accuracy of these models is limited by that of the force fields used to generate the underlying molecular dynamics (MD) simulation data. Whereas the quality of classical MD force fields has improved significantly in recent years, remaining errors in the Boltzmann weights are still on the order of a few [Formula: see text], which may lead to significant discrepancies when comparing to experimentally measured rates or state populations. Here we take the view that simulations using a sufficiently good force-field sample conformations that are valid but have inaccurate weights, yet these weights may be made accurate by incorporating experimental data a posteriori. To do so, we propose augmented Markov models (AMMs), an approach that combines concepts from probability theory and information theory to consistently treat systematic force-field error and statistical errors in simulation and experiment. Our results demonstrate that AMMs can reconcile conflicting results for protein mechanisms obtained by different force fields and correct for a wide range of stationary and dynamical observables even when only equilibrium measurements are incorporated into the estimation process. This approach constitutes a unique avenue to combine experiment and computation into integrative models of biomolecular structure and dynamics.

Constructing 1/ωα noise from reversible Markov chains

NASA Astrophysics Data System (ADS)

Erland, Sveinung; Greenwood, Priscilla E.

2007-09-01

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

Optimal Linear Responses for Markov Chains and Stochastically Perturbed Dynamical Systems

NASA Astrophysics Data System (ADS)

Antown, Fadi; Dragičević, Davor; Froyland, Gary

2018-03-01

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

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.

Value-based procurement of medical devices: Application to devices for mechanical thrombectomy in ischemic stroke.

PubMed

Trippoli, Sabrina; Caccese, Erminia; Marinai, Claudio; Messori, Andrea

2018-03-01

In the acute ischemic stroke, endovascular devices have shown promising clinical results and are also likely to represent value for money, as several modeling studies have shown. Pharmacoeconomic evaluations in this field, however, have little impact on the procurement of these devices. The present study explored how complex pharmacoeconomic models that evaluate effectiveness and cost can be incorporated into the in-hospital procurement of thrombectomy devices. As regards clinical modeling, we extracted outcomes at three months from randomized trials conducted for four thrombectomy devices, and we projected long-term results using standard Markov modeling. In estimating QALYs, the same model was run for the four devices. As regards economic modeling, we firstly estimated for each device the net monetary benefit (NMB) per patient (threshold = $60,000 per QALY); then, we simulated a competitive tender across the four products by determining the tender-based score (on a 0-to-100 scale). Prices of individual devices were obtained from manufacturers. Extensive sensitivity testing was applied to our analyses. For the four devices (Solitaire, Trevo, Penumbra, Solumbra), QALYs were 1.86, 1.52, 1,79, 1.35, NMB was $101,824, $83,546, $101,923, $69,440, and tender-based scores were 99.70, 43.43, 100, 0, respectively. Sensitivity analysis confirmed findings from base-case. Our results indicate that, in the field of thrombectomy devices, incorporating the typical tools of cost-effectiveness into the processes of tenders and procurement is feasible. Bridging the methodology of cost-effectiveness with the every-day practice of in-hospital procurement can contribute to maximizing the health returns that are generated by in-hospital expenditures for medical devices. Copyright © 2018 Elsevier B.V. All rights reserved.

Optimum random and age replacement policies for customer-demand multi-state system reliability under imperfect maintenance

NASA Astrophysics Data System (ADS)

Chen, Yen-Luan; Chang, Chin-Chih; Sheu, Dwan-Fang

2016-04-01

This paper proposes the generalised random and age replacement policies for a multi-state system composed of multi-state elements. The degradation of the multi-state element is assumed to follow the non-homogeneous continuous time Markov process which is a continuous time and discrete state process. A recursive approach is presented to efficiently compute the time-dependent state probability distribution of the multi-state element. The state and performance distribution of the entire multi-state system is evaluated via the combination of the stochastic process and the Lz-transform method. The concept of customer-centred reliability measure is developed based on the system performance and the customer demand. We develop the random and age replacement policies for an aging multi-state system subject to imperfect maintenance in a failure (or unacceptable) state. For each policy, the optimum replacement schedule which minimises the mean cost rate is derived analytically and discussed numerically.

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.

Teaching Probability in Intermediate Grades

ERIC Educational Resources Information Center

Engel, Arthur

1971-01-01

A discussion of the importance and procedures for including probability in the elementary through secondary mathematics curriculum is presented. Many examples and problems are presented which the author feels students can understand and will be motivated to do. Random digits, Monte Carlo methods, combinatorial theory, and Markov chains are…

Adaptive quantification and longitudinal analysis of pulmonary emphysema with a hidden Markov measure field model.

PubMed

Hame, Yrjo; Angelini, Elsa D; Hoffman, Eric A; Barr, R Graham; Laine, Andrew F

2014-07-01

The extent of pulmonary emphysema is commonly estimated from CT scans by computing the proportional area of voxels below a predefined attenuation threshold. However, the reliability of this approach is limited by several factors that affect the CT intensity distributions in the lung. This work presents a novel method for emphysema quantification, based on parametric modeling of intensity distributions and a hidden Markov measure field model to segment emphysematous regions. The framework adapts to the characteristics of an image to ensure a robust quantification of emphysema under varying CT imaging protocols, and differences in parenchymal intensity distributions due to factors such as inspiration level. Compared to standard approaches, the presented model involves a larger number of parameters, most of which can be estimated from data, to handle the variability encountered in lung CT scans. The method was applied on a longitudinal data set with 87 subjects and a total of 365 scans acquired with varying imaging protocols. The resulting emphysema estimates had very high intra-subject correlation values. By reducing sensitivity to changes in imaging protocol, the method provides a more robust estimate than standard approaches. The generated emphysema delineations promise advantages for regional analysis of emphysema extent and progression.

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.

Scaling Limit of Symmetric Random Walk in High-Contrast Periodic Environment

NASA Astrophysics Data System (ADS)

Piatnitski, A.; Zhizhina, E.

2017-11-01

The paper deals with the asymptotic properties of a symmetric random walk in a high contrast periodic medium in Z^d, d≥1. From the existing homogenization results it follows that under diffusive scaling the limit behaviour of this random walk need not be Markovian. The goal of this work is to show that if in addition to the coordinate of the random walk in Z^d we introduce an extra variable that characterizes the position of the random walk inside the period then the limit dynamics of this two-component process is Markov. We describe the limit process and observe that the components of the limit process are coupled. We also prove the convergence in the path space for the said random walk.

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.

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.

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.

Probabilistic Model and Analysis of Conventional Preinstalled Mine Field Defense.

DTIC Science & Technology

1980-09-01

process to model the one or two positions of mines in the mine field. The duel between the anti-tank weapon and offensive tanks crossing the field is...mine field. The duel between the anti-tank weapon and offensive tanks crossing the field is modeled with a con- tinuous time Markov chain. Some...11 B. DUEL ------------------------------------------- 15 IV. DUEL

Le modèle stochastique SIS pour une épidémie dans un environnement aléatoire.

PubMed

Bacaër, Nicolas

2016-10-01

The stochastic SIS epidemic model in a random environment. In a random environment that is a two-state continuous-time Markov chain, the mean time to extinction of the stochastic SIS epidemic model grows in the supercritical case exponentially with respect to the population size if the two states are favorable, and like a power law if one state is favorable while the other is unfavorable.

A closed-form solution to tensor voting: theory and applications.

PubMed

Wu, Tai-Pang; Yeung, Sai-Kit; Jia, Jiaya; Tang, Chi-Keung; Medioni, Gérard

2012-08-01

We prove a closed-form solution to tensor voting (CFTV): Given a point set in any dimensions, our closed-form solution provides an exact, continuous, and efficient algorithm for computing a structure-aware tensor that simultaneously achieves salient structure detection and outlier attenuation. Using CFTV, we prove the convergence of tensor voting on a Markov random field (MRF), thus termed as MRFTV, where the structure-aware tensor at each input site reaches a stationary state upon convergence in structure propagation. We then embed structure-aware tensor into expectation maximization (EM) for optimizing a single linear structure to achieve efficient and robust parameter estimation. Specifically, our EMTV algorithm optimizes both the tensor and fitting parameters and does not require random sampling consensus typically used in existing robust statistical techniques. We performed quantitative evaluation on its accuracy and robustness, showing that EMTV performs better than the original TV and other state-of-the-art techniques in fundamental matrix estimation for multiview stereo matching. The extensions of CFTV and EMTV for extracting multiple and nonlinear structures are underway.

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

PubMed

Habyarimana, Faustin; Zewotir, Temesgen; Ramroop, Shaun

2018-03-01

The main objective of this study was to assess the risk factors and spatial correlates of domestic violence against women of reproductive age in Rwanda. A structured spatial approach was used to account for the nonlinear nature of some covariates and the spatial variability on domestic violence. The nonlinear effect was modeled through second-order random walk, and the structured spatial effect was modeled through Gaussian Markov Random Fields specified as an intrinsic conditional autoregressive model. The data from the Rwanda Demographic and Health Survey 2014/2015 were used as an application. The findings of this study revealed that the risk factors of domestic violence against women are the wealth quintile of the household, the size of the household, the husband or partner's age, the husband or partner's level of education, ownership of the house, polygamy, the alcohol consumption status of the husband or partner, the woman's perception of wife-beating attitude, and the use of contraceptive methods. The study also highlighted the significant spatial variation of domestic violence against women at district level.

An open source multivariate framework for n-tissue segmentation with evaluation on public data.

PubMed

Avants, Brian B; Tustison, Nicholas J; Wu, Jue; Cook, Philip A; Gee, James C

2011-12-01

We introduce Atropos, an ITK-based multivariate n-class open source segmentation algorithm distributed with ANTs ( http://www.picsl.upenn.edu/ANTs). The Bayesian formulation of the segmentation problem is solved using the Expectation Maximization (EM) algorithm with the modeling of the class intensities based on either parametric or non-parametric finite mixtures. Atropos is capable of incorporating spatial prior probability maps (sparse), prior label maps and/or Markov Random Field (MRF) modeling. Atropos has also been efficiently implemented to handle large quantities of possible labelings (in the experimental section, we use up to 69 classes) with a minimal memory footprint. This work describes the technical and implementation aspects of Atropos and evaluates its performance on two different ground-truth datasets. First, we use the BrainWeb dataset from Montreal Neurological Institute to evaluate three-tissue segmentation performance via (1) K-means segmentation without use of template data; (2) MRF segmentation with initialization by prior probability maps derived from a group template; (3) Prior-based segmentation with use of spatial prior probability maps derived from a group template. We also evaluate Atropos performance by using spatial priors to drive a 69-class EM segmentation problem derived from the Hammers atlas from University College London. These evaluation studies, combined with illustrative examples that exercise Atropos options, demonstrate both performance and wide applicability of this new platform-independent open source segmentation tool.

An Open Source Multivariate Framework for n-Tissue Segmentation with Evaluation on Public Data

PubMed Central

Tustison, Nicholas J.; Wu, Jue; Cook, Philip A.; Gee, James C.

2012-01-01

We introduce Atropos, an ITK-based multivariate n-class open source segmentation algorithm distributed with ANTs (http://www.picsl.upenn.edu/ANTs). The Bayesian formulation of the segmentation problem is solved using the Expectation Maximization (EM) algorithm with the modeling of the class intensities based on either parametric or non-parametric finite mixtures. Atropos is capable of incorporating spatial prior probability maps (sparse), prior label maps and/or Markov Random Field (MRF) modeling. Atropos has also been efficiently implemented to handle large quantities of possible labelings (in the experimental section, we use up to 69 classes) with a minimal memory footprint. This work describes the technical and implementation aspects of Atropos and evaluates its performance on two different ground-truth datasets. First, we use the BrainWeb dataset from Montreal Neurological Institute to evaluate three-tissue segmentation performance via (1) K-means segmentation without use of template data; (2) MRF segmentation with initialization by prior probability maps derived from a group template; (3) Prior-based segmentation with use of spatial prior probability maps derived from a group template. We also evaluate Atropos performance by using spatial priors to drive a 69-class EM segmentation problem derived from the Hammers atlas from University College London. These evaluation studies, combined with illustrative examples that exercise Atropos options, demonstrate both performance and wide applicability of this new platform-independent open source segmentation tool. PMID:21373993

Accurate reconstruction of the optical parameter distribution in participating medium based on the frequency-domain radiative transfer equation

NASA Astrophysics Data System (ADS)

Qiao, Yao-Bin; Qi, Hong; Zhao, Fang-Zhou; Ruan, Li-Ming

2016-12-01

Reconstructing the distribution of optical parameters in the participating medium based on the frequency-domain radiative transfer equation (FD-RTE) to probe the internal structure of the medium is investigated in the present work. The forward model of FD-RTE is solved via the finite volume method (FVM). The regularization term formatted by the generalized Gaussian Markov random field model is used in the objective function to overcome the ill-posed nature of the inverse problem. The multi-start conjugate gradient (MCG) method is employed to search the minimum of the objective function and increase the efficiency of convergence. A modified adjoint differentiation technique using the collimated radiative intensity is developed to calculate the gradient of the objective function with respect to the optical parameters. All simulation results show that the proposed reconstruction algorithm based on FD-RTE can obtain the accurate distributions of absorption and scattering coefficients. The reconstructed images of the scattering coefficient have less errors than those of the absorption coefficient, which indicates the former are more suitable to probing the inner structure. Project supported by the National Natural Science Foundation of China (Grant No. 51476043), the Major National Scientific Instruments and Equipment Development Special Foundation of China (Grant No. 51327803), and the Foundation for Innovative Research Groups of the National Natural Science Foundation of China (Grant No. 51121004).

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

NASA Astrophysics Data System (ADS)

Li, Xuesong; Northrop, William F.

2016-04-01

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

Anomalous transport in disordered fracture networks: Spatial Markov model for dispersion with variable injection modes

NASA Astrophysics Data System (ADS)

Kang, Peter K.; Dentz, Marco; Le Borgne, Tanguy; Lee, Seunghak; Juanes, Ruben

2017-08-01

We investigate tracer transport on random discrete fracture networks that are characterized by the statistics of the fracture geometry and hydraulic conductivity. While it is well known that tracer transport through fractured media can be anomalous and particle injection modes can have major impact on dispersion, the incorporation of injection modes into effective transport modeling has remained an open issue. The fundamental reason behind this challenge is that-even if the Eulerian fluid velocity is steady-the Lagrangian velocity distribution experienced by tracer particles evolves with time from its initial distribution, which is dictated by the injection mode, to a stationary velocity distribution. We quantify this evolution by a Markov model for particle velocities that are equidistantly sampled along trajectories. This stochastic approach allows for the systematic incorporation of the initial velocity distribution and quantifies the interplay between velocity distribution and spatial and temporal correlation. The proposed spatial Markov model is characterized by the initial velocity distribution, which is determined by the particle injection mode, the stationary Lagrangian velocity distribution, which is derived from the Eulerian velocity distribution, and the spatial velocity correlation length, which is related to the characteristic fracture length. This effective model leads to a time-domain random walk for the evolution of particle positions and velocities, whose joint distribution follows a Boltzmann equation. Finally, we demonstrate that the proposed model can successfully predict anomalous transport through discrete fracture networks with different levels of heterogeneity and arbitrary tracer injection modes.

A High Performance Bayesian Computing Framework for Spatiotemporal Uncertainty Modeling

NASA Astrophysics Data System (ADS)

Cao, G.

2015-12-01

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

Passage relevance models for genomics search.

PubMed

Urbain, Jay; Frieder, Ophir; Goharian, Nazli

2009-03-19

We present a passage relevance model for integrating syntactic and semantic evidence of biomedical concepts and topics using a probabilistic graphical model. Component models of topics, concepts, terms, and document are represented as potential functions within a Markov Random Field. The probability of a passage being relevant to a biologist's information need is represented as the joint distribution across all potential functions. Relevance model feedback of top ranked passages is used to improve distributional estimates of query concepts and topics in context, and a dimensional indexing strategy is used for efficient aggregation of concept and term statistics. By integrating multiple sources of evidence including dependencies between topics, concepts, and terms, we seek to improve genomics literature passage retrieval precision. Using this model, we are able to demonstrate statistically significant improvements in retrieval precision using a large genomics literature corpus.

A stochastic HMM-based forecasting model for fuzzy time series.

PubMed

Li, Sheng-Tun; Cheng, Yi-Chung

2010-10-01

Recently, fuzzy time series have attracted more academic attention than traditional time series due to their capability of dealing with the uncertainty and vagueness inherent in the data collected. The formulation of fuzzy relations is one of the key issues affecting forecasting results. Most of the present works adopt IF-THEN rules for relationship representation, which leads to higher computational overhead and rule redundancy. Sullivan and Woodall proposed a Markov-based formulation and a forecasting model to reduce computational overhead; however, its applicability is limited to handling one-factor problems. In this paper, we propose a novel forecasting model based on the hidden Markov model by enhancing Sullivan and Woodall's work to allow handling of two-factor forecasting problems. Moreover, in order to make the nature of conjecture and randomness of forecasting more realistic, the Monte Carlo method is adopted to estimate the outcome. To test the effectiveness of the resulting stochastic model, we conduct two experiments and compare the results with those from other models. The first experiment consists of forecasting the daily average temperature and cloud density in Taipei, Taiwan, and the second experiment is based on the Taiwan Weighted Stock Index by forecasting the exchange rate of the New Taiwan dollar against the U.S. dollar. In addition to improving forecasting accuracy, the proposed model adheres to the central limit theorem, and thus, the result statistically approximates to the real mean of the target value being forecast.

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.…

Asteroid mass estimation with Markov-chain Monte Carlo

NASA Astrophysics Data System (ADS)

Siltala, L.; Granvik, M.

2017-09-01

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

Hamiltonian Monte Carlo acceleration using surrogate functions with random bases.

PubMed

Zhang, Cheng; Shahbaba, Babak; Zhao, Hongkai

2017-11-01

For big data analysis, high computational cost for Bayesian methods often limits their applications in practice. In recent years, there have been many attempts to improve computational efficiency of Bayesian inference. Here we propose an efficient and scalable computational technique for a state-of-the-art Markov chain Monte Carlo methods, namely, Hamiltonian Monte Carlo. The key idea is to explore and exploit the structure and regularity in parameter space for the underlying probabilistic model to construct an effective approximation of its geometric properties. To this end, we build a surrogate function to approximate the target distribution using properly chosen random bases and an efficient optimization process. The resulting method provides a flexible, scalable, and efficient sampling algorithm, which converges to the correct target distribution. We show that by choosing the basis functions and optimization process differently, our method can be related to other approaches for the construction of surrogate functions such as generalized additive models or Gaussian process models. Experiments based on simulated and real data show that our approach leads to substantially more efficient sampling algorithms compared to existing state-of-the-art methods.

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.

A Probabilistic Atlas of Diffuse WHO Grade II Glioma Locations in the Brain

PubMed Central

Baumann, Cédric; Zouaoui, Sonia; Yordanova, Yordanka; Blonski, Marie; Rigau, Valérie; Chemouny, Stéphane; Taillandier, Luc; Bauchet, Luc; Duffau, Hugues; Paragios, Nikos

2016-01-01

Diffuse WHO grade II gliomas are diffusively infiltrative brain tumors characterized by an unavoidable anaplastic transformation. Their management is strongly dependent on their location in the brain due to interactions with functional regions and potential differences in molecular biology. In this paper, we present the construction of a probabilistic atlas mapping the preferential locations of diffuse WHO grade II gliomas in the brain. This is carried out through a sparse graph whose nodes correspond to clusters of tumors clustered together based on their spatial proximity. The interest of such an atlas is illustrated via two applications. The first one correlates tumor location with the patient’s age via a statistical analysis, highlighting the interest of the atlas for studying the origins and behavior of the tumors. The second exploits the fact that the tumors have preferential locations for automatic segmentation. Through a coupled decomposed Markov Random Field model, the atlas guides the segmentation process, and characterizes which preferential location the tumor belongs to and consequently which behavior it could be associated to. Leave-one-out cross validation experiments on a large database highlight the robustness of the graph, and yield promising segmentation results. PMID:26751577

Bayesian statistical ionospheric tomography improved by incorporating ionosonde measurements

NASA Astrophysics Data System (ADS)

Norberg, Johannes; Virtanen, Ilkka I.; Roininen, Lassi; Vierinen, Juha; Orispää, Mikko; Kauristie, Kirsti; Lehtinen, Markku S.

2016-04-01

We validate two-dimensional ionospheric tomography reconstructions against EISCAT incoherent scatter radar measurements. Our tomography method is based on Bayesian statistical inversion with prior distribution given by its mean and covariance. We employ ionosonde measurements for the choice of the prior mean and covariance parameters and use the Gaussian Markov random fields as a sparse matrix approximation for the numerical computations. This results in a computationally efficient tomographic inversion algorithm with clear probabilistic interpretation. We demonstrate how this method works with simultaneous beacon satellite and ionosonde measurements obtained in northern Scandinavia. The performance is compared with results obtained with a zero-mean prior and with the prior mean taken from the International Reference Ionosphere 2007 model. In validating the results, we use EISCAT ultra-high-frequency incoherent scatter radar measurements as the ground truth for the ionization profile shape. We find that in comparison to the alternative prior information sources, ionosonde measurements improve the reconstruction by adding accurate information about the absolute value and the altitude distribution of electron density. With an ionosonde at continuous disposal, the presented method enhances stand-alone near-real-time ionospheric tomography for the given conditions significantly.

A brief introduction to computer-intensive methods, with a view towards applications in spatial statistics and stereology.

PubMed

Mattfeldt, Torsten

2011-04-01

Computer-intensive methods may be defined as data analytical procedures involving a huge number of highly repetitive computations. We mention resampling methods with replacement (bootstrap methods), resampling methods without replacement (randomization tests) and simulation methods. The resampling methods are based on simple and robust principles and are largely free from distributional assumptions. Bootstrap methods may be used to compute confidence intervals for a scalar model parameter and for summary statistics from replicated planar point patterns, and for significance tests. For some simple models of planar point processes, point patterns can be simulated by elementary Monte Carlo methods. The simulation of models with more complex interaction properties usually requires more advanced computing methods. In this context, we mention simulation of Gibbs processes with Markov chain Monte Carlo methods using the Metropolis-Hastings algorithm. An alternative to simulations on the basis of a parametric model consists of stochastic reconstruction methods. The basic ideas behind the methods are briefly reviewed and illustrated by simple worked examples in order to encourage novices in the field to use computer-intensive methods. © 2010 The Authors Journal of Microscopy © 2010 Royal Microscopical Society.

From medium heterogeneity to flow and transport: A time-domain random walk approach

NASA Astrophysics Data System (ADS)

Hakoun, V.; Comolli, A.; Dentz, M.

2017-12-01

The prediction of flow and transport processes in heterogeneous porous media is based on the qualitative and quantitative understanding of the interplay between 1) spatial variability of hydraulic conductivity, 2) groundwater flow and 3) solute transport. Using a stochastic modeling approach, we study this interplay through direct numerical simulations of Darcy flow and advective transport in heterogeneous media. First, we study flow in correlated hydraulic permeability fields and shed light on the relationship between the statistics of log-hydraulic conductivity, a medium attribute, and the flow statistics. Second, we determine relationships between Eulerian and Lagrangian velocity statistics, this means, between flow and transport attributes. We show how Lagrangian statistics and thus transport behaviors such as late particle arrival times are influenced by the medium heterogeneity on one hand and the initial particle velocities on the other. We find that equidistantly sampled Lagrangian velocities can be described by a Markov process that evolves on the characteristic heterogeneity length scale. We employ a stochastic relaxation model for the equidistantly sampled particle velocities, which is parametrized by the velocity correlation length. This description results in a time-domain random walk model for the particle motion, whose spatial transitions are characterized by the velocity correlation length and temporal transitions by the particle velocities. This approach relates the statistical medium and flow properties to large scale transport, and allows for conditioning on the initial particle velocities and thus to the medium properties in the injection region. The approach is tested against direct numerical simulations.

Phenotypic switching of populations of cells in a stochastic environment

NASA Astrophysics Data System (ADS)

Hufton, Peter G.; Lin, Yen Ting; Galla, Tobias

2018-02-01

In biology phenotypic switching is a common bet-hedging strategy in the face of uncertain environmental conditions. Existing mathematical models often focus on periodically changing environments to determine the optimal phenotypic response. We focus on the case in which the environment switches randomly between discrete states. Starting from an individual-based model we derive stochastic differential equations to describe the dynamics, and obtain analytical expressions for the mean instantaneous growth rates based on the theory of piecewise-deterministic Markov processes. We show that optimal phenotypic responses are non-trivial for slow and intermediate environmental processes, and systematically compare the cases of periodic and random environments. The best response to random switching is more likely to be heterogeneity than in the case of deterministic periodic environments, net growth rates tend to be higher under stochastic environmental dynamics. The combined system of environment and population of cells can be interpreted as host-pathogen interaction, in which the host tries to choose environmental switching so as to minimise growth of the pathogen, and in which the pathogen employs a phenotypic switching optimised to increase its growth rate. We discuss the existence of Nash-like mutual best-response scenarios for such host-pathogen games.

Connectivity ranking of heterogeneous random conductivity models

NASA Astrophysics Data System (ADS)

Rizzo, C. B.; de Barros, F.

2017-12-01

To overcome the challenges associated with hydrogeological data scarcity, the hydraulic conductivity (K) field is often represented by a spatial random process. The state-of-the-art provides several methods to generate 2D or 3D random K-fields, such as the classic multi-Gaussian fields or non-Gaussian fields, training image-based fields and object-based fields. We provide a systematic comparison of these models based on their connectivity. We use the minimum hydraulic resistance as a connectivity measure, which it has been found to be strictly correlated with early time arrival of dissolved contaminants. A computationally efficient graph-based algorithm is employed, allowing a stochastic treatment of the minimum hydraulic resistance through a Monte-Carlo approach and therefore enabling the computation of its uncertainty. The results show the impact of geostatistical parameters on the connectivity for each group of random fields, being able to rank the fields according to their minimum hydraulic resistance.

Modeling carbachol-induced hippocampal network synchronization using hidden Markov models

NASA Astrophysics Data System (ADS)

Dragomir, Andrei; Akay, Yasemin M.; Akay, Metin

2010-10-01

In this work we studied the neural state transitions undergone by the hippocampal neural network using a hidden Markov model (HMM) framework. We first employed a measure based on the Lempel-Ziv (LZ) estimator to characterize the changes in the hippocampal oscillation patterns in terms of their complexity. These oscillations correspond to different modes of hippocampal network synchronization induced by the cholinergic agonist carbachol in the CA1 region of mice hippocampus. HMMs are then used to model the dynamics of the LZ-derived complexity signals as first-order Markov chains. Consequently, the signals corresponding to our oscillation recordings can be segmented into a sequence of statistically discriminated hidden states. The segmentation is used for detecting transitions in neural synchronization modes in data recorded from wild-type and triple transgenic mice models (3xTG) of Alzheimer's disease (AD). Our data suggest that transition from low-frequency (delta range) continuous oscillation mode into high-frequency (theta range) oscillation, exhibiting repeated burst-type patterns, occurs always through a mode resembling a mixture of the two patterns, continuous with burst. The relatively random patterns of oscillation during this mode may reflect the fact that the neuronal network undergoes re-organization. Further insight into the time durations of these modes (retrieved via the HMM segmentation of the LZ-derived signals) reveals that the mixed mode lasts significantly longer (p < 10-4) in 3xTG AD mice. These findings, coupled with the documented cholinergic neurotransmission deficits in the 3xTG mice model, may be highly relevant for the case of AD.

Cost-utility of cognitive behavioral therapy for low back pain from the commercial payer perspective.

PubMed

Norton, Giulia; McDonough, Christine M; Cabral, Howard; Shwartz, Michael; Burgess, James F

2015-05-15

Markov cost-utility model. To evaluate the cost-utility of cognitive behavioral therapy (CBT) for the treatment of persistent nonspecific low back pain (LBP) from the perspective of US commercial payers. CBT is widely deemed clinically effective for LBP treatment. The evidence is suggestive of cost-effectiveness. We constructed and validated a Markov intention-to-treat model to estimate the cost-utility of CBT, with 1-year and 10-year time horizons. We applied likelihood of improvement and utilities from a randomized controlled trial assessing CBT to treat LBP. The trial randomized subjects to treatment but subjects freely sought health care services. We derived the cost of equivalent rates and types of services from US commercial claims for LBP for a similar population. For the 10-year estimates, we derived recurrence rates from the literature. The base case included medical and pharmaceutical services and assumed gradual loss of skill in applying CBT techniques. Sensitivity analyses assessed the distribution of service utilization, utility values, and rate of LBP recurrence. We compared health plan designs. Results are based on 5000 iterations of each model and expressed as an incremental cost per quality-adjusted life-year. The incremental cost-utility of CBT was $7197 per quality-adjusted life-year in the first year and $5855 per quality-adjusted life-year over 10 years. The results are robust across numerous sensitivity analyses. No change of parameter estimate resulted in a difference of more than 7% from the base case for either time horizon. Including chiropractic and/or acupuncture care did not substantively affect cost-effectiveness. The model with medical but no pharmaceutical costs was more cost-effective ($5238 for 1 yr and $3849 for 10 yr). CBT is a cost-effective approach to manage chronic LBP among commercial health plans members. Cost-effectiveness is demonstrated for multiple plan designs. 2.

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

NASA Astrophysics Data System (ADS)

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

2017-10-01

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

Resolvent-Techniques for Multiple Exercise Problems

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

Christensen, Sören, E-mail: christensen@math.uni-kiel.de; Lempa, Jukka, E-mail: jukka.lempa@hioa.no

2015-02-15

We study optimal multiple stopping of strong Markov processes with random refraction periods. The refraction periods are assumed to be exponentially distributed with a common rate and independent of the underlying dynamics. Our main tool is using the resolvent operator. In the first part, we reduce infinite stopping problems to ordinary ones in a general strong Markov setting. This leads to explicit solutions for wide classes of such problems. Starting from this result, we analyze problems with finitely many exercise rights and explain solution methods for some classes of problems with underlying Lévy and diffusion processes, where the optimal characteristicsmore » of the problems can be identified more explicitly. We illustrate the main results with explicit examples.« less

Medical imaging feasibility in body fluids using Markov chains

NASA Astrophysics Data System (ADS)

Kavehrad, M.; Armstrong, A. D.

2017-02-01

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

The Fisher-Markov selector: fast selecting maximally separable feature subset for multiclass classification with applications to high-dimensional data.

PubMed

Cheng, Qiang; Zhou, Hongbo; Cheng, Jie

2011-06-01

Selecting features for multiclass classification is a critically important task for pattern recognition and machine learning applications. Especially challenging is selecting an optimal subset of features from high-dimensional data, which typically have many more variables than observations and contain significant noise, missing components, or outliers. Existing methods either cannot handle high-dimensional data efficiently or scalably, or can only obtain local optimum instead of global optimum. Toward the selection of the globally optimal subset of features efficiently, we introduce a new selector--which we call the Fisher-Markov selector--to identify those features that are the most useful in describing essential differences among the possible groups. In particular, in this paper we present a way to represent essential discriminating characteristics together with the sparsity as an optimization objective. With properly identified measures for the sparseness and discriminativeness in possibly high-dimensional settings, we take a systematic approach for optimizing the measures to choose the best feature subset. We use Markov random field optimization techniques to solve the formulated objective functions for simultaneous feature selection. Our results are noncombinatorial, and they can achieve the exact global optimum of the objective function for some special kernels. The method is fast; in particular, it can be linear in the number of features and quadratic in the number of observations. We apply our procedure to a variety of real-world data, including mid--dimensional optical handwritten digit data set and high-dimensional microarray gene expression data sets. The effectiveness of our method is confirmed by experimental results. In pattern recognition and from a model selection viewpoint, our procedure says that it is possible to select the most discriminating subset of variables by solving a very simple unconstrained objective function which in fact can be obtained with an explicit expression.

A Markov modelled pharmacoeconomic analysis of bimatoprost 0.03% in the treatment of glaucoma as an alternative to filtration surgery in Italy.

PubMed

Christensen, Torsten Lundgaard; Poulsen, Peter Bo; Holmstrom, Stefan; Walt, John G; Vetrugno, Michele

2005-11-01

Glaucoma is generally managed by decreasing the intraocular pressure (IOP) to a level believed to prevent further damage to the optic disc and loss of visual field. This may be achieved medically or surgically. The objective of this pharmacoeconomic analysis was to investigate the 4-year costs of bimatoprost 0.03% (Lumigan) eye drops as an alternative to filtration surgery (FS) for glaucoma patients on maximum tolerable medical therapy (MTMT). A Markov model was designed using effectiveness and resource use data from a randomized clinical trial and expert statements (Delphi panel). The RCT covered 83 patients on MTMT. The Model compared bimatoprost with FS. In the bimatoprost model arm patients began treatment with bimatoprost. If target IOP (-20%) was not reached using medical therapy the patient proceeded with FS. In the FS model arm, FS was performed after the first ophthalmologist visit. Unit costs were obtained from an Italian chart and tariffs review (healthcare sector perspective). The RCT showed that 74.7% of the patients delayed the need for FS by 3 months. The Markov model forecasted that 64.2% of the patients could delay the need for FS by 1 year, and forecasted 34.0% could avoid FS after 4 years. The 4-year cost per patient in the bimatoprost and FS arms was E3438 and E4194, respectively (incremental costs of E755). The major cost drivers for the bimatoprost arm were patients who needed combination therapy or FS if the target IOP was not reached. In the FS arm, the major cost drives were the initial surgery costs and pressure-lowering medications used as add-on therapy after FS. The analysis shows that in a 4-year perspective bimatoprost is cheaper compared to FS. In addition, the postponement of FS associated with bimatoprost may have important implications for waiting list planning.

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.

Distribution majorization of corner points by reinforcement learning for moving object detection

NASA Astrophysics Data System (ADS)

Wu, Hao; Yu, Hao; Zhou, Dongxiang; Cheng, Yongqiang

2018-04-01

Corner points play an important role in moving object detection, especially in the case of free-moving camera. Corner points provide more accurate information than other pixels and reduce the computation which is unnecessary. Previous works only use intensity information to locate the corner points, however, the information that former and the last frames provided also can be used. We utilize the information to focus on more valuable area and ignore the invaluable area. The proposed algorithm is based on reinforcement learning, which regards the detection of corner points as a Markov process. In the Markov model, the video to be detected is regarded as environment, the selections of blocks for one corner point are regarded as actions and the performance of detection is regarded as state. Corner points are assigned to be the blocks which are seperated from original whole image. Experimentally, we select a conventional method which uses marching and Random Sample Consensus algorithm to obtain objects as the main framework and utilize our algorithm to improve the result. The comparison between the conventional method and the same one with our algorithm show that our algorithm reduce 70% of the false detection.

Markov Transition Model to Dementia with Death as a Competing Event.

PubMed

Wei, Shaoceng; Xu, Liou; Kryscio, Richard J

2014-12-01

This study evaluates the effect of death as a competing event to the development of dementia in a longitudinal study of the cognitive status of elderly subjects. A multi-state Markov model with three transient states: intact cognition, mild cognitive impairment (M.C.I.) and global impairment (G.I.) and one absorbing state: dementia is used to model the cognitive panel data; transitions among states depend on four covariates age, education, prior state (intact cognition, or M.C.I., or G.I.) and the presence/absence of an apolipoprotein E-4 allele (APOE4). A Weibull model and a Cox proportional hazards (Cox PH) model are used to fit the survival from death based on age at entry and the APOE4 status. A shared random effect correlates this survival time with the transition model. Simulation studies determine the sensitivity of the maximum likelihood estimates to the violations of the Weibull and Cox PH model assumptions. Results are illustrated with an application to the Nun Study, a longitudinal cohort of 672 participants 75+ years of age at baseline and followed longitudinally with up to ten cognitive assessments per nun.

Markov Transition Model to Dementia with Death as a Competing Event

PubMed Central

Wei, Shaoceng; Xu, Liou; Kryscio, Richard J.

2014-01-01

This study evaluates the effect of death as a competing event to the development of dementia in a longitudinal study of the cognitive status of elderly subjects. A multi-state Markov model with three transient states: intact cognition, mild cognitive impairment (M.C.I.) and global impairment (G.I.) and one absorbing state: dementia is used to model the cognitive panel data; transitions among states depend on four covariates age, education, prior state (intact cognition, or M.C.I., or G.I.) and the presence/absence of an apolipoprotein E-4 allele (APOE4). A Weibull model and a Cox proportional hazards (Cox PH) model are used to fit the survival from death based on age at entry and the APOE4 status. A shared random effect correlates this survival time with the transition model. Simulation studies determine the sensitivity of the maximum likelihood estimates to the violations of the Weibull and Cox PH model assumptions. Results are illustrated with an application to the Nun Study, a longitudinal cohort of 672 participants 75+ years of age at baseline and followed longitudinally with up to ten cognitive assessments per nun. PMID:25110380

Toeplitz Inverse Covariance-Based Clustering of Multivariate Time Series Data

PubMed Central

Hallac, David; Vare, Sagar; Boyd, Stephen; Leskovec, Jure

2018-01-01

Subsequence clustering of multivariate time series is a useful tool for discovering repeated patterns in temporal data. Once these patterns have been discovered, seemingly complicated datasets can be interpreted as a temporal sequence of only a small number of states, or clusters. For example, raw sensor data from a fitness-tracking application can be expressed as a timeline of a select few actions (i.e., walking, sitting, running). However, discovering these patterns is challenging because it requires simultaneous segmentation and clustering of the time series. Furthermore, interpreting the resulting clusters is difficult, especially when the data is high-dimensional. Here we propose a new method of model-based clustering, which we call Toeplitz Inverse Covariance-based Clustering (TICC). Each cluster in the TICC method is defined by a correlation network, or Markov random field (MRF), characterizing the interdependencies between different observations in a typical subsequence of that cluster. Based on this graphical representation, TICC simultaneously segments and clusters the time series data. We solve the TICC problem through alternating minimization, using a variation of the expectation maximization (EM) algorithm. We derive closed-form solutions to efficiently solve the two resulting subproblems in a scalable way, through dynamic programming and the alternating direction method of multipliers (ADMM), respectively. We validate our approach by comparing TICC to several state-of-the-art baselines in a series of synthetic experiments, and we then demonstrate on an automobile sensor dataset how TICC can be used to learn interpretable clusters in real-world scenarios. PMID:29770257

Gibbs sampling on large lattice with GMRF

NASA Astrophysics Data System (ADS)

Marcotte, Denis; Allard, Denis

2018-02-01

Gibbs sampling is routinely used to sample truncated Gaussian distributions. These distributions naturally occur when associating latent Gaussian fields to category fields obtained by discrete simulation methods like multipoint, sequential indicator simulation and object-based simulation. The latent Gaussians are often used in data assimilation and history matching algorithms. When the Gibbs sampling is applied on a large lattice, the computing cost can become prohibitive. The usual practice of using local neighborhoods is unsatisfying as it can diverge and it does not reproduce exactly the desired covariance. A better approach is to use Gaussian Markov Random Fields (GMRF) which enables to compute the conditional distributions at any point without having to compute and invert the full covariance matrix. As the GMRF is locally defined, it allows simultaneous updating of all points that do not share neighbors (coding sets). We propose a new simultaneous Gibbs updating strategy on coding sets that can be efficiently computed by convolution and applied with an acceptance/rejection method in the truncated case. We study empirically the speed of convergence, the effect of choice of boundary conditions, of the correlation range and of GMRF smoothness. We show that the convergence is slower in the Gaussian case on the torus than for the finite case studied in the literature. However, in the truncated Gaussian case, we show that short scale correlation is quickly restored and the conditioning categories at each lattice point imprint the long scale correlation. Hence our approach enables to realistically apply Gibbs sampling on large 2D or 3D lattice with the desired GMRF covariance.

Strong convective storm nowcasting using a hybrid approach of convolutional neural network and hidden Markov model

NASA Astrophysics Data System (ADS)

Zhang, Wei; Jiang, Ling; Han, Lei

2018-04-01

Convective storm nowcasting refers to the prediction of the convective weather initiation, development, and decay in a very short term (typically 0 2 h) .Despite marked progress over the past years, severe convective storm nowcasting still remains a challenge. With the boom of machine learning, it has been well applied in various fields, especially convolutional neural network (CNN). In this paper, we build a servere convective weather nowcasting system based on CNN and hidden Markov model (HMM) using reanalysis meteorological data. The goal of convective storm nowcasting is to predict if there is a convective storm in 30min. In this paper, we compress the VDRAS reanalysis data to low-dimensional data by CNN as the observation vector of HMM, then obtain the development trend of strong convective weather in the form of time series. It shows that, our method can extract robust features without any artificial selection of features, and can capture the development trend of strong convective storm.

CosmoSIS: A system for MC parameter estimation

DOE PAGES

Bridle, S.; Dodelson, S.; Jennings, E.; ...

2015-12-23

CosmoSIS is a modular system for cosmological parameter estimation, based on Markov Chain Monte Carlo and related techniques. It provides a series of samplers, which drive the exploration of the parameter space, and a series of modules, which calculate the likelihood of the observed data for a given physical model, determined by the location of a sample in the parameter space. While CosmoSIS ships with a set of modules that calculate quantities of interest to cosmologists, there is nothing about the framework itself, nor in the Markov Chain Monte Carlo technique, that is specific to cosmology. Thus CosmoSIS could bemore » used for parameter estimation problems in other fields, including HEP. This paper describes the features of CosmoSIS and show an example of its use outside of cosmology. Furthermore, it also discusses how collaborative development strategies differ between two different communities: that of HEP physicists, accustomed to working in large collaborations, and that of cosmologists, who have traditionally not worked in large groups.« less

Passive acoustic leak detection for sodium cooled fast reactors using hidden Markov models

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

Riber Marklund, A.; Kishore, S.; Prakash, V.

2015-07-01

Acoustic leak detection for steam generators of sodium fast reactors have been an active research topic since the early 1970's and several methods have been tested over the years. Inspired by its success in the field of automatic speech recognition, we here apply hidden Markov models (HMM) in combination with Gaussian mixture models (GMM) to the problem. To achieve this, we propose a new feature calculation scheme, based on the temporal evolution of the power spectral density (PSD) of the signal. Using acoustic signals recorded during steam/water injection experiments done at the Indira Gandhi Centre for Atomic Research (IGCAR), themore » proposed method is tested. We perform parametric studies on the HMM+GMM model size and demonstrate that the proposed method a) performs well without a priori knowledge of injection noise, b) can incorporate several noise models and c) has an output distribution that simplifies false alarm rate control. (authors)« less

Read clouds uncover variation in complex regions of the human genome

PubMed Central

Bishara, Alex; Liu, Yuling; Weng, Ziming; Kashef-Haghighi, Dorna; Newburger, Daniel E.; West, Robert; Sidow, Arend; Batzoglou, Serafim

2015-01-01

Although an increasing amount of human genetic variation is being identified and recorded, determining variants within repeated sequences of the human genome remains a challenge. Most population and genome-wide association studies have therefore been unable to consider variation in these regions. Core to the problem is the lack of a sequencing technology that produces reads with sufficient length and accuracy to enable unique mapping. Here, we present a novel methodology of using read clouds, obtained by accurate short-read sequencing of DNA derived from long fragment libraries, to confidently align short reads within repeat regions and enable accurate variant discovery. Our novel algorithm, Random Field Aligner (RFA), captures the relationships among the short reads governed by the long read process via a Markov Random Field. We utilized a modified version of the Illumina TruSeq synthetic long-read protocol, which yielded shallow-sequenced read clouds. We test RFA through extensive simulations and apply it to discover variants on the NA12878 human sample, for which shallow TruSeq read cloud sequencing data are available, and on an invasive breast carcinoma genome that we sequenced using the same method. We demonstrate that RFA facilitates accurate recovery of variation in 155 Mb of the human genome, including 94% of 67 Mb of segmental duplication sequence and 96% of 11 Mb of transcribed sequence, that are currently hidden from short-read technologies. PMID:26286554

Fluctuation theorems for discrete kinetic models of molecular motors

NASA Astrophysics Data System (ADS)

Faggionato, Alessandra; Silvestri, Vittoria

2017-04-01

Motivated by discrete kinetic models for non-cooperative molecular motors on periodic tracks, we consider random walks (also not Markov) on quasi one dimensional (1d) lattices, obtained by gluing several copies of a fundamental graph in a linear fashion. We show that, for a suitable class of quasi-1d lattices, the large deviation rate function associated to the position of the walker satisfies a Gallavotti-Cohen symmetry for any choice of the dynamical parameters defining the stochastic walk. This class includes the linear model considered in Lacoste et al (2008 Phys. Rev. E 78 011915). We also derive fluctuation theorems for the time-integrated cycle currents and discuss how the matrix approach of Lacoste et al (2008 Phys. Rev. E 78 011915) can be extended to derive the above Gallavotti-Cohen symmetry for any Markov random walk on {Z} with periodic jump rates. Finally, we review in the present context some large deviation results of Faggionato and Silvestri (2017 Ann. Inst. Henri Poincaré 53 46-78) and give some specific examples with explicit computations.

[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.

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.

Solid oxide fuel cell anode image segmentation based on a novel quantum-inspired fuzzy clustering

NASA Astrophysics Data System (ADS)

Fu, Xiaowei; Xiang, Yuhan; Chen, Li; Xu, Xin; Li, Xi

2015-12-01

High quality microstructure modeling can optimize the design of fuel cells. For three-phase accurate identification of Solid Oxide Fuel Cell (SOFC) microstructure, this paper proposes a novel image segmentation method on YSZ/Ni anode Optical Microscopic (OM) images. According to Quantum Signal Processing (QSP), the proposed approach exploits a quantum-inspired adaptive fuzziness factor to adaptively estimate the energy function in the fuzzy system based on Markov Random Filed (MRF). Before defuzzification, a quantum-inspired probability distribution based on distance and gray correction is proposed, which can adaptively adjust the inaccurate probability estimation of uncertain points caused by noises and edge points. In this study, the proposed method improves accuracy and effectiveness of three-phase identification on the micro-investigation. It provides firm foundation to investigate the microstructural evolution and its related properties.

A Comparison of Forecast Error Generators for Modeling Wind and Load Uncertainty

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

Lu, Ning; Diao, Ruisheng; Hafen, Ryan P.

2013-12-18

This paper presents four algorithms to generate random forecast error time series, including a truncated-normal distribution model, a state-space based Markov model, a seasonal autoregressive moving average (ARMA) model, and a stochastic-optimization based model. The error time series are used to create real-time (RT), hour-ahead (HA), and day-ahead (DA) wind and load forecast time series that statistically match historically observed forecasting data sets, used for variable generation integration studies. A comparison is made using historical DA load forecast and actual load values to generate new sets of DA forecasts with similar stoical forecast error characteristics. This paper discusses and comparesmore » the capabilities of each algorithm to preserve the characteristics of the historical forecast data sets.« less

Research of the multimodal brain-tumor segmentation algorithm

NASA Astrophysics Data System (ADS)

Lu, Yisu; Chen, Wufan

2015-12-01

It is well-known that the number of clusters is one of the most important parameters for automatic segmentation. However, it is difficult to define owing to the high diversity in appearance of tumor tissue among different patients and the ambiguous boundaries of lesions. In this study, a nonparametric mixture of Dirichlet process (MDP) model is applied to segment the tumor images, and the MDP segmentation can be performed without the initialization of the number of clusters. A new nonparametric segmentation algorithm combined with anisotropic diffusion and a Markov random field (MRF) smooth constraint is proposed in this study. Besides the segmentation of single modal brain tumor images, we developed the algorithm to segment multimodal brain tumor images by the magnetic resonance (MR) multimodal features and obtain the active tumor and edema in the same time. The proposed algorithm is evaluated and compared with other approaches. The accuracy and computation time of our algorithm demonstrates very impressive performance.

Google matrix analysis of directed networks

NASA Astrophysics Data System (ADS)

Ermann, Leonardo; Frahm, Klaus M.; Shepelyansky, Dima L.

2015-10-01

In the past decade modern societies have developed enormous communication and social networks. Their classification and information retrieval processing has become a formidable task for the society. Because of the rapid growth of the World Wide Web, and social and communication networks, new mathematical methods have been invented to characterize the properties of these networks in a more detailed and precise way. Various search engines extensively use such methods. It is highly important to develop new tools to classify and rank a massive amount of network information in a way that is adapted to internal network structures and characteristics. This review describes the Google matrix analysis of directed complex networks demonstrating its efficiency using various examples including the World Wide Web, Wikipedia, software architectures, world trade, social and citation networks, brain neural networks, DNA sequences, and Ulam networks. The analytical and numerical matrix methods used in this analysis originate from the fields of Markov chains, quantum chaos, and random matrix theory.

Convergence of the Graph Allen-Cahn Scheme

NASA Astrophysics Data System (ADS)

Luo, Xiyang; Bertozzi, Andrea L.

2017-05-01

The graph Laplacian and the graph cut problem are closely related to Markov random fields, and have many applications in clustering and image segmentation. The diffuse interface model is widely used for modeling in material science, and can also be used as a proxy to total variation minimization. In Bertozzi and Flenner (Multiscale Model Simul 10(3):1090-1118, 2012), an algorithm was developed to generalize the diffuse interface model to graphs to solve the graph cut problem. This work analyzes the conditions for the graph diffuse interface algorithm to converge. Using techniques from numerical PDE and convex optimization, monotonicity in function value and convergence under an a posteriori condition are shown for a class of schemes under a graph-independent stepsize condition. We also generalize our results to incorporate spectral truncation, a common technique used to save computation cost, and also to the case of multiclass classification. Various numerical experiments are done to compare theoretical results with practical performance.

Detection of Melanoma Skin Cancer in Dermoscopy Images

NASA Astrophysics Data System (ADS)

Eltayef, Khalid; Li, Yongmin; Liu, Xiaohui

2017-02-01

Malignant melanoma is the most hazardous type of human skin cancer and its incidence has been rapidly increasing. Early detection of malignant melanoma in dermoscopy images is very important and critical, since its detection in the early stage can be helpful to cure it. Computer Aided Diagnosis systems can be very helpful to facilitate the early detection of cancers for dermatologists. In this paper, we present a novel method for the detection of melanoma skin cancer. To detect the hair and several noises from images, pre-processing step is carried out by applying a bank of directional filters. And therefore, Image inpainting method is implemented to fill in the unknown regions. Fuzzy C-Means and Markov Random Field methods are used to delineate the border of the lesion area in the images. The method was evaluated on a dataset of 200 dermoscopic images, and superior results were produced compared to alternative methods.

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.

Semiparametric Bayesian classification with longitudinal markers

PubMed Central

De la Cruz-Mesía, Rolando; Quintana, Fernando A.; Müller, Peter

2013-01-01

Summary We analyse data from a study involving 173 pregnant women. The data are observed values of the β human chorionic gonadotropin hormone measured during the first 80 days of gestational age, including from one up to six longitudinal responses for each woman. The main objective in this study is to predict normal versus abnormal pregnancy outcomes from data that are available at the early stages of pregnancy. We achieve the desired classification with a semiparametric hierarchical model. Specifically, we consider a Dirichlet process mixture prior for the distribution of the random effects in each group. The unknown random-effects distributions are allowed to vary across groups but are made dependent by using a design vector to select different features of a single underlying random probability measure. The resulting model is an extension of the dependent Dirichlet process model, with an additional probability model for group classification. The model is shown to perform better than an alternative model which is based on independent Dirichlet processes for the groups. Relevant posterior distributions are summarized by using Markov chain Monte Carlo methods. PMID:24368871

Energy-aware scheduling of surveillance in wireless multimedia sensor networks.

PubMed

Wang, Xue; Wang, Sheng; Ma, Junjie; Sun, Xinyao

2010-01-01

Wireless sensor networks involve a large number of sensor nodes with limited energy supply, which impacts the behavior of their application. In wireless multimedia sensor networks, sensor nodes are equipped with audio and visual information collection modules. Multimedia contents are ubiquitously retrieved in surveillance applications. To solve the energy problems during target surveillance with wireless multimedia sensor networks, an energy-aware sensor scheduling method is proposed in this paper. Sensor nodes which acquire acoustic signals are deployed randomly in the sensing fields. Target localization is based on the signal energy feature provided by multiple sensor nodes, employing particle swarm optimization (PSO). During the target surveillance procedure, sensor nodes are adaptively grouped in a totally distributed manner. Specially, the target motion information is extracted by a forecasting algorithm, which is based on the hidden Markov model (HMM). The forecasting results are utilized to awaken sensor node in the vicinity of future target position. According to the two properties, signal energy feature and residual energy, the sensor nodes decide whether to participate in target detection separately with a fuzzy control approach. Meanwhile, the local routing scheme of data transmission towards the observer is discussed. Experimental results demonstrate the efficiency of energy-aware scheduling of surveillance in wireless multimedia sensor network, where significant energy saving is achieved by the sensor awakening approach and data transmission paths are calculated with low computational complexity.

Spatial and temporal analysis of fatal off-piste and backcountry avalanche accidents in Austria with a comparison of results in Switzerland, France, Italy and the US

NASA Astrophysics Data System (ADS)

Pfeifer, Christian; Höller, Peter; Zeileis, Achim

2018-02-01

In this article we analyzed spatial and temporal patterns of fatal Austrian avalanche accidents caused by backcountry and off-piste skiers and snowboarders within the winter periods 1967/1968-2015/2016. The data were based on reports of the Austrian Board for Alpine Safety and reports of the information services of the federal states. Using the date and the location of the recorded avalanche accidents, we were able to carry out spatial and temporal analyses applying generalized additive models and Markov random-field models. As a result of the trend analysis we noticed an increasing trend of backcountry and off-piste avalanche fatalities within the winter periods 1967/1968-2015/2016 (although slightly decreasing in recent years), which is in contradiction to the widespread opinion in Austria that the number of fatalities is constant over time. Additionally, we compared Austrian results with results of Switzerland, France, Italy and the US based on data from the International Commission of Alpine Rescue (ICAR). As a result of the spatial analysis, we noticed two hot spots of avalanche fatalities (Arlberg-Silvretta and Sölden). Because of the increasing trend and the rather narrow regional distribution of the fatalities, initiatives aimed at preventing avalanche accidents were highly recommended.

Semisupervised GDTW kernel-based fuzzy c-means algorithm for mapping vegetation dynamics in mining region using normalized difference vegetation index time series

NASA Astrophysics Data System (ADS)

Jia, Duo; Wang, Cangjiao; Lei, Shaogang

2018-01-01

Mapping vegetation dynamic types in mining areas is significant for revealing the mechanisms of environmental damage and for guiding ecological construction. Dynamic types of vegetation can be identified by applying interannual normalized difference vegetation index (NDVI) time series. However, phase differences and time shifts in interannual time series decrease mapping accuracy in mining regions. To overcome these problems and to increase the accuracy of mapping vegetation dynamics, an interannual Landsat time series for optimum vegetation growing status was constructed first by using the enhanced spatial and temporal adaptive reflectance fusion model algorithm. We then proposed a Markov random field optimized semisupervised Gaussian dynamic time warping kernel-based fuzzy c-means (FCM) cluster algorithm for interannual NDVI time series to map dynamic vegetation types in mining regions. The proposed algorithm has been tested in the Shengli mining region and Shendong mining region, which are typical representatives of China's open-pit and underground mining regions, respectively. Experiments show that the proposed algorithm can solve the problems of phase differences and time shifts to achieve better performance when mapping vegetation dynamic types. The overall accuracies for the Shengli and Shendong mining regions were 93.32% and 89.60%, respectively, with improvements of 7.32% and 25.84% when compared with the original semisupervised FCM algorithm.

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.

An extensive analysis of various texture feature extractors to detect Diabetes Mellitus using facial specific regions.

PubMed

Shu, Ting; Zhang, Bob; Yan Tang, Yuan

2017-04-01

Researchers have recently discovered that Diabetes Mellitus can be detected through non-invasive computerized method. However, the focus has been on facial block color features. In this paper, we extensively study the effects of texture features extracted from facial specific regions at detecting Diabetes Mellitus using eight texture extractors. The eight methods are from four texture feature families: (1) statistical texture feature family: Image Gray-scale Histogram, Gray-level Co-occurance Matrix, and Local Binary Pattern, (2) structural texture feature family: Voronoi Tessellation, (3) signal processing based texture feature family: Gaussian, Steerable, and Gabor filters, and (4) model based texture feature family: Markov Random Field. In order to determine the most appropriate extractor with optimal parameter(s), various parameter(s) of each extractor are experimented. For each extractor, the same dataset (284 Diabetes Mellitus and 231 Healthy samples), classifiers (k-Nearest Neighbors and Support Vector Machines), and validation method (10-fold cross validation) are used. According to the experiments, the first and third families achieved a better outcome at detecting Diabetes Mellitus than the other two. The best texture feature extractor for Diabetes Mellitus detection is the Image Gray-scale Histogram with bin number=256, obtaining an accuracy of 99.02%, a sensitivity of 99.64%, and a specificity of 98.26% by using SVM. Copyright © 2017 Elsevier Ltd. All rights reserved.

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

NASA Astrophysics Data System (ADS)

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

2015-12-01

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

Reference-free error estimation for multiple measurement methods.

PubMed

Madan, Hennadii; Pernuš, Franjo; Špiclin, Žiga

2018-01-01

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

An Approach for Dynamic Optimization of Prevention Program Implementation in Stochastic Environments

NASA Astrophysics Data System (ADS)

Kang, Yuncheol; Prabhu, Vittal

The science of preventing youth problems has significantly advanced in developing evidence-based prevention program (EBP) by using randomized clinical trials. Effective EBP can reduce delinquency, aggression, violence, bullying and substance abuse among youth. Unfortunately the outcomes of EBP implemented in natural settings usually tend to be lower than in clinical trials, which has motivated the need to study EBP implementations. In this paper we propose to model EBP implementations in natural settings as stochastic dynamic processes. Specifically, we propose Markov Decision Process (MDP) for modeling and dynamic optimization of such EBP implementations. We illustrate these concepts using simple numerical examples and discuss potential challenges in using such approaches in practice.

An analytic technique for statistically modeling random atomic clock errors in estimation

NASA Technical Reports Server (NTRS)

Fell, P. J.

1981-01-01

Minimum variance estimation requires that the statistics of random observation errors be modeled properly. If measurements are derived through the use of atomic frequency standards, then one source of error affecting the observable is random fluctuation in frequency. This is the case, for example, with range and integrated Doppler measurements from satellites of the Global Positioning and baseline determination for geodynamic applications. An analytic method is presented which approximates the statistics of this random process. The procedure starts with a model of the Allan variance for a particular oscillator and develops the statistics of range and integrated Doppler measurements. A series of five first order Markov processes is used to approximate the power spectral density obtained from the Allan variance.

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.

A joint estimation detection of Glaucoma progression in 3D spectral domain optical coherence tomography optic nerve head images

NASA Astrophysics Data System (ADS)

Belghith, Akram; Bowd, Christopher; Weinreb, Robert N.; Zangwill, Linda M.

2014-03-01

Glaucoma is an ocular disease characterized by distinctive changes in the optic nerve head (ONH) and visual field. Glaucoma can strike without symptoms and causes blindness if it remains without treatment. Therefore, early disease detection is important so that treatment can be initiated and blindness prevented. In this context, important advances in technology for non-invasive imaging of the eye have been made providing quantitative tools to measure structural changes in ONH topography, an essential element for glaucoma detection and monitoring. 3D spectral domain optical coherence tomography (SD-OCT), an optical imaging technique, has been commonly used to discriminate glaucomatous from healthy subjects. In this paper, we present a new framework for detection of glaucoma progression using 3D SD-OCT images. In contrast to previous works that the retinal nerve fiber layer (RNFL) thickness measurement provided by commercially available spectral-domain optical coherence tomograph, we consider the whole 3D volume for change detection. To integrate a priori knowledge and in particular the spatial voxel dependency in the change detection map, we propose the use of the Markov Random Field to handle a such dependency. To accommodate the presence of false positive detection, the estimated change detection map is then used to classify a 3D SDOCT image into the "non-progressing" and "progressing" glaucoma classes, based on a fuzzy logic classifier. We compared the diagnostic performance of the proposed framework to existing methods of progression detection.

A joint estimation detection of Glaucoma progression in 3D spectral domain optical coherence tomography optic nerve head images.

PubMed

Belghith, Akram; Bowd, Christopher; Weinreb, Robert N; Zangwill, Linda M

2014-03-18

Glaucoma is an ocular disease characterized by distinctive changes in the optic nerve head (ONH) and visual field. Glaucoma can strike without symptoms and causes blindness if it remains without treatment. Therefore, early disease detection is important so that treatment can be initiated and blindness prevented. In this context, important advances in technology for non-invasive imaging of the eye have been made providing quantitative tools to measure structural changes in ONH topography, an essential element for glaucoma detection and monitoring. 3D spectral domain optical coherence tomography (SD-OCT), an optical imaging technique, has been commonly used to discriminate glaucomatous from healthy subjects. In this paper, we present a new framework for detection of glaucoma progression using 3D SD-OCT images. In contrast to previous works that the retinal nerve fiber layer (RNFL) thickness measurement provided by commercially available spectral-domain optical coherence tomograph, we consider the whole 3D volume for change detection. To integrate a priori knowledge and in particular the spatial voxel dependency in the change detection map, we propose the use of the Markov Random Field to handle a such dependency. To accommodate the presence of false positive detection, the estimated change detection map is then used to classify a 3D SDOCT image into the "non-progressing" and "progressing" glaucoma classes, based on a fuzzy logic classifier. We compared the diagnostic performance of the proposed framework to existing methods of progression detection.

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

Jin, C.; Potts, I.; Reeks, M. W., E-mail: mike.reeks@ncl.ac.uk

We present a simple stochastic quadrant model for calculating the transport and deposition of heavy particles in a fully developed turbulent boundary layer based on the statistics of wall-normal fluid velocity fluctuations obtained from a fully developed channel flow. Individual particles are tracked through the boundary layer via their interactions with a succession of random eddies found in each of the quadrants of the fluid Reynolds shear stress domain in a homogeneous Markov chain process. In this way, we are able to account directly for the influence of ejection and sweeping events as others have done but without resorting tomore » the use of adjustable parameters. Deposition rate predictions for a wide range of heavy particles predicted by the model compare well with benchmark experimental measurements. In addition, deposition rates are compared with those obtained from continuous random walk models and Langevin equation based ejection and sweep models which noticeably give significantly lower deposition rates. Various statistics related to the particle near wall behavior are also presented. Finally, we consider the model limitations in using the model to calculate deposition in more complex flows where the near wall turbulence may be significantly different.« less

Stochastic dynamics of time correlation in complex systems with discrete time

NASA Astrophysics Data System (ADS)

Yulmetyev, Renat; Hänggi, Peter; Gafarov, Fail

2000-11-01

In this paper we present the concept of description of random processes in complex systems with discrete time. It involves the description of kinetics of discrete processes by means of the chain of finite-difference non-Markov equations for time correlation functions (TCFs). We have introduced the dynamic (time dependent) information Shannon entropy Si(t) where i=0,1,2,3,..., as an information measure of stochastic dynamics of time correlation (i=0) and time memory (i=1,2,3,...). The set of functions Si(t) constitute the quantitative measure of time correlation disorder (i=0) and time memory disorder (i=1,2,3,...) in complex system. The theory developed started from the careful analysis of time correlation involving dynamics of vectors set of various chaotic states. We examine two stochastic processes involving the creation and annihilation of time correlation (or time memory) in details. We carry out the analysis of vectors' dynamics employing finite-difference equations for random variables and the evolution operator describing their natural motion. The existence of TCF results in the construction of the set of projection operators by the usage of scalar product operation. Harnessing the infinite set of orthogonal dynamic random variables on a basis of Gram-Shmidt orthogonalization procedure tends to creation of infinite chain of finite-difference non-Markov kinetic equations for discrete TCFs and memory functions (MFs). The solution of the equations above thereof brings to the recurrence relations between the TCF and MF of senior and junior orders. This offers new opportunities for detecting the frequency spectra of power of entropy function Si(t) for time correlation (i=0) and time memory (i=1,2,3,...). The results obtained offer considerable scope for attack on stochastic dynamics of discrete random processes in a complex systems. Application of this technique on the analysis of stochastic dynamics of RR intervals from human ECG's shows convincing evidence for a non-Markovian phenomemena associated with a peculiarities in short- and long-range scaling. This method may be of use in distinguishing healthy from pathologic data sets based in differences in these non-Markovian properties.

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)

Automated glioblastoma segmentation based on a multiparametric structured unsupervised classification.

PubMed

Juan-Albarracín, Javier; Fuster-Garcia, Elies; Manjón, José V; Robles, Montserrat; Aparici, F; Martí-Bonmatí, L; García-Gómez, Juan M

2015-01-01

Automatic brain tumour segmentation has become a key component for the future of brain tumour treatment. Currently, most of brain tumour segmentation approaches arise from the supervised learning standpoint, which requires a labelled training dataset from which to infer the models of the classes. The performance of these models is directly determined by the size and quality of the training corpus, whose retrieval becomes a tedious and time-consuming task. On the other hand, unsupervised approaches avoid these limitations but often do not reach comparable results than the supervised methods. In this sense, we propose an automated unsupervised method for brain tumour segmentation based on anatomical Magnetic Resonance (MR) images. Four unsupervised classification algorithms, grouped by their structured or non-structured condition, were evaluated within our pipeline. Considering the non-structured algorithms, we evaluated K-means, Fuzzy K-means and Gaussian Mixture Model (GMM), whereas as structured classification algorithms we evaluated Gaussian Hidden Markov Random Field (GHMRF). An automated postprocess based on a statistical approach supported by tissue probability maps is proposed to automatically identify the tumour classes after the segmentations. We evaluated our brain tumour segmentation method with the public BRAin Tumor Segmentation (BRATS) 2013 Test and Leaderboard datasets. Our approach based on the GMM model improves the results obtained by most of the supervised methods evaluated with the Leaderboard set and reaches the second position in the ranking. Our variant based on the GHMRF achieves the first position in the Test ranking of the unsupervised approaches and the seventh position in the general Test ranking, which confirms the method as a viable alternative for brain tumour segmentation.

Hierarchical probabilistic Gabor and MRF segmentation of brain tumours in MRI volumes.

PubMed

Subbanna, Nagesh K; Precup, Doina; Collins, D Louis; Arbel, Tal

2013-01-01

In this paper, we present a fully automated hierarchical probabilistic framework for segmenting brain tumours from multispectral human brain magnetic resonance images (MRIs) using multiwindow Gabor filters and an adapted Markov Random Field (MRF) framework. In the first stage, a customised Gabor decomposition is developed, based on the combined-space characteristics of the two classes (tumour and non-tumour) in multispectral brain MRIs in order to optimally separate tumour (including edema) from healthy brain tissues. A Bayesian framework then provides a coarse probabilistic texture-based segmentation of tumours (including edema) whose boundaries are then refined at the voxel level through a modified MRF framework that carefully separates the edema from the main tumour. This customised MRF is not only built on the voxel intensities and class labels as in traditional MRFs, but also models the intensity differences between neighbouring voxels in the likelihood model, along with employing a prior based on local tissue class transition probabilities. The second inference stage is shown to resolve local inhomogeneities and impose a smoothing constraint, while also maintaining the appropriate boundaries as supported by the local intensity difference observations. The method was trained and tested on the publicly available MICCAI 2012 Brain Tumour Segmentation Challenge (BRATS) Database [1] on both synthetic and clinical volumes (low grade and high grade tumours). Our method performs well compared to state-of-the-art techniques, outperforming the results of the top methods in cases of clinical high grade and low grade tumour core segmentation by 40% and 45% respectively.

Robust Tracking of Small Displacements with a Bayesian Estimator

PubMed Central

Dumont, Douglas M.; Byram, Brett C.

2016-01-01

Radiation-force-based elasticity imaging describes a group of techniques that use acoustic radiation force (ARF) to displace tissue in order to obtain qualitative or quantitative measurements of tissue properties. Because ARF-induced displacements are on the order of micrometers, tracking these displacements in vivo can be challenging. Previously, it has been shown that Bayesian-based estimation can overcome some of the limitations of a traditional displacement estimator like normalized cross-correlation (NCC). In this work, we describe a Bayesian framework that combines a generalized Gaussian-Markov random field (GGMRF) prior with an automated method for selecting the prior’s width. We then evaluate its performance in the context of tracking the micrometer-order displacements encountered in an ARF-based method like acoustic radiation force impulse (ARFI) imaging. The results show that bias, variance, and mean-square error performance vary with prior shape and width, and that an almost one order-of-magnitude reduction in mean-square error can be achieved by the estimator at the automatically-selected prior width. Lesion simulations show that the proposed estimator has a higher contrast-to-noise ratio but lower contrast than NCC, median-filtered NCC, and the previous Bayesian estimator, with a non-Gaussian prior shape having better lesion-edge resolution than a Gaussian prior. In vivo results from a cardiac, radiofrequency ablation ARFI imaging dataset show quantitative improvements in lesion contrast-to-noise ratio over NCC as well as the previous Bayesian estimator. PMID:26529761

Investigation of Latent Traces Using Infrared Reflectance Hyperspectral Imaging

NASA Astrophysics Data System (ADS)

Schubert, Till; Wenzel, Susanne; Roscher, Ribana; Stachniss, Cyrill

2016-06-01

The detection of traces is a main task of forensics. Hyperspectral imaging is a potential method from which we expect to capture more fluorescence effects than with common forensic light sources. This paper shows that the use of hyperspectral imaging is suited for the analysis of latent traces and extends the classical concept to the conservation of the crime scene for retrospective laboratory analysis. We examine specimen of blood, semen and saliva traces in several dilution steps, prepared on cardboard substrate. As our key result we successfully make latent traces visible up to dilution factor of 1:8000. We can attribute most of the detectability to interference of electromagnetic light with the water content of the traces in the shortwave infrared region of the spectrum. In a classification task we use several dimensionality reduction methods (PCA and LDA) in combination with a Maximum Likelihood classifier, assuming normally distributed data. Further, we use Random Forest as a competitive approach. The classifiers retrieve the exact positions of labelled trace preparation up to highest dilution and determine posterior probabilities. By modelling the classification task with a Markov Random Field we are able to integrate prior information about the spatial relation of neighboured pixel labels.

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

PubMed

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

2010-11-30

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

Stratification of the phase clouds and statistical effects of the non-Markovity in chaotic time series of human gait for healthy people and Parkinson patients

NASA Astrophysics Data System (ADS)

Yulmetyev, Renat; Demin, Sergey; Emelyanova, Natalya; Gafarov, Fail; Hänggi, Peter

2003-03-01

In this work we develop a new method of diagnosing the nervous system diseases and a new approach in studying human gait dynamics with the help of the theory of discrete non-Markov random processes (Phys. Rev. E 62 (5) (2000) 6178, Phys. Rev. E 64 (2001) 066132, Phys. Rev. E 65 (2002) 046107, Physica A 303 (2002) 427). The stratification of the phase clouds and the statistical non-Markov effects in the time series of the dynamics of human gait are considered. We carried out the comparative analysis of the data of four age groups of healthy people: children (from 3 to 10 year olds), teenagers (from 11 to 14 year olds), young people (from 21 up to 29 year olds), elderly persons (from 71 to 77 year olds) and Parkinson patients. The full data set are analyzed with the help of the phase portraits of the four dynamic variables, the power spectra of the initial time correlation function and the memory functions of junior orders, the three first points in the spectra of the statistical non-Markov parameter. The received results allow to define the predisposition of the probationers to deflections in the central nervous system caused by Parkinson's disease. We have found out distinct differences between the five submitted groups. On this basis we offer a new method of diagnostics and forecasting Parkinson's disease.

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.

Time series segmentation: a new approach based on Genetic Algorithm and Hidden Markov Model

NASA Astrophysics Data System (ADS)

Toreti, A.; Kuglitsch, F. G.; Xoplaki, E.; Luterbacher, J.

2009-04-01

The subdivision of a time series into homogeneous segments has been performed using various methods applied to different disciplines. In climatology, for example, it is accompanied by the well-known homogenization problem and the detection of artificial change points. In this context, we present a new method (GAMM) based on Hidden Markov Model (HMM) and Genetic Algorithm (GA), applicable to series of independent observations (and easily adaptable to autoregressive processes). A left-to-right hidden Markov model, estimating the parameters and the best-state sequence, respectively, with the Baum-Welch and Viterbi algorithms, was applied. In order to avoid the well-known dependence of the Baum-Welch algorithm on the initial condition, a Genetic Algorithm was developed. This algorithm is characterized by mutation, elitism and a crossover procedure implemented with some restrictive rules. Moreover the function to be minimized was derived following the approach of Kehagias (2004), i.e. it is the so-called complete log-likelihood. The number of states was determined applying a two-fold cross-validation procedure (Celeux and Durand, 2008). Being aware that the last issue is complex, and it influences all the analysis, a Multi Response Permutation Procedure (MRPP; Mielke et al., 1981) was inserted. It tests the model with K+1 states (where K is the state number of the best model) if its likelihood is close to K-state model. Finally, an evaluation of the GAMM performances, applied as a break detection method in the field of climate time series homogenization, is shown. 1. G. Celeux and J.B. Durand, Comput Stat 2008. 2. A. Kehagias, Stoch Envir Res 2004. 3. P.W. Mielke, K.J. Berry, G.W. Brier, Monthly Wea Rev 1981.

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

NASA Astrophysics Data System (ADS)

Demirer, Nazli

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

A comparison of adaptive sampling designs and binary spatial models: A simulation study using a census of Bromus inermis

USGS Publications Warehouse

Irvine, Kathryn M.; Thornton, Jamie; Backus, Vickie M.; Hohmann, Matthew G.; Lehnhoff, Erik A.; Maxwell, Bruce D.; Michels, Kurt; Rew, Lisa

2013-01-01

Commonly in environmental and ecological studies, species distribution data are recorded as presence or absence throughout a spatial domain of interest. Field based studies typically collect observations by sampling a subset of the spatial domain. We consider the effects of six different adaptive and two non-adaptive sampling designs and choice of three binary models on both predictions to unsampled locations and parameter estimation of the regression coefficients (species–environment relationships). Our simulation study is unique compared to others to date in that we virtually sample a true known spatial distribution of a nonindigenous plant species, Bromus inermis. The census of B. inermis provides a good example of a species distribution that is both sparsely (1.9 % prevalence) and patchily distributed. We find that modeling the spatial correlation using a random effect with an intrinsic Gaussian conditionally autoregressive prior distribution was equivalent or superior to Bayesian autologistic regression in terms of predicting to un-sampled areas when strip adaptive cluster sampling was used to survey B. inermis. However, inferences about the relationships between B. inermis presence and environmental predictors differed between the two spatial binary models. The strip adaptive cluster designs we investigate provided a significant advantage in terms of Markov chain Monte Carlo chain convergence when trying to model a sparsely distributed species across a large area. In general, there was little difference in the choice of neighborhood, although the adaptive king was preferred when transects were randomly placed throughout the spatial domain.

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.

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.

Signal yields of keV electronic recoils and their discrimination from nuclear recoils in liquid xenon

NASA Astrophysics Data System (ADS)

Aprile, E.; Aalbers, J.; Agostini, F.; Alfonsi, M.; Amaro, F. D.; Anthony, M.; Arneodo, F.; Barrow, P.; Baudis, L.; Bauermeister, B.; Benabderrahmane, M. L.; Berger, T.; Breur, P. A.; Brown, A.; Brown, E.; Bruenner, S.; Bruno, G.; Budnik, R.; Bütikofer, L.; Calvén, J.; Cardoso, J. M. R.; Cervantes, M.; Cichon, D.; Coderre, D.; Colijn, A. P.; Conrad, J.; Cussonneau, J. P.; Decowski, M. P.; de Perio, P.; di Gangi, P.; di Giovanni, A.; Diglio, S.; Eurin, G.; Fei, J.; Ferella, A. D.; Fieguth, A.; Fulgione, W.; Gallo Rosso, A.; Galloway, M.; Gao, F.; Garbini, M.; Geis, C.; Goetzke, L. W.; Grandi, L.; Greene, Z.; Grignon, C.; Hasterok, C.; Hogenbirk, E.; Howlett, J.; Itay, R.; Kaminsky, B.; Kazama, S.; Kessler, G.; Kish, A.; Landsman, H.; Lang, R. F.; Lellouch, D.; Levinson, L.; Lin, Q.; Lindemann, S.; Lindner, M.; Lombardi, F.; Lopes, J. A. M.; Mahlstedt, J.; Manfredini, A.; Maris, I.; Marrodán Undagoitia, T.; Masbou, J.; Massoli, F. V.; Masson, D.; Mayani, D.; Messina, M.; Micheneau, K.; Molinario, A.; Morâ, K.; Murra, M.; Naganoma, J.; Ni, K.; Oberlack, U.; Pakarha, P.; Pelssers, B.; Persiani, R.; Piastra, F.; Pienaar, J.; Pizzella, V.; Piro, M.-C.; Plante, G.; Priel, N.; Ramírez García, D.; Rauch, L.; Reichard, S.; Reuter, C.; Rizzo, A.; Rupp, N.; Saldanha, R.; Dos Santos, J. M. F.; Sartorelli, G.; Scheibelhut, M.; Schindler, S.; Schreiner, J.; Schumann, M.; Scotto Lavina, L.; Selvi, M.; Shagin, P.; Shockley, E.; Silva, M.; Simgen, H.; Sivers, M. V.; Stein, A.; Thers, D.; Tiseni, A.; Trinchero, G.; Tunnell, C.; Vargas, M.; Wang, H.; Wang, Z.; Wei, Y.; Weinheimer, C.; Wittweg, C.; Wulf, J.; Ye, J.; Zhang, Y.; Zhu, T.; Xenon Collaboration

2018-05-01

We report on the response of liquid xenon to low energy electronic recoils below 15 keV from beta decays of tritium at drift fields of 92 V /cm , 154 V /cm and 366 V /cm using the XENON100 detector. A data-to-simulation fitting method based on Markov Chain Monte Carlo is used to extract the photon yields and recombination fluctuations from the experimental data. The photon yields measured at the two lower fields are in agreement with those from literature; additional measurements at a higher field of 366 V /cm are presented. The electronic and nuclear recoil discrimination as well as its dependence on the drift field and photon detection efficiency are investigated at these low energies. The results provide new measurements in the energy region of interest for dark matter searches using liquid xenon.

Spatial methods for deriving crop rotation history

NASA Astrophysics Data System (ADS)

Mueller-Warrant, George W.; Trippe, Kristin M.; Whittaker, Gerald W.; Anderson, Nicole P.; Sullivan, Clare S.

2017-08-01

Benefits of converting 11 years of remote sensing classification data into cropping history of agricultural fields included measuring lengths of rotation cycles and identifying specific sequences of intervening crops grown between final years of old grass seed stands and establishment of new ones. Spatial and non-spatial methods were complementary. Individual-year classification errors were often correctable in spreadsheet-based non-spatial analysis, whereas their presence in spatial data generally led to exclusion of fields from further analysis. Markov-model testing of non-spatial data revealed that year-to-year cropping sequences did not match average frequencies for transitions among crops grown in western Oregon, implying that rotations into new grass seed stands were influenced by growers' desires to achieve specific objectives. Moran's I spatial analysis of length of time between consecutive grass seed stands revealed that clustering of fields was relatively uncommon, with high and low value clusters only accounting for 7.1 and 6.2% of fields.

Spatial generalised linear mixed models based on distances.

PubMed

Melo, Oscar O; Mateu, Jorge; Melo, Carlos E

2016-10-01

Risk models derived from environmental data have been widely shown to be effective in delineating geographical areas of risk because they are intuitively easy to understand. We present a new method based on distances, which allows the modelling of continuous and non-continuous random variables through distance-based spatial generalised linear mixed models. The parameters are estimated using Markov chain Monte Carlo maximum likelihood, which is a feasible and a useful technique. The proposed method depends on a detrending step built from continuous or categorical explanatory variables, or a mixture among them, by using an appropriate Euclidean distance. The method is illustrated through the analysis of the variation in the prevalence of Loa loa among a sample of village residents in Cameroon, where the explanatory variables included elevation, together with maximum normalised-difference vegetation index and the standard deviation of normalised-difference vegetation index calculated from repeated satellite scans over time. © The Author(s) 2013.

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

NASA Astrophysics Data System (ADS)

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

2018-03-01

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

A Fast Numerical Method for Max-Convolution and the Application to Efficient Max-Product Inference in Bayesian Networks.

PubMed

Serang, Oliver

2015-08-01

Observations depending on sums of random variables are common throughout many fields; however, no efficient solution is currently known for performing max-product inference on these sums of general discrete distributions (max-product inference can be used to obtain maximum a posteriori estimates). The limiting step to max-product inference is the max-convolution problem (sometimes presented in log-transformed form and denoted as "infimal convolution," "min-convolution," or "convolution on the tropical semiring"), for which no O(k log(k)) method is currently known. Presented here is an O(k log(k)) numerical method for estimating the max-convolution of two nonnegative vectors (e.g., two probability mass functions), where k is the length of the larger vector. This numerical max-convolution method is then demonstrated by performing fast max-product inference on a convolution tree, a data structure for performing fast inference given information on the sum of n discrete random variables in O(nk log(nk)log(n)) steps (where each random variable has an arbitrary prior distribution on k contiguous possible states). The numerical max-convolution method can be applied to specialized classes of hidden Markov models to reduce the runtime of computing the Viterbi path from nk(2) to nk log(k), and has potential application to the all-pairs shortest paths problem.

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

PubMed

Zhang, Chao; Tao, Dacheng

2012-12-01

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

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.

Statistical Physics on the Eve of the 21st Century: in Honour of J B McGuire on the Occasion of His 65th Birthday

NASA Astrophysics Data System (ADS)

Batchelor, Murray T.; Wille, Luc T.

The Table of Contents for the book is as follows: * Preface * Modelling the Immune System - An Example of the Simulation of Complex Biological Systems * Brief Overview of Quantum Computation * Quantal Information in Statistical Physics * Modeling Economic Randomness: Statistical Mechanics of Market Phenomena * Essentially Singular Solutions of Feigenbaum- Type Functional Equations * Spatiotemporal Chaotic Dynamics in Coupled Map Lattices * Approach to Equilibrium of Chaotic Systems * From Level to Level in Brain and Behavior * Linear and Entropic Transformations of the Hydrophobic Free Energy Sequence Help Characterize a Novel Brain Polyprotein: CART's Protein * Dynamical Systems Response to Pulsed High-Frequency Fields * Bose-Einstein Condensates in the Light of Nonlinear Physics * Markov Superposition Expansion for the Entropy and Correlation Functions in Two and Three Dimensions * Calculation of Wave Center Deflection and Multifractal Analysis of Directed Waves Through the Study of su(1,1)Ferromagnets * Spectral Properties and Phases in Hierarchical Master Equations * Universality of the Distribution Functions of Random Matrix Theory * The Universal Chiral Partition Function for Exclusion Statistics * Continuous Space-Time Symmetries in a Lattice Field Theory * Quelques Cas Limites du Problème à N Corps Unidimensionnel * Integrable Models of Correlated Electrons * On the Riemann Surface of the Three-State Chiral Potts Model * Two Exactly Soluble Lattice Models in Three Dimensions * Competition of Ferromagnetic and Antiferromagnetic Order in the Spin-l/2 XXZ Chain at Finite Temperature * Extended Vertex Operator Algebras and Monomial Bases * Parity and Charge Conjugation Symmetries and S Matrix of the XXZ Chain * An Exactly Solvable Constrained XXZ Chain * Integrable Mixed Vertex Models Ftom the Braid-Monoid Algebra * From Yang-Baxter Equations to Dynamical Zeta Functions for Birational Tlansformations * Hexagonal Lattice Directed Site Animals * Direction in the Star-Triangle Relations * A Self-Avoiding Walk Through Exactly Solved Lattice Models in Statistical Mechanics

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

Sub- and super-diffusion on Cantor sets: Beyond the paradox

NASA Astrophysics Data System (ADS)

K. Golmankhaneh, Alireza; Balankin, Alexander S.

2018-04-01

There is no way to build a nontrivial Markov process having continuous trajectories on a totally disconnected fractal embedded in the Euclidean space. Accordingly, in order to delineate the diffusion process on the totally disconnected fractal, one needs to relax the continuum requirement. Consequently, a diffusion process depends on how the continuum requirement is handled. This explains the emergence of different types of anomalous diffusion on the same totally disconnected set. In this regard, we argue that the number of effective spatial degrees of freedom of a random walker on the totally disconnected Cantor set is equal to nsp = [ D ] + 1, where [ D ] is the integer part of the Hausdorff dimension of the Cantor set. Conversely, the number of effective dynamical degrees of freedom (ds) depends on the definition of a Markov process on the totally disconnected Cantor set embedded in the Euclidean space En (n ≥nsp). This allows us to deduce the equation of diffusion by employing the local differential operators on the Fα-support. The exact solutions of this equation are obtained on the middle-ɛ Cantor sets for different kinds of the Markovian random processes. The relation of our findings to physical phenomena observed in complex systems is highlighted.

Probabilistic hazard assessment for skin sensitization potency by dose–response modeling using feature elimination instead of quantitative structure–activity relationships

PubMed Central

McKim, James M.; Hartung, Thomas; Kleensang, Andre; Sá-Rocha, Vanessa

2016-01-01

Supervised learning methods promise to improve integrated testing strategies (ITS), but must be adjusted to handle high dimensionality and dose–response data. ITS approaches are currently fueled by the increasing mechanistic understanding of adverse outcome pathways (AOP) and the development of tests reflecting these mechanisms. Simple approaches to combine skin sensitization data sets, such as weight of evidence, fail due to problems in information redundancy and high dimension-ality. The problem is further amplified when potency information (dose/response) of hazards would be estimated. Skin sensitization currently serves as the foster child for AOP and ITS development, as legislative pressures combined with a very good mechanistic understanding of contact dermatitis have led to test development and relatively large high-quality data sets. We curated such a data set and combined a recursive variable selection algorithm to evaluate the information available through in silico, in chemico and in vitro assays. Chemical similarity alone could not cluster chemicals’ potency, and in vitro models consistently ranked high in recursive feature elimination. This allows reducing the number of tests included in an ITS. Next, we analyzed with a hidden Markov model that takes advantage of an intrinsic inter-relationship among the local lymph node assay classes, i.e. the monotonous connection between local lymph node assay and dose. The dose-informed random forest/hidden Markov model was superior to the dose-naive random forest model on all data sets. Although balanced accuracy improvement may seem small, this obscures the actual improvement in misclassifications as the dose-informed hidden Markov model strongly reduced "false-negatives" (i.e. extreme sensitizers as non-sensitizer) on all data sets. PMID:26046447

Probabilistic hazard assessment for skin sensitization potency by dose-response modeling using feature elimination instead of quantitative structure-activity relationships.

PubMed

Luechtefeld, Thomas; Maertens, Alexandra; McKim, James M; Hartung, Thomas; Kleensang, Andre; Sá-Rocha, Vanessa

2015-11-01

Supervised learning methods promise to improve integrated testing strategies (ITS), but must be adjusted to handle high dimensionality and dose-response data. ITS approaches are currently fueled by the increasing mechanistic understanding of adverse outcome pathways (AOP) and the development of tests reflecting these mechanisms. Simple approaches to combine skin sensitization data sets, such as weight of evidence, fail due to problems in information redundancy and high dimensionality. The problem is further amplified when potency information (dose/response) of hazards would be estimated. Skin sensitization currently serves as the foster child for AOP and ITS development, as legislative pressures combined with a very good mechanistic understanding of contact dermatitis have led to test development and relatively large high-quality data sets. We curated such a data set and combined a recursive variable selection algorithm to evaluate the information available through in silico, in chemico and in vitro assays. Chemical similarity alone could not cluster chemicals' potency, and in vitro models consistently ranked high in recursive feature elimination. This allows reducing the number of tests included in an ITS. Next, we analyzed with a hidden Markov model that takes advantage of an intrinsic inter-relationship among the local lymph node assay classes, i.e. the monotonous connection between local lymph node assay and dose. The dose-informed random forest/hidden Markov model was superior to the dose-naive random forest model on all data sets. Although balanced accuracy improvement may seem small, this obscures the actual improvement in misclassifications as the dose-informed hidden Markov model strongly reduced " false-negatives" (i.e. extreme sensitizers as non-sensitizer) on all data sets. Copyright © 2015 John Wiley & Sons, Ltd.

A Foot-Arch Parameter Measurement System Using a RGB-D Camera.

PubMed

Chun, Sungkuk; Kong, Sejin; Mun, Kyung-Ryoul; Kim, Jinwook

2017-08-04

The conventional method of measuring foot-arch parameters is highly dependent on the measurer's skill level, so accurate measurements are difficult to obtain. To solve this problem, we propose an autonomous geometric foot-arch analysis platform that is capable of capturing the sole of the foot and yields three foot-arch parameters: arch index (AI), arch width (AW) and arch height (AH). The proposed system captures 3D geometric and color data on the plantar surface of the foot in a static standing pose using a commercial RGB-D camera. It detects the region of the foot surface in contact with the footplate by applying the clustering and Markov random field (MRF)-based image segmentation methods. The system computes the foot-arch parameters by analyzing the 2/3D shape of the contact region. Validation experiments were carried out to assess the accuracy and repeatability of the system. The average errors for AI, AW, and AH estimation on 99 data collected from 11 subjects during 3 days were -0.17%, 0.95 mm, and 0.52 mm, respectively. Reliability and statistical analysis on the estimated foot-arch parameters, the robustness to the change of weights used in the MRF, the processing time were also performed to show the feasibility of the system.

Automated segmentation of the actively stained mouse brain using multi-spectral MR microscopy.

PubMed

Sharief, Anjum A; Badea, Alexandra; Dale, Anders M; Johnson, G Allan

2008-01-01

Magnetic resonance microscopy (MRM) has created new approaches for high-throughput morphological phenotyping of mouse models of diseases. Transgenic and knockout mice serve as a test bed for validating hypotheses that link genotype to the phenotype of diseases, as well as developing and tracking treatments. We describe here a Markov random fields based segmentation of the actively stained mouse brain, as a prerequisite for morphological phenotyping. Active staining achieves higher signal to noise ratio (SNR) thereby enabling higher resolution imaging per unit time than obtained in previous formalin-fixed mouse brain studies. The segmentation algorithm was trained on isotropic 43-mum T1- and T2-weighted MRM images. The mouse brain was segmented into 33 structures, including the hippocampus, amygdala, hypothalamus, thalamus, as well as fiber tracts and ventricles. Probabilistic information used in the segmentation consisted of (a) intensity distributions in the T1- and T2-weighted data, (b) location, and (c) contextual priors for incorporating spatial information. Validation using standard morphometric indices showed excellent consistency between automatically and manually segmented data. The algorithm has been tested on the widely used C57BL/6J strain, as well as on a selection of six recombinant inbred BXD strains, chosen especially for their largely variant hippocampus.

Texture-preserved penalized weighted least-squares reconstruction of low-dose CT image via image segmentation and high-order MRF modeling

NASA Astrophysics Data System (ADS)

Han, Hao; Zhang, Hao; Wei, Xinzhou; Moore, William; Liang, Zhengrong

2016-03-01

In this paper, we proposed a low-dose computed tomography (LdCT) image reconstruction method with the help of prior knowledge learning from previous high-quality or normal-dose CT (NdCT) scans. The well-established statistical penalized weighted least squares (PWLS) algorithm was adopted for image reconstruction, where the penalty term was formulated by a texture-based Gaussian Markov random field (gMRF) model. The NdCT scan was firstly segmented into different tissue types by a feature vector quantization (FVQ) approach. Then for each tissue type, a set of tissue-specific coefficients for the gMRF penalty was statistically learnt from the NdCT image via multiple-linear regression analysis. We also proposed a scheme to adaptively select the order of gMRF model for coefficients prediction. The tissue-specific gMRF patterns learnt from the NdCT image were finally used to form an adaptive MRF penalty for the PWLS reconstruction of LdCT image. The proposed texture-adaptive PWLS image reconstruction algorithm was shown to be more effective to preserve image textures than the conventional PWLS image reconstruction algorithm, and we further demonstrated the gain of high-order MRF modeling for texture-preserved LdCT PWLS image reconstruction.

Urban growth simulation from "first principles".

PubMed

Andersson, Claes; Lindgren, Kristian; Rasmussen, Steen; White, Roger

2002-08-01

General and mathematically transparent models of urban growth have so far suffered from a lack in microscopic realism. Physical models that have been used for this purpose, i.e., diffusion-limited aggregation, dielectric breakdown models, and correlated percolation all have microscopic dynamics for which analogies with urban growth appear stretched. Based on a Markov random field formulation we have developed a model that is capable of reproducing a variety of important characteristic urban morphologies and that has realistic microscopic dynamics. The results presented in this paper are particularly important in relation to "urban sprawl," an important aspect of which is aggressively spreading low-density land uses. This type of growth is increasingly causing environmental, social, and economical problems around the world. The microdynamics of our model, or its "first principles," can be mapped to human decisions and motivations and thus potentially also to policies and regulations. We measure statistical properties of macrostates generated by the urban growth mechanism that we propose, and we compare these to empirical measurements as well as to results from other models. To showcase the open-endedness of the model and to thereby relate our work to applied urban planning we have also included a simulated city consisting of a large number of land use classes in which also topographical data have been used.

Iterative normalization method for improved prostate cancer localization with multispectral magnetic resonance imaging

NASA Astrophysics Data System (ADS)

Liu, Xin; Samil Yetik, Imam

2012-04-01

Use of multispectral magnetic resonance imaging has received a great interest for prostate cancer localization in research and clinical studies. Manual extraction of prostate tumors from multispectral magnetic resonance imaging is inefficient and subjective, while automated segmentation is objective and reproducible. For supervised, automated segmentation approaches, learning is essential to obtain the information from training dataset. However, in this procedure, all patients are assumed to have similar properties for the tumor and normal tissues, and the segmentation performance suffers since the variations across patients are ignored. To conquer this difficulty, we propose a new iterative normalization method based on relative intensity values of tumor and normal tissues to normalize multispectral magnetic resonance images and improve segmentation performance. The idea of relative intensity mimics the manual segmentation performed by human readers, who compare the contrast between regions without knowing the actual intensity values. We compare the segmentation performance of the proposed method with that of z-score normalization followed by support vector machine, local active contours, and fuzzy Markov random field. Our experimental results demonstrate that our method outperforms the three other state-of-the-art algorithms, and was found to have specificity of 0.73, sensitivity of 0.69, and accuracy of 0.79, significantly better than alternative methods.

A Foot-Arch Parameter Measurement System Using a RGB-D Camera

PubMed Central

Kong, Sejin; Mun, Kyung-Ryoul; Kim, Jinwook

2017-01-01

The conventional method of measuring foot-arch parameters is highly dependent on the measurer’s skill level, so accurate measurements are difficult to obtain. To solve this problem, we propose an autonomous geometric foot-arch analysis platform that is capable of capturing the sole of the foot and yields three foot-arch parameters: arch index (AI), arch width (AW) and arch height (AH). The proposed system captures 3D geometric and color data on the plantar surface of the foot in a static standing pose using a commercial RGB-D camera. It detects the region of the foot surface in contact with the footplate by applying the clustering and Markov random field (MRF)-based image segmentation methods. The system computes the foot-arch parameters by analyzing the 2/3D shape of the contact region. Validation experiments were carried out to assess the accuracy and repeatability of the system. The average errors for AI, AW, and AH estimation on 99 data collected from 11 subjects during 3 days were −0.17%, 0.95 mm, and 0.52 mm, respectively. Reliability and statistical analysis on the estimated foot-arch parameters, the robustness to the change of weights used in the MRF, the processing time were also performed to show the feasibility of the system. PMID:28777349

A Layered Approach for Robust Spatial Virtual Human Pose Reconstruction Using a Still Image

PubMed Central

Guo, Chengyu; Ruan, Songsong; Liang, Xiaohui; Zhao, Qinping

2016-01-01

Pedestrian detection and human pose estimation are instructive for reconstructing a three-dimensional scenario and for robot navigation, particularly when large amounts of vision data are captured using various data-recording techniques. Using an unrestricted capture scheme, which produces occlusions or breezing, the information describing each part of a human body and the relationship between each part or even different pedestrians must be present in a still image. Using this framework, a multi-layered, spatial, virtual, human pose reconstruction framework is presented in this study to recover any deficient information in planar images. In this framework, a hierarchical parts-based deep model is used to detect body parts by using the available restricted information in a still image and is then combined with spatial Markov random fields to re-estimate the accurate joint positions in the deep network. Then, the planar estimation results are mapped onto a virtual three-dimensional space using multiple constraints to recover any deficient spatial information. The proposed approach can be viewed as a general pre-processing method to guide the generation of continuous, three-dimensional motion data. The experiment results of this study are used to describe the effectiveness and usability of the proposed approach. PMID:26907289

Assessing the performance of multiple spectral-spatial features of a hyperspectral image for classification of urban land cover classes using support vector machines and artificial neural network

NASA Astrophysics Data System (ADS)

Pullanagari, Reddy; Kereszturi, Gábor; Yule, Ian J.; Ghamisi, Pedram

2017-04-01

Accurate and spatially detailed mapping of complex urban environments is essential for land managers. Classifying high spectral and spatial resolution hyperspectral images is a challenging task because of its data abundance and computational complexity. Approaches with a combination of spectral and spatial information in a single classification framework have attracted special attention because of their potential to improve the classification accuracy. We extracted multiple features from spectral and spatial domains of hyperspectral images and evaluated them with two supervised classification algorithms; support vector machines (SVM) and an artificial neural network. The spatial features considered are produced by a gray level co-occurrence matrix and extended multiattribute profiles. All of these features were stacked, and the most informative features were selected using a genetic algorithm-based SVM. After selecting the most informative features, the classification model was integrated with a segmentation map derived using a hidden Markov random field. We tested the proposed method on a real application of a hyperspectral image acquired from AisaFENIX and on widely used hyperspectral images. From the results, it can be concluded that the proposed framework significantly improves the results with different spectral and spatial resolutions over different instrumentation.

Deep Learning Role in Early Diagnosis of Prostate Cancer

PubMed Central

Reda, Islam; Khalil, Ashraf; Elmogy, Mohammed; Abou El-Fetouh, Ahmed; Shalaby, Ahmed; Abou El-Ghar, Mohamed; Elmaghraby, Adel; Ghazal, Mohammed; El-Baz, Ayman

2018-01-01

The objective of this work is to develop a computer-aided diagnostic system for early diagnosis of prostate cancer. The presented system integrates both clinical biomarkers (prostate-specific antigen) and extracted features from diffusion-weighted magnetic resonance imaging collected at multiple b values. The presented system performs 3 major processing steps. First, prostate delineation using a hybrid approach that combines a level-set model with nonnegative matrix factorization. Second, estimation and normalization of diffusion parameters, which are the apparent diffusion coefficients of the delineated prostate volumes at different b values followed by refinement of those apparent diffusion coefficients using a generalized Gaussian Markov random field model. Then, construction of the cumulative distribution functions of the processed apparent diffusion coefficients at multiple b values. In parallel, a K-nearest neighbor classifier is employed to transform the prostate-specific antigen results into diagnostic probabilities. Finally, those prostate-specific antigen–based probabilities are integrated with the initial diagnostic probabilities obtained using stacked nonnegativity constraint sparse autoencoders that employ apparent diffusion coefficient–cumulative distribution functions for better diagnostic accuracy. Experiments conducted on 18 diffusion-weighted magnetic resonance imaging data sets achieved 94.4% diagnosis accuracy (sensitivity = 88.9% and specificity = 100%), which indicate the promising results of the presented computer-aided diagnostic system. PMID:29804518

A Skew-t space-varying regression model for the spectral analysis of resting state brain activity.

PubMed

Ismail, Salimah; Sun, Wenqi; Nathoo, Farouk S; Babul, Arif; Moiseev, Alexader; Beg, Mirza Faisal; Virji-Babul, Naznin

2013-08-01

It is known that in many neurological disorders such as Down syndrome, main brain rhythms shift their frequencies slightly, and characterizing the spatial distribution of these shifts is of interest. This article reports on the development of a Skew-t mixed model for the spatial analysis of resting state brain activity in healthy controls and individuals with Down syndrome. Time series of oscillatory brain activity are recorded using magnetoencephalography, and spectral summaries are examined at multiple sensor locations across the scalp. We focus on the mean frequency of the power spectral density, and use space-varying regression to examine associations with age, gender and Down syndrome across several scalp regions. Spatial smoothing priors are incorporated based on a multivariate Markov random field, and the markedly non-Gaussian nature of the spectral response variable is accommodated by the use of a Skew-t distribution. A range of models representing different assumptions on the association structure and response distribution are examined, and we conduct model selection using the deviance information criterion. (1) Our analysis suggests region-specific differences between healthy controls and individuals with Down syndrome, particularly in the left and right temporal regions, and produces smoothed maps indicating the scalp topography of the estimated differences.

Toward More Accurate Iris Recognition Using Cross-Spectral Matching.

PubMed

Nalla, Pattabhi Ramaiah; Kumar, Ajay

2017-01-01

Iris recognition systems are increasingly deployed for large-scale applications such as national ID programs, which continue to acquire millions of iris images to establish identity among billions. However, with the availability of variety of iris sensors that are deployed for the iris imaging under different illumination/environment, significant performance degradation is expected while matching such iris images acquired under two different domains (either sensor-specific or wavelength-specific). This paper develops a domain adaptation framework to address this problem and introduces a new algorithm using Markov random fields model to significantly improve cross-domain iris recognition. The proposed domain adaptation framework based on the naive Bayes nearest neighbor classification uses a real-valued feature representation, which is capable of learning domain knowledge. Our approach to estimate corresponding visible iris patterns from the synthesis of iris patches in the near infrared iris images achieves outperforming results for the cross-spectral iris recognition. In this paper, a new class of bi-spectral iris recognition system that can simultaneously acquire visible and near infra-red images with pixel-to-pixel correspondences is proposed and evaluated. This paper presents experimental results from three publicly available databases; PolyU cross-spectral iris image database, IIITD CLI and UND database, and achieve outperforming results for the cross-sensor and cross-spectral iris matching.

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.

Read clouds uncover variation in complex regions of the human genome.

PubMed

Bishara, Alex; Liu, Yuling; Weng, Ziming; Kashef-Haghighi, Dorna; Newburger, Daniel E; West, Robert; Sidow, Arend; Batzoglou, Serafim

2015-10-01

Although an increasing amount of human genetic variation is being identified and recorded, determining variants within repeated sequences of the human genome remains a challenge. Most population and genome-wide association studies have therefore been unable to consider variation in these regions. Core to the problem is the lack of a sequencing technology that produces reads with sufficient length and accuracy to enable unique mapping. Here, we present a novel methodology of using read clouds, obtained by accurate short-read sequencing of DNA derived from long fragment libraries, to confidently align short reads within repeat regions and enable accurate variant discovery. Our novel algorithm, Random Field Aligner (RFA), captures the relationships among the short reads governed by the long read process via a Markov Random Field. We utilized a modified version of the Illumina TruSeq synthetic long-read protocol, which yielded shallow-sequenced read clouds. We test RFA through extensive simulations and apply it to discover variants on the NA12878 human sample, for which shallow TruSeq read cloud sequencing data are available, and on an invasive breast carcinoma genome that we sequenced using the same method. We demonstrate that RFA facilitates accurate recovery of variation in 155 Mb of the human genome, including 94% of 67 Mb of segmental duplication sequence and 96% of 11 Mb of transcribed sequence, that are currently hidden from short-read technologies. © 2015 Bishara et al.; Published by Cold Spring Harbor Laboratory Press.

A new phenotyping pipeline reveals three types of lateral roots and a random branching pattern in two cereals.

PubMed

Passot, Sixtine; Moreno-Ortega, Beatriz; Moukouanga, Daniel; Balsera, Crispulo; Guyomarc'h, Soazig; Lucas, Mikael; Lobet, Guillaume; Laplaze, Laurent; Muller, Bertrand; Guédon, Yann

2018-05-11

Recent progress in root phenotyping has focused mainly on increasing throughput for genetic studies while identifying root developmental patterns has been comparatively underexplored. We introduce a new phenotyping pipeline for producing high-quality spatio-temporal root system development data and identifying developmental patterns within these data. The SmartRoot image analysis system and temporal and spatial statistical models were applied to two cereals, pearl millet (Pennisetum glaucum) and maize (Zea mays). Semi-Markov switching linear models were used to cluster lateral roots based on their growth rate profiles. These models revealed three types of lateral roots with similar characteristics in both species. The first type corresponds to fast and accelerating roots, the second to rapidly arrested roots, and the third to an intermediate type where roots cease elongation after a few days. These types of lateral roots were retrieved in different proportions in a maize mutant affected in auxin signaling, while the first most vigorous type was absent in maize plants exposed to severe shading. Moreover, the classification of growth rate profiles was mirrored by a ranking of anatomical traits in pearl millet. Potential dependencies in the succession of lateral root types along the primary root were then analyzed using variable-order Markov chains. The lateral root type was not influenced by the shootward neighbor root type or by the distance from this root. This random branching pattern of primary roots was remarkably conserved, despite the high variability of root systems in both species. Our phenotyping pipeline opens the door to exploring the genetic variability of lateral root developmental patterns. {copyright, serif} 2018 American Society of Plant Biologists. All rights reserved.

New learning based super-resolution: use of DWT and IGMRF prior.

PubMed

Gajjar, Prakash P; Joshi, Manjunath V

2010-05-01

In this paper, we propose a new learning-based approach for super-resolving an image captured at low spatial resolution. Given the low spatial resolution test image and a database consisting of low and high spatial resolution images, we obtain super-resolution for the test image. We first obtain an initial high-resolution (HR) estimate by learning the high-frequency details from the available database. A new discrete wavelet transform (DWT) based approach is proposed for learning that uses a set of low-resolution (LR) images and their corresponding HR versions. Since the super-resolution is an ill-posed problem, we obtain the final solution using a regularization framework. The LR image is modeled as the aliased and noisy version of the corresponding HR image, and the aliasing matrix entries are estimated using the test image and the initial HR estimate. The prior model for the super-resolved image is chosen as an Inhomogeneous Gaussian Markov random field (IGMRF) and the model parameters are estimated using the same initial HR estimate. A maximum a posteriori (MAP) estimation is used to arrive at the cost function which is minimized using a simple gradient descent approach. We demonstrate the effectiveness of the proposed approach by conducting the experiments on gray scale as well as on color images. The method is compared with the standard interpolation technique and also with existing learning-based approaches. The proposed approach can be used in applications such as wildlife sensor networks, remote surveillance where the memory, the transmission bandwidth, and the camera cost are the main constraints.

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.

Accelerating Information Retrieval from Profile Hidden Markov Model Databases.

PubMed

Tamimi, Ahmad; Ashhab, Yaqoub; Tamimi, Hashem

2016-01-01

Profile Hidden Markov Model (Profile-HMM) is an efficient statistical approach to represent protein families. Currently, several databases maintain valuable protein sequence information as profile-HMMs. There is an increasing interest to improve the efficiency of searching Profile-HMM databases to detect sequence-profile or profile-profile homology. However, most efforts to enhance searching efficiency have been focusing on improving the alignment algorithms. Although the performance of these algorithms is fairly acceptable, the growing size of these databases, as well as the increasing demand for using batch query searching approach, are strong motivations that call for further enhancement of information retrieval from profile-HMM databases. This work presents a heuristic method to accelerate the current profile-HMM homology searching approaches. The method works by cluster-based remodeling of the database to reduce the search space, rather than focusing on the alignment algorithms. Using different clustering techniques, 4284 TIGRFAMs profiles were clustered based on their similarities. A representative for each cluster was assigned. To enhance sensitivity, we proposed an extended step that allows overlapping among clusters. A validation benchmark of 6000 randomly selected protein sequences was used to query the clustered profiles. To evaluate the efficiency of our approach, speed and recall values were measured and compared with the sequential search approach. Using hierarchical, k-means, and connected component clustering techniques followed by the extended overlapping step, we obtained an average reduction in time of 41%, and an average recall of 96%. Our results demonstrate that representation of profile-HMMs using a clustering-based approach can significantly accelerate data retrieval from profile-HMM databases.

Dense image registration through MRFs and efficient linear programming.

PubMed

Glocker, Ben; Komodakis, Nikos; Tziritas, Georgios; Navab, Nassir; Paragios, Nikos

2008-12-01

In this paper, we introduce a novel and efficient approach to dense image registration, which does not require a derivative of the employed cost function. In such a context, the registration problem is formulated using a discrete Markov random field objective function. First, towards dimensionality reduction on the variables we assume that the dense deformation field can be expressed using a small number of control points (registration grid) and an interpolation strategy. Then, the registration cost is expressed using a discrete sum over image costs (using an arbitrary similarity measure) projected on the control points, and a smoothness term that penalizes local deviations on the deformation field according to a neighborhood system on the grid. Towards a discrete approach, the search space is quantized resulting in a fully discrete model. In order to account for large deformations and produce results on a high resolution level, a multi-scale incremental approach is considered where the optimal solution is iteratively updated. This is done through successive morphings of the source towards the target image. Efficient linear programming using the primal dual principles is considered to recover the lowest potential of the cost function. Very promising results using synthetic data with known deformations and real data demonstrate the potentials of our approach.

Predictor-based multivariable closed-loop system identification of the EXTRAP T2R reversed field pinch external plasma response

NASA Astrophysics Data System (ADS)

Olofsson, K. Erik J.; Brunsell, Per R.; Rojas, Cristian R.; Drake, James R.; Hjalmarsson, Håkan

2011-08-01

The usage of computationally feasible overparametrized and nonregularized system identification signal processing methods is assessed for automated determination of the full reversed-field pinch external plasma response spectrum for the experiment EXTRAP T2R. No assumptions on the geometry of eigenmodes are imposed. The attempted approach consists of high-order autoregressive exogenous estimation followed by Markov block coefficient construction and Hankel matrix singular value decomposition. It is seen that the obtained 'black-box' state-space models indeed can be compared with the commonplace ideal magnetohydrodynamics (MHD) resistive thin-shell model in cylindrical geometry. It is possible to directly map the most unstable autodetected empirical system pole to the corresponding theoretical resistive shell MHD eigenmode.

Refining Markov state models for conformational dynamics using ensemble-averaged data and time-series trajectories

NASA Astrophysics Data System (ADS)

Matsunaga, Y.; Sugita, Y.

2018-06-01

A data-driven modeling scheme is proposed for conformational dynamics of biomolecules based on molecular dynamics (MD) simulations and experimental measurements. In this scheme, an initial Markov State Model (MSM) is constructed from MD simulation trajectories, and then, the MSM parameters are refined using experimental measurements through machine learning techniques. The second step can reduce the bias of MD simulation results due to inaccurate force-field parameters. Either time-series trajectories or ensemble-averaged data are available as a training data set in the scheme. Using a coarse-grained model of a dye-labeled polyproline-20, we compare the performance of machine learning estimations from the two types of training data sets. Machine learning from time-series data could provide the equilibrium populations of conformational states as well as their transition probabilities. It estimates hidden conformational states in more robust ways compared to that from ensemble-averaged data although there are limitations in estimating the transition probabilities between minor states. We discuss how to use the machine learning scheme for various experimental measurements including single-molecule time-series trajectories.

MC3: Multi-core Markov-chain Monte Carlo code

NASA Astrophysics Data System (ADS)

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

2016-10-01

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

Markov Analysis of Sleep Dynamics

NASA Astrophysics Data System (ADS)

Kim, J. W.; Lee, J.-S.; Robinson, P. A.; Jeong, D.-U.

2009-05-01

A new approach, based on a Markov transition matrix, is proposed to explain frequent sleep and wake transitions during sleep. The matrix is determined by analyzing hypnograms of 113 obstructive sleep apnea patients. Our approach shows that the statistics of sleep can be constructed via a single Markov process and that durations of all states have modified exponential distributions, in contrast to recent reports of a scale-free form for the wake stage and an exponential form for the sleep stage. Hypnograms of the same subjects, but treated with Continuous Positive Airway Pressure, are analyzed and compared quantitatively with the pretreatment ones, suggesting potential clinical applications.