Novel active contour model based on multi-variate local Gaussian distribution for local segmentation of MR brain images

NASA Astrophysics Data System (ADS)

Zheng, Qiang; Li, Honglun; Fan, Baode; Wu, Shuanhu; Xu, Jindong

2017-12-01

Active contour model (ACM) has been one of the most widely utilized methods in magnetic resonance (MR) brain image segmentation because of its ability of capturing topology changes. However, most of the existing ACMs only consider single-slice information in MR brain image data, i.e., the information used in ACMs based segmentation method is extracted only from one slice of MR brain image, which cannot take full advantage of the adjacent slice images' information, and cannot satisfy the local segmentation of MR brain images. In this paper, a novel ACM is proposed to solve the problem discussed above, which is based on multi-variate local Gaussian distribution and combines the adjacent slice images' information in MR brain image data to satisfy segmentation. The segmentation is finally achieved through maximizing the likelihood estimation. Experiments demonstrate the advantages of the proposed ACM over the single-slice ACM in local segmentation of MR brain image series.

Ellipsoids for anomaly detection in remote sensing imagery

NASA Astrophysics Data System (ADS)

Grosklos, Guenchik; Theiler, James

2015-05-01

For many target and anomaly detection algorithms, a key step is the estimation of a centroid (relatively easy) and a covariance matrix (somewhat harder) that characterize the background clutter. For a background that can be modeled as a multivariate Gaussian, the centroid and covariance lead to an explicit probability density function that can be used in likelihood ratio tests for optimal detection statistics. But ellipsoidal contours can characterize a much larger class of multivariate density function, and the ellipsoids that characterize the outer periphery of the distribution are most appropriate for detection in the low false alarm rate regime. Traditionally the sample mean and sample covariance are used to estimate ellipsoid location and shape, but these quantities are confounded both by large lever-arm outliers and non-Gaussian distributions within the ellipsoid of interest. This paper compares a variety of centroid and covariance estimation schemes with the aim of characterizing the periphery of the background distribution. In particular, we will consider a robust variant of the Khachiyan algorithm for minimum-volume enclosing ellipsoid. The performance of these different approaches is evaluated on multispectral and hyperspectral remote sensing imagery using coverage plots of ellipsoid volume versus false alarm rate.

A framework for multivariate data-based at-site flood frequency analysis: Essentiality of the conjugal application of parametric and nonparametric approaches

NASA Astrophysics Data System (ADS)

Vittal, H.; Singh, Jitendra; Kumar, Pankaj; Karmakar, Subhankar

2015-06-01

In watershed management, flood frequency analysis (FFA) is performed to quantify the risk of flooding at different spatial locations and also to provide guidelines for determining the design periods of flood control structures. The traditional FFA was extensively performed by considering univariate scenario for both at-site and regional estimation of return periods. However, due to inherent mutual dependence of the flood variables or characteristics [i.e., peak flow (P), flood volume (V) and flood duration (D), which are random in nature], analysis has been further extended to multivariate scenario, with some restrictive assumptions. To overcome the assumption of same family of marginal density function for all flood variables, the concept of copula has been introduced. Although, the advancement from univariate to multivariate analyses drew formidable attention to the FFA research community, the basic limitation was that the analyses were performed with the implementation of only parametric family of distributions. The aim of the current study is to emphasize the importance of nonparametric approaches in the field of multivariate FFA; however, the nonparametric distribution may not always be a good-fit and capable of replacing well-implemented multivariate parametric and multivariate copula-based applications. Nevertheless, the potential of obtaining best-fit using nonparametric distributions might be improved because such distributions reproduce the sample's characteristics, resulting in more accurate estimations of the multivariate return period. Hence, the current study shows the importance of conjugating multivariate nonparametric approach with multivariate parametric and copula-based approaches, thereby results in a comprehensive framework for complete at-site FFA. Although the proposed framework is designed for at-site FFA, this approach can also be applied to regional FFA because regional estimations ideally include at-site estimations. The framework is based on the following steps: (i) comprehensive trend analysis to assess nonstationarity in the observed data; (ii) selection of the best-fit univariate marginal distribution with a comprehensive set of parametric and nonparametric distributions for the flood variables; (iii) multivariate frequency analyses with parametric, copula-based and nonparametric approaches; and (iv) estimation of joint and various conditional return periods. The proposed framework for frequency analysis is demonstrated using 110 years of observed data from Allegheny River at Salamanca, New York, USA. The results show that for both univariate and multivariate cases, the nonparametric Gaussian kernel provides the best estimate. Further, we perform FFA for twenty major rivers over continental USA, which shows for seven rivers, all the flood variables followed nonparametric Gaussian kernel; whereas for other rivers, parametric distributions provide the best-fit either for one or two flood variables. Thus the summary of results shows that the nonparametric method cannot substitute the parametric and copula-based approaches, but should be considered during any at-site FFA to provide the broadest choices for best estimation of the flood return periods.

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

PubMed

Gasbarra, Dario; Pajevic, Sinisa; Basser, Peter J

2017-01-01

Tensor-valued and matrix-valued measurements of different physical properties are increasingly available in material sciences and medical imaging applications. The eigenvalues and eigenvectors of such multivariate data provide novel and unique information, but at the cost of requiring a more complex statistical analysis. In this work we derive the distributions of eigenvalues and eigenvectors in the special but important case of m×m symmetric random matrices, D , observed with isotropic matrix-variate Gaussian noise. The properties of these distributions depend strongly on the symmetries of the mean tensor/matrix, D̄ . When D̄ has repeated eigenvalues, the eigenvalues of D are not asymptotically Gaussian, and repulsion is observed between the eigenvalues corresponding to the same D̄ eigenspaces. We apply these results to diffusion tensor imaging (DTI), with m = 3, addressing an important problem of detecting the symmetries of the diffusion tensor, and seeking an experimental design that could potentially yield an isotropic Gaussian distribution. In the 3-dimensional case, when the mean tensor is spherically symmetric and the noise is Gaussian and isotropic, the asymptotic distribution of the first three eigenvalue central moment statistics is simple and can be used to test for isotropy. In order to apply such tests, we use quadrature rules of order t ≥ 4 with constant weights on the unit sphere to design a DTI-experiment with the property that isotropy of the underlying true tensor implies isotropy of the Fisher information. We also explain the potential implications of the methods using simulated DTI data with a Rician noise model.

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

PubMed Central

Gasbarra, Dario; Pajevic, Sinisa; Basser, Peter J.

2017-01-01

Tensor-valued and matrix-valued measurements of different physical properties are increasingly available in material sciences and medical imaging applications. The eigenvalues and eigenvectors of such multivariate data provide novel and unique information, but at the cost of requiring a more complex statistical analysis. In this work we derive the distributions of eigenvalues and eigenvectors in the special but important case of m×m symmetric random matrices, D, observed with isotropic matrix-variate Gaussian noise. The properties of these distributions depend strongly on the symmetries of the mean tensor/matrix, D̄. When D̄ has repeated eigenvalues, the eigenvalues of D are not asymptotically Gaussian, and repulsion is observed between the eigenvalues corresponding to the same D̄ eigenspaces. We apply these results to diffusion tensor imaging (DTI), with m = 3, addressing an important problem of detecting the symmetries of the diffusion tensor, and seeking an experimental design that could potentially yield an isotropic Gaussian distribution. In the 3-dimensional case, when the mean tensor is spherically symmetric and the noise is Gaussian and isotropic, the asymptotic distribution of the first three eigenvalue central moment statistics is simple and can be used to test for isotropy. In order to apply such tests, we use quadrature rules of order t ≥ 4 with constant weights on the unit sphere to design a DTI-experiment with the property that isotropy of the underlying true tensor implies isotropy of the Fisher information. We also explain the potential implications of the methods using simulated DTI data with a Rician noise model. PMID:28989561

Iterative Importance Sampling Algorithms for Parameter Estimation

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

Grout, Ray W; Morzfeld, Matthias; Day, Marcus S.

In parameter estimation problems one computes a posterior distribution over uncertain parameters defined jointly by a prior distribution, a model, and noisy data. Markov chain Monte Carlo (MCMC) is often used for the numerical solution of such problems. An alternative to MCMC is importance sampling, which can exhibit near perfect scaling with the number of cores on high performance computing systems because samples are drawn independently. However, finding a suitable proposal distribution is a challenging task. Several sampling algorithms have been proposed over the past years that take an iterative approach to constructing a proposal distribution. We investigate the applicabilitymore » of such algorithms by applying them to two realistic and challenging test problems, one in subsurface flow, and one in combustion modeling. More specifically, we implement importance sampling algorithms that iterate over the mean and covariance matrix of Gaussian or multivariate t-proposal distributions. Our implementation leverages massively parallel computers, and we present strategies to initialize the iterations using 'coarse' MCMC runs or Gaussian mixture models.« less

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

NASA Astrophysics Data System (ADS)

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

2000-08-01

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

Unified theory for stochastic modelling of hydroclimatic processes: Preserving marginal distributions, correlation structures, and intermittency

NASA Astrophysics Data System (ADS)

Papalexiou, Simon Michael

2018-05-01

Hydroclimatic processes come in all "shapes and sizes". They are characterized by different spatiotemporal correlation structures and probability distributions that can be continuous, mixed-type, discrete or even binary. Simulating such processes by reproducing precisely their marginal distribution and linear correlation structure, including features like intermittency, can greatly improve hydrological analysis and design. Traditionally, modelling schemes are case specific and typically attempt to preserve few statistical moments providing inadequate and potentially risky distribution approximations. Here, a single framework is proposed that unifies, extends, and improves a general-purpose modelling strategy, based on the assumption that any process can emerge by transforming a specific "parent" Gaussian process. A novel mathematical representation of this scheme, introducing parametric correlation transformation functions, enables straightforward estimation of the parent-Gaussian process yielding the target process after the marginal back transformation, while it provides a general description that supersedes previous specific parameterizations, offering a simple, fast and efficient simulation procedure for every stationary process at any spatiotemporal scale. This framework, also applicable for cyclostationary and multivariate modelling, is augmented with flexible parametric correlation structures that parsimoniously describe observed correlations. Real-world simulations of various hydroclimatic processes with different correlation structures and marginals, such as precipitation, river discharge, wind speed, humidity, extreme events per year, etc., as well as a multivariate example, highlight the flexibility, advantages, and complete generality of the method.

Perturbative Gaussianizing transforms for cosmological fields

NASA Astrophysics Data System (ADS)

Hall, Alex; Mead, Alexander

2018-01-01

Constraints on cosmological parameters from large-scale structure have traditionally been obtained from two-point statistics. However, non-linear structure formation renders these statistics insufficient in capturing the full information content available, necessitating the measurement of higher order moments to recover information which would otherwise be lost. We construct quantities based on non-linear and non-local transformations of weakly non-Gaussian fields that Gaussianize the full multivariate distribution at a given order in perturbation theory. Our approach does not require a model of the fields themselves and takes as input only the first few polyspectra, which could be modelled or measured from simulations or data, making our method particularly suited to observables lacking a robust perturbative description such as the weak-lensing shear. We apply our method to simulated density fields, finding a significantly reduced bispectrum and an enhanced correlation with the initial field. We demonstrate that our method reconstructs a large proportion of the linear baryon acoustic oscillations, improving the information content over the raw field by 35 per cent. We apply the transform to toy 21 cm intensity maps, showing that our method still performs well in the presence of complications such as redshift-space distortions, beam smoothing, pixel noise and foreground subtraction. We discuss how this method might provide a route to constructing a perturbative model of the fully non-Gaussian multivariate likelihood function.

Combining Mixture Components for Clustering*

PubMed Central

Baudry, Jean-Patrick; Raftery, Adrian E.; Celeux, Gilles; Lo, Kenneth; Gottardo, Raphaël

2010-01-01

Model-based clustering consists of fitting a mixture model to data and identifying each cluster with one of its components. Multivariate normal distributions are typically used. The number of clusters is usually determined from the data, often using BIC. In practice, however, individual clusters can be poorly fitted by Gaussian distributions, and in that case model-based clustering tends to represent one non-Gaussian cluster by a mixture of two or more Gaussian distributions. If the number of mixture components is interpreted as the number of clusters, this can lead to overestimation of the number of clusters. This is because BIC selects the number of mixture components needed to provide a good approximation to the density, rather than the number of clusters as such. We propose first selecting the total number of Gaussian mixture components, K, using BIC and then combining them hierarchically according to an entropy criterion. This yields a unique soft clustering for each number of clusters less than or equal to K. These clusterings can be compared on substantive grounds, and we also describe an automatic way of selecting the number of clusters via a piecewise linear regression fit to the rescaled entropy plot. We illustrate the method with simulated data and a flow cytometry dataset. Supplemental Materials are available on the journal Web site and described at the end of the paper. PMID:20953302

Forecasts of non-Gaussian parameter spaces using Box-Cox transformations

NASA Astrophysics Data System (ADS)

Joachimi, B.; Taylor, A. N.

2011-09-01

Forecasts of statistical constraints on model parameters using the Fisher matrix abound in many fields of astrophysics. The Fisher matrix formalism involves the assumption of Gaussianity in parameter space and hence fails to predict complex features of posterior probability distributions. Combining the standard Fisher matrix with Box-Cox transformations, we propose a novel method that accurately predicts arbitrary posterior shapes. The Box-Cox transformations are applied to parameter space to render it approximately multivariate Gaussian, performing the Fisher matrix calculation on the transformed parameters. We demonstrate that, after the Box-Cox parameters have been determined from an initial likelihood evaluation, the method correctly predicts changes in the posterior when varying various parameters of the experimental setup and the data analysis, with marginally higher computational cost than a standard Fisher matrix calculation. We apply the Box-Cox-Fisher formalism to forecast cosmological parameter constraints by future weak gravitational lensing surveys. The characteristic non-linear degeneracy between matter density parameter and normalization of matter density fluctuations is reproduced for several cases, and the capabilities of breaking this degeneracy by weak-lensing three-point statistics is investigated. Possible applications of Box-Cox transformations of posterior distributions are discussed, including the prospects for performing statistical data analysis steps in the transformed Gaussianized parameter space.

Euler-euler anisotropic gaussian mesoscale simulation of homogeneous cluster-induced gas-particle turbulence

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

Kong, Bo; Fox, Rodney O.; Feng, Heng

An Euler–Euler anisotropic Gaussian approach (EE-AG) for simulating gas–particle flows, in which particle velocities are assumed to follow a multivariate anisotropic Gaussian distribution, is used to perform mesoscale simulations of homogeneous cluster-induced turbulence (CIT). A three-dimensional Gauss–Hermite quadrature formulation is used to calculate the kinetic flux for 10 velocity moments in a finite-volume framework. The particle-phase volume-fraction and momentum equations are coupled with the Eulerian solver for the gas phase. This approach is implemented in an open-source CFD package, OpenFOAM, and detailed simulation results are compared with previous Euler–Lagrange simulations in a domain size study of CIT. Here, these resultsmore » demonstrate that the proposed EE-AG methodology is able to produce comparable results to EL simulations, and this moment-based methodology can be used to perform accurate mesoscale simulations of dilute gas–particle flows.« less

Euler-euler anisotropic gaussian mesoscale simulation of homogeneous cluster-induced gas-particle turbulence

DOE PAGES

Kong, Bo; Fox, Rodney O.; Feng, Heng; ...

2017-02-16

An Euler–Euler anisotropic Gaussian approach (EE-AG) for simulating gas–particle flows, in which particle velocities are assumed to follow a multivariate anisotropic Gaussian distribution, is used to perform mesoscale simulations of homogeneous cluster-induced turbulence (CIT). A three-dimensional Gauss–Hermite quadrature formulation is used to calculate the kinetic flux for 10 velocity moments in a finite-volume framework. The particle-phase volume-fraction and momentum equations are coupled with the Eulerian solver for the gas phase. This approach is implemented in an open-source CFD package, OpenFOAM, and detailed simulation results are compared with previous Euler–Lagrange simulations in a domain size study of CIT. Here, these resultsmore » demonstrate that the proposed EE-AG methodology is able to produce comparable results to EL simulations, and this moment-based methodology can be used to perform accurate mesoscale simulations of dilute gas–particle flows.« less

Quantifying parameter uncertainty in stochastic models using the Box Cox transformation

NASA Astrophysics Data System (ADS)

Thyer, Mark; Kuczera, George; Wang, Q. J.

2002-08-01

The Box-Cox transformation is widely used to transform hydrological data to make it approximately Gaussian. Bayesian evaluation of parameter uncertainty in stochastic models using the Box-Cox transformation is hindered by the fact that there is no analytical solution for the posterior distribution. However, the Markov chain Monte Carlo method known as the Metropolis algorithm can be used to simulate the posterior distribution. This method properly accounts for the nonnegativity constraint implicit in the Box-Cox transformation. Nonetheless, a case study using the AR(1) model uncovered a practical problem with the implementation of the Metropolis algorithm. The use of a multivariate Gaussian jump distribution resulted in unacceptable convergence behaviour. This was rectified by developing suitable parameter transformations for the mean and variance of the AR(1) process to remove the strong nonlinear dependencies with the Box-Cox transformation parameter. Applying this methodology to the Sydney annual rainfall data and the Burdekin River annual runoff data illustrates the efficacy of these parameter transformations and demonstrate the value of quantifying parameter uncertainty.

Idealized models of the joint probability distribution of wind speeds

NASA Astrophysics Data System (ADS)

Monahan, Adam H.

2018-05-01

The joint probability distribution of wind speeds at two separate locations in space or points in time completely characterizes the statistical dependence of these two quantities, providing more information than linear measures such as correlation. In this study, we consider two models of the joint distribution of wind speeds obtained from idealized models of the dependence structure of the horizontal wind velocity components. The bivariate Rice distribution follows from assuming that the wind components have Gaussian and isotropic fluctuations. The bivariate Weibull distribution arises from power law transformations of wind speeds corresponding to vector components with Gaussian, isotropic, mean-zero variability. Maximum likelihood estimates of these distributions are compared using wind speed data from the mid-troposphere, from different altitudes at the Cabauw tower in the Netherlands, and from scatterometer observations over the sea surface. While the bivariate Rice distribution is more flexible and can represent a broader class of dependence structures, the bivariate Weibull distribution is mathematically simpler and may be more convenient in many applications. The complexity of the mathematical expressions obtained for the joint distributions suggests that the development of explicit functional forms for multivariate speed distributions from distributions of the components will not be practical for more complicated dependence structure or more than two speed variables.

Analytical probabilistic proton dose calculation and range uncertainties

NASA Astrophysics Data System (ADS)

Bangert, M.; Hennig, P.; Oelfke, U.

2014-03-01

We introduce the concept of analytical probabilistic modeling (APM) to calculate the mean and the standard deviation of intensity-modulated proton dose distributions under the influence of range uncertainties in closed form. For APM, range uncertainties are modeled with a multivariate Normal distribution p(z) over the radiological depths z. A pencil beam algorithm that parameterizes the proton depth dose d(z) with a weighted superposition of ten Gaussians is used. Hence, the integrals ∫ dz p(z) d(z) and ∫ dz p(z) d(z)2 required for the calculation of the expected value and standard deviation of the dose remain analytically tractable and can be efficiently evaluated. The means μk, widths δk, and weights ωk of the Gaussian components parameterizing the depth dose curves are found with least squares fits for all available proton ranges. We observe less than 0.3% average deviation of the Gaussian parameterizations from the original proton depth dose curves. Consequently, APM yields high accuracy estimates for the expected value and standard deviation of intensity-modulated proton dose distributions for two dimensional test cases. APM can accommodate arbitrary correlation models and account for the different nature of random and systematic errors in fractionated radiation therapy. Beneficial applications of APM in robust planning are feasible.

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

NASA Astrophysics Data System (ADS)

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

2018-01-01

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

Using Copula Distributions to Support More Accurate Imaging-Based Diagnostic Classifiers for Neuropsychiatric Disorders

PubMed Central

Bansal, Ravi; Hao, Xuejun; Liu, Jun; Peterson, Bradley S.

2014-01-01

Many investigators have tried to apply machine learning techniques to magnetic resonance images (MRIs) of the brain in order to diagnose neuropsychiatric disorders. Usually the number of brain imaging measures (such as measures of cortical thickness and measures of local surface morphology) derived from the MRIs (i.e., their dimensionality) has been large (e.g. >10) relative to the number of participants who provide the MRI data (<100). Sparse data in a high dimensional space increases the variability of the classification rules that machine learning algorithms generate, thereby limiting the validity, reproducibility, and generalizability of those classifiers. The accuracy and stability of the classifiers can improve significantly if the multivariate distributions of the imaging measures can be estimated accurately. To accurately estimate the multivariate distributions using sparse data, we propose to estimate first the univariate distributions of imaging data and then combine them using a Copula to generate more accurate estimates of their multivariate distributions. We then sample the estimated Copula distributions to generate dense sets of imaging measures and use those measures to train classifiers. We hypothesize that the dense sets of brain imaging measures will generate classifiers that are stable to variations in brain imaging measures, thereby improving the reproducibility, validity, and generalizability of diagnostic classification algorithms in imaging datasets from clinical populations. In our experiments, we used both computer-generated and real-world brain imaging datasets to assess the accuracy of multivariate Copula distributions in estimating the corresponding multivariate distributions of real-world imaging data. Our experiments showed that diagnostic classifiers generated using imaging measures sampled from the Copula were significantly more accurate and more reproducible than were the classifiers generated using either the real-world imaging measures or their multivariate Gaussian distributions. Thus, our findings demonstrate that estimated multivariate Copula distributions can generate dense sets of brain imaging measures that can in turn be used to train classifiers, and those classifiers are significantly more accurate and more reproducible than are those generated using real-world imaging measures alone. PMID:25093634

Pleiotropic Stabilizing Selection Limits the Number of Polymorphic Loci to at Most the Number of Characters

PubMed Central

Hastings, A.; Hom, C. L.

1989-01-01

We demonstrate that, in a model incorporating weak Gaussian stabilizing selection on n additively determined characters, at most n loci are polymorphic at a stable equilibrium. The number of characters is defined to be the number of independent components in the Gaussian selection scheme. We also assume linkage equilibrium, and that either the number of loci is large enough that the phenotypic distribution in the population can be approximated as multivariate Gaussian or that selection is weak enough that the mean fitness of the population can be approximated using only the mean and the variance of the characters in the population. Our results appear to rule out antagonistic pleiotropy without epistasis as a major force in maintaining additive genetic variation in a uniform environment. However, they are consistent with the maintenance of variability by genotype-environment interaction if a trait in different environments corresponds to different characters and the number of different environments exceeds the number of polymorphic loci that affect the trait. PMID:2767424

Some rules for polydimensional squeezing

NASA Technical Reports Server (NTRS)

Manko, Vladimir I.

1994-01-01

The review of the following results is presented: For mixed state light of N-mode electromagnetic field described by Wigner function which has generic Gaussian form, the photon distribution function is obtained and expressed explicitly in terms of Hermite polynomials of 2N-variables. The momenta of this distribution are calculated and expressed as functions of matrix invariants of the dispersion matrix. The role of new uncertainty relation depending on photon state mixing parameter is elucidated. New sum rules for Hermite polynomials of several variables are found. The photon statistics of polymode even and odd coherent light and squeezed polymode Schroedinger cat light is given explicitly. Photon distribution for polymode squeezed number states expressed in terms of multivariable Hermite polynomials is discussed.

Square Root Graphical Models: Multivariate Generalizations of Univariate Exponential Families that Permit Positive Dependencies

PubMed Central

Inouye, David I.; Ravikumar, Pradeep; Dhillon, Inderjit S.

2016-01-01

We develop Square Root Graphical Models (SQR), a novel class of parametric graphical models that provides multivariate generalizations of univariate exponential family distributions. Previous multivariate graphical models (Yang et al., 2015) did not allow positive dependencies for the exponential and Poisson generalizations. However, in many real-world datasets, variables clearly have positive dependencies. For example, the airport delay time in New York—modeled as an exponential distribution—is positively related to the delay time in Boston. With this motivation, we give an example of our model class derived from the univariate exponential distribution that allows for almost arbitrary positive and negative dependencies with only a mild condition on the parameter matrix—a condition akin to the positive definiteness of the Gaussian covariance matrix. Our Poisson generalization allows for both positive and negative dependencies without any constraints on the parameter values. We also develop parameter estimation methods using node-wise regressions with ℓ1 regularization and likelihood approximation methods using sampling. Finally, we demonstrate our exponential generalization on a synthetic dataset and a real-world dataset of airport delay times. PMID:27563373

The impact of covariance misspecification in multivariate Gaussian mixtures on estimation and inference: an application to longitudinal modeling.

PubMed

Heggeseth, Brianna C; Jewell, Nicholas P

2013-07-20

Multivariate Gaussian mixtures are a class of models that provide a flexible parametric approach for the representation of heterogeneous multivariate outcomes. When the outcome is a vector of repeated measurements taken on the same subject, there is often inherent dependence between observations. However, a common covariance assumption is conditional independence-that is, given the mixture component label, the outcomes for subjects are independent. In this paper, we study, through asymptotic bias calculations and simulation, the impact of covariance misspecification in multivariate Gaussian mixtures. Although maximum likelihood estimators of regression and mixing probability parameters are not consistent under misspecification, they have little asymptotic bias when mixture components are well separated or if the assumed correlation is close to the truth even when the covariance is misspecified. We also present a robust standard error estimator and show that it outperforms conventional estimators in simulations and can indicate that the model is misspecified. Body mass index data from a national longitudinal study are used to demonstrate the effects of misspecification on potential inferences made in practice. Copyright © 2013 John Wiley & Sons, Ltd.

Separation of the low-frequency atmospheric variability into non-Gaussian multidimensional sources by Independent Subspace Analysis

NASA Astrophysics Data System (ADS)

Pires, Carlos; Ribeiro, Andreia

2016-04-01

An efficient nonlinear method of statistical source separation of space-distributed non-Gaussian distributed data is proposed. The method relies in the so called Independent Subspace Analysis (ISA), being tested on a long time-series of the stream-function field of an atmospheric quasi-geostrophic 3-level model (QG3) simulating the winter's monthly variability of the Northern Hemisphere. ISA generalizes the Independent Component Analysis (ICA) by looking for multidimensional and minimally dependent, uncorrelated and non-Gaussian distributed statistical sources among the rotated projections or subspaces of the multivariate probability distribution of the leading principal components of the working field whereas ICA restrict to scalar sources. The rationale of that technique relies upon the projection pursuit technique, looking for data projections of enhanced interest. In order to accomplish the decomposition, we maximize measures of the sources' non-Gaussianity by contrast functions which are given by squares of nonlinear, cross-cumulant-based correlations involving the variables spanning the sources. Therefore sources are sought matching certain nonlinear data structures. The maximized contrast function is built in such a way that it provides the minimization of the mean square of the residuals of certain nonlinear regressions. The issuing residuals, followed by spherization, provide a new set of nonlinear variable changes that are at once uncorrelated, quasi-independent and quasi-Gaussian, representing an advantage with respect to the Independent Components (scalar sources) obtained by ICA where the non-Gaussianity is concentrated into the non-Gaussian scalar sources. The new scalar sources obtained by the above process encompass the attractor's curvature thus providing improved nonlinear model indices of the low-frequency atmospheric variability which is useful since large circulation indices are nonlinearly correlated. The non-Gaussian tested sources (dyads and triads, respectively of two and three dimensions) lead to a dense data concentration along certain curves or surfaces, nearby which the clusters' centroids of the joint probability density function tend to be located. That favors a better splitting of the QG3 atmospheric model's weather regimes: the positive and negative phases of the Arctic Oscillation and positive and negative phases of the North Atlantic Oscillation. The leading model's non-Gaussian dyad is associated to a positive correlation between: 1) the squared anomaly of the extratropical jet-stream and 2) the meridional jet-stream meandering. Triadic sources coming from maximized third-order cross cumulants between pairwise uncorrelated components reveal situations of triadic wave resonance and nonlinear triadic teleconnections, only possible thanks to joint non-Gaussianity. That kind of triadic synergies are accounted for an Information-Theoretic measure: the Interaction Information. The dominant model's triad occurs between anomalies of: 1) the North Pole anomaly pressure 2) the jet-stream intensity at the Eastern North-American boundary and 3) the jet-stream intensity at the Eastern Asian boundary. Publication supported by project FCT UID/GEO/50019/2013 - Instituto Dom Luiz.

An adaptive confidence limit for periodic non-steady conditions fault detection

NASA Astrophysics Data System (ADS)

Wang, Tianzhen; Wu, Hao; Ni, Mengqi; Zhang, Milu; Dong, Jingjing; Benbouzid, Mohamed El Hachemi; Hu, Xiong

2016-05-01

System monitoring has become a major concern in batch process due to the fact that failure rate in non-steady conditions is much higher than in steady ones. A series of approaches based on PCA have already solved problems such as data dimensionality reduction, multivariable decorrelation, and processing non-changing signal. However, if the data follows non-Gaussian distribution or the variables contain some signal changes, the above approaches are not applicable. To deal with these concerns and to enhance performance in multiperiod data processing, this paper proposes a fault detection method using adaptive confidence limit (ACL) in periodic non-steady conditions. The proposed ACL method achieves four main enhancements: Longitudinal-Standardization could convert non-Gaussian sampling data to Gaussian ones; the multiperiod PCA algorithm could reduce dimensionality, remove correlation, and improve the monitoring accuracy; the adaptive confidence limit could detect faults under non-steady conditions; the fault sections determination procedure could select the appropriate parameter of the adaptive confidence limit. The achieved result analysis clearly shows that the proposed ACL method is superior to other fault detection approaches under periodic non-steady conditions.

On the cause of the non-Gaussian distribution of residuals in geomagnetism

NASA Astrophysics Data System (ADS)

Hulot, G.; Khokhlov, A.

2017-12-01

To describe errors in the data, Gaussian distributions naturally come to mind. In many practical instances, indeed, Gaussian distributions are appropriate. In the broad field of geomagnetism, however, it has repeatedly been noted that residuals between data and models often display much sharper distributions, sometimes better described by a Laplace distribution. In the present study, we make the case that such non-Gaussian behaviors are very likely the result of what is known as mixture of distributions in the statistical literature. Mixtures arise as soon as the data do not follow a common distribution or are not properly normalized, the resulting global distribution being a mix of the various distributions followed by subsets of the data, or even individual datum. We provide examples of the way such mixtures can lead to distributions that are much sharper than Gaussian distributions and discuss the reasons why such mixtures are likely the cause of the non-Gaussian distributions observed in geomagnetism. We also show that when properly selecting sub-datasets based on geophysical criteria, statistical mixture can sometimes be avoided and much more Gaussian behaviors recovered. We conclude with some general recommendations and point out that although statistical mixture always tends to sharpen the resulting distribution, it does not necessarily lead to a Laplacian distribution. This needs to be taken into account when dealing with such non-Gaussian distributions.

Semi-nonparametric VaR forecasts for hedge funds during the recent crisis

NASA Astrophysics Data System (ADS)

Del Brio, Esther B.; Mora-Valencia, Andrés; Perote, Javier

2014-05-01

The need to provide accurate value-at-risk (VaR) forecasting measures has triggered an important literature in econophysics. Although these accurate VaR models and methodologies are particularly demanded for hedge fund managers, there exist few articles specifically devoted to implement new techniques in hedge fund returns VaR forecasting. This article advances in these issues by comparing the performance of risk measures based on parametric distributions (the normal, Student’s t and skewed-t), semi-nonparametric (SNP) methodologies based on Gram-Charlier (GC) series and the extreme value theory (EVT) approach. Our results show that normal-, Student’s t- and Skewed t- based methodologies fail to forecast hedge fund VaR, whilst SNP and EVT approaches accurately success on it. We extend these results to the multivariate framework by providing an explicit formula for the GC copula and its density that encompasses the Gaussian copula and accounts for non-linear dependences. We show that the VaR obtained by the meta GC accurately captures portfolio risk and outperforms regulatory VaR estimates obtained through the meta Gaussian and Student’s t distributions.

Application of Monte Carlo Method for Evaluation of Uncertainties of ITS-90 by Standard Platinum Resistance Thermometer

NASA Astrophysics Data System (ADS)

Palenčár, Rudolf; Sopkuliak, Peter; Palenčár, Jakub; Ďuriš, Stanislav; Suroviak, Emil; Halaj, Martin

2017-06-01

Evaluation of uncertainties of the temperature measurement by standard platinum resistance thermometer calibrated at the defining fixed points according to ITS-90 is a problem that can be solved in different ways. The paper presents a procedure based on the propagation of distributions using the Monte Carlo method. The procedure employs generation of pseudo-random numbers for the input variables of resistances at the defining fixed points, supposing the multivariate Gaussian distribution for input quantities. This allows taking into account the correlations among resistances at the defining fixed points. Assumption of Gaussian probability density function is acceptable, with respect to the several sources of uncertainties of resistances. In the case of uncorrelated resistances at the defining fixed points, the method is applicable to any probability density function. Validation of the law of propagation of uncertainty using the Monte Carlo method is presented on the example of specific data for 25 Ω standard platinum resistance thermometer in the temperature range from 0 to 660 °C. Using this example, we demonstrate suitability of the method by validation of its results.

Gaussian or non-Gaussian logconductivity distribution at the MADE site: What is its impact on the breakthrough curve?

PubMed

Fiori, Aldo; Volpi, Elena; Zarlenga, Antonio; Bohling, Geoffrey C

2015-08-01

The impact of the logconductivity (Y=ln K) distribution fY on transport at the MADE site is analyzed. Our principal interest is in non-Gaussian fY characterized by heavier tails than the Gaussian. Both the logconductivity moments and fY itself are inferred, taking advantage of the detailed measurements of Bohling et al. (2012). The resulting logconductivity distribution displays heavier tails than the Gaussian, although the departure from Gaussianity is not significant. The effect of the logconductivity distribution on the breakthrough curve (BTC) is studied through an analytical, physically based model. It is found that the non-Gaussianity of the MADE logconductivity distribution does not strongly affect the BTC. Counterintuitively, assuming heavier tailed distributions for Y, with same variance, leads to BTCs which are more symmetrical than those for the Gaussian fY, with less pronounced preferential flow. Results indicate that the impact of strongly non-Gaussian, heavy tailed distributions on solute transport in heterogeneous porous formations can be significant, especially in the presence of high heterogeneity, resulting in reduced preferential flow and retarded peak arrivals. Copyright © 2015 Elsevier B.V. All rights reserved.

Visual saliency detection based on modeling the spatial Gaussianity

NASA Astrophysics Data System (ADS)

Ju, Hongbin

2015-04-01

In this paper, a novel salient object detection method based on modeling the spatial anomalies is presented. The proposed framework is inspired by the biological mechanism that human eyes are sensitive to the unusual and anomalous objects among complex background. It is supposed that a natural image can be seen as a combination of some similar or dissimilar basic patches, and there is a direct relationship between its saliency and anomaly. Some patches share high degree of similarity and have a vast number of quantity. They usually make up the background of an image. On the other hand, some patches present strong rarity and specificity. We name these patches "anomalies". Generally, anomalous patch is a reflection of the edge or some special colors and textures in an image, and these pattern cannot be well "explained" by their surroundings. Human eyes show great interests in these anomalous patterns, and will automatically pick out the anomalous parts of an image as the salient regions. To better evaluate the anomaly degree of the basic patches and exploit their nonlinear statistical characteristics, a multivariate Gaussian distribution saliency evaluation model is proposed. In this way, objects with anomalous patterns usually appear as the outliers in the Gaussian distribution, and we identify these anomalous objects as salient ones. Experiments are conducted on the well-known MSRA saliency detection dataset. Compared with other recent developed visual saliency detection methods, our method suggests significant advantages.

A tutorial on the LQG/LTR method. [Linear Quadratic Gaussian/Loop Transfer Recovery

NASA Technical Reports Server (NTRS)

Athans, M.

1986-01-01

In this paper the so-called Linear-Quadratic-Gaussian method with Loop-Transfer-Recovery is surveyed. The objective is to provide a pragmatic exposition, with special emphasis on the step-by-step characteristics for designing multivariable feedback control systems.

Analysis of Point Based Image Registration Errors With Applications in Single Molecule Microscopy

PubMed Central

Cohen, E. A. K.; Ober, R. J.

2014-01-01

We present an asymptotic treatment of errors involved in point-based image registration where control point (CP) localization is subject to heteroscedastic noise; a suitable model for image registration in fluorescence microscopy. Assuming an affine transform, CPs are used to solve a multivariate regression problem. With measurement errors existing for both sets of CPs this is an errors-in-variable problem and linear least squares is inappropriate; the correct method being generalized least squares. To allow for point dependent errors the equivalence of a generalized maximum likelihood and heteroscedastic generalized least squares model is achieved allowing previously published asymptotic results to be extended to image registration. For a particularly useful model of heteroscedastic noise where covariance matrices are scalar multiples of a known matrix (including the case where covariance matrices are multiples of the identity) we provide closed form solutions to estimators and derive their distribution. We consider the target registration error (TRE) and define a new measure called the localization registration error (LRE) believed to be useful, especially in microscopy registration experiments. Assuming Gaussianity of the CP localization errors, it is shown that the asymptotic distribution for the TRE and LRE are themselves Gaussian and the parameterized distributions are derived. Results are successfully applied to registration in single molecule microscopy to derive the key dependence of the TRE and LRE variance on the number of CPs and their associated photon counts. Simulations show asymptotic results are robust for low CP numbers and non-Gaussianity. The method presented here is shown to outperform GLS on real imaging data. PMID:24634573

Observed, unknown distributions of clinical chemical quantities should be considered to be log-normal: a proposal.

PubMed

Haeckel, Rainer; Wosniok, Werner

2010-10-01

The distribution of many quantities in laboratory medicine are considered to be Gaussian if they are symmetric, although, theoretically, a Gaussian distribution is not plausible for quantities that can attain only non-negative values. If a distribution is skewed, further specification of the type is required, which may be difficult to provide. Skewed (non-Gaussian) distributions found in clinical chemistry usually show only moderately large positive skewness (e.g., log-normal- and χ(2) distribution). The degree of skewness depends on the magnitude of the empirical biological variation (CV(e)), as demonstrated using the log-normal distribution. A Gaussian distribution with a small CV(e) (e.g., for plasma sodium) is very similar to a log-normal distribution with the same CV(e). In contrast, a relatively large CV(e) (e.g., plasma aspartate aminotransferase) leads to distinct differences between a Gaussian and a log-normal distribution. If the type of an empirical distribution is unknown, it is proposed that a log-normal distribution be assumed in such cases. This avoids distributional assumptions that are not plausible and does not contradict the observation that distributions with small biological variation look very similar to a Gaussian distribution.

Multivariate-$t$ nonlinear mixed models with application to censored multi-outcome AIDS studies.

PubMed

Lin, Tsung-I; Wang, Wan-Lun

2017-10-01

In multivariate longitudinal HIV/AIDS studies, multi-outcome repeated measures on each patient over time may contain outliers, and the viral loads are often subject to a upper or lower limit of detection depending on the quantification assays. In this article, we consider an extension of the multivariate nonlinear mixed-effects model by adopting a joint multivariate-$t$ distribution for random effects and within-subject errors and taking the censoring information of multiple responses into account. The proposed model is called the multivariate-$t$ nonlinear mixed-effects model with censored responses (MtNLMMC), allowing for analyzing multi-outcome longitudinal data exhibiting nonlinear growth patterns with censorship and fat-tailed behavior. Utilizing the Taylor-series linearization method, a pseudo-data version of expectation conditional maximization either (ECME) algorithm is developed for iteratively carrying out maximum likelihood estimation. We illustrate our techniques with two data examples from HIV/AIDS studies. Experimental results signify that the MtNLMMC performs favorably compared to its Gaussian analogue and some existing approaches. © The Author 2017. Published by Oxford University Press. All rights reserved. For permissions, please e-mail: journals.permissions@oup.com.

Scalable Joint Models for Reliable Uncertainty-Aware Event Prediction.

PubMed

Soleimani, Hossein; Hensman, James; Saria, Suchi

2017-08-21

Missing data and noisy observations pose significant challenges for reliably predicting events from irregularly sampled multivariate time series (longitudinal) data. Imputation methods, which are typically used for completing the data prior to event prediction, lack a principled mechanism to account for the uncertainty due to missingness. Alternatively, state-of-the-art joint modeling techniques can be used for jointly modeling the longitudinal and event data and compute event probabilities conditioned on the longitudinal observations. These approaches, however, make strong parametric assumptions and do not easily scale to multivariate signals with many observations. Our proposed approach consists of several key innovations. First, we develop a flexible and scalable joint model based upon sparse multiple-output Gaussian processes. Unlike state-of-the-art joint models, the proposed model can explain highly challenging structure including non-Gaussian noise while scaling to large data. Second, we derive an optimal policy for predicting events using the distribution of the event occurrence estimated by the joint model. The derived policy trades-off the cost of a delayed detection versus incorrect assessments and abstains from making decisions when the estimated event probability does not satisfy the derived confidence criteria. Experiments on a large dataset show that the proposed framework significantly outperforms state-of-the-art techniques in event prediction.

A New Approach in Generating Meteorological Forecasts for Ensemble Streamflow Forecasting using Multivariate Functions

NASA Astrophysics Data System (ADS)

Khajehei, S.; Madadgar, S.; Moradkhani, H.

2014-12-01

The reliability and accuracy of hydrological predictions are subject to various sources of uncertainty, including meteorological forcing, initial conditions, model parameters and model structure. To reduce the total uncertainty in hydrological applications, one approach is to reduce the uncertainty in meteorological forcing by using the statistical methods based on the conditional probability density functions (pdf). However, one of the requirements for current methods is to assume the Gaussian distribution for the marginal distribution of the observed and modeled meteorology. Here we propose a Bayesian approach based on Copula functions to develop the conditional distribution of precipitation forecast needed in deriving a hydrologic model for a sub-basin in the Columbia River Basin. Copula functions are introduced as an alternative approach in capturing the uncertainties related to meteorological forcing. Copulas are multivariate joint distribution of univariate marginal distributions, which are capable to model the joint behavior of variables with any level of correlation and dependency. The method is applied to the monthly forecast of CPC with 0.25x0.25 degree resolution to reproduce the PRISM dataset over 1970-2000. Results are compared with Ensemble Pre-Processor approach as a common procedure used by National Weather Service River forecast centers in reproducing observed climatology during a ten-year verification period (2000-2010).

Multivariate Copula Analysis Toolbox (MvCAT): Describing dependence and underlying uncertainty using a Bayesian framework

NASA Astrophysics Data System (ADS)

Sadegh, Mojtaba; Ragno, Elisa; AghaKouchak, Amir

2017-06-01

We present a newly developed Multivariate Copula Analysis Toolbox (MvCAT) which includes a wide range of copula families with different levels of complexity. MvCAT employs a Bayesian framework with a residual-based Gaussian likelihood function for inferring copula parameters and estimating the underlying uncertainties. The contribution of this paper is threefold: (a) providing a Bayesian framework to approximate the predictive uncertainties of fitted copulas, (b) introducing a hybrid-evolution Markov Chain Monte Carlo (MCMC) approach designed for numerical estimation of the posterior distribution of copula parameters, and (c) enabling the community to explore a wide range of copulas and evaluate them relative to the fitting uncertainties. We show that the commonly used local optimization methods for copula parameter estimation often get trapped in local minima. The proposed method, however, addresses this limitation and improves describing the dependence structure. MvCAT also enables evaluation of uncertainties relative to the length of record, which is fundamental to a wide range of applications such as multivariate frequency analysis.

Non-Gaussian statistics of soliton timing jitter induced by amplifier noise.

PubMed

Ho, Keang-Po

2003-11-15

Based on first-order perturbation theory of the soliton, the Gordon-Haus timing jitter induced by amplifier noise is found to be non-Gaussian distributed. Both frequency and timing jitter have larger tail probabilities than Gaussian distribution given by the linearized perturbation theory. The timing jitter has a larger discrepancy from Gaussian distribution than does the frequency jitter.

The Non-Gaussian Nature of Bibliometric and Scientometric Distributions: A New Approach to Interpretation.

ERIC Educational Resources Information Center

Ivancheva, Ludmila E.

2001-01-01

Discusses the concept of the hyperbolic or skew distribution as a universal statistical law in information science and socioeconomic studies. Topics include Zipf's law; Stankov's universal law; non-Gaussian distributions; and why most bibliometric and scientometric laws reveal characters of non-Gaussian distribution. (Author/LRW)

A Holarctic Biogeographical Analysis of the Collembola (Arthropoda, Hexapoda) Unravels Recent Post-Glacial Colonization Patterns

PubMed Central

Ávila-Jiménez, María Luisa; Coulson, Stephen James

2011-01-01

We aimed to describe the main Arctic biogeographical patterns of the Collembola, and analyze historical factors and current climatic regimes determining Arctic collembolan species distribution. Furthermore, we aimed to identify possible dispersal routes, colonization sources and glacial refugia for Arctic collembola. We implemented a Gaussian Mixture Clustering method on species distribution ranges and applied a distance- based parametric bootstrap test on presence-absence collembolan species distribution data. Additionally, multivariate analysis was performed considering species distributions, biodiversity, cluster distribution and environmental factors (temperature and precipitation). No clear relation was found between current climatic regimes and species distribution in the Arctic. Gaussian Mixture Clustering found common elements within Siberian areas, Atlantic areas, the Canadian Arctic, a mid-Siberian cluster and specific Beringian elements, following the same pattern previously described, using a variety of molecular methods, for Arctic plants. Species distribution hence indicate the influence of recent glacial history, as LGM glacial refugia (mid-Siberia, and Beringia) and major dispersal routes to high Arctic island groups can be identified. Endemic species are found in the high Arctic, but no specific biogeographical pattern can be clearly identified as a sign of high Arctic glacial refugia. Ocean currents patterns are suggested as being an important factor shaping the distribution of Arctic Collembola, which is consistent with Antarctic studies in collembolan biogeography. The clear relations between cluster distribution and geographical areas considering their recent glacial history, lack of relationship of species distribution with current climatic regimes, and consistency with previously described Arctic patterns in a series of organisms inferred using a variety of methods, suggest that historical phenomena shaping contemporary collembolan distribution can be inferred through biogeographical analysis. PMID:26467728

Gyrator transform of generalized sine-Gaussian beams and conversion an edge-dislocation into a vortex

NASA Astrophysics Data System (ADS)

Zhu, Kaicheng; Tang, Huiqin; Tang, Ying; Xia, Hui

2014-12-01

We proposed a scheme that converts a sine-Gaussian beam with an edge dislocation into a dark hollow beam with a vortex. Based on the gyrator transform (GT) relation, the closed-form field distribution of generalized sine-Gaussian beams passing through a GT system is derived; the intensity distribution and the corresponding phase distribution associated with the transforming generalized sine-Gaussian beams are analyzed. According to the numerical method, the distributions are graphically demonstrated and found that, for appropriate beam parameters and the GT angle, dark hollow vortex beams with topological charge 1 can be achieved using sine-Gaussian beams carrying an edge dislocation. Moreover, the orbital angular momentum content of a GT sine-Gaussian beam is analyzed. It is proved that the GT retains the odd- or even-order spiral harmonics structures of generalized sine-Gaussian beams in the transform process. In particular, it is wholly possible to convert an edge dislocation embedded in sine-Gaussian beams into a vortex with GT. The study also reveals that to obtain a dark hollow beam making use of GT of cos-Gaussian beams is impossible.

Divergences and estimating tight bounds on Bayes error with applications to multivariate Gaussian copula and latent Gaussian copula

NASA Astrophysics Data System (ADS)

Thelen, Brian J.; Xique, Ismael J.; Burns, Joseph W.; Goley, G. Steven; Nolan, Adam R.; Benson, Jonathan W.

2017-04-01

In Bayesian decision theory, there has been a great amount of research into theoretical frameworks and information- theoretic quantities that can be used to provide lower and upper bounds for the Bayes error. These include well-known bounds such as Chernoff, Battacharrya, and J-divergence. Part of the challenge of utilizing these various metrics in practice is (i) whether they are "loose" or "tight" bounds, (ii) how they might be estimated via either parametric or non-parametric methods, and (iii) how accurate the estimates are for limited amounts of data. In general what is desired is a methodology for generating relatively tight lower and upper bounds, and then an approach to estimate these bounds efficiently from data. In this paper, we explore the so-called triangle divergence which has been around for a while, but was recently made more prominent in some recent research on non-parametric estimation of information metrics. Part of this work is motivated by applications for quantifying fundamental information content in SAR/LIDAR data, and to help in this, we have developed a flexible multivariate modeling framework based on multivariate Gaussian copula models which can be combined with the triangle divergence framework to quantify this information, and provide approximate bounds on Bayes error. In this paper we present an overview of the bounds, including those based on triangle divergence and verify that under a number of multivariate models, the upper and lower bounds derived from triangle divergence are significantly tighter than the other common bounds, and often times, dramatically so. We also propose some simple but effective means for computing the triangle divergence using Monte Carlo methods, and then discuss estimation of the triangle divergence from empirical data based on Gaussian Copula models.

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

Vignat, C.; Bercher, J.-F.

The family of Tsallis entropies was introduced by Tsallis in 1988. The Shannon entropy belongs to this family as the limit case q{yields}1. The canonical distributions in R{sup n} that maximize this entropy under a covariance constraint are easily derived as Student-t (q<1) and Student-r (q>1) multivariate distributions. A nice geometrical result about these Student-r distributions is that they are marginal of uniform distributions on a sphere of larger dimension d with the relationship p = n+2+(2/q-1). As q{yields}1, we recover the famous Poincare's observation according to which a Gaussian vector can be viewed as the projection of a vectormore » uniformly distributed on the infinite dimensional sphere. A related property in the case q<1 is also available. Often associated to Renyi-Tsallis entropies is the notion of escort distributions. We provide here a geometric interpretation of these distributions. Another result concerns a universal system in physics, the harmonic oscillator: in the usual quantum context, the waveform of the n-th state of the harmonic oscillator is a Gaussian waveform multiplied by the degree n Hermite polynomial. We show, starting from recent results by Carinena et al., that the quantum harmonic oscillator on spaces with constant curvature is described by maximal Tsallis entropy waveforms multiplied by the extended Hermite polynomials derived from this measure. This gives a neat interpretation of the non-extensive parameter q in terms of the curvature of the space the oscillator evolves on; as q{yields}1, the curvature of the space goes to 0 and we recover the classical harmonic oscillator in R{sup 3}.« less

Bayesian soft X-ray tomography using non-stationary Gaussian Processes

NASA Astrophysics Data System (ADS)

Li, Dong; Svensson, J.; Thomsen, H.; Medina, F.; Werner, A.; Wolf, R.

2013-08-01

In this study, a Bayesian based non-stationary Gaussian Process (GP) method for the inference of soft X-ray emissivity distribution along with its associated uncertainties has been developed. For the investigation of equilibrium condition and fast magnetohydrodynamic behaviors in nuclear fusion plasmas, it is of importance to infer, especially in the plasma center, spatially resolved soft X-ray profiles from a limited number of noisy line integral measurements. For this ill-posed inversion problem, Bayesian probability theory can provide a posterior probability distribution over all possible solutions under given model assumptions. Specifically, the use of a non-stationary GP to model the emission allows the model to adapt to the varying length scales of the underlying diffusion process. In contrast to other conventional methods, the prior regularization is realized in a probability form which enhances the capability of uncertainty analysis, in consequence, scientists who concern the reliability of their results will benefit from it. Under the assumption of normally distributed noise, the posterior distribution evaluated at a discrete number of points becomes a multivariate normal distribution whose mean and covariance are analytically available, making inversions and calculation of uncertainty fast. Additionally, the hyper-parameters embedded in the model assumption can be optimized through a Bayesian Occam's Razor formalism and thereby automatically adjust the model complexity. This method is shown to produce convincing reconstructions and good agreements with independently calculated results from the Maximum Entropy and Equilibrium-Based Iterative Tomography Algorithm methods.

Bayesian soft X-ray tomography using non-stationary Gaussian Processes.

PubMed

Li, Dong; Svensson, J; Thomsen, H; Medina, F; Werner, A; Wolf, R

2013-08-01

In this study, a Bayesian based non-stationary Gaussian Process (GP) method for the inference of soft X-ray emissivity distribution along with its associated uncertainties has been developed. For the investigation of equilibrium condition and fast magnetohydrodynamic behaviors in nuclear fusion plasmas, it is of importance to infer, especially in the plasma center, spatially resolved soft X-ray profiles from a limited number of noisy line integral measurements. For this ill-posed inversion problem, Bayesian probability theory can provide a posterior probability distribution over all possible solutions under given model assumptions. Specifically, the use of a non-stationary GP to model the emission allows the model to adapt to the varying length scales of the underlying diffusion process. In contrast to other conventional methods, the prior regularization is realized in a probability form which enhances the capability of uncertainty analysis, in consequence, scientists who concern the reliability of their results will benefit from it. Under the assumption of normally distributed noise, the posterior distribution evaluated at a discrete number of points becomes a multivariate normal distribution whose mean and covariance are analytically available, making inversions and calculation of uncertainty fast. Additionally, the hyper-parameters embedded in the model assumption can be optimized through a Bayesian Occam's Razor formalism and thereby automatically adjust the model complexity. This method is shown to produce convincing reconstructions and good agreements with independently calculated results from the Maximum Entropy and Equilibrium-Based Iterative Tomography Algorithm methods.

A novel latent gaussian copula framework for modeling spatial correlation in quantized SAR imagery with applications to ATR

NASA Astrophysics Data System (ADS)

Thelen, Brian T.; Xique, Ismael J.; Burns, Joseph W.; Goley, G. Steven; Nolan, Adam R.; Benson, Jonathan W.

2017-04-01

With all of the new remote sensing modalities available, and with ever increasing capabilities and frequency of collection, there is a desire to fundamentally understand/quantify the information content in the collected image data relative to various exploitation goals, such as detection/classification. A fundamental approach for this is the framework of Bayesian decision theory, but a daunting challenge is to have significantly flexible and accurate multivariate models for the features and/or pixels that capture a wide assortment of distributions and dependen- cies. In addition, data can come in the form of both continuous and discrete representations, where the latter is often generated based on considerations of robustness to imaging conditions and occlusions/degradations. In this paper we propose a novel suite of "latent" models fundamentally based on multivariate Gaussian copula models that can be used for quantized data from SAR imagery. For this Latent Gaussian Copula (LGC) model, we derive an approximate, maximum-likelihood estimation algorithm and demonstrate very reasonable estimation performance even for the larger images with many pixels. However applying these LGC models to large dimen- sions/images within a Bayesian decision/classification theory is infeasible due to the computational/numerical issues in evaluating the true full likelihood, and we propose an alternative class of novel pseudo-likelihoood detection statistics that are computationally feasible. We show in a few simple examples that these statistics have the potential to provide very good and robust detection/classification performance. All of this framework is demonstrated on a simulated SLICY data set, and the results show the importance of modeling the dependencies, and of utilizing the pseudo-likelihood methods.

Super-resolving random-Gaussian apodized photon sieve.

PubMed

Sabatyan, Arash; Roshaninejad, Parisa

2012-09-10

A novel apodized photon sieve is presented in which random dense Gaussian distribution is implemented to modulate the pinhole density in each zone. The random distribution in dense Gaussian distribution causes intrazone discontinuities. Also, the dense Gaussian distribution generates a substantial number of pinholes in order to form a large degree of overlap between the holes in a few innermost zones of the photon sieve; thereby, clear zones are formed. The role of the discontinuities on the focusing properties of the photon sieve is examined as well. Analysis shows that secondary maxima have evidently been suppressed, transmission has increased enormously, and the central maxima width is approximately unchanged in comparison to the dense Gaussian distribution. Theoretical results have been completely verified by experiment.

A survey of kernel-type estimators for copula and their applications

NASA Astrophysics Data System (ADS)

Sumarjaya, I. W.

2017-10-01

Copulas have been widely used to model nonlinear dependence structure. Main applications of copulas include areas such as finance, insurance, hydrology, rainfall to name but a few. The flexibility of copula allows researchers to model dependence structure beyond Gaussian distribution. Basically, a copula is a function that couples multivariate distribution functions to their one-dimensional marginal distribution functions. In general, there are three methods to estimate copula. These are parametric, nonparametric, and semiparametric method. In this article we survey kernel-type estimators for copula such as mirror reflection kernel, beta kernel, transformation method and local likelihood transformation method. Then, we apply these kernel methods to three stock indexes in Asia. The results of our analysis suggest that, albeit variation in information criterion values, the local likelihood transformation method performs better than the other kernel methods.

An analysis of fracture trace patterns in areas of flat-lying sedimentary rocks for the detection of buried geologic structure. [Kansas and Texas

NASA Technical Reports Server (NTRS)

Podwysocki, M. H.

1974-01-01

Two study areas in a cratonic platform underlain by flat-lying sedimentary rocks were analyzed to determine if a quantitative relationship exists between fracture trace patterns and their frequency distributions and subsurface structural closures which might contain petroleum. Fracture trace lengths and frequency (number of fracture traces per unit area) were analyzed by trend surface analysis and length frequency distributions also were compared to a standard Gaussian distribution. Composite rose diagrams of fracture traces were analyzed using a multivariate analysis method which grouped or clustered the rose diagrams and their respective areas on the basis of the behavior of the rays of the rose diagram. Analysis indicates that the lengths of fracture traces are log-normally distributed according to the mapping technique used. Fracture trace frequency appeared higher on the flanks of active structures and lower around passive reef structures. Fracture trace log-mean lengths were shorter over several types of structures, perhaps due to increased fracturing and subsequent erosion. Analysis of rose diagrams using a multivariate technique indicated lithology as the primary control for the lower grouping levels. Groupings at higher levels indicated that areas overlying active structures may be isolated from their neighbors by this technique while passive structures showed no differences which could be isolated.

Linear velocity fields in non-Gaussian models for large-scale structure

NASA Technical Reports Server (NTRS)

Scherrer, Robert J.

1992-01-01

Linear velocity fields in two types of physically motivated non-Gaussian models are examined for large-scale structure: seed models, in which the density field is a convolution of a density profile with a distribution of points, and local non-Gaussian fields, derived from a local nonlinear transformation on a Gaussian field. The distribution of a single component of the velocity is derived for seed models with randomly distributed seeds, and these results are applied to the seeded hot dark matter model and the global texture model with cold dark matter. An expression for the distribution of a single component of the velocity in arbitrary local non-Gaussian models is given, and these results are applied to such fields with chi-squared and lognormal distributions. It is shown that all seed models with randomly distributed seeds and all local non-Guassian models have single-component velocity distributions with positive kurtosis.

On the Bayesian Treed Multivariate Gaussian Process with Linear Model of Coregionalization

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

Konomi, Bledar A.; Karagiannis, Georgios; Lin, Guang

2015-02-01

The Bayesian treed Gaussian process (BTGP) has gained popularity in recent years because it provides a straightforward mechanism for modeling non-stationary data and can alleviate computational demands by fitting models to less data. The extension of BTGP to the multivariate setting requires us to model the cross-covariance and to propose efficient algorithms that can deal with trans-dimensional MCMC moves. In this paper we extend the cross-covariance of the Bayesian treed multivariate Gaussian process (BTMGP) to that of linear model of Coregionalization (LMC) cross-covariances. Different strategies have been developed to improve the MCMC mixing and invert smaller matrices in the Bayesianmore » inference. Moreover, we compare the proposed BTMGP with existing multiple BTGP and BTMGP in test cases and multiphase flow computer experiment in a full scale regenerator of a carbon capture unit. The use of the BTMGP with LMC cross-covariance helped to predict the computer experiments relatively better than existing competitors. The proposed model has a wide variety of applications, such as computer experiments and environmental data. In the case of computer experiments we also develop an adaptive sampling strategy for the BTMGP with LMC cross-covariance function.« less

Numerical modeling of macrodispersion in heterogeneous media: a comparison of multi-Gaussian and non-multi-Gaussian models

NASA Astrophysics Data System (ADS)

Wen, Xian-Huan; Gómez-Hernández, J. Jaime

1998-03-01

The macrodispersion of an inert solute in a 2-D heterogeneous porous media is estimated numerically in a series of fields of varying heterogeneity. Four different random function (RF) models are used to model log-transmissivity (ln T) spatial variability, and for each of these models, ln T variance is varied from 0.1 to 2.0. The four RF models share the same univariate Gaussian histogram and the same isotropic covariance, but differ from one another in terms of the spatial connectivity patterns at extreme transmissivity values. More specifically, model A is a multivariate Gaussian model for which, by definition, extreme values (both high and low) are spatially uncorrelated. The other three models are non-multi-Gaussian: model B with high connectivity of high extreme values, model C with high connectivity of low extreme values, and model D with high connectivities of both high and low extreme values. Residence time distributions (RTDs) and macrodispersivities (longitudinal and transverse) are computed on ln T fields corresponding to the different RF models, for two different flow directions and at several scales. They are compared with each other, as well as with predicted values based on first-order analytical results. Numerically derived RTDs and macrodispersivities for the multi-Gaussian model are in good agreement with analytically derived values using first-order theories for log-transmissivity variance up to 2.0. The results from the non-multi-Gaussian models differ from each other and deviate largely from the multi-Gaussian results even when ln T variance is small. RTDs in non-multi-Gaussian realizations with high connectivity at high extreme values display earlier breakthrough than in multi-Gaussian realizations, whereas later breakthrough and longer tails are observed for RTDs from non-multi-Gaussian realizations with high connectivity at low extreme values. Longitudinal macrodispersivities in the non-multi-Gaussian realizations are, in general, larger than in the multi-Gaussian ones, while transverse macrodispersivities in the non-multi-Gaussian realizations can be larger or smaller than in the multi-Gaussian ones depending on the type of connectivity at extreme values. Comparing the numerical results for different flow directions, it is confirmed that macrodispersivities in multi-Gaussian realizations with isotropic spatial correlation are not flow direction-dependent. Macrodispersivities in the non-multi-Gaussian realizations, however, are flow direction-dependent although the covariance of ln T is isotropic (the same for all four models). It is important to account for high connectivities at extreme transmissivity values, a likely situation in some geological formations. Some of the discrepancies between first-order-based analytical results and field-scale tracer test data may be due to the existence of highly connected paths of extreme conductivity values.

Fast and Accurate Multivariate Gaussian Modeling of Protein Families: Predicting Residue Contacts and Protein-Interaction Partners

PubMed Central

Feinauer, Christoph; Procaccini, Andrea; Zecchina, Riccardo; Weigt, Martin; Pagnani, Andrea

2014-01-01

In the course of evolution, proteins show a remarkable conservation of their three-dimensional structure and their biological function, leading to strong evolutionary constraints on the sequence variability between homologous proteins. Our method aims at extracting such constraints from rapidly accumulating sequence data, and thereby at inferring protein structure and function from sequence information alone. Recently, global statistical inference methods (e.g. direct-coupling analysis, sparse inverse covariance estimation) have achieved a breakthrough towards this aim, and their predictions have been successfully implemented into tertiary and quaternary protein structure prediction methods. However, due to the discrete nature of the underlying variable (amino-acids), exact inference requires exponential time in the protein length, and efficient approximations are needed for practical applicability. Here we propose a very efficient multivariate Gaussian modeling approach as a variant of direct-coupling analysis: the discrete amino-acid variables are replaced by continuous Gaussian random variables. The resulting statistical inference problem is efficiently and exactly solvable. We show that the quality of inference is comparable or superior to the one achieved by mean-field approximations to inference with discrete variables, as done by direct-coupling analysis. This is true for (i) the prediction of residue-residue contacts in proteins, and (ii) the identification of protein-protein interaction partner in bacterial signal transduction. An implementation of our multivariate Gaussian approach is available at the website http://areeweb.polito.it/ricerca/cmp/code. PMID:24663061

Superstatistical generalised Langevin equation: non-Gaussian viscoelastic anomalous diffusion

NASA Astrophysics Data System (ADS)

Ślęzak, Jakub; Metzler, Ralf; Magdziarz, Marcin

2018-02-01

Recent advances in single particle tracking and supercomputing techniques demonstrate the emergence of normal or anomalous, viscoelastic diffusion in conjunction with non-Gaussian distributions in soft, biological, and active matter systems. We here formulate a stochastic model based on a generalised Langevin equation in which non-Gaussian shapes of the probability density function and normal or anomalous diffusion have a common origin, namely a random parametrisation of the stochastic force. We perform a detailed analysis demonstrating how various types of parameter distributions for the memory kernel result in exponential, power law, or power-log law tails of the memory functions. The studied system is also shown to exhibit a further unusual property: the velocity has a Gaussian one point probability density but non-Gaussian joint distributions. This behaviour is reflected in the relaxation from a Gaussian to a non-Gaussian distribution observed for the position variable. We show that our theoretical results are in excellent agreement with stochastic simulations.

Full-wave generalizations of the fundamental Gaussian beam.

PubMed

Seshadri, S R

2009-12-01

The basic full wave corresponding to the fundamental Gaussian beam was discovered for the outwardly propagating wave in a half-space by the introduction of a source in the complex space. There is a class of extended full waves all of which reduce to the same fundamental Gaussian beam in the appropriate limit. For the extended full Gaussian waves that include the basic full Gaussian wave as a special case, the sources are in the complex space on different planes transverse to the propagation direction. The sources are cylindrically symmetric Gaussian distributions centered at the origin of the transverse planes, the axis of symmetry being the propagation direction. For the special case of the basic full Gaussian wave, the source is a point source. The radiation intensity of the extended full Gaussian waves is determined and their characteristics are discussed and compared with those of the fundamental Gaussian beam. The extended full Gaussian waves are also obtained for the oppositely propagating outwardly directed waves in the second half-space. The radiation intensity distributions in the two half-spaces have reflection symmetry about the midplane. The radiation intensity distributions of the various extended full Gaussian waves are not significantly different. The power carried by the extended full Gaussian waves is evaluated and compared with that of the fundamental Gaussian beam.

Toward the detection of gravitational waves under non-Gaussian noises I. Locally optimal statistic.

PubMed

Yokoyama, Jun'ichi

2014-01-01

After reviewing the standard hypothesis test and the matched filter technique to identify gravitational waves under Gaussian noises, we introduce two methods to deal with non-Gaussian stationary noises. We formulate the likelihood ratio function under weakly non-Gaussian noises through the Edgeworth expansion and strongly non-Gaussian noises in terms of a new method we call Gaussian mapping where the observed marginal distribution and the two-body correlation function are fully taken into account. We then apply these two approaches to Student's t-distribution which has a larger tails than Gaussian. It is shown that while both methods work well in the case the non-Gaussianity is small, only the latter method works well for highly non-Gaussian case.

Analytical performance specifications for changes in assay bias (Δbias) for data with logarithmic distributions as assessed by effects on reference change values.

PubMed

Petersen, Per H; Lund, Flemming; Fraser, Callum G; Sölétormos, György

2016-11-01

Background The distributions of within-subject biological variation are usually described as coefficients of variation, as are analytical performance specifications for bias, imprecision and other characteristics. Estimation of specifications required for reference change values is traditionally done using relationship between the batch-related changes during routine performance, described as Δbias, and the coefficients of variation for analytical imprecision (CV A ): the original theory is based on standard deviations or coefficients of variation calculated as if distributions were Gaussian. Methods The distribution of between-subject biological variation can generally be described as log-Gaussian. Moreover, recent analyses of within-subject biological variation suggest that many measurands have log-Gaussian distributions. In consequence, we generated a model for the estimation of analytical performance specifications for reference change value, with combination of Δbias and CV A based on log-Gaussian distributions of CV I as natural logarithms. The model was tested using plasma prolactin and glucose as examples. Results Analytical performance specifications for reference change value generated using the new model based on log-Gaussian distributions were practically identical with the traditional model based on Gaussian distributions. Conclusion The traditional and simple to apply model used to generate analytical performance specifications for reference change value, based on the use of coefficients of variation and assuming Gaussian distributions for both CV I and CV A , is generally useful.

Exact Distributions of Intraclass Correlation and Cronbach's Alpha with Gaussian Data and General Covariance

ERIC Educational Resources Information Center

Kistner, Emily O.; Muller, Keith E.

2004-01-01

Intraclass correlation and Cronbach's alpha are widely used to describe reliability of tests and measurements. Even with Gaussian data, exact distributions are known only for compound symmetric covariance (equal variances and equal correlations). Recently, large sample Gaussian approximations were derived for the distribution functions. New exact…

Formation of doughnut and super-Gaussian intensity distributions of laser radiation in the far field using a bimorph mirror

NASA Astrophysics Data System (ADS)

Lylova, A. N.; Sheldakova, Yu. V.; Kudryashov, A. V.; Samarkin, V. V.

2018-01-01

We consider the methods for modelling doughnut and super-Gaussian intensity distributions in the far field by means of deformable bimorph mirrors. A method for the rapid formation of a specified intensity distribution using a Shack - Hartmann sensor is proposed, and the results of the modelling of doughnut and super-Gaussian intensity distributions are presented.

Photon event distribution sampling: an image formation technique for scanning microscopes that permits tracking of sub-diffraction particles with high spatial and temporal resolutions.

PubMed

Larkin, J D; Publicover, N G; Sutko, J L

2011-01-01

In photon event distribution sampling, an image formation technique for scanning microscopes, the maximum likelihood position of origin of each detected photon is acquired as a data set rather than binning photons in pixels. Subsequently, an intensity-related probability density function describing the uncertainty associated with the photon position measurement is applied to each position and individual photon intensity distributions are summed to form an image. Compared to pixel-based images, photon event distribution sampling images exhibit increased signal-to-noise and comparable spatial resolution. Photon event distribution sampling is superior to pixel-based image formation in recognizing the presence of structured (non-random) photon distributions at low photon counts and permits use of non-raster scanning patterns. A photon event distribution sampling based method for localizing single particles derived from a multi-variate normal distribution is more precise than statistical (Gaussian) fitting to pixel-based images. Using the multi-variate normal distribution method, non-raster scanning and a typical confocal microscope, localizations with 8 nm precision were achieved at 10 ms sampling rates with acquisition of ~200 photons per frame. Single nanometre precision was obtained with a greater number of photons per frame. In summary, photon event distribution sampling provides an efficient way to form images when low numbers of photons are involved and permits particle tracking with confocal point-scanning microscopes with nanometre precision deep within specimens. © 2010 The Authors Journal of Microscopy © 2010 The Royal Microscopical Society.

Gaussian copula as a likelihood function for environmental models

NASA Astrophysics Data System (ADS)

Wani, O.; Espadas, G.; Cecinati, F.; Rieckermann, J.

2017-12-01

Parameter estimation of environmental models always comes with uncertainty. To formally quantify this parametric uncertainty, a likelihood function needs to be formulated, which is defined as the probability of observations given fixed values of the parameter set. A likelihood function allows us to infer parameter values from observations using Bayes' theorem. The challenge is to formulate a likelihood function that reliably describes the error generating processes which lead to the observed monitoring data, such as rainfall and runoff. If the likelihood function is not representative of the error statistics, the parameter inference will give biased parameter values. Several uncertainty estimation methods that are currently being used employ Gaussian processes as a likelihood function, because of their favourable analytical properties. Box-Cox transformation is suggested to deal with non-symmetric and heteroscedastic errors e.g. for flow data which are typically more uncertain in high flows than in periods with low flows. Problem with transformations is that the results are conditional on hyper-parameters, for which it is difficult to formulate the analyst's belief a priori. In an attempt to address this problem, in this research work we suggest learning the nature of the error distribution from the errors made by the model in the "past" forecasts. We use a Gaussian copula to generate semiparametric error distributions . 1) We show that this copula can be then used as a likelihood function to infer parameters, breaking away from the practice of using multivariate normal distributions. Based on the results from a didactical example of predicting rainfall runoff, 2) we demonstrate that the copula captures the predictive uncertainty of the model. 3) Finally, we find that the properties of autocorrelation and heteroscedasticity of errors are captured well by the copula, eliminating the need to use transforms. In summary, our findings suggest that copulas are an interesting departure from the usage of fully parametric distributions as likelihood functions - and they could help us to better capture the statistical properties of errors and make more reliable predictions.

Remote sensing of earth terrain

NASA Technical Reports Server (NTRS)

Kong, J. A.

1988-01-01

Two monographs and 85 journal and conference papers on remote sensing of earth terrain have been published, sponsored by NASA Contract NAG5-270. A multivariate K-distribution is proposed to model the statistics of fully polarimetric data from earth terrain with polarizations HH, HV, VH, and VV. In this approach, correlated polarizations of radar signals, as characterized by a covariance matrix, are treated as the sum of N n-dimensional random vectors; N obeys the negative binomial distribution with a parameter alpha and mean bar N. Subsequently, and n-dimensional K-distribution, with either zero or non-zero mean, is developed in the limit of infinite bar N or illuminated area. The probability density function (PDF) of the K-distributed vector normalized by its Euclidean norm is independent of the parameter alpha and is the same as that derived from a zero-mean Gaussian-distributed random vector. The above model is well supported by experimental data provided by MIT Lincoln Laboratory and the Jet Propulsion Laboratory in the form of polarimetric measurements.

Pretreatment ADC histogram analysis is a predictive imaging biomarker for bevacizumab treatment but not chemotherapy in recurrent glioblastoma.

PubMed

Ellingson, B M; Sahebjam, S; Kim, H J; Pope, W B; Harris, R J; Woodworth, D C; Lai, A; Nghiemphu, P L; Mason, W P; Cloughesy, T F

2014-04-01

Pre-treatment ADC characteristics have been shown to predict response to bevacizumab in recurrent glioblastoma multiforme. However, no studies have examined whether ADC characteristics are specific to this particular treatment. The purpose of the current study was to determine whether ADC histogram analysis is a bevacizumab-specific or treatment-independent biomarker of treatment response in recurrent glioblastoma multiforme. Eighty-nine bevacizumab-treated and 43 chemotherapy-treated recurrent glioblastoma multiformes never exposed to bevacizumab were included in this study. In all patients, ADC values in contrast-enhancing ROIs from MR imaging examinations performed at the time of recurrence, immediately before commencement of treatment for recurrence, were extracted and the resulting histogram was fitted to a mixed model with a double Gaussian distribution. Mean ADC in the lower Gaussian curve was used as the primary biomarker of interest. The Cox proportional hazards model and log-rank tests were used for survival analysis. Cox multivariate regression analysis accounting for the interaction between bevacizumab- and non-bevacizumab-treated patients suggested that the ability of the lower Gaussian curve to predict survival is dependent on treatment (progression-free survival, P = .045; overall survival, P = .003). Patients with bevacizumab-treated recurrent glioblastoma multiforme with a pretreatment lower Gaussian curve > 1.2 μm(2)/ms had a significantly longer progression-free survival and overall survival compared with bevacizumab-treated patients with a lower Gaussian curve < 1.2 μm(2)/ms. No differences in progression-free survival or overall survival were observed in the chemotherapy-treated cohort. Bevacizumab-treated patients with a mean lower Gaussian curve > 1.2 μm(2)/ms had a significantly longer progression-free survival and overall survival compared with chemotherapy-treated patients. The mean lower Gaussian curve from ADC histogram analysis is a predictive imaging biomarker for bevacizumab-treated, not chemotherapy-treated, recurrent glioblastoma multiforme. Patients with recurrent glioblastoma multiforme with a mean lower Gaussian curve > 1.2 μm(2)/ms have a survival advantage when treated with bevacizumab.

Toward the detection of gravitational waves under non-Gaussian noises I. Locally optimal statistic

PubMed Central

YOKOYAMA, Jun’ichi

2014-01-01

After reviewing the standard hypothesis test and the matched filter technique to identify gravitational waves under Gaussian noises, we introduce two methods to deal with non-Gaussian stationary noises. We formulate the likelihood ratio function under weakly non-Gaussian noises through the Edgeworth expansion and strongly non-Gaussian noises in terms of a new method we call Gaussian mapping where the observed marginal distribution and the two-body correlation function are fully taken into account. We then apply these two approaches to Student’s t-distribution which has a larger tails than Gaussian. It is shown that while both methods work well in the case the non-Gaussianity is small, only the latter method works well for highly non-Gaussian case. PMID:25504231

An alternative to the breeder's and Lande's equations.

PubMed

Houchmandzadeh, Bahram

2014-01-10

The breeder's equation is a cornerstone of quantitative genetics, widely used in evolutionary modeling. Noting the mean phenotype in parental, selected parents, and the progeny by E(Z0), E(ZW), and E(Z1), this equation relates response to selection R = E(Z1) - E(Z0) to the selection differential S = E(ZW) - E(Z0) through a simple proportionality relation R = h(2)S, where the heritability coefficient h(2) is a simple function of genotype and environment factors variance. The validity of this relation relies strongly on the normal (Gaussian) distribution of the parent genotype, which is an unobservable quantity and cannot be ascertained. In contrast, we show here that if the fitness (or selection) function is Gaussian with mean μ, an alternative, exact linear equation of the form R' = j(2)S' can be derived, regardless of the parental genotype distribution. Here R' = E(Z1) - μ and S' = E(ZW) - μ stand for the mean phenotypic lag with respect to the mean of the fitness function in the offspring and selected populations. The proportionality coefficient j(2) is a simple function of selection function and environment factors variance, but does not contain the genotype variance. To demonstrate this, we derive the exact functional relation between the mean phenotype in the selected and the offspring population and deduce all cases that lead to a linear relation between them. These results generalize naturally to the concept of G matrix and the multivariate Lande's equation Δ(z) = GP(-1)S. The linearity coefficient of the alternative equation are not changed by Gaussian selection.

Non-gaussianity versus nonlinearity of cosmological perturbations.

PubMed

Verde, L

2001-06-01

Following the discovery of the cosmic microwave background, the hot big-bang model has become the standard cosmological model. In this theory, small primordial fluctuations are subsequently amplified by gravity to form the large-scale structure seen today. Different theories for unified models of particle physics, lead to different predictions for the statistical properties of the primordial fluctuations, that can be divided in two classes: gaussian and non-gaussian. Convincing evidence against or for gaussian initial conditions would rule out many scenarios and point us toward a physical theory for the origin of structures. The statistical distribution of cosmological perturbations, as we observe them, can deviate from the gaussian distribution in several different ways. Even if perturbations start off gaussian, nonlinear gravitational evolution can introduce non-gaussian features. Additionally, our knowledge of the Universe comes principally from the study of luminous material such as galaxies, but galaxies might not be faithful tracers of the underlying mass distribution. The relationship between fluctuations in the mass and in the galaxies distribution (bias), is often assumed to be local, but could well be nonlinear. Moreover, galaxy catalogues use the redshift as third spatial coordinate: the resulting redshift-space map of the galaxy distribution is nonlinearly distorted by peculiar velocities. Nonlinear gravitational evolution, biasing, and redshift-space distortion introduce non-gaussianity, even in an initially gaussian fluctuation field. I investigate the statistical tools that allow us, in principle, to disentangle the above different effects, and the observational datasets we require to do so in practice.

Simulating the effect of non-linear mode coupling in cosmological parameter estimation

NASA Astrophysics Data System (ADS)

Kiessling, A.; Taylor, A. N.; Heavens, A. F.

2011-09-01

Fisher Information Matrix methods are commonly used in cosmology to estimate the accuracy that cosmological parameters can be measured with a given experiment and to optimize the design of experiments. However, the standard approach usually assumes both data and parameter estimates are Gaussian-distributed. Further, for survey forecasts and optimization it is usually assumed that the power-spectrum covariance matrix is diagonal in Fourier space. However, in the low-redshift Universe, non-linear mode coupling will tend to correlate small-scale power, moving information from lower to higher order moments of the field. This movement of information will change the predictions of cosmological parameter accuracy. In this paper we quantify this loss of information by comparing naïve Gaussian Fisher matrix forecasts with a maximum likelihood parameter estimation analysis of a suite of mock weak lensing catalogues derived from N-body simulations, based on the SUNGLASS pipeline, for a 2D and tomographic shear analysis of a Euclid-like survey. In both cases, we find that the 68 per cent confidence area of the Ωm-σ8 plane increases by a factor of 5. However, the marginal errors increase by just 20-40 per cent. We propose a new method to model the effects of non-linear shear-power mode coupling in the Fisher matrix by approximating the shear-power distribution as a multivariate Gaussian with a covariance matrix derived from the mock weak lensing survey. We find that this approximation can reproduce the 68 per cent confidence regions of the full maximum likelihood analysis in the Ωm-σ8 plane to high accuracy for both 2D and tomographic weak lensing surveys. Finally, we perform a multiparameter analysis of Ωm, σ8, h, ns, w0 and wa to compare the Gaussian and non-linear mode-coupled Fisher matrix contours. The 6D volume of the 1σ error contours for the non-linear Fisher analysis is a factor of 3 larger than for the Gaussian case, and the shape of the 68 per cent confidence volume is modified. We propose that future Fisher matrix estimates of cosmological parameter accuracies should include mode-coupling effects.

Gaussian windows: A tool for exploring multivariate data

NASA Technical Reports Server (NTRS)

Jaeckel, Louis A.

1990-01-01

Presented here is a method for interactively exploring a large set of quantitative multivariate data, in order to estimate the shape of the underlying density function. It is assumed that the density function is more or less smooth, but no other specific assumptions are made concerning its structure. The local structure of the data in a given region may be examined by viewing the data through a Gaussian window, whose location and shape are chosen by the user. A Gaussian window is defined by giving each data point a weight based on a multivariate Gaussian function. The weighted sample mean and sample covariance matrix are then computed, using the weights attached to the data points. These quantities are used to compute an estimate of the shape of the density function in the window region. The local structure of the data is described by a method similar to the method of principal components. By taking many such local views of the data, we can form an idea of the structure of the data set. The method is applicable in any number of dimensions. The method can be used to find and describe simple structural features such as peaks, valleys, and saddle points in the density function, and also extended structures in higher dimensions. With some practice, we can apply our geometrical intuition to these structural features in any number of dimensions, so that we can think about and describe the structure of the data. Since the computations involved are relatively simple, the method can easily be implemented on a small computer.

q-Gaussian distributions and multiplicative stochastic processes for analysis of multiple financial time series

NASA Astrophysics Data System (ADS)

Sato, Aki-Hiro

2010-12-01

This study considers q-Gaussian distributions and stochastic differential equations with both multiplicative and additive noises. In the M-dimensional case a q-Gaussian distribution can be theoretically derived as a stationary probability distribution of the multiplicative stochastic differential equation with both mutually independent multiplicative and additive noises. By using the proposed stochastic differential equation a method to evaluate a default probability under a given risk buffer is proposed.

Investigation of non-Gaussian effects in the Brazilian option market

NASA Astrophysics Data System (ADS)

Sosa-Correa, William O.; Ramos, Antônio M. T.; Vasconcelos, Giovani L.

2018-04-01

An empirical study of the Brazilian option market is presented in light of three option pricing models, namely the Black-Scholes model, the exponential model, and a model based on a power law distribution, the so-called q-Gaussian distribution or Tsallis distribution. It is found that the q-Gaussian model performs better than the Black-Scholes model in about one third of the option chains analyzed. But among these cases, the exponential model performs better than the q-Gaussian model in 75% of the time. The superiority of the exponential model over the q-Gaussian model is particularly impressive for options close to the expiration date, where its success rate rises above ninety percent.

Multivariable control of a twin lift helicopter system using the LQG/LTR design methodology

NASA Technical Reports Server (NTRS)

Rodriguez, A. A.; Athans, M.

1986-01-01

Guidelines for developing a multivariable centralized automatic flight control system (AFCS) for a twin lift helicopter system (TLHS) are presented. Singular value ideas are used to formulate performance and stability robustness specifications. A linear Quadratic Gaussian with Loop Transfer Recovery (LQG/LTR) design is obtained and evaluated.

Efficiency of the human observer for detecting a Gaussian signal at a known location in non-Gaussian distributed lumpy backgrounds.

PubMed

Park, Subok; Gallas, Bradon D; Badano, Aldo; Petrick, Nicholas A; Myers, Kyle J

2007-04-01

A previous study [J. Opt. Soc. Am. A22, 3 (2005)] has shown that human efficiency for detecting a Gaussian signal at a known location in non-Gaussian distributed lumpy backgrounds is approximately 4%. This human efficiency is much less than the reported 40% efficiency that has been documented for Gaussian-distributed lumpy backgrounds [J. Opt. Soc. Am. A16, 694 (1999) and J. Opt. Soc. Am. A18, 473 (2001)]. We conducted a psychophysical study with a number of changes, specifically in display-device calibration and data scaling, from the design of the aforementioned study. Human efficiency relative to the ideal observer was found again to be approximately 5%. Our variance analysis indicates that neither scaling nor display made a statistically significant difference in human performance for the task. We conclude that the non-Gaussian distributed lumpy background is a major factor in our low human-efficiency results.

A climate-based multivariate extreme emulator of met-ocean-hydrological events for coastal flooding

NASA Astrophysics Data System (ADS)

Camus, Paula; Rueda, Ana; Mendez, Fernando J.; Tomas, Antonio; Del Jesus, Manuel; Losada, Iñigo J.

2015-04-01

Atmosphere-ocean general circulation models (AOGCMs) are useful to analyze large-scale climate variability (long-term historical periods, future climate projections). However, applications such as coastal flood modeling require climate information at finer scale. Besides, flooding events depend on multiple climate conditions: waves, surge levels from the open-ocean and river discharge caused by precipitation. Therefore, a multivariate statistical downscaling approach is adopted to reproduce relationships between variables and due to its low computational cost. The proposed method can be considered as a hybrid approach which combines a probabilistic weather type downscaling model with a stochastic weather generator component. Predictand distributions are reproduced modeling the relationship with AOGCM predictors based on a physical division in weather types (Camus et al., 2012). The multivariate dependence structure of the predictand (extreme events) is introduced linking the independent marginal distributions of the variables by a probabilistic copula regression (Ben Ayala et al., 2014). This hybrid approach is applied for the downscaling of AOGCM data to daily precipitation and maximum significant wave height and storm-surge in different locations along the Spanish coast. Reanalysis data is used to assess the proposed method. A commonly predictor for the three variables involved is classified using a regression-guided clustering algorithm. The most appropriate statistical model (general extreme value distribution, pareto distribution) for daily conditions is fitted. Stochastic simulation of the present climate is performed obtaining the set of hydraulic boundary conditions needed for high resolution coastal flood modeling. References: Camus, P., Menéndez, M., Méndez, F.J., Izaguirre, C., Espejo, A., Cánovas, V., Pérez, J., Rueda, A., Losada, I.J., Medina, R. (2014b). A weather-type statistical downscaling framework for ocean wave climate. Journal of Geophysical Research, doi: 10.1002/2014JC010141. Ben Ayala, M.A., Chebana, F., Ouarda, T.B.M.J. (2014). Probabilistic Gaussian Copula Regression Model for Multisite and Multivariable Downscaling, Journal of Climate, 27, 3331-3347.

Simple proof that Gaussian attacks are optimal among collective attacks against continuous-variable quantum key distribution with a Gaussian modulation

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

Leverrier, Anthony; Grangier, Philippe; Laboratoire Charles Fabry, Institut d'Optique, CNRS, University Paris-Sud, Campus Polytechnique, RD 128, F-91127 Palaiseau Cedex

2010-06-15

In this article, we give a simple proof of the fact that the optimal collective attacks against continuous-variable quantum key distribution with a Gaussian modulation are Gaussian attacks. Our proof, which makes use of symmetry properties of the protocol in phase space, is particularly relevant for the finite-key analysis of the protocol and therefore for practical applications.

Capacity of PPM on Gaussian and Webb Channels

NASA Technical Reports Server (NTRS)

Divsalar, D.; Dolinar, S.; Pollara, F.; Hamkins, J.

2000-01-01

This paper computes and compares the capacities of M-ary PPM on various idealized channels that approximate the optical communication channel: (1) the standard additive white Gaussian noise (AWGN) channel;(2) a more general AWGN channel (AWGN2) allowing different variances in signal and noise slots;(3) a Webb-distributed channel (Webb2);(4) a Webb+Gaussian channel, modeling Gaussian thermal noise added to Webb-distributed channel outputs.

One Hundred Ways to be Non-Fickian - A Rigorous Multi-Variate Statistical Analysis of Pore-Scale Transport

NASA Astrophysics Data System (ADS)

Most, Sebastian; Nowak, Wolfgang; Bijeljic, Branko

2015-04-01

Fickian transport in groundwater flow is the exception rather than the rule. Transport in porous media is frequently simulated via particle methods (i.e. particle tracking random walk (PTRW) or continuous time random walk (CTRW)). These methods formulate transport as a stochastic process of particle position increments. At the pore scale, geometry and micro-heterogeneities prohibit the commonly made assumption of independent and normally distributed increments to represent dispersion. Many recent particle methods seek to loosen this assumption. Hence, it is important to get a better understanding of the processes at pore scale. For our analysis we track the positions of 10.000 particles migrating through the pore space over time. The data we use come from micro CT scans of a homogeneous sandstone and encompass about 10 grain sizes. Based on those images we discretize the pore structure and simulate flow at the pore scale based on the Navier-Stokes equation. This flow field realistically describes flow inside the pore space and we do not need to add artificial dispersion during the transport simulation. Next, we use particle tracking random walk and simulate pore-scale transport. Finally, we use the obtained particle trajectories to do a multivariate statistical analysis of the particle motion at the pore scale. Our analysis is based on copulas. Every multivariate joint distribution is a combination of its univariate marginal distributions. The copula represents the dependence structure of those univariate marginals and is therefore useful to observe correlation and non-Gaussian interactions (i.e. non-Fickian transport). The first goal of this analysis is to better understand the validity regions of commonly made assumptions. We are investigating three different transport distances: 1) The distance where the statistical dependence between particle increments can be modelled as an order-one Markov process. This would be the Markovian distance for the process, where the validity of yet-unexplored non-Gaussian-but-Markovian random walks start. 2) The distance where bivariate statistical dependence simplifies to a multi-Gaussian dependence based on simple linear correlation (validity of correlated PTRW/CTRW). 3) The distance of complete statistical independence (validity of classical PTRW/CTRW). The second objective is to reveal characteristic dependencies influencing transport the most. Those dependencies can be very complex. Copulas are highly capable of representing linear dependence as well as non-linear dependence. With that tool we are able to detect persistent characteristics dominating transport even across different scales. The results derived from our experimental data set suggest that there are many more non-Fickian aspects of pore-scale transport than the univariate statistics of longitudinal displacements. Non-Fickianity can also be found in transverse displacements, and in the relations between increments at different time steps. Also, the found dependence is non-linear (i.e. beyond simple correlation) and persists over long distances. Thus, our results strongly support the further refinement of techniques like correlated PTRW or correlated CTRW towards non-linear statistical relations.

POWERLIB: SAS/IML Software for Computing Power in Multivariate Linear Models

PubMed Central

Johnson, Jacqueline L.; Muller, Keith E.; Slaughter, James C.; Gurka, Matthew J.; Gribbin, Matthew J.; Simpson, Sean L.

2014-01-01

The POWERLIB SAS/IML software provides convenient power calculations for a wide range of multivariate linear models with Gaussian errors. The software includes the Box, Geisser-Greenhouse, Huynh-Feldt, and uncorrected tests in the “univariate” approach to repeated measures (UNIREP), the Hotelling Lawley Trace, Pillai-Bartlett Trace, and Wilks Lambda tests in “multivariate” approach (MULTIREP), as well as a limited but useful range of mixed models. The familiar univariate linear model with Gaussian errors is an important special case. For estimated covariance, the software provides confidence limits for the resulting estimated power. All power and confidence limits values can be output to a SAS dataset, which can be used to easily produce plots and tables for manuscripts. PMID:25400516

Ship Detection in SAR Image Based on the Alpha-stable Distribution

PubMed Central

Wang, Changcheng; Liao, Mingsheng; Li, Xiaofeng

2008-01-01

This paper describes an improved Constant False Alarm Rate (CFAR) ship detection algorithm in spaceborne synthetic aperture radar (SAR) image based on Alpha-stable distribution model. Typically, the CFAR algorithm uses the Gaussian distribution model to describe statistical characteristics of a SAR image background clutter. However, the Gaussian distribution is only valid for multilook SAR images when several radar looks are averaged. As sea clutter in SAR images shows spiky or heavy-tailed characteristics, the Gaussian distribution often fails to describe background sea clutter. In this study, we replace the Gaussian distribution with the Alpha-stable distribution, which is widely used in impulsive or spiky signal processing, to describe the background sea clutter in SAR images. In our proposed algorithm, an initial step for detecting possible ship targets is employed. Then, similar to the typical two-parameter CFAR algorithm, a local process is applied to the pixel identified as possible target. A RADARSAT-1 image is used to validate this Alpha-stable distribution based algorithm. Meanwhile, known ship location data during the time of RADARSAT-1 SAR image acquisition is used to validate ship detection results. Validation results show improvements of the new CFAR algorithm based on the Alpha-stable distribution over the CFAR algorithm based on the Gaussian distribution. PMID:27873794

Non-Gaussian and Multivariate Noise Models for Signal Detection.

DTIC Science & Technology

1982-09-01

follow, some of the basic results of asymptotic "theory are presented. both to make the notation clear. and to give some i ~ background for the...densities are considered within a detection framework. The discussions include specific examples and also some general methods of density generation ...densities generated by a memoryless, nonlinear transformation of a correlated, Gaussian source is discussed in some detail. A member of this class has the

Accretion rates of protoplanets 2: Gaussian distribution of planestesimal velocities

NASA Technical Reports Server (NTRS)

Greenzweig, Yuval; Lissauer, Jack J.

1991-01-01

The growth rate of a protoplanet embedded in a uniform surface density disk of planetesimals having a triaxial Gaussian velocity distribution was calculated. The longitudes of the aspses and nodes of the planetesimals are uniformly distributed, and the protoplanet is on a circular orbit. The accretion rate in the two body approximation is enhanced by a factor of approximately 3, compared to the case where all planetesimals have eccentricity and inclination equal to the root mean square (RMS) values of those variables in the Gaussian distribution disk. Numerical three body integrations show comparable enhancements, except when the RMS initial planetesimal eccentricities are extremely small. This enhancement in accretion rate should be incorporated by all models, analytical or numerical, which assume a single random velocity for all planetesimals, in lieu of a Gaussian distribution.

Variational Gaussian approximation for Poisson data

NASA Astrophysics Data System (ADS)

Arridge, Simon R.; Ito, Kazufumi; Jin, Bangti; Zhang, Chen

2018-02-01

The Poisson model is frequently employed to describe count data, but in a Bayesian context it leads to an analytically intractable posterior probability distribution. In this work, we analyze a variational Gaussian approximation to the posterior distribution arising from the Poisson model with a Gaussian prior. This is achieved by seeking an optimal Gaussian distribution minimizing the Kullback-Leibler divergence from the posterior distribution to the approximation, or equivalently maximizing the lower bound for the model evidence. We derive an explicit expression for the lower bound, and show the existence and uniqueness of the optimal Gaussian approximation. The lower bound functional can be viewed as a variant of classical Tikhonov regularization that penalizes also the covariance. Then we develop an efficient alternating direction maximization algorithm for solving the optimization problem, and analyze its convergence. We discuss strategies for reducing the computational complexity via low rank structure of the forward operator and the sparsity of the covariance. Further, as an application of the lower bound, we discuss hierarchical Bayesian modeling for selecting the hyperparameter in the prior distribution, and propose a monotonically convergent algorithm for determining the hyperparameter. We present extensive numerical experiments to illustrate the Gaussian approximation and the algorithms.

Multivariate moment closure techniques for stochastic kinetic models

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

Lakatos, Eszter, E-mail: e.lakatos13@imperial.ac.uk; Ale, Angelique; Kirk, Paul D. W.

2015-09-07

Stochastic effects dominate many chemical and biochemical processes. Their analysis, however, can be computationally prohibitively expensive and a range of approximation schemes have been proposed to lighten the computational burden. These, notably the increasingly popular linear noise approximation and the more general moment expansion methods, perform well for many dynamical regimes, especially linear systems. At higher levels of nonlinearity, it comes to an interplay between the nonlinearities and the stochastic dynamics, which is much harder to capture correctly by such approximations to the true stochastic processes. Moment-closure approaches promise to address this problem by capturing higher-order terms of the temporallymore » evolving probability distribution. Here, we develop a set of multivariate moment-closures that allows us to describe the stochastic dynamics of nonlinear systems. Multivariate closure captures the way that correlations between different molecular species, induced by the reaction dynamics, interact with stochastic effects. We use multivariate Gaussian, gamma, and lognormal closure and illustrate their use in the context of two models that have proved challenging to the previous attempts at approximating stochastic dynamics: oscillations in p53 and Hes1. In addition, we consider a larger system, Erk-mediated mitogen-activated protein kinases signalling, where conventional stochastic simulation approaches incur unacceptably high computational costs.« less

An empirical description of the dispersion of 5th and 95th percentiles in worldwide anthropometric data applied to estimating accommodation with unknown correlation values.

PubMed

Albin, Thomas J; Vink, Peter

2015-01-01

Anthropometric data are assumed to have a Gaussian (Normal) distribution, but if non-Gaussian, accommodation estimates are affected. When data are limited, users may choose to combine anthropometric elements by Combining Percentiles (CP) (adding or subtracting), despite known adverse effects. This study examined whether global anthropometric data are Gaussian distributed. It compared the Median Correlation Method (MCM) of combining anthropometric elements with unknown correlations to CP to determine if MCM provides better estimates of percentile values and accommodation. Percentile values of 604 male and female anthropometric data drawn from seven countries worldwide were expressed as standard scores. The standard scores were tested to determine if they were consistent with a Gaussian distribution. Empirical multipliers for determining percentile values were developed.In a test case, five anthropometric elements descriptive of seating were combined in addition and subtraction models. Percentile values were estimated for each model by CP, MCM with Gaussian distributed data, or MCM with empirically distributed data. The 5th and 95th percentile values of a dataset of global anthropometric data are shown to be asymmetrically distributed. MCM with empirical multipliers gave more accurate estimates of 5th and 95th percentiles values. Anthropometric data are not Gaussian distributed. The MCM method is more accurate than adding or subtracting percentiles.

On the lorentzian versus Gaussian character of time-domain spin-echo signals from the brain as sampled by means of gradient-echoes: Implications for quantitative transverse relaxation studies.

PubMed

Mulkern, Robert V; Balasubramanian, Mukund; Mitsouras, Dimitrios

2014-07-30

To determine whether Lorentzian or Gaussian intra-voxel frequency distributions are better suited for modeling data acquired with gradient-echo sampling of single spin-echoes for the simultaneous characterization of irreversible and reversible relaxation rates. Clinical studies (e.g., of brain iron deposition) using such acquisition schemes have typically assumed Lorentzian distributions. Theoretical expressions of the time-domain spin-echo signal for intra-voxel Lorentzian and Gaussian distributions were used to fit data from a human brain scanned at both 1.5 Tesla (T) and 3T, resulting in maps of irreversible and reversible relaxation rates for each model. The relative merits of the Lorentzian versus Gaussian model were compared by means of quality of fit considerations. Lorentzian fits were equivalent to Gaussian fits primarily in regions of the brain where irreversible relaxation dominated. In the multiple brain regions where reversible relaxation effects become prominent, however, Gaussian fits were clearly superior. The widespread assumption that a Lorentzian distribution is suitable for quantitative transverse relaxation studies of the brain should be reconsidered, particularly at 3T and higher field strengths as reversible relaxation effects become more prominent. Gaussian distributions offer alternate fits of experimental data that should prove quite useful in general. Magn Reson Med, 2014. © 2014 Wiley Periodicals, Inc. © 2014 Wiley Periodicals, Inc.

Evaluation of the non-Gaussianity of two-mode entangled states over a bosonic memory channel via cumulant theory and quadrature detection

NASA Astrophysics Data System (ADS)

Xiang, Shao-Hua; Wen, Wei; Zhao, Yu-Jing; Song, Ke-Hui

2018-04-01

We study the properties of the cumulants of multimode boson operators and introduce the phase-averaged quadrature cumulants as the measure of the non-Gaussianity of multimode quantum states. Using this measure, we investigate the non-Gaussianity of two classes of two-mode non-Gaussian states: photon-number entangled states and entangled coherent states traveling in a bosonic memory quantum channel. We show that such a channel can skew the distribution of two-mode quadrature variables, giving rise to a strongly non-Gaussian correlation. In addition, we provide a criterion to determine whether the distributions of these states are super- or sub-Gaussian.

Skewness and kurtosis analysis for non-Gaussian distributions

NASA Astrophysics Data System (ADS)

Celikoglu, Ahmet; Tirnakli, Ugur

2018-06-01

In this paper we address a number of pitfalls regarding the use of kurtosis as a measure of deviations from the Gaussian. We treat kurtosis in both its standard definition and that which arises in q-statistics, namely q-kurtosis. We have recently shown that the relation proposed by Cristelli et al. (2012) between skewness and kurtosis can only be verified for relatively small data sets, independently of the type of statistics chosen; however it fails for sufficiently large data sets, if the fourth moment of the distribution is finite. For infinite fourth moments, kurtosis is not defined as the size of the data set tends to infinity. For distributions with finite fourth moments, the size, N, of the data set for which the standard kurtosis saturates to a fixed value, depends on the deviation of the original distribution from the Gaussian. Nevertheless, using kurtosis as a criterion for deciding which distribution deviates further from the Gaussian can be misleading for small data sets, even for finite fourth moment distributions. Going over to q-statistics, we find that although the value of q-kurtosis is finite in the range of 0 < q < 3, this quantity is not useful for comparing different non-Gaussian distributed data sets, unless the appropriate q value, which truly characterizes the data set of interest, is chosen. Finally, we propose a method to determine the correct q value and thereby to compute the q-kurtosis of q-Gaussian distributed data sets.

Truncated Gaussians as tolerance sets

NASA Technical Reports Server (NTRS)

Cozman, Fabio; Krotkov, Eric

1994-01-01

This work focuses on the use of truncated Gaussian distributions as models for bounded data measurements that are constrained to appear between fixed limits. The authors prove that the truncated Gaussian can be viewed as a maximum entropy distribution for truncated bounded data, when mean and covariance are given. The characteristic function for the truncated Gaussian is presented; from this, algorithms are derived for calculation of mean, variance, summation, application of Bayes rule and filtering with truncated Gaussians. As an example of the power of their methods, a derivation of the disparity constraint (used in computer vision) from their models is described. The authors' approach complements results in Statistics, but their proposal is not only to use the truncated Gaussian as a model for selected data; they propose to model measurements as fundamentally in terms of truncated Gaussians.

Stochastic space interval as a link between quantum randomness and macroscopic randomness?

NASA Astrophysics Data System (ADS)

Haug, Espen Gaarder; Hoff, Harald

2018-03-01

For many stochastic phenomena, we observe statistical distributions that have fat-tails and high-peaks compared to the Gaussian distribution. In this paper, we will explain how observable statistical distributions in the macroscopic world could be related to the randomness in the subatomic world. We show that fat-tailed (leptokurtic) phenomena in our everyday macroscopic world are ultimately rooted in Gaussian - or very close to Gaussian-distributed subatomic particle randomness, but they are not, in a strict sense, Gaussian distributions. By running a truly random experiment over a three and a half-year period, we observed a type of random behavior in trillions of photons. Combining our results with simple logic, we find that fat-tailed and high-peaked statistical distributions are exactly what we would expect to observe if the subatomic world is quantized and not continuously divisible. We extend our analysis to the fact that one typically observes fat-tails and high-peaks relative to the Gaussian distribution in stocks and commodity prices and many aspects of the natural world; these instances are all observable and documentable macro phenomena that strongly suggest that the ultimate building blocks of nature are discrete (e.g. they appear in quanta).

High-Performance Clock Synchronization Algorithms for Distributed Wireless Airborne Computer Networks with Applications to Localization and Tracking of Targets

DTIC Science & Technology

2010-06-01

GMKPF represents a better and more flexible alternative to the Gaussian Maximum Likelihood (GML), and Exponential Maximum Likelihood ( EML ...accurate results relative to GML and EML when the network delays are modeled in terms of a single non-Gaussian/non-exponential distribution or as a...to the Gaussian Maximum Likelihood (GML), and Exponential Maximum Likelihood ( EML ) estimators for clock offset estimation in non-Gaussian or non

Comparison of Multivariate Spatial Dependence Structures of DPIL and Flowmeter Hydraulic Conductivity Data Sets at the MADE Site

NASA Astrophysics Data System (ADS)

Xiao, B.; Haslauer, C. P.; Bohling, G. C.; Bárdossy, A.

2017-12-01

The spatial arrangement of hydraulic conductivity (K) determines water flow and solute transport behaviour in groundwater systems. This presentation demonstrates three advances over commonly used geostatistical methods by integrating measurements from novel measurement techniques and novel multivariate non-Gaussian dependence models: The spatial dependence structure of K was analysed using both data sets of K. Previously encountered similarities were confirmed in low-dimensional dependence. These similarities become less stringent and deviate more from symmetric Gaussian dependence in dimensions larger than two. Measurements of small and large K values are more uncertain than medium K values due to decreased sensitivity of the measurement devices at both ends of the K scale. Nevertheless, these measurements contain useful information that we include in the estimation of the marginal distribution and the spatial dependence structure as ``censored measurements'' that are estimated jointly without the common assumption of independence. The spatial dependence structure of the two data sets and their cross-covariances are used to infer the spatial dependence and the amount of the bias between the two data sets. By doing so, one spatial model for K is constructed that is used for simulation and that reflects the characteristics of both measurement techniques. The concept of the presented methodology is to use all available information for the estimation of a stochastic model of the primary parameter (K) at the highly heterogeneous Macrodispersion Experiment (MADE) site. The primary parameter has been measured by two independent measurement techniques whose sets of locations do not overlap. This site offers the unique opportunity of large quantities of measurements of K (31123 direct push injection logging based measurements and 2611 flowmeter based measurements). This improved dependence structure of K will be included into the estimated non-Gaussian dependence models and is expected to reproduce observed solute concentrations at the site better than existing dependence models of K.

Moments and Root-Mean-Square Error of the Bayesian MMSE Estimator of Classification Error in the Gaussian Model.

PubMed

Zollanvari, Amin; Dougherty, Edward R

2014-06-01

The most important aspect of any classifier is its error rate, because this quantifies its predictive capacity. Thus, the accuracy of error estimation is critical. Error estimation is problematic in small-sample classifier design because the error must be estimated using the same data from which the classifier has been designed. Use of prior knowledge, in the form of a prior distribution on an uncertainty class of feature-label distributions to which the true, but unknown, feature-distribution belongs, can facilitate accurate error estimation (in the mean-square sense) in circumstances where accurate completely model-free error estimation is impossible. This paper provides analytic asymptotically exact finite-sample approximations for various performance metrics of the resulting Bayesian Minimum Mean-Square-Error (MMSE) error estimator in the case of linear discriminant analysis (LDA) in the multivariate Gaussian model. These performance metrics include the first, second, and cross moments of the Bayesian MMSE error estimator with the true error of LDA, and therefore, the Root-Mean-Square (RMS) error of the estimator. We lay down the theoretical groundwork for Kolmogorov double-asymptotics in a Bayesian setting, which enables us to derive asymptotic expressions of the desired performance metrics. From these we produce analytic finite-sample approximations and demonstrate their accuracy via numerical examples. Various examples illustrate the behavior of these approximations and their use in determining the necessary sample size to achieve a desired RMS. The Supplementary Material contains derivations for some equations and added figures.

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

PubMed

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

2014-01-01

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

An Alternative to the Breeder’s and Lande’s Equations

PubMed Central

Houchmandzadeh, Bahram

2013-01-01

The breeder’s equation is a cornerstone of quantitative genetics, widely used in evolutionary modeling. Noting the mean phenotype in parental, selected parents, and the progeny by E(Z0), E(ZW), and E(Z1), this equation relates response to selection R = E(Z1) − E(Z0) to the selection differential S = E(ZW) − E(Z0) through a simple proportionality relation R = h2S, where the heritability coefficient h2 is a simple function of genotype and environment factors variance. The validity of this relation relies strongly on the normal (Gaussian) distribution of the parent genotype, which is an unobservable quantity and cannot be ascertained. In contrast, we show here that if the fitness (or selection) function is Gaussian with mean μ, an alternative, exact linear equation of the form R′ = j2S′ can be derived, regardless of the parental genotype distribution. Here R′ = E(Z1) − μ and S′ = E(ZW) − μ stand for the mean phenotypic lag with respect to the mean of the fitness function in the offspring and selected populations. The proportionality coefficient j2 is a simple function of selection function and environment factors variance, but does not contain the genotype variance. To demonstrate this, we derive the exact functional relation between the mean phenotype in the selected and the offspring population and deduce all cases that lead to a linear relation between them. These results generalize naturally to the concept of G matrix and the multivariate Lande’s equation Δz¯=GP−1S. The linearity coefficient of the alternative equation are not changed by Gaussian selection. PMID:24212080

Hyperspectral target detection using heavy-tailed distributions

NASA Astrophysics Data System (ADS)

Willis, Chris J.

2009-09-01

One promising approach to target detection in hyperspectral imagery exploits a statistical mixture model to represent scene content at a pixel level. The process then goes on to look for pixels which are rare, when judged against the model, and marks them as anomalies. It is assumed that military targets will themselves be rare and therefore likely to be detected amongst these anomalies. For the typical assumption of multivariate Gaussianity for the mixture components, the presence of the anomalous pixels within the training data will have a deleterious effect on the quality of the model. In particular, the derivation process itself is adversely affected by the attempt to accommodate the anomalies within the mixture components. This will bias the statistics of at least some of the components away from their true values and towards the anomalies. In many cases this will result in a reduction in the detection performance and an increased false alarm rate. This paper considers the use of heavy-tailed statistical distributions within the mixture model. Such distributions are better able to account for anomalies in the training data within the tails of their distributions, and the balance of the pixels within their central masses. This means that an improved model of the majority of the pixels in the scene may be produced, ultimately leading to a better anomaly detection result. The anomaly detection techniques are examined using both synthetic data and hyperspectral imagery with injected anomalous pixels. A range of results is presented for the baseline Gaussian mixture model and for models accommodating heavy-tailed distributions, for different parameterizations of the algorithms. These include scene understanding results, anomalous pixel maps at given significance levels and Receiver Operating Characteristic curves.

Digital simulation of two-dimensional random fields with arbitrary power spectra and non-Gaussian probability distribution functions.

PubMed

Yura, Harold T; Hanson, Steen G

2012-04-01

Methods for simulation of two-dimensional signals with arbitrary power spectral densities and signal amplitude probability density functions are disclosed. The method relies on initially transforming a white noise sample set of random Gaussian distributed numbers into a corresponding set with the desired spectral distribution, after which this colored Gaussian probability distribution is transformed via an inverse transform into the desired probability distribution. In most cases the method provides satisfactory results and can thus be considered an engineering approach. Several illustrative examples with relevance for optics are given.

Measuring Treasury Bond Portfolio Risk and Portfolio Optimization with a Non-Gaussian Multivariate Model

NASA Astrophysics Data System (ADS)

Dong, Yijun

The research about measuring the risk of a bond portfolio and the portfolio optimization was relatively rare previously, because the risk factors of bond portfolios are not very volatile. However, this condition has changed recently. The 2008 financial crisis brought high volatility to the risk factors and the related bond securities, even if the highly rated U.S. treasury bonds. Moreover, the risk factors of bond portfolios show properties of fat-tailness and asymmetry like risk factors of equity portfolios. Therefore, we need to use advanced techniques to measure and manage risk of bond portfolios. In our paper, we first apply autoregressive moving average generalized autoregressive conditional heteroscedasticity (ARMA-GARCH) model with multivariate normal tempered stable (MNTS) distribution innovations to predict risk factors of U.S. treasury bonds and statistically demonstrate that MNTS distribution has the ability to capture the properties of risk factors based on the goodness-of-fit tests. Then based on empirical evidence, we find that the VaR and AVaR estimated by assuming normal tempered stable distribution are more realistic and reliable than those estimated by assuming normal distribution, especially for the financial crisis period. Finally, we use the mean-risk portfolio optimization to minimize portfolios' potential risks. The empirical study indicates that the optimized bond portfolios have better risk-adjusted performances than the benchmark portfolios for some periods. Moreover, the optimized bond portfolios obtained by assuming normal tempered stable distribution have improved performances in comparison to the optimized bond portfolios obtained by assuming normal distribution.

Skew-t fits to mortality data--can a Gaussian-related distribution replace the Gompertz-Makeham as the basis for mortality studies?

PubMed

Clark, Jeremy S C; Kaczmarczyk, Mariusz; Mongiało, Zbigniew; Ignaczak, Paweł; Czajkowski, Andrzej A; Klęsk, Przemysław; Ciechanowicz, Andrzej

2013-08-01

Gompertz-related distributions have dominated mortality studies for 187 years. However, nonrelated distributions also fit well to mortality data. These compete with the Gompertz and Gompertz-Makeham data when applied to data with varying extents of truncation, with no consensus as to preference. In contrast, Gaussian-related distributions are rarely applied, despite the fact that Lexis in 1879 suggested that the normal distribution itself fits well to the right of the mode. Study aims were therefore to compare skew-t fits to Human Mortality Database data, with Gompertz-nested distributions, by implementing maximum likelihood estimation functions (mle2, R package bbmle; coding given). Results showed skew-t fits obtained lower Bayesian information criterion values than Gompertz-nested distributions, applied to low-mortality country data, including 1711 and 1810 cohorts. As Gaussian-related distributions have now been found to have almost universal application to error theory, one conclusion could be that a Gaussian-related distribution might replace Gompertz-related distributions as the basis for mortality studies.

Stochastic static fault slip inversion from geodetic data with non-negativity and bound constraints

NASA Astrophysics Data System (ADS)

Nocquet, J.-M.

2018-07-01

Despite surface displacements observed by geodesy are linear combinations of slip at faults in an elastic medium, determining the spatial distribution of fault slip remains a ill-posed inverse problem. A widely used approach to circumvent the illness of the inversion is to add regularization constraints in terms of smoothing and/or damping so that the linear system becomes invertible. However, the choice of regularization parameters is often arbitrary, and sometimes leads to significantly different results. Furthermore, the resolution analysis is usually empirical and cannot be made independently of the regularization. The stochastic approach of inverse problems provides a rigorous framework where the a priori information about the searched parameters is combined with the observations in order to derive posterior probabilities of the unkown parameters. Here, I investigate an approach where the prior probability density function (pdf) is a multivariate Gaussian function, with single truncation to impose positivity of slip or double truncation to impose positivity and upper bounds on slip for interseismic modelling. I show that the joint posterior pdf is similar to the linear untruncated Gaussian case and can be expressed as a truncated multivariate normal (TMVN) distribution. The TMVN form can then be used to obtain semi-analytical formulae for the single, 2-D or n-D marginal pdf. The semi-analytical formula involves the product of a Gaussian by an integral term that can be evaluated using recent developments in TMVN probabilities calculations. Posterior mean and covariance can also be efficiently derived. I show that the maximum posterior (MAP) can be obtained using a non-negative least-squares algorithm for the single truncated case or using the bounded-variable least-squares algorithm for the double truncated case. I show that the case of independent uniform priors can be approximated using TMVN. The numerical equivalence to Bayesian inversions using Monte Carlo Markov chain (MCMC) sampling is shown for a synthetic example and a real case for interseismic modelling in Central Peru. The TMVN method overcomes several limitations of the Bayesian approach using MCMC sampling. First, the need of computer power is largely reduced. Second, unlike Bayesian MCMC-based approach, marginal pdf, mean, variance or covariance are obtained independently one from each other. Third, the probability and cumulative density functions can be obtained with any density of points. Finally, determining the MAP is extremely fast.

Strong consistency of nonparametric Bayes density estimation on compact metric spaces with applications to specific manifolds

PubMed Central

Bhattacharya, Abhishek; Dunson, David B.

2012-01-01

This article considers a broad class of kernel mixture density models on compact metric spaces and manifolds. Following a Bayesian approach with a nonparametric prior on the location mixing distribution, sufficient conditions are obtained on the kernel, prior and the underlying space for strong posterior consistency at any continuous density. The prior is also allowed to depend on the sample size n and sufficient conditions are obtained for weak and strong consistency. These conditions are verified on compact Euclidean spaces using multivariate Gaussian kernels, on the hypersphere using a von Mises-Fisher kernel and on the planar shape space using complex Watson kernels. PMID:22984295

Multivariate interactive digital analysis system /MIDAS/ - A new fast multispectral recognition system

NASA Technical Reports Server (NTRS)

Kriegler, F.; Marshall, R.; Lampert, S.; Gordon, M.; Cornell, C.; Kistler, R.

1973-01-01

The MIDAS system is a prototype, multiple-pipeline digital processor mechanizing the multivariate-Gaussian, maximum-likelihood decision algorithm operating at 200,000 pixels/second. It incorporates displays and film printer equipment under control of a general purpose midi-computer and possesses sufficient flexibility that operational versions of the equipment may be subsequently specified as subsets of the system.

Comparisons of non-Gaussian statistical models in DNA methylation analysis.

PubMed

Ma, Zhanyu; Teschendorff, Andrew E; Yu, Hong; Taghia, Jalil; Guo, Jun

2014-06-16

As a key regulatory mechanism of gene expression, DNA methylation patterns are widely altered in many complex genetic diseases, including cancer. DNA methylation is naturally quantified by bounded support data; therefore, it is non-Gaussian distributed. In order to capture such properties, we introduce some non-Gaussian statistical models to perform dimension reduction on DNA methylation data. Afterwards, non-Gaussian statistical model-based unsupervised clustering strategies are applied to cluster the data. Comparisons and analysis of different dimension reduction strategies and unsupervised clustering methods are presented. Experimental results show that the non-Gaussian statistical model-based methods are superior to the conventional Gaussian distribution-based method. They are meaningful tools for DNA methylation analysis. Moreover, among several non-Gaussian methods, the one that captures the bounded nature of DNA methylation data reveals the best clustering performance.

Comparisons of Non-Gaussian Statistical Models in DNA Methylation Analysis

PubMed Central

Ma, Zhanyu; Teschendorff, Andrew E.; Yu, Hong; Taghia, Jalil; Guo, Jun

2014-01-01

As a key regulatory mechanism of gene expression, DNA methylation patterns are widely altered in many complex genetic diseases, including cancer. DNA methylation is naturally quantified by bounded support data; therefore, it is non-Gaussian distributed. In order to capture such properties, we introduce some non-Gaussian statistical models to perform dimension reduction on DNA methylation data. Afterwards, non-Gaussian statistical model-based unsupervised clustering strategies are applied to cluster the data. Comparisons and analysis of different dimension reduction strategies and unsupervised clustering methods are presented. Experimental results show that the non-Gaussian statistical model-based methods are superior to the conventional Gaussian distribution-based method. They are meaningful tools for DNA methylation analysis. Moreover, among several non-Gaussian methods, the one that captures the bounded nature of DNA methylation data reveals the best clustering performance. PMID:24937687

A Concept for Measuring Electron Distribution Functions Using Collective Thomson Scattering

NASA Astrophysics Data System (ADS)

Milder, A. L.; Froula, D. H.

2017-10-01

A.B. Langdon proposed that stable non-Maxwellian distribution functions are realized in coronal inertial confinement fusion plasmas via inverse bremsstrahlung heating. For Zvosc2 Zvosc2 vth2 > 1 , vth2 > 1 , the inverse bremsstrahlung heating rate is sufficiently fast to compete with electron-electron collisions. This process preferentially heats the subthermal electrons leading to super-Gaussian distribution functions. A method to identify the super-Gaussian order of the distribution functions in these plasmas using collective Thomson scattering will be proposed. By measuring the collective Thomson spectra over a range of angles the density, temperature and super-Gaussian order can be determined. This is accomplished by fitting non-Maxwellian distribution data with a super-Gaussian model; in order to match the density and electron temperature to within 10%, the super-Gaussian order must be varied. This material is based upon work supported by the Department of Energy National Nuclear Security Administration under Award Number DE-NA0001944.

Detecting Non-Gaussian and Lognormal Characteristics of Temperature and Water Vapor Mixing Ratio

NASA Astrophysics Data System (ADS)

Kliewer, A.; Fletcher, S. J.; Jones, A. S.; Forsythe, J. M.

2017-12-01

Many operational data assimilation and retrieval systems assume that the errors and variables come from a Gaussian distribution. This study builds upon previous results that shows that positive definite variables, specifically water vapor mixing ratio and temperature, can follow a non-Gaussian distribution and moreover a lognormal distribution. Previously, statistical testing procedures which included the Jarque-Bera test, the Shapiro-Wilk test, the Chi-squared goodness-of-fit test, and a composite test which incorporated the results of the former tests were employed to determine locations and time spans where atmospheric variables assume a non-Gaussian distribution. These tests are now investigated in a "sliding window" fashion in order to extend the testing procedure to near real-time. The analyzed 1-degree resolution data comes from the National Oceanic and Atmospheric Administration (NOAA) Global Forecast System (GFS) six hour forecast from the 0Z analysis. These results indicate the necessity of a Data Assimilation (DA) system to be able to properly use the lognormally-distributed variables in an appropriate Bayesian analysis that does not assume the variables are Gaussian.

The distribution of cardiac troponin I in a population of healthy children: lessons for adults.

PubMed

Koerbin, Gus; Potter, Julia M; Abhayaratna, Walter P; Telford, Richard D; Hickman, Peter E

2013-02-18

To describe the distribution of hs-cTnI in a large cohort of healthy children. As part of the LOOK study, blood was collected from a large cohort of healthy children on 3 separate occasions when the children were aged 8, 10 and 12years. Samples were stored at -80°C after collection and assayed after 1 freeze-thaw cycle using a pre-commercial release hs-cTnI assay from Abbott Diagnostics. More than 98% of the 12year-old children had cTnI above the LoD of 1.0ng/L. For the 212 boys the central 95% of results was distributed in a Gaussian fashion. For the 237 girls, the initial analysis was non-Gaussian, but after the elimination of 2 results, the pattern for girls was also Gaussian. In healthy children, cTnI is present in a Gaussian distribution. Even minor illnesses can cause some troponin release, distorting this Gaussian distribution. Copyright © 2012 Elsevier B.V. All rights reserved.

On the robustness of the q-Gaussian family

NASA Astrophysics Data System (ADS)

Sicuro, Gabriele; Tempesta, Piergiulio; Rodríguez, Antonio; Tsallis, Constantino

2015-12-01

We introduce three deformations, called α-, β- and γ-deformation respectively, of a N-body probabilistic model, first proposed by Rodríguez et al. (2008), having q-Gaussians as N → ∞ limiting probability distributions. The proposed α- and β-deformations are asymptotically scale-invariant, whereas the γ-deformation is not. We prove that, for both α- and β-deformations, the resulting deformed triangles still have q-Gaussians as limiting distributions, with a value of q independent (dependent) on the deformation parameter in the α-case (β-case). In contrast, the γ-case, where we have used the celebrated Q-numbers and the Gauss binomial coefficients, yields other limiting probability distribution functions, outside the q-Gaussian family. These results suggest that scale-invariance might play an important role regarding the robustness of the q-Gaussian family.

Distinguishing Response Conflict and Task Conflict in the Stroop Task: Evidence from Ex-Gaussian Distribution Analysis

ERIC Educational Resources Information Center

Steinhauser, Marco; Hubner, Ronald

2009-01-01

It has been suggested that performance in the Stroop task is influenced by response conflict as well as task conflict. The present study investigated the idea that both conflict types can be isolated by applying ex-Gaussian distribution analysis which decomposes response time into a Gaussian and an exponential component. Two experiments were…

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

PubMed

Hamby, D M

2002-01-01

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

Comparison of Gaussian and non-Gaussian Atmospheric Profile Retrievals from Satellite Microwave Data

NASA Astrophysics Data System (ADS)

Kliewer, A.; Forsythe, J. M.; Fletcher, S. J.; Jones, A. S.

2017-12-01

The Cooperative Institute for Research in the Atmosphere at Colorado State University has recently developed two different versions of a mixed-distribution (lognormal combined with a Gaussian) based microwave temperature and mixing ratio retrieval system as well as the original Gaussian-based approach. These retrieval systems are based upon 1DVAR theory but have been adapted to use different descriptive statistics of the lognormal distribution to minimize the background errors. The input radiance data is from the AMSU-A and MHS instruments on the NOAA series of spacecraft. To help illustrate how the three retrievals are affected by the change in the distribution we are in the process of creating a new website to show the output from the different retrievals. Here we present initial results from different dynamical situations to show how the tool could be used by forecasters as well as for educators. However, as the new retrieved values are from a non-Gaussian based 1DVAR then they will display non-Gaussian behaviors that need to pass a quality control measure that is consistent with this distribution, and these new measures are presented here along with initial results for checking the retrievals.

Distributed memory approaches for robotic neural controllers

NASA Technical Reports Server (NTRS)

Jorgensen, Charles C.

1990-01-01

The suitability is explored of two varieties of distributed memory neutral networks as trainable controllers for a simulated robotics task. The task requires that two cameras observe an arbitrary target point in space. Coordinates of the target on the camera image planes are passed to a neural controller which must learn to solve the inverse kinematics of a manipulator with one revolute and two prismatic joints. Two new network designs are evaluated. The first, radial basis sparse distributed memory (RBSDM), approximates functional mappings as sums of multivariate gaussians centered around previously learned patterns. The second network types involved variations of Adaptive Vector Quantizers or Self Organizing Maps. In these networks, random N dimensional points are given local connectivities. They are then exposed to training patterns and readjust their locations based on a nearest neighbor rule. Both approaches are tested based on their ability to interpolate manipulator joint coordinates for simulated arm movement while simultaneously performing stereo fusion of the camera data. Comparisons are made with classical k-nearest neighbor pattern recognition techniques.

On the efficacy of procedures to normalize Ex-Gaussian distributions

PubMed Central

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

2015-01-01

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

MIDAS: Regionally linear multivariate discriminative statistical mapping.

PubMed

Varol, Erdem; Sotiras, Aristeidis; Davatzikos, Christos

2018-07-01

Statistical parametric maps formed via voxel-wise mass-univariate tests, such as the general linear model, are commonly used to test hypotheses about regionally specific effects in neuroimaging cross-sectional studies where each subject is represented by a single image. Despite being informative, these techniques remain limited as they ignore multivariate relationships in the data. Most importantly, the commonly employed local Gaussian smoothing, which is important for accounting for registration errors and making the data follow Gaussian distributions, is usually chosen in an ad hoc fashion. Thus, it is often suboptimal for the task of detecting group differences and correlations with non-imaging variables. Information mapping techniques, such as searchlight, which use pattern classifiers to exploit multivariate information and obtain more powerful statistical maps, have become increasingly popular in recent years. However, existing methods may lead to important interpretation errors in practice (i.e., misidentifying a cluster as informative, or failing to detect truly informative voxels), while often being computationally expensive. To address these issues, we introduce a novel efficient multivariate statistical framework for cross-sectional studies, termed MIDAS, seeking highly sensitive and specific voxel-wise brain maps, while leveraging the power of regional discriminant analysis. In MIDAS, locally linear discriminative learning is applied to estimate the pattern that best discriminates between two groups, or predicts a variable of interest. This pattern is equivalent to local filtering by an optimal kernel whose coefficients are the weights of the linear discriminant. By composing information from all neighborhoods that contain a given voxel, MIDAS produces a statistic that collectively reflects the contribution of the voxel to the regional classifiers as well as the discriminative power of the classifiers. Critically, MIDAS efficiently assesses the statistical significance of the derived statistic by analytically approximating its null distribution without the need for computationally expensive permutation tests. The proposed framework was extensively validated using simulated atrophy in structural magnetic resonance imaging (MRI) and further tested using data from a task-based functional MRI study as well as a structural MRI study of cognitive performance. The performance of the proposed framework was evaluated against standard voxel-wise general linear models and other information mapping methods. The experimental results showed that MIDAS achieves relatively higher sensitivity and specificity in detecting group differences. Together, our results demonstrate the potential of the proposed approach to efficiently map effects of interest in both structural and functional data. Copyright © 2018. Published by Elsevier Inc.

A New Quality Control Method base on IRMCD for Wind Profiler Observation towards Future Assimilation Application

NASA Astrophysics Data System (ADS)

Chen, Min; Zhang, Yu

2017-04-01

A wind profiler network with a total of 65 profiling radars was operated by the MOC/CMA in China until July 2015. In this study, a quality control procedure is constructed to incorporate the profiler data from the wind-profiling network into the local data assimilation and forecasting system (BJRUC). The procedure applies a blacklisting check that removes stations with gross errors and an outlier check that rejects data with large deviations from the background. Instead of the bi-weighting method, which has been commonly implemented in outlier elimination for one-dimensional scalar observations, an outlier elimination method is developed based on the iterated reweighted minimum covariance determinant (IRMCD) for multi-variate observations such as wind profiler data. A quality control experiment is separately performed for subsets containing profiler data tagged in parallel with/without rain flags at every 00UTC/12UTC from 20 June to 30 Sep 2015. From the results, we find that with the quality control, the frequency distributions of the differences between the observations and model background become more Gaussian-like and meet the requirements of a Gaussian distribution for data assimilation. Further intensive assessment for each quality control step reveals that the stations rejected by blacklisting contain poor data quality, and the IRMCD rejects outliers in a robust and physically reasonable manner.

A New Multivariate Approach in Generating Ensemble Meteorological Forcings for Hydrological Forecasting

NASA Astrophysics Data System (ADS)

Khajehei, Sepideh; Moradkhani, Hamid

2015-04-01

Producing reliable and accurate hydrologic ensemble forecasts are subject to various sources of uncertainty, including meteorological forcing, initial conditions, model structure, and model parameters. Producing reliable and skillful precipitation ensemble forecasts is one approach to reduce the total uncertainty in hydrological applications. Currently, National Weather Prediction (NWP) models are developing ensemble forecasts for various temporal ranges. It is proven that raw products from NWP models are biased in mean and spread. Given the above state, there is a need for methods that are able to generate reliable ensemble forecasts for hydrological applications. One of the common techniques is to apply statistical procedures in order to generate ensemble forecast from NWP-generated single-value forecasts. The procedure is based on the bivariate probability distribution between the observation and single-value precipitation forecast. However, one of the assumptions of the current method is fitting Gaussian distribution to the marginal distributions of observed and modeled climate variable. Here, we have described and evaluated a Bayesian approach based on Copula functions to develop an ensemble precipitation forecast from the conditional distribution of single-value precipitation forecasts. Copula functions are known as the multivariate joint distribution of univariate marginal distributions, which are presented as an alternative procedure in capturing the uncertainties related to meteorological forcing. Copulas are capable of modeling the joint distribution of two variables with any level of correlation and dependency. This study is conducted over a sub-basin in the Columbia River Basin in USA using the monthly precipitation forecasts from Climate Forecast System (CFS) with 0.5x0.5 Deg. spatial resolution to reproduce the observations. The verification is conducted on a different period and the superiority of the procedure is compared with Ensemble Pre-Processor approach currently used by National Weather Service River Forecast Centers in USA.

On the application of Rice's exceedance statistics to atmospheric turbulence.

NASA Technical Reports Server (NTRS)

Chen, W. Y.

1972-01-01

Discrepancies produced by the application of Rice's exceedance statistics to atmospheric turbulence are examined. First- and second-order densities from several data sources have been measured for this purpose. Particular care was paid to each selection of turbulence that provides stationary mean and variance over the entire segment. Results show that even for a stationary segment of turbulence, the process is still highly non-Gaussian, in spite of a Gaussian appearance for its first-order distribution. Data also indicate strongly non-Gaussian second-order distributions. It is therefore concluded that even stationary atmospheric turbulence with a normal first-order distribution cannot be considered a Gaussian process, and consequently the application of Rice's exceedance statistics should be approached with caution.

A multivariate multilevel Gaussian model with a mixed effects structure in the mean and covariance part.

PubMed

Li, Baoyue; Bruyneel, Luk; Lesaffre, Emmanuel

2014-05-20

A traditional Gaussian hierarchical model assumes a nested multilevel structure for the mean and a constant variance at each level. We propose a Bayesian multivariate multilevel factor model that assumes a multilevel structure for both the mean and the covariance matrix. That is, in addition to a multilevel structure for the mean we also assume that the covariance matrix depends on covariates and random effects. This allows to explore whether the covariance structure depends on the values of the higher levels and as such models heterogeneity in the variances and correlation structure of the multivariate outcome across the higher level values. The approach is applied to the three-dimensional vector of burnout measurements collected on nurses in a large European study to answer the research question whether the covariance matrix of the outcomes depends on recorded system-level features in the organization of nursing care, but also on not-recorded factors that vary with countries, hospitals, and nursing units. Simulations illustrate the performance of our modeling approach. Copyright © 2013 John Wiley & Sons, Ltd.

Probability distribution for the Gaussian curvature of the zero level surface of a random function

NASA Astrophysics Data System (ADS)

Hannay, J. H.

2018-04-01

A rather natural construction for a smooth random surface in space is the level surface of value zero, or ‘nodal’ surface f(x,y,z)  =  0, of a (real) random function f; the interface between positive and negative regions of the function. A physically significant local attribute at a point of a curved surface is its Gaussian curvature (the product of its principal curvatures) because, when integrated over the surface it gives the Euler characteristic. Here the probability distribution for the Gaussian curvature at a random point on the nodal surface f  =  0 is calculated for a statistically homogeneous (‘stationary’) and isotropic zero mean Gaussian random function f. Capitalizing on the isotropy, a ‘fixer’ device for axes supplies the probability distribution directly as a multiple integral. Its evaluation yields an explicit algebraic function with a simple average. Indeed, this average Gaussian curvature has long been known. For a non-zero level surface instead of the nodal one, the probability distribution is not fully tractable, but is supplied as an integral expression.

Calculation of the confidence intervals for transformation parameters in the registration of medical images

PubMed Central

Bansal, Ravi; Staib, Lawrence H.; Laine, Andrew F.; Xu, Dongrong; Liu, Jun; Posecion, Lainie F.; Peterson, Bradley S.

2010-01-01

Images from different individuals typically cannot be registered precisely because anatomical features within the images differ across the people imaged and because the current methods for image registration have inherent technological limitations that interfere with perfect registration. Quantifying the inevitable error in image registration is therefore of crucial importance in assessing the effects that image misregistration may have on subsequent analyses in an imaging study. We have developed a mathematical framework for quantifying errors in registration by computing the confidence intervals of the estimated parameters (3 translations, 3 rotations, and 1 global scale) for the similarity transformation. The presence of noise in images and the variability in anatomy across individuals ensures that estimated registration parameters are always random variables. We assume a functional relation among intensities across voxels in the images, and we use the theory of nonlinear, least-squares estimation to show that the parameters are multivariate Gaussian distributed. We then use the covariance matrix of this distribution to compute the confidence intervals of the transformation parameters. These confidence intervals provide a quantitative assessment of the registration error across the images. Because transformation parameters are nonlinearly related to the coordinates of landmark points in the brain, we subsequently show that the coordinates of those landmark points are also multivariate Gaussian distributed. Using these distributions, we then compute the confidence intervals of the coordinates for landmark points in the image. Each of these confidence intervals in turn provides a quantitative assessment of the registration error at a particular landmark point. Because our method is computationally intensive, however, its current implementation is limited to assessing the error of the parameters in the similarity transformation across images. We assessed the performance of our method in computing the error in estimated similarity parameters by applying that method to real world dataset. Our results showed that the size of the confidence intervals computed using our method decreased – i.e. our confidence in the registration of images from different individuals increased – for increasing amounts of blur in the images. Moreover, the size of the confidence intervals increased for increasing amounts of noise, misregistration, and differing anatomy. Thus, our method precisely quantified confidence in the registration of images that contain varying amounts of misregistration and varying anatomy across individuals. PMID:19138877

Probing the statistics of primordial fluctuations and their evolution

NASA Technical Reports Server (NTRS)

Gaztanaga, Enrique; Yokoyama, Jun'ichi

1993-01-01

The statistical distribution of fluctuations on various scales is analyzed in terms of the counts in cells of smoothed density fields, using volume-limited samples of galaxy redshift catalogs. It is shown that the distribution on large scales, with volume average of the two-point correlation function of the smoothed field less than about 0.05, is consistent with Gaussian. Statistics are shown to agree remarkably well with the negative binomial distribution, which has hierarchial correlations and a Gaussian behavior at large scales. If these observed properties correspond to the matter distribution, they suggest that our universe started with Gaussian fluctuations and evolved keeping hierarchial form.

An empirical analysis of the distribution of overshoots in a stationary Gaussian stochastic process

NASA Technical Reports Server (NTRS)

Carter, M. C.; Madison, M. W.

1973-01-01

The frequency distribution of overshoots in a stationary Gaussian stochastic process is analyzed. The primary processes involved in this analysis are computer simulation and statistical estimation. Computer simulation is used to simulate stationary Gaussian stochastic processes that have selected autocorrelation functions. An analysis of the simulation results reveals a frequency distribution for overshoots with a functional dependence on the mean and variance of the process. Statistical estimation is then used to estimate the mean and variance of a process. It is shown that for an autocorrelation function, the mean and the variance for the number of overshoots, a frequency distribution for overshoots can be estimated.

Sworn testimony of the model evidence: Gaussian Mixture Importance (GAME) sampling

NASA Astrophysics Data System (ADS)

Volpi, Elena; Schoups, Gerrit; Firmani, Giovanni; Vrugt, Jasper A.

2017-07-01

What is the "best" model? The answer to this question lies in part in the eyes of the beholder, nevertheless a good model must blend rigorous theory with redeeming qualities such as parsimony and quality of fit. Model selection is used to make inferences, via weighted averaging, from a set of K candidate models, Mk; k=>(1,…,K>), and help identify which model is most supported by the observed data, Y>˜=>(y˜1,…,y˜n>). Here, we introduce a new and robust estimator of the model evidence, p>(Y>˜|Mk>), which acts as normalizing constant in the denominator of Bayes' theorem and provides a single quantitative measure of relative support for each hypothesis that integrates model accuracy, uncertainty, and complexity. However, p>(Y>˜|Mk>) is analytically intractable for most practical modeling problems. Our method, coined GAussian Mixture importancE (GAME) sampling, uses bridge sampling of a mixture distribution fitted to samples of the posterior model parameter distribution derived from MCMC simulation. We benchmark the accuracy and reliability of GAME sampling by application to a diverse set of multivariate target distributions (up to 100 dimensions) with known values of p>(Y>˜|Mk>) and to hypothesis testing using numerical modeling of the rainfall-runoff transformation of the Leaf River watershed in Mississippi, USA. These case studies demonstrate that GAME sampling provides robust and unbiased estimates of the evidence at a relatively small computational cost outperforming commonly used estimators. The GAME sampler is implemented in the MATLAB package of DREAM and simplifies considerably scientific inquiry through hypothesis testing and model selection.

Nonparametric, Coupled ,Bayesian ,Dictionary ,and Classifier Learning for Hyperspectral Classification.

PubMed

Akhtar, Naveed; Mian, Ajmal

2017-10-03

We present a principled approach to learn a discriminative dictionary along a linear classifier for hyperspectral classification. Our approach places Gaussian Process priors over the dictionary to account for the relative smoothness of the natural spectra, whereas the classifier parameters are sampled from multivariate Gaussians. We employ two Beta-Bernoulli processes to jointly infer the dictionary and the classifier. These processes are coupled under the same sets of Bernoulli distributions. In our approach, these distributions signify the frequency of the dictionary atom usage in representing class-specific training spectra, which also makes the dictionary discriminative. Due to the coupling between the dictionary and the classifier, the popularity of the atoms for representing different classes gets encoded into the classifier. This helps in predicting the class labels of test spectra that are first represented over the dictionary by solving a simultaneous sparse optimization problem. The labels of the spectra are predicted by feeding the resulting representations to the classifier. Our approach exploits the nonparametric Bayesian framework to automatically infer the dictionary size--the key parameter in discriminative dictionary learning. Moreover, it also has the desirable property of adaptively learning the association between the dictionary atoms and the class labels by itself. We use Gibbs sampling to infer the posterior probability distributions over the dictionary and the classifier under the proposed model, for which, we derive analytical expressions. To establish the effectiveness of our approach, we test it on benchmark hyperspectral images. The classification performance is compared with the state-of-the-art dictionary learning-based classification methods.

The influence of non-Gaussian distribution functions on the time-dependent perpendicular transport of energetic particles

NASA Astrophysics Data System (ADS)

Lasuik, J.; Shalchi, A.

2018-06-01

In the current paper we explore the influence of the assumed particle statistics on the transport of energetic particles across a mean magnetic field. In previous work the assumption of a Gaussian distribution function was standard, although there have been known cases for which the transport is non-Gaussian. In the present work we combine a kappa distribution with the ordinary differential equation provided by the so-called unified non-linear transport theory. We then compute running perpendicular diffusion coefficients for different values of κ and turbulence configurations. We show that changing the parameter κ slightly increases or decreases the perpendicular diffusion coefficient depending on the considered turbulence configuration. Since these changes are small, we conclude that the assumed statistics is less significant in particle transport theory. The results obtained in the current paper support to use a Gaussian distribution function as usually done in particle transport theory.

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

PubMed

Kang; Ih; Kim; Kim

2000-03-01

In this study, a new prediction method is suggested for sound transmission loss (STL) of multilayered panels of infinite extent. Conventional methods such as random or field incidence approach often given significant discrepancies in predicting STL of multilayered panels when compared with the experiments. In this paper, appropriate directional distributions of incident energy to predict the STL of multilayered panels are proposed. In order to find a weighting function to represent the directional distribution of incident energy on the wall in a reverberation chamber, numerical simulations by using a ray-tracing technique are carried out. Simulation results reveal that the directional distribution can be approximately expressed by the Gaussian distribution function in terms of the angle of incidence. The Gaussian function is applied to predict the STL of various multilayered panel configurations as well as single panels. The compared results between the measurement and the prediction show good agreements, which validate the proposed Gaussian function approach.

Experimental Profiling of a Non-truncated Focused Gaussian Beam and Fine-tuning of the Quadratic Phase in the Fresnel Gaussian Shape Invariant

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

S., Juan Manuel Franco; Cywiak, Moises; Cywiak, David

2015-06-24

A homodyne profiler is used for recording the intensity distribution of focused non-truncated Gaussian beams. The spatial distributions are obtained at planes in the vicinity of the back-focal plane of a focusing lens placed at different distances from a He–Ne laser beam with a Gaussian intensity profile. Comparisons of the experimental data with those obtained from the analytical equations for an ideal focusing lens allow us to propose formulae to fine-tune the quadratic term in the Fresnel Gaussian shape invariant at each interface of the propagated field. Furthermore, we give analytical expressions to calculate adequately the propagation of the fieldmore » through an optical system.« less

The area of isodensity contours in cosmological models and galaxy surveys

NASA Technical Reports Server (NTRS)

Ryden, Barbara S.; Melott, Adrian L.; Craig, David A.; Gott, J. Richard, III; Weinberg, David H.

1989-01-01

The contour crossing statistic, defined as the mean number of times per unit length that a straight line drawn through the field crosses a given contour, is applied to model density fields and to smoothed samples of galaxies. Models in which the matter is in a bubble structure, in a filamentary net, or in clusters can be distinguished from Gaussian density distributions. The shape of the contour crossing curve in the initially Gaussian fields considered remains Gaussian after gravitational evolution and biasing, as long as the smoothing length is longer than the mass correlation length. With a smoothing length of 5/h Mpc, models containing cosmic strings are indistinguishable from Gaussian distributions. Cosmic explosion models are significantly non-Gaussian, having a bubbly structure. Samples from the CfA survey and the Haynes and Giovanelli (1986) survey are more strongly non-Gaussian at a smoothing length of 6/h Mpc than any of the models examined. At a smoothing length of 12/h Mpc, the Haynes and Giovanelli sample appears Gaussian.

Skewness in large-scale structure and non-Gaussian initial conditions

NASA Technical Reports Server (NTRS)

Fry, J. N.; Scherrer, Robert J.

1994-01-01

We compute the skewness of the galaxy distribution arising from the nonlinear evolution of arbitrary non-Gaussian intial conditions to second order in perturbation theory including the effects of nonlinear biasing. The result contains a term identical to that for a Gaussian initial distribution plus terms which depend on the skewness and kurtosis of the initial conditions. The results are model dependent; we present calculations for several toy models. At late times, the leading contribution from the initial skewness decays away relative to the other terms and becomes increasingly unimportant, but the contribution from initial kurtosis, previously overlooked, has the same time dependence as the Gaussian terms. Observations of a linear dependence of the normalized skewness on the rms density fluctuation therefore do not necessarily rule out initially non-Gaussian models. We also show that with non-Gaussian initial conditions the first correction to linear theory for the mean square density fluctuation is larger than for Gaussian models.

Distributions of underdense meteor trail amplitudes and its application to meteor scatter communication system design

NASA Astrophysics Data System (ADS)

Weitzen, J. A.; Bourque, S.; Ostergaard, J. C.; Bench, P. M.; Baily, A. D.

1991-04-01

Analysis of data from recent experiments leads to the observation that distributions of underdense meteor trail peak signal amplitudes differ from classic predictions. In this paper the distribution of trail amplitudes in decibels relative 1 W (dBw) is considered, and it is shown that Lindberg's theorem can be used to apply central limit arguments to this problem. It is illustrated that a Gaussian model for the distribution of the logarithm of the peak received signal level of underdense trails provides a better fit to data than classic approaches. Distributions of underdense meteor trail amplitudes at five frequencies are compared to a Gaussian distribution and the classic model. Implications of the Gaussian assumption on the design of communication systems are discussed.

Automatic image equalization and contrast enhancement using Gaussian mixture modeling.

PubMed

Celik, Turgay; Tjahjadi, Tardi

2012-01-01

In this paper, we propose an adaptive image equalization algorithm that automatically enhances the contrast in an input image. The algorithm uses the Gaussian mixture model to model the image gray-level distribution, and the intersection points of the Gaussian components in the model are used to partition the dynamic range of the image into input gray-level intervals. The contrast equalized image is generated by transforming the pixels' gray levels in each input interval to the appropriate output gray-level interval according to the dominant Gaussian component and the cumulative distribution function of the input interval. To take account of the hypothesis that homogeneous regions in the image represent homogeneous silences (or set of Gaussian components) in the image histogram, the Gaussian components with small variances are weighted with smaller values than the Gaussian components with larger variances, and the gray-level distribution is also used to weight the components in the mapping of the input interval to the output interval. Experimental results show that the proposed algorithm produces better or comparable enhanced images than several state-of-the-art algorithms. Unlike the other algorithms, the proposed algorithm is free of parameter setting for a given dynamic range of the enhanced image and can be applied to a wide range of image types.

Large-scale velocities and primordial non-Gaussianity

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

Schmidt, Fabian

2010-09-15

We study the peculiar velocities of density peaks in the presence of primordial non-Gaussianity. Rare, high-density peaks in the initial density field can be identified with tracers such as galaxies and clusters in the evolved matter distribution. The distribution of relative velocities of peaks is derived in the large-scale limit using two different approaches based on a local biasing scheme. Both approaches agree, and show that halos still stream with the dark matter locally as well as statistically, i.e. they do not acquire a velocity bias. Nonetheless, even a moderate degree of (not necessarily local) non-Gaussianity induces a significant skewnessmore » ({approx}0.1-0.2) in the relative velocity distribution, making it a potentially interesting probe of non-Gaussianity on intermediate to large scales. We also study two-point correlations in redshift space. The well-known Kaiser formula is still a good approximation on large scales, if the Gaussian halo bias is replaced with its (scale-dependent) non-Gaussian generalization. However, there are additional terms not encompassed by this simple formula which become relevant on smaller scales (k > or approx. 0.01h/Mpc). Depending on the allowed level of non-Gaussianity, these could be of relevance for future large spectroscopic surveys.« less

Gyrator transform of Gaussian beams with phase difference and generation of hollow beam

NASA Astrophysics Data System (ADS)

Xiao, Zhiyu; Xia, Hui; Yu, Tao; Xie, Ding; Xie, Wenke

2018-03-01

The optical expression of Gaussian beams with phase difference, which is caused by gyrator transform (GT), has been obtained. The intensity and phase distribution of transform Gaussian beams are analyzed. It is found that the circular hollow vortex beam can be obtained by overlapping two GT Gaussian beams with π phase difference. The effect of parameters on the intensity and phase distributions of the hollow vortex beam are discussed. The results show that the shape of intensity distribution is significantly influenced by GT angle α and propagation distance z. The size of the hollow vortex beam can be adjusted by waist width ω 0. Compared with previously reported results, the work shows that the hollow vortex beam can be obtained without any model conversion of the light source.

Gyrator transform of Gaussian beams with phase difference and generation of hollow beam

NASA Astrophysics Data System (ADS)

Xiao, Zhiyu; Xia, Hui; Yu, Tao; Xie, Ding; Xie, Wenke

2018-06-01

The optical expression of Gaussian beams with phase difference, which is caused by gyrator transform (GT), has been obtained. The intensity and phase distribution of transform Gaussian beams are analyzed. It is found that the circular hollow vortex beam can be obtained by overlapping two GT Gaussian beams with π phase difference. The effect of parameters on the intensity and phase distributions of the hollow vortex beam are discussed. The results show that the shape of intensity distribution is significantly influenced by GT angle α and propagation distance z. The size of the hollow vortex beam can be adjusted by waist width ω 0. Compared with previously reported results, the work shows that the hollow vortex beam can be obtained without any model conversion of the light source.

New method for calculating the coupling coefficient in graded index optical fibers

NASA Astrophysics Data System (ADS)

Savović, Svetislav; Djordjevich, Alexandar

2018-05-01

A simple method is proposed for determining the mode coupling coefficient D in graded index multimode optical fibers. It only requires observation of the output modal power distribution P(m, z) for one fiber length z as the Gaussian launching modal power distribution changes, with the Gaussian input light distribution centered along the graded index optical fiber axis (θ0 = 0) without radial offset (r0 = 0). A similar method we previously proposed for calculating the coupling coefficient D in a step-index multimode optical fibers where the output angular power distributions P(θ, z) for one fiber length z with the Gaussian input light distribution launched centrally along the step-index optical fiber axis (θ0 = 0) is needed to be known.

Microscopic few-body and Gaussian-shaped density distributions for the analysis of the 6He exotic nucleus with different target nuclei

NASA Astrophysics Data System (ADS)

Aygun, M.; Kucuk, Y.; Boztosun, I.; Ibraheem, Awad A.

2010-12-01

The elastic scattering angular distributions of 6He projectile on different medium and heavy mass target nuclei including 12C, 27Al, 58Ni, 64Zn, 65Cu, 197Au, 208Pb and 209Bi have been examined by using the few-body and Gaussian-shaped density distributions at various energies. The microscopic real parts of the complex nuclear optical potential have been obtained by using the double-folding model for each of the density distributions and the phenomenological imaginary potentials have been taken as the Woods-Saxon type. Comparative results of the few-body and Gaussian-shaped density distributions together with the experimental data are presented within the framework of the optical model.

Fluorescence correlation spectroscopy of diffusion probed with a Gaussian Lorentzian spatial distribution

NASA Astrophysics Data System (ADS)

Marrocco, Michele

2007-11-01

Fluorescence correlation spectroscopy is fundamental in many physical, chemical and biological studies of molecular diffusion. However, the concept of fluorescence correlation is founded on the assumption that the analytical description of the correlation decay of diffusion can be achieved if the spatial profile of the detected volume obeys a three-dimensional Gaussian distribution. In the present Letter, the analytical result is instead proven for the fundamental Gaussian-Lorentzian profile.

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

NASA Technical Reports Server (NTRS)

Mashiku, Alinda; Garrison, James L.; Carpenter, J. Russell

2012-01-01

The tracking of space objects requires frequent and accurate monitoring for collision avoidance. As even collision events with very low probability are important, accurate prediction of collisions require the representation of the full probability density function (PDF) of the random orbit state. Through representing the full PDF of the orbit state for orbit maintenance and collision avoidance, we can take advantage of the statistical information present in the heavy tailed distributions, more accurately representing the orbit states with low probability. The classical methods of orbit determination (i.e. Kalman Filter and its derivatives) provide state estimates based on only the second moments of the state and measurement errors that are captured by assuming a Gaussian distribution. Although the measurement errors can be accurately assumed to have a Gaussian distribution, errors with a non-Gaussian distribution could arise during propagation between observations. Moreover, unmodeled dynamics in the orbit model could introduce non-Gaussian errors into the process noise. A Particle Filter (PF) is proposed as a nonlinear filtering technique that is capable of propagating and estimating a more complete representation of the state distribution as an accurate approximation of a full PDF. The PF uses Monte Carlo runs to generate particles that approximate the full PDF representation. The PF is applied in the estimation and propagation of a highly eccentric orbit and the results are compared to the Extended Kalman Filter and Splitting Gaussian Mixture algorithms to demonstrate its proficiency.

Bivariate- distribution for transition matrix elements in Breit-Wigner to Gaussian domains of interacting particle systems.

PubMed

Kota, V K B; Chavda, N D; Sahu, R

2006-04-01

Interacting many-particle systems with a mean-field one-body part plus a chaos generating random two-body interaction having strength lambda exhibit Poisson to Gaussian orthogonal ensemble and Breit-Wigner (BW) to Gaussian transitions in level fluctuations and strength functions with transition points marked by lambda = lambda c and lambda = lambda F, respectively; lambda F > lambda c. For these systems a theory for the matrix elements of one-body transition operators is available, as valid in the Gaussian domain, with lambda > lambda F, in terms of orbital occupation numbers, level densities, and an integral involving a bivariate Gaussian in the initial and final energies. Here we show that, using a bivariate-t distribution, the theory extends below from the Gaussian regime to the BW regime up to lambda = lambda c. This is well tested in numerical calculations for 6 spinless fermions in 12 single-particle states.

Elegant Ince-Gaussian beams in a quadratic-index medium

NASA Astrophysics Data System (ADS)

Bai, Zhi-Yong; Deng, Dong-Mei; Guo, Qi

2011-09-01

Elegant Ince—Gaussian beams, which are the exact solutions of the paraxial wave equation in a quadratic-index medium, are derived in elliptical coordinates. These kinds of beams are the alternative form of standard Ince—Gaussian beams and they display better symmetry between the Ince-polynomials and the Gaussian function in mathematics. The transverse intensity distribution and the phase of the elegant Ince—Gaussian beams are discussed.

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

Smallwood, D.O.

It is recognized that some dynamic and noise environments are characterized by time histories which are not Gaussian. An example is high intensity acoustic noise. Another example is some transportation vibration. A better simulation of these environments can be generated if a zero mean non-Gaussian time history can be reproduced with a specified auto (or power) spectral density (ASD or PSD) and a specified probability density function (pdf). After the required time history is synthesized, the waveform can be used for simulation purposes. For example, modem waveform reproduction techniques can be used to reproduce the waveform on electrodynamic or electrohydraulicmore » shakers. Or the waveforms can be used in digital simulations. A method is presented for the generation of realizations of zero mean non-Gaussian random time histories with a specified ASD, and pdf. First a Gaussian time history with the specified auto (or power) spectral density (ASD) is generated. A monotonic nonlinear function relating the Gaussian waveform to the desired realization is then established based on the Cumulative Distribution Function (CDF) of the desired waveform and the known CDF of a Gaussian waveform. The established function is used to transform the Gaussian waveform to a realization of the desired waveform. Since the transformation preserves the zero-crossings and peaks of the original Gaussian waveform, and does not introduce any substantial discontinuities, the ASD is not substantially changed. Several methods are available to generate a realization of a Gaussian distributed waveform with a known ASD. The method of Smallwood and Paez (1993) is an example. However, the generation of random noise with a specified ASD but with a non-Gaussian distribution is less well known.« less

The Laplace method for probability measures in Banach spaces

NASA Astrophysics Data System (ADS)

Piterbarg, V. I.; Fatalov, V. R.

1995-12-01

Contents §1. Introduction Chapter I. Asymptotic analysis of continual integrals in Banach space, depending on a large parameter §2. The large deviation principle and logarithmic asymptotics of continual integrals §3. Exact asymptotics of Gaussian integrals in Banach spaces: the Laplace method 3.1. The Laplace method for Gaussian integrals taken over the whole Hilbert space: isolated minimum points ([167], I) 3.2. The Laplace method for Gaussian integrals in Hilbert space: the manifold of minimum points ([167], II) 3.3. The Laplace method for Gaussian integrals in Banach space ([90], [174], [176]) 3.4. Exact asymptotics of large deviations of Gaussian norms §4. The Laplace method for distributions of sums of independent random elements with values in Banach space 4.1. The case of a non-degenerate minimum point ([137], I) 4.2. A degenerate isolated minimum point and the manifold of minimum points ([137], II) §5. Further examples 5.1. The Laplace method for the local time functional of a Markov symmetric process ([217]) 5.2. The Laplace method for diffusion processes, a finite number of non-degenerate minimum points ([116]) 5.3. Asymptotics of large deviations for Brownian motion in the Hölder norm 5.4. Non-asymptotic expansion of a strong stable law in Hilbert space ([41]) Chapter II. The double sum method - a version of the Laplace method in the space of continuous functions §6. Pickands' method of double sums 6.1. General situations 6.2. Asymptotics of the distribution of the maximum of a Gaussian stationary process 6.3. Asymptotics of the probability of a large excursion of a Gaussian non-stationary process §7. Probabilities of large deviations of trajectories of Gaussian fields 7.1. Homogeneous fields and fields with constant dispersion 7.2. Finitely many maximum points of dispersion 7.3. Manifold of maximum points of dispersion 7.4. Asymptotics of distributions of maxima of Wiener fields §8. Exact asymptotics of large deviations of the norm of Gaussian vectors and processes with values in the spaces L_k^p and l^2. Gaussian fields with the set of parameters in Hilbert space 8.1 Exact asymptotics of the distribution of the l_k^p-norm of a Gaussian finite-dimensional vector with dependent coordinates, p > 1 8.2. Exact asymptotics of probabilities of high excursions of trajectories of processes of type \\chi^2 8.3. Asymptotics of the probabilities of large deviations of Gaussian processes with a set of parameters in Hilbert space [74] 8.4. Asymptotics of distributions of maxima of the norms of l^2-valued Gaussian processes 8.5. Exact asymptotics of large deviations for the l^2-valued Ornstein-Uhlenbeck process Bibliography

Recent advances in scalable non-Gaussian geostatistics: The generalized sub-Gaussian model

NASA Astrophysics Data System (ADS)

Guadagnini, Alberto; Riva, Monica; Neuman, Shlomo P.

2018-07-01

Geostatistical analysis has been introduced over half a century ago to allow quantifying seemingly random spatial variations in earth quantities such as rock mineral content or permeability. The traditional approach has been to view such quantities as multivariate Gaussian random functions characterized by one or a few well-defined spatial correlation scales. There is, however, mounting evidence that many spatially varying quantities exhibit non-Gaussian behavior over a multiplicity of scales. The purpose of this minireview is not to paint a broad picture of the subject and its treatment in the literature. Instead, we focus on very recent advances in the recognition and analysis of this ubiquitous phenomenon, which transcends hydrology and the Earth sciences, brought about largely by our own work. In particular, we use porosity data from a deep borehole to illustrate typical aspects of such scalable non-Gaussian behavior, describe a very recent theoretical model that (for the first time) captures all these behavioral aspects in a comprehensive manner, show how this allows generating random realizations of the quantity conditional on sampled values, point toward ways of incorporating scalable non-Gaussian behavior in hydrologic analysis, highlight the significance of doing so, and list open questions requiring further research.

Experimental implementation of non-Gaussian attacks on a continuous-variable quantum-key-distribution system.

PubMed

Lodewyck, Jérôme; Debuisschert, Thierry; García-Patrón, Raúl; Tualle-Brouri, Rosa; Cerf, Nicolas J; Grangier, Philippe

2007-01-19

An intercept-resend attack on a continuous-variable quantum-key-distribution protocol is investigated experimentally. By varying the interception fraction, one can implement a family of attacks where the eavesdropper totally controls the channel parameters. In general, such attacks add excess noise in the channel, and may also result in non-Gaussian output distributions. We implement and characterize the measurements needed to detect these attacks, and evaluate experimentally the information rates available to the legitimate users and the eavesdropper. The results are consistent with the optimality of Gaussian attacks resulting from the security proofs.

The Gaussian Laser Angular Distribution in HYDRA's 3D Laser Ray Trace Package

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

Sepke, Scott M.

In this note, the angular distribution of rays launched by the 3D LZR ray trace package is derived for Gaussian beams (npower==2) with bm model=3±. Beams with bm model=+3 have a nearly at distribution, and beams with bm model=-3 have a nearly linear distribution when the spot size is large compared to the wavelength.

Gaussian statistics for palaeomagnetic vectors

USGS Publications Warehouse

Love, J.J.; Constable, C.G.

2003-01-01

With the aim of treating the statistics of palaeomagnetic directions and intensities jointly and consistently, we represent the mean and the variance of palaeomagnetic vectors, at a particular site and of a particular polarity, by a probability density function in a Cartesian three-space of orthogonal magnetic-field components consisting of a single (unimoda) non-zero mean, spherically-symmetrical (isotropic) Gaussian function. For palaeomagnetic data of mixed polarities, we consider a bimodal distribution consisting of a pair of such symmetrical Gaussian functions, with equal, but opposite, means and equal variances. For both the Gaussian and bi-Gaussian distributions, and in the spherical three-space of intensity, inclination, and declination, we obtain analytical expressions for the marginal density functions, the cumulative distributions, and the expected values and variances for each spherical coordinate (including the angle with respect to the axis of symmetry of the distributions). The mathematical expressions for the intensity and off-axis angle are closed-form and especially manageable, with the intensity distribution being Rayleigh-Rician. In the limit of small relative vectorial dispersion, the Gaussian (bi-Gaussian) directional distribution approaches a Fisher (Bingham) distribution and the intensity distribution approaches a normal distribution. In the opposite limit of large relative vectorial dispersion, the directional distributions approach a spherically-uniform distribution and the intensity distribution approaches a Maxwell distribution. We quantify biases in estimating the properties of the vector field resulting from the use of simple arithmetic averages, such as estimates of the intensity or the inclination of the mean vector, or the variances of these quantities. With the statistical framework developed here and using the maximum-likelihood method, which gives unbiased estimates in the limit of large data numbers, we demonstrate how to formulate the inverse problem, and how to estimate the mean and variance of the magnetic vector field, even when the data consist of mixed combinations of directions and intensities. We examine palaeomagnetic secular-variation data from Hawaii and Re??union, and although these two sites are on almost opposite latitudes, we find significant differences in the mean vector and differences in the local vectorial variances, with the Hawaiian data being particularly anisotropic. These observations are inconsistent with a description of the mean field as being a simple geocentric axial dipole and with secular variation being statistically symmetrical with respect to reflection through the equatorial plane. Finally, our analysis of palaeomagnetic acquisition data from the 1960 Kilauea flow in Hawaii and the Holocene Xitle flow in Mexico, is consistent with the widely held suspicion that directional data are more accurate than intensity data.

Gaussian statistics for palaeomagnetic vectors

NASA Astrophysics Data System (ADS)

Love, J. J.; Constable, C. G.

2003-03-01

With the aim of treating the statistics of palaeomagnetic directions and intensities jointly and consistently, we represent the mean and the variance of palaeomagnetic vectors, at a particular site and of a particular polarity, by a probability density function in a Cartesian three-space of orthogonal magnetic-field components consisting of a single (unimodal) non-zero mean, spherically-symmetrical (isotropic) Gaussian function. For palaeomagnetic data of mixed polarities, we consider a bimodal distribution consisting of a pair of such symmetrical Gaussian functions, with equal, but opposite, means and equal variances. For both the Gaussian and bi-Gaussian distributions, and in the spherical three-space of intensity, inclination, and declination, we obtain analytical expressions for the marginal density functions, the cumulative distributions, and the expected values and variances for each spherical coordinate (including the angle with respect to the axis of symmetry of the distributions). The mathematical expressions for the intensity and off-axis angle are closed-form and especially manageable, with the intensity distribution being Rayleigh-Rician. In the limit of small relative vectorial dispersion, the Gaussian (bi-Gaussian) directional distribution approaches a Fisher (Bingham) distribution and the intensity distribution approaches a normal distribution. In the opposite limit of large relative vectorial dispersion, the directional distributions approach a spherically-uniform distribution and the intensity distribution approaches a Maxwell distribution. We quantify biases in estimating the properties of the vector field resulting from the use of simple arithmetic averages, such as estimates of the intensity or the inclination of the mean vector, or the variances of these quantities. With the statistical framework developed here and using the maximum-likelihood method, which gives unbiased estimates in the limit of large data numbers, we demonstrate how to formulate the inverse problem, and how to estimate the mean and variance of the magnetic vector field, even when the data consist of mixed combinations of directions and intensities. We examine palaeomagnetic secular-variation data from Hawaii and Réunion, and although these two sites are on almost opposite latitudes, we find significant differences in the mean vector and differences in the local vectorial variances, with the Hawaiian data being particularly anisotropic. These observations are inconsistent with a description of the mean field as being a simple geocentric axial dipole and with secular variation being statistically symmetrical with respect to reflection through the equatorial plane. Finally, our analysis of palaeomagnetic acquisition data from the 1960 Kilauea flow in Hawaii and the Holocene Xitle flow in Mexico, is consistent with the widely held suspicion that directional data are more accurate than intensity data.

Non-Gaussian PDF Modeling of Turbulent Boundary Layer Fluctuating Pressure Excitation

NASA Technical Reports Server (NTRS)

Steinwolf, Alexander; Rizzi, Stephen A.

2003-01-01

The purpose of the study is to investigate properties of the probability density function (PDF) of turbulent boundary layer fluctuating pressures measured on the exterior of a supersonic transport aircraft. It is shown that fluctuating pressure PDFs differ from the Gaussian distribution even for surface conditions having no significant discontinuities. The PDF tails are wider and longer than those of the Gaussian model. For pressure fluctuations upstream of forward-facing step discontinuities and downstream of aft-facing step discontinuities, deviations from the Gaussian model are more significant and the PDFs become asymmetrical. Various analytical PDF distributions are used and further developed to model this behavior.

Accretion rates of protoplanets. II - Gaussian distributions of planetesimal velocities

NASA Technical Reports Server (NTRS)

Greenzweig, Yuval; Lissauer, Jack J.

1992-01-01

In the present growth-rate calculations for a protoplanet that is embedded in a disk of planetesimals with triaxial Gaussian velocity dispersion and uniform surface density, the protoplanet is on a circular orbit. The accretion rate in the two-body approximation is found to be enhanced by a factor of about 3 relative to the case where all planetesimals' eccentricities and inclinations are equal to the rms values of those disk variables having locally Gaussian velocity dispersion. This accretion-rate enhancement should be incorporated by all models that assume a single random velocity for all planetesimals in lieu of a Gaussian distribution.

Using cystoscopy to segment bladder tumors with a multivariate approach in different color spaces.

PubMed

Freitas, Nuno R; Vieira, Pedro M; Lima, Estevao; Lima, Carlos S

2017-07-01

Nowadays the diagnosis of bladder lesions relies upon cystoscopy examination and depends on the interpreter's experience. State of the art of bladder tumor identification are based on 3D reconstruction, using CT images (Virtual Cystoscopy) or images where the structures are exalted with the use of pigmentation, but none uses white light cystoscopy images. An initial attempt to automatically identify tumoral tissue was already developed by the authors and this paper will develop this idea. Traditional cystoscopy images processing has a huge potential to improve early tumor detection and allows a more effective treatment. In this paper is described a multivariate approach to do segmentation of bladder cystoscopy images, that will be used to automatically detect and improve physician diagnose. Each region can be assumed as a normal distribution with specific parameters, leading to the assumption that the distribution of intensities is a Gaussian Mixture Model (GMM). Region of high grade and low grade tumors, usually appears with higher intensity than normal regions. This paper proposes a Maximum a Posteriori (MAP) approach based on pixel intensities read simultaneously in different color channels from RGB, HSV and CIELab color spaces. The Expectation-Maximization (EM) algorithm is used to estimate the best multivariate GMM parameters. Experimental results show that the proposed method does bladder tumor segmentation into two classes in a more efficient way in RGB even in cases where the tumor shape is not well defined. Results also show that the elimination of component L from CIELab color space does not allow definition of the tumor shape.

On the distribution of a product of N Gaussian random variables

NASA Astrophysics Data System (ADS)

Stojanac, Željka; Suess, Daniel; Kliesch, Martin

2017-08-01

The product of Gaussian random variables appears naturally in many applications in probability theory and statistics. It has been known that the distribution of a product of N such variables can be expressed in terms of a Meijer G-function. Here, we compute a similar representation for the corresponding cumulative distribution function (CDF) and provide a power-log series expansion of the CDF based on the theory of the more general Fox H-functions. Numerical computations show that for small values of the argument the CDF of products of Gaussians is well approximated by the lowest orders of this expansion. Analogous results are also shown for the absolute value as well as the square of such products of N Gaussian random variables. For the latter two settings, we also compute the moment generating functions in terms of Meijer G-functions.

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

PubMed

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

2014-06-01

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

Computations of Eisenstein series on Fuchsian groups

NASA Astrophysics Data System (ADS)

Avelin, Helen

2008-09-01

We present numerical investigations of the value distribution and distribution of Fourier coefficients of the Eisenstein series E(z;s) on arithmetic and non-arithmetic Fuchsian groups. Our numerics indicate a Gaussian limit value distribution for a real-valued rotation of E(z;s) as operatorname{Re} sD1/2 , operatorname{Im} sto infty and also, on non-arithmetic groups, a complex Gaussian limit distribution for E(z;s) when operatorname{Re} s>1/2 near 1/2 and operatorname{Im} sto infty , at least if we allow operatorname{Re} sto 1/2 at some rate. Furthermore, on non-arithmetic groups and for fixed s with operatorname{Re} s ge 1/2 near 1/2 , our numerics indicate a Gaussian limit distribution for the appropriately normalized Fourier coefficients.

Probabilistic n/γ discrimination with robustness against outliers for use in neutron profile monitors

NASA Astrophysics Data System (ADS)

Uchida, Y.; Takada, E.; Fujisaki, A.; Kikuchi, T.; Ogawa, K.; Isobe, M.

2017-08-01

A method to stochastically discriminate neutron and γ-ray signals measured with a stilbene organic scintillator is proposed. Each pulse signal was stochastically categorized into two groups: neutron and γ-ray. In previous work, the Expectation Maximization (EM) algorithm was used with the assumption that the measured data followed a Gaussian mixture distribution. It was shown that probabilistic discrimination between these groups is possible. Moreover, by setting the initial parameters for the Gaussian mixture distribution with a k-means algorithm, the possibility of automatic discrimination was demonstrated. In this study, the Student's t-mixture distribution was used as a probabilistic distribution with the EM algorithm to improve the robustness against the effect of outliers caused by pileup of the signals. To validate the proposed method, the figures of merit (FOMs) were compared for the EM algorithm assuming a t-mixture distribution and a Gaussian mixture distribution. The t-mixture distribution resulted in an improvement of the FOMs compared with the Gaussian mixture distribution. The proposed data processing technique is a promising tool not only for neutron and γ-ray discrimination in fusion experiments but also in other fields, for example, homeland security, cancer therapy with high energy particles, nuclear reactor decommissioning, pattern recognition, and so on.

Stochastic static fault slip inversion from geodetic data with non-negativity and bounds constraints

NASA Astrophysics Data System (ADS)

Nocquet, J.-M.

2018-04-01

Despite surface displacements observed by geodesy are linear combinations of slip at faults in an elastic medium, determining the spatial distribution of fault slip remains a ill-posed inverse problem. A widely used approach to circumvent the illness of the inversion is to add regularization constraints in terms of smoothing and/or damping so that the linear system becomes invertible. However, the choice of regularization parameters is often arbitrary, and sometimes leads to significantly different results. Furthermore, the resolution analysis is usually empirical and cannot be made independently of the regularization. The stochastic approach of inverse problems (Tarantola & Valette 1982; Tarantola 2005) provides a rigorous framework where the a priori information about the searched parameters is combined with the observations in order to derive posterior probabilities of the unkown parameters. Here, I investigate an approach where the prior probability density function (pdf) is a multivariate Gaussian function, with single truncation to impose positivity of slip or double truncation to impose positivity and upper bounds on slip for interseismic modeling. I show that the joint posterior pdf is similar to the linear untruncated Gaussian case and can be expressed as a Truncated Multi-Variate Normal (TMVN) distribution. The TMVN form can then be used to obtain semi-analytical formulas for the single, two-dimensional or n-dimensional marginal pdf. The semi-analytical formula involves the product of a Gaussian by an integral term that can be evaluated using recent developments in TMVN probabilities calculations (e.g. Genz & Bretz 2009). Posterior mean and covariance can also be efficiently derived. I show that the Maximum Posterior (MAP) can be obtained using a Non-Negative Least-Squares algorithm (Lawson & Hanson 1974) for the single truncated case or using the Bounded-Variable Least-Squares algorithm (Stark & Parker 1995) for the double truncated case. I show that the case of independent uniform priors can be approximated using TMVN. The numerical equivalence to Bayesian inversions using Monte Carlo Markov Chain (MCMC) sampling is shown for a synthetic example and a real case for interseismic modeling in Central Peru. The TMVN method overcomes several limitations of the Bayesian approach using MCMC sampling. First, the need of computer power is largely reduced. Second, unlike Bayesian MCMC based approach, marginal pdf, mean, variance or covariance are obtained independently one from each other. Third, the probability and cumulative density functions can be obtained with any density of points. Finally, determining the Maximum Posterior (MAP) is extremely fast.

Gaussian fluctuation of the diffusion exponent of virus capsid in a living cell nucleus

NASA Astrophysics Data System (ADS)

Itto, Yuichi

2018-05-01

In their work [4], Bosse et al. experimentally showed that virus capsid exhibits not only normal diffusion but also anomalous diffusion in nucleus of a living cell. There, it was found that the distribution of fluctuations of the diffusion exponent characterizing them takes the Gaussian form, which is, quite remarkably, the same form for two different types of the virus. This suggests high robustness of such fluctuations. Here, the statistical property of local fluctuations of the diffusion exponent of the virus capsid in the nucleus is studied. A maximum-entropy-principle approach (originally proposed for a different virus in a different cell) is applied for obtaining the fluctuation distribution of the exponent. Largeness of the number of blocks identified with local areas of interchromatin corrals is also examined based on the experimental data. It is shown that the Gaussian distribution of the local fluctuations can be derived, in accordance with the above form. In addition, it is quantified how the fluctuation distribution on a long time scale is different from the Gaussian distribution.

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

Self-similarity and flow characteristics of vertical-axis wind turbine wakes: an LES study

NASA Astrophysics Data System (ADS)

Abkar, Mahdi; Dabiri, John O.

2017-04-01

Large eddy simulation (LES) is coupled with a turbine model to study the structure of the wake behind a vertical-axis wind turbine (VAWT). In the simulations, a tuning-free anisotropic minimum dissipation model is used to parameterise the subfilter stress tensor, while the turbine-induced forces are modelled with an actuator line technique. The LES framework is first validated in the simulation of the wake behind a model straight-bladed VAWT placed in the water channel and then used to study the wake structure downwind of a full-scale VAWT sited in the atmospheric boundary layer. In particular, the self-similarity of the wake is examined, and it is found that the wake velocity deficit can be well characterised by a two-dimensional multivariate Gaussian distribution. By assuming a self-similar Gaussian distribution of the velocity deficit, and applying mass and momentum conservation, an analytical model is developed and tested to predict the maximum velocity deficit downwind of the turbine. Also, a simple parameterisation of VAWTs for LES with very coarse grid resolutions is proposed, in which the turbine is modelled as a rectangular porous plate with the same thrust coefficient. The simulation results show that, after some downwind distance (x/D ≈ 6), both actuator line and rectangular porous plate models have similar predictions for the mean velocity deficit. These results are of particular importance in simulations of large wind farms where, due to the coarse spatial resolution, the flow around individual VAWTs is not resolved.

Wigner distribution function of Hermite-cosine-Gaussian beams through an apertured optical system.

PubMed

Sun, Dong; Zhao, Daomu

2005-08-01

By introducing the hard-aperture function into a finite sum of complex Gaussian functions, the approximate analytical expressions of the Wigner distribution function for Hermite-cosine-Gaussian beams passing through an apertured paraxial ABCD optical system are obtained. The analytical results are compared with the numerically integrated ones, and the absolute errors are also given. It is shown that the analytical results are proper and that the calculation speed for them is much faster than for the numerical results.

A non-gaussian model of continuous atmospheric turbulence for use in aircraft design

NASA Technical Reports Server (NTRS)

Reeves, P. M.; Joppa, R. G.; Ganzer, V. M.

1976-01-01

A non-Gaussian model of atmospheric turbulence is presented and analyzed. The model is restricted to the regions of the atmosphere where the turbulence is steady or continuous, and the assumptions of homogeneity and stationarity are justified. Also spatial distribution of turbulence is neglected, so the model consists of three independent, stationary stochastic processes which represent the vertical, lateral, and longitudinal gust components. The non-Gaussian and Gaussian models are compared with experimental data, and it is shown that the Gaussian model underestimates the number of high velocity gusts which occur in the atmosphere, while the non-Gaussian model can be adjusted to match the observed high velocity gusts more satisfactorily. Application of the proposed model to aircraft response is investigated, with particular attention to the response power spectral density, the probability distribution, and the level crossing frequency. A numerical example is presented which illustrates the application of the non-Gaussian model to the study of an aircraft autopilot system. Listings and sample results of a number of computer programs used in working with the model are included.

Log-amplitude statistics for Beck-Cohen superstatistics

NASA Astrophysics Data System (ADS)

Kiyono, Ken; Konno, Hidetoshi

2013-05-01

As a possible generalization of Beck-Cohen superstatistical processes, we study non-Gaussian processes with temporal heterogeneity of local variance. To characterize the variance heterogeneity, we define log-amplitude cumulants and log-amplitude autocovariance and derive closed-form expressions of the log-amplitude cumulants for χ2, inverse χ2, and log-normal superstatistical distributions. Furthermore, we show that χ2 and inverse χ2 superstatistics with degree 2 are closely related to an extreme value distribution, called the Gumbel distribution. In these cases, the corresponding superstatistical distributions result in the q-Gaussian distribution with q=5/3 and the bilateral exponential distribution, respectively. Thus, our finding provides a hypothesis that the asymptotic appearance of these two special distributions may be explained by a link with the asymptotic limit distributions involving extreme values. In addition, as an application of our approach, we demonstrated that non-Gaussian fluctuations observed in a stock index futures market can be well approximated by the χ2 superstatistical distribution with degree 2.

Log-normal distribution from a process that is not multiplicative but is additive.

PubMed

Mouri, Hideaki

2013-10-01

The central limit theorem ensures that a sum of random variables tends to a Gaussian distribution as their total number tends to infinity. However, for a class of positive random variables, we find that the sum tends faster to a log-normal distribution. Although the sum tends eventually to a Gaussian distribution, the distribution of the sum is always close to a log-normal distribution rather than to any Gaussian distribution if the summands are numerous enough. This is in contrast to the current consensus that any log-normal distribution is due to a product of random variables, i.e., a multiplicative process, or equivalently to nonlinearity of the system. In fact, the log-normal distribution is also observable for a sum, i.e., an additive process that is typical of linear systems. We show conditions for such a sum, an analytical example, and an application to random scalar fields such as those of turbulence.

Efficient statistically accurate algorithms for the Fokker-Planck equation in large dimensions

NASA Astrophysics Data System (ADS)

Chen, Nan; Majda, Andrew J.

2018-02-01

Solving the Fokker-Planck equation for high-dimensional complex turbulent dynamical systems is an important and practical issue. However, most traditional methods suffer from the curse of dimensionality and have difficulties in capturing the fat tailed highly intermittent probability density functions (PDFs) of complex systems in turbulence, neuroscience and excitable media. In this article, efficient statistically accurate algorithms are developed for solving both the transient and the equilibrium solutions of Fokker-Planck equations associated with high-dimensional nonlinear turbulent dynamical systems with conditional Gaussian structures. The algorithms involve a hybrid strategy that requires only a small number of ensembles. Here, a conditional Gaussian mixture in a high-dimensional subspace via an extremely efficient parametric method is combined with a judicious non-parametric Gaussian kernel density estimation in the remaining low-dimensional subspace. Particularly, the parametric method provides closed analytical formulae for determining the conditional Gaussian distributions in the high-dimensional subspace and is therefore computationally efficient and accurate. The full non-Gaussian PDF of the system is then given by a Gaussian mixture. Different from traditional particle methods, each conditional Gaussian distribution here covers a significant portion of the high-dimensional PDF. Therefore a small number of ensembles is sufficient to recover the full PDF, which overcomes the curse of dimensionality. Notably, the mixture distribution has significant skill in capturing the transient behavior with fat tails of the high-dimensional non-Gaussian PDFs, and this facilitates the algorithms in accurately describing the intermittency and extreme events in complex turbulent systems. It is shown in a stringent set of test problems that the method only requires an order of O (100) ensembles to successfully recover the highly non-Gaussian transient PDFs in up to 6 dimensions with only small errors.

BANYAN. XI. The BANYAN Σ Multivariate Bayesian Algorithm to Identify Members of Young Associations with 150 pc

NASA Astrophysics Data System (ADS)

Gagné, Jonathan; Mamajek, Eric E.; Malo, Lison; Riedel, Adric; Rodriguez, David; Lafrenière, David; Faherty, Jacqueline K.; Roy-Loubier, Olivier; Pueyo, Laurent; Robin, Annie C.; Doyon, René

2018-03-01

BANYAN Σ is a new Bayesian algorithm to identify members of young stellar associations within 150 pc of the Sun. It includes 27 young associations with ages in the range ∼1–800 Myr, modeled with multivariate Gaussians in six-dimensional (6D) XYZUVW space. It is the first such multi-association classification tool to include the nearest sub-groups of the Sco-Cen OB star-forming region, the IC 2602, IC 2391, Pleiades and Platais 8 clusters, and the ρ Ophiuchi, Corona Australis, and Taurus star formation regions. A model of field stars is built from a mixture of multivariate Gaussians based on the Besançon Galactic model. The algorithm can derive membership probabilities for objects with only sky coordinates and proper motion, but can also include parallax and radial velocity measurements, as well as spectrophotometric distance constraints from sequences in color–magnitude or spectral type–magnitude diagrams. BANYAN Σ benefits from an analytical solution to the Bayesian marginalization integrals over unknown radial velocities and distances that makes it more accurate and significantly faster than its predecessor BANYAN II. A contamination versus hit rate analysis is presented and demonstrates that BANYAN Σ achieves a better classification performance than other moving group tools available in the literature, especially in terms of cross-contamination between young associations. An updated list of bona fide members in the 27 young associations, augmented by the Gaia-DR1 release, as well as all parameters for the 6D multivariate Gaussian models for each association and the Galactic field neighborhood within 300 pc are presented. This new tool will make it possible to analyze large data sets such as the upcoming Gaia-DR2 to identify new young stars. IDL and Python versions of BANYAN Σ are made available with this publication, and a more limited online web tool is available at http://www.exoplanetes.umontreal.ca/banyan/banyansigma.php.

Modeling absolute differences in life expectancy with a censored skew-normal regression approach

PubMed Central

Clough-Gorr, Kerri; Zwahlen, Marcel

2015-01-01

Parameter estimates from commonly used multivariable parametric survival regression models do not directly quantify differences in years of life expectancy. Gaussian linear regression models give results in terms of absolute mean differences, but are not appropriate in modeling life expectancy, because in many situations time to death has a negative skewed distribution. A regression approach using a skew-normal distribution would be an alternative to parametric survival models in the modeling of life expectancy, because parameter estimates can be interpreted in terms of survival time differences while allowing for skewness of the distribution. In this paper we show how to use the skew-normal regression so that censored and left-truncated observations are accounted for. With this we model differences in life expectancy using data from the Swiss National Cohort Study and from official life expectancy estimates and compare the results with those derived from commonly used survival regression models. We conclude that a censored skew-normal survival regression approach for left-truncated observations can be used to model differences in life expectancy across covariates of interest. PMID:26339544

Distinguishing response conflict and task conflict in the Stroop task: evidence from ex-Gaussian distribution analysis.

PubMed

Steinhauser, Marco; Hübner, Ronald

2009-10-01

It has been suggested that performance in the Stroop task is influenced by response conflict as well as task conflict. The present study investigated the idea that both conflict types can be isolated by applying ex-Gaussian distribution analysis which decomposes response time into a Gaussian and an exponential component. Two experiments were conducted in which manual versions of a standard Stroop task (Experiment 1) and a separated Stroop task (Experiment 2) were performed under task-switching conditions. Effects of response congruency and stimulus bivalency were used to measure response conflict and task conflict, respectively. Ex-Gaussian analysis revealed that response conflict was mainly observed in the Gaussian component, whereas task conflict was stronger in the exponential component. Moreover, task conflict in the exponential component was selectively enhanced under task-switching conditions. The results suggest that ex-Gaussian analysis can be used as a tool to isolate different conflict types in the Stroop task. PsycINFO Database Record (c) 2009 APA, all rights reserved.

Revealing nonclassicality beyond Gaussian states via a single marginal distribution

PubMed Central

Park, Jiyong; Lu, Yao; Lee, Jaehak; Shen, Yangchao; Zhang, Kuan; Zhang, Shuaining; Zubairy, Muhammad Suhail; Kim, Kihwan; Nha, Hyunchul

2017-01-01

A standard method to obtain information on a quantum state is to measure marginal distributions along many different axes in phase space, which forms a basis of quantum-state tomography. We theoretically propose and experimentally demonstrate a general framework to manifest nonclassicality by observing a single marginal distribution only, which provides a unique insight into nonclassicality and a practical applicability to various quantum systems. Our approach maps the 1D marginal distribution into a factorized 2D distribution by multiplying the measured distribution or the vacuum-state distribution along an orthogonal axis. The resulting fictitious Wigner function becomes unphysical only for a nonclassical state; thus the negativity of the corresponding density operator provides evidence of nonclassicality. Furthermore, the negativity measured this way yields a lower bound for entanglement potential—a measure of entanglement generated using a nonclassical state with a beam-splitter setting that is a prototypical model to produce continuous-variable (CV) entangled states. Our approach detects both Gaussian and non-Gaussian nonclassical states in a reliable and efficient manner. Remarkably, it works regardless of measurement axis for all non-Gaussian states in finite-dimensional Fock space of any size, also extending to infinite-dimensional states of experimental relevance for CV quantum informatics. We experimentally illustrate the power of our criterion for motional states of a trapped ion, confirming their nonclassicality in a measurement-axis–independent manner. We also address an extension of our approach combined with phase-shift operations, which leads to a stronger test of nonclassicality, that is, detection of genuine non-Gaussianity under a CV measurement. PMID:28077456

Revealing nonclassicality beyond Gaussian states via a single marginal distribution.

PubMed

Park, Jiyong; Lu, Yao; Lee, Jaehak; Shen, Yangchao; Zhang, Kuan; Zhang, Shuaining; Zubairy, Muhammad Suhail; Kim, Kihwan; Nha, Hyunchul

2017-01-31

A standard method to obtain information on a quantum state is to measure marginal distributions along many different axes in phase space, which forms a basis of quantum-state tomography. We theoretically propose and experimentally demonstrate a general framework to manifest nonclassicality by observing a single marginal distribution only, which provides a unique insight into nonclassicality and a practical applicability to various quantum systems. Our approach maps the 1D marginal distribution into a factorized 2D distribution by multiplying the measured distribution or the vacuum-state distribution along an orthogonal axis. The resulting fictitious Wigner function becomes unphysical only for a nonclassical state; thus the negativity of the corresponding density operator provides evidence of nonclassicality. Furthermore, the negativity measured this way yields a lower bound for entanglement potential-a measure of entanglement generated using a nonclassical state with a beam-splitter setting that is a prototypical model to produce continuous-variable (CV) entangled states. Our approach detects both Gaussian and non-Gaussian nonclassical states in a reliable and efficient manner. Remarkably, it works regardless of measurement axis for all non-Gaussian states in finite-dimensional Fock space of any size, also extending to infinite-dimensional states of experimental relevance for CV quantum informatics. We experimentally illustrate the power of our criterion for motional states of a trapped ion, confirming their nonclassicality in a measurement-axis-independent manner. We also address an extension of our approach combined with phase-shift operations, which leads to a stronger test of nonclassicality, that is, detection of genuine non-Gaussianity under a CV measurement.

Model for non-Gaussian intraday stock returns

NASA Astrophysics Data System (ADS)

Gerig, Austin; Vicente, Javier; Fuentes, Miguel A.

2009-12-01

Stock prices are known to exhibit non-Gaussian dynamics, and there is much interest in understanding the origin of this behavior. Here, we present a model that explains the shape and scaling of the distribution of intraday stock price fluctuations (called intraday returns) and verify the model using a large database for several stocks traded on the London Stock Exchange. We provide evidence that the return distribution for these stocks is non-Gaussian and similar in shape and that the distribution appears stable over intraday time scales. We explain these results by assuming the volatility of returns is constant intraday but varies over longer periods such that its inverse square follows a gamma distribution. This produces returns that are Student distributed for intraday time scales. The predicted results show excellent agreement with the data for all stocks in our study and over all regions of the return distribution.

Adult age differences in wrap-up during sentence comprehension: evidence from ex-Gaussian distributional analyses of reading time.

PubMed

Payne, Brennan R; Stine-Morrow, Elizabeth A L

2014-06-01

We report a secondary data analysis investigating age differences in the effects of clause and sentence wrap-up on reading time distributions during sentence comprehension. Residual word-by-word self-paced reading times were fit to the ex-Gaussian distribution to examine age differences in the effects of clause and sentence wrap-up on both the location and shape of participants' reaction time (RT) distributions. The ex-Gaussian distribution showed good fit to the data in both younger and older adults. Sentence wrap-up increased the central tendency, the variability, and the tail of the distribution, and these effects were exaggerated among the old. In contrast, clause wrap-up influenced the tail of the distribution only, and did so differentially for older adults. Effects were confirmed via nonparametric vincentile plots. Individual differences in visual acuity, working memory, speed of processing, and verbal ability were differentially related to ex-Gaussian parameters reflecting wrap-up effects on underlying reading time distributions. These findings argue against simple pause mechanisms to explain end-of-clause and end-of-sentence reading time patterns; rather, the findings are consistent with a cognitively effortful view of wrap-up and suggest that age and individual differences in attentional allocation to semantic integration during reading, as revealed by RT distribution analyses, play an important role in sentence understanding. PsycINFO Database Record (c) 2014 APA, all rights reserved.

The analysis of ensembles of moderately saturated interstellar lines

NASA Technical Reports Server (NTRS)

Jenkins, E. B.

1986-01-01

It is shown that the combined equivalent widths for a large population of Gaussian-like interstellar line components, each with different central optical depths tau(0) and velocity dispersions b, exhibit a curve of growth (COG) which closely mimics that of a single, pure Gaussian distribution in velocity. Two parametric distributions functions for the line populations are considered: a bivariate Gaussian for tau(0) and b and a power law distribution for tau(0) combined with a Gaussian dispersion for b. First, COGs for populations having an extremely large number of nonoverlapping components are derived, and the implications are shown by focusing on the doublet-ratio analysis for a pair of lines whose f-values differ by a factor of two. The consequences of having, instead of an almost infinite number of lines, a relatively small collection of components added together for each member of a doublet are examined. The theory of how the equivalent widths grow for populations of overlapping Gaussian profiles is developed. Examples of the composite COG analysis applied to existing collections of high-resolution interstellar line data are presented.

Across-task priming revisited: response and task conflicts disentangled using ex-Gaussian distribution analysis.

PubMed

Moutsopoulou, Karolina; Waszak, Florian

2012-04-01

The differential effects of task and response conflict in priming paradigms where associations are strengthened between a stimulus, a task, and a response have been demonstrated in recent years with neuroimaging methods. However, such effects are not easily disentangled with only measurements of behavior, such as reaction times (RTs). Here, we report the application of ex-Gaussian distribution analysis on task-switching RT data and show that conflict related to stimulus-response associations retrieved after a switch of tasks is reflected in the Gaussian component. By contrast, conflict related to the retrieval of stimulus-task associations is reflected in the exponential component. Our data confirm that the retrieval of stimulus-task and -response associations affects behavior differently. Ex-Gaussian distribution analysis is a useful tool for pulling apart these different levels of associative priming that are not distinguishable in analyses of RT means.

Incorporating Skew into RMS Surface Roughness Probability Distribution

NASA Technical Reports Server (NTRS)

Stahl, Mark T.; Stahl, H. Philip.

2013-01-01

The standard treatment of RMS surface roughness data is the application of a Gaussian probability distribution. This handling of surface roughness ignores the skew present in the surface and overestimates the most probable RMS of the surface, the mode. Using experimental data we confirm the Gaussian distribution overestimates the mode and application of an asymmetric distribution provides a better fit. Implementing the proposed asymmetric distribution into the optical manufacturing process would reduce the polishing time required to meet surface roughness specifications.

An Improved Algorithm to Generate a Wi-Fi Fingerprint Database for Indoor Positioning

PubMed Central

Chen, Lina; Li, Binghao; Zhao, Kai; Rizos, Chris; Zheng, Zhengqi

2013-01-01

The major problem of Wi-Fi fingerprint-based positioning technology is the signal strength fingerprint database creation and maintenance. The significant temporal variation of received signal strength (RSS) is the main factor responsible for the positioning error. A probabilistic approach can be used, but the RSS distribution is required. The Gaussian distribution or an empirically-derived distribution (histogram) is typically used. However, these distributions are either not always correct or require a large amount of data for each reference point. Double peaks of the RSS distribution have been observed in experiments at some reference points. In this paper a new algorithm based on an improved double-peak Gaussian distribution is proposed. Kurtosis testing is used to decide if this new distribution, or the normal Gaussian distribution, should be applied. Test results show that the proposed algorithm can significantly improve the positioning accuracy, as well as reduce the workload of the off-line data training phase. PMID:23966197

An improved algorithm to generate a Wi-Fi fingerprint database for indoor positioning.

PubMed

Chen, Lina; Li, Binghao; Zhao, Kai; Rizos, Chris; Zheng, Zhengqi

2013-08-21

The major problem of Wi-Fi fingerprint-based positioning technology is the signal strength fingerprint database creation and maintenance. The significant temporal variation of received signal strength (RSS) is the main factor responsible for the positioning error. A probabilistic approach can be used, but the RSS distribution is required. The Gaussian distribution or an empirically-derived distribution (histogram) is typically used. However, these distributions are either not always correct or require a large amount of data for each reference point. Double peaks of the RSS distribution have been observed in experiments at some reference points. In this paper a new algorithm based on an improved double-peak Gaussian distribution is proposed. Kurtosis testing is used to decide if this new distribution, or the normal Gaussian distribution, should be applied. Test results show that the proposed algorithm can significantly improve the positioning accuracy, as well as reduce the workload of the off-line data training phase.

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

NASA Astrophysics Data System (ADS)

Yeung, Chuck

2018-06-01

The assumption that the local order parameter is related to an underlying spatially smooth auxiliary field, u (r ⃗,t ) , is a common feature in theoretical approaches to non-conserved order parameter phase separation dynamics. In particular, the ansatz that u (r ⃗,t ) is a Gaussian random field leads to predictions for the decay of the autocorrelation function which are consistent with observations, but distinct from predictions using alternative theoretical approaches. In this paper, the auxiliary field is obtained directly from simulations of the time-dependent Ginzburg-Landau equation in two and three dimensions. The results show that u (r ⃗,t ) is equivalent to the distance to the nearest interface. In two dimensions, the probability distribution, P (u ) , is well approximated as Gaussian except for small values of u /L (t ) , where L (t ) is the characteristic length-scale of the patterns. The behavior of P (u ) in three dimensions is more complicated; the non-Gaussian region for small u /L (t ) is much larger than that in two dimensions but the tails of P (u ) begin to approach a Gaussian form at intermediate times. However, at later times, the tails of the probability distribution appear to decay faster than a Gaussian distribution.

Local Gaussian operations can enhance continuous-variable entanglement distillation

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

Zhang Shengli; Loock, Peter van; Institute of Theoretical Physics I, Universitaet Erlangen-Nuernberg, Staudtstrasse 7/B2, DE-91058 Erlangen

2011-12-15

Entanglement distillation is a fundamental building block in long-distance quantum communication. Though known to be useless on their own for distilling Gaussian entangled states, local Gaussian operations may still help to improve non-Gaussian entanglement distillation schemes. Here we show that by applying local squeezing operations both the performance and the efficiency of existing distillation protocols can be enhanced. We find that such an enhancement through local Gaussian unitaries can be obtained even when the initially shared Gaussian entangled states are mixed, as, for instance, after their distribution through a lossy-fiber communication channel.

Nongaussian distribution curve of heterophorias among children.

PubMed

Letourneau, J E; Giroux, R

1991-02-01

The purpose of this study was to measure the distribution curve of horizontal and vertical phorias among children. Kolmogorov-Smirnov goodness of fit tests showed that these distribution curves were not Gaussian among (N = 2048) 6- to 13-year-old children. The distribution curve of horizontal phoria at far and of vertical phorias at far and at near were leptokurtic; the distribution curve of horizontal phoria at near was platykurtic. No variation of the distribution curve of heterophorias with age was observed. Comparisons of any individual findings with the general distribution curve should take the nonGaussian distribution curve of heterophorias into account.

Higher-order stochastic differential equations and the positive Wigner function

NASA Astrophysics Data System (ADS)

Drummond, P. D.

2017-12-01

General higher-order stochastic processes that correspond to any diffusion-type tensor of higher than second order are obtained. The relationship of multivariate higher-order stochastic differential equations with tensor decomposition theory and tensor rank is explained. Techniques for generating the requisite complex higher-order noise are proved to exist either using polar coordinates and γ distributions, or from products of Gaussian variates. This method is shown to allow the calculation of the dynamics of the Wigner function, after it is extended to a complex phase space. The results are illustrated physically through dynamical calculations of the positive Wigner distribution for three-mode parametric downconversion, widely used in quantum optics. The approach eliminates paradoxes arising from truncation of the higher derivative terms in Wigner function time evolution. Anomalous results of negative populations and vacuum scattering found in truncated Wigner quantum simulations in quantum optics and Bose-Einstein condensate dynamics are shown not to occur with this type of stochastic theory.

Approximate Uncertainty Modeling in Risk Analysis with Vine Copulas

PubMed Central

Bedford, Tim; Daneshkhah, Alireza

2015-01-01

Many applications of risk analysis require us to jointly model multiple uncertain quantities. Bayesian networks and copulas are two common approaches to modeling joint uncertainties with probability distributions. This article focuses on new methodologies for copulas by developing work of Cooke, Bedford, Kurowica, and others on vines as a way of constructing higher dimensional distributions that do not suffer from some of the restrictions of alternatives such as the multivariate Gaussian copula. The article provides a fundamental approximation result, demonstrating that we can approximate any density as closely as we like using vines. It further operationalizes this result by showing how minimum information copulas can be used to provide parametric classes of copulas that have such good levels of approximation. We extend previous approaches using vines by considering nonconstant conditional dependencies, which are particularly relevant in financial risk modeling. We discuss how such models may be quantified, in terms of expert judgment or by fitting data, and illustrate the approach by modeling two financial data sets. PMID:26332240

Demonstration of Monogamy Relations for Einstein-Podolsky-Rosen Steering in Gaussian Cluster States.

PubMed

Deng, Xiaowei; Xiang, Yu; Tian, Caixing; Adesso, Gerardo; He, Qiongyi; Gong, Qihuang; Su, Xiaolong; Xie, Changde; Peng, Kunchi

2017-06-09

Understanding how quantum resources can be quantified and distributed over many parties has profound applications in quantum communication. As one of the most intriguing features of quantum mechanics, Einstein-Podolsky-Rosen (EPR) steering is a useful resource for secure quantum networks. By reconstructing the covariance matrix of a continuous variable four-mode square Gaussian cluster state subject to asymmetric loss, we quantify the amount of bipartite steering with a variable number of modes per party, and verify recently introduced monogamy relations for Gaussian steerability, which establish quantitative constraints on the security of information shared among different parties. We observe a very rich structure for the steering distribution, and demonstrate one-way EPR steering of the cluster state under Gaussian measurements, as well as one-to-multimode steering. Our experiment paves the way for exploiting EPR steering in Gaussian cluster states as a valuable resource for multiparty quantum information tasks.

Demonstration of Monogamy Relations for Einstein-Podolsky-Rosen Steering in Gaussian Cluster States

NASA Astrophysics Data System (ADS)

Deng, Xiaowei; Xiang, Yu; Tian, Caixing; Adesso, Gerardo; He, Qiongyi; Gong, Qihuang; Su, Xiaolong; Xie, Changde; Peng, Kunchi

2017-06-01

Understanding how quantum resources can be quantified and distributed over many parties has profound applications in quantum communication. As one of the most intriguing features of quantum mechanics, Einstein-Podolsky-Rosen (EPR) steering is a useful resource for secure quantum networks. By reconstructing the covariance matrix of a continuous variable four-mode square Gaussian cluster state subject to asymmetric loss, we quantify the amount of bipartite steering with a variable number of modes per party, and verify recently introduced monogamy relations for Gaussian steerability, which establish quantitative constraints on the security of information shared among different parties. We observe a very rich structure for the steering distribution, and demonstrate one-way EPR steering of the cluster state under Gaussian measurements, as well as one-to-multimode steering. Our experiment paves the way for exploiting EPR steering in Gaussian cluster states as a valuable resource for multiparty quantum information tasks.

Intra-Beam and Touschek Scattering Computations for Beam with Non-Gaussian Longitudinal Distributions

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

Xiao, A.; Borland, M.

Both intra-beamscattering (IBS) and the Touschek effect become prominent formulti-bend-achromat- (MBA-) based ultra-low-emittance storage rings. To mitigate the transverse emittance degradation and obtain a reasonably long beam lifetime, a higher harmonic rf cavity (HHC) is often proposed to lengthen the bunch. The use of such a cavity results in a non-gaussian longitudinal distribution. However, common methods for computing IBS and Touschek scattering assume Gaussian distributions. Modifications have been made to several simulation codes that are part of the elegant [1] toolkit to allow these computations for arbitrary longitudinal distributions. After describing thesemodifications, we review the results of detailed simulations formore » the proposed hybrid seven-bend-achromat (H7BA) upgrade lattice [2] for the Advanced Photon Source.« less

Distilling Gaussian states with Gaussian operations is impossible.

PubMed

Eisert, J; Scheel, S; Plenio, M B

2002-09-23

We show that no distillation protocol for Gaussian quantum states exists that relies on (i) arbitrary local unitary operations that preserve the Gaussian character of the state and (ii) homodyne detection together with classical communication and postprocessing by means of local Gaussian unitary operations on two symmetric identically prepared copies. This is in contrast to the finite-dimensional case, where entanglement can be distilled in an iterative protocol using two copies at a time. The ramifications for the distribution of Gaussian states over large distances will be outlined. We also comment on the generality of the approach and sketch the most general form of a Gaussian local operation with classical communication in a bipartite setting.

Unconditional optimality of Gaussian attacks against continuous-variable quantum key distribution.

PubMed

García-Patrón, Raúl; Cerf, Nicolas J

2006-11-10

A fully general approach to the security analysis of continuous-variable quantum key distribution (CV-QKD) is presented. Provided that the quantum channel is estimated via the covariance matrix of the quadratures, Gaussian attacks are shown to be optimal against all collective eavesdropping strategies. The proof is made strikingly simple by combining a physical model of measurement, an entanglement-based description of CV-QKD, and a recent powerful result on the extremality of Gaussian states [M. M. Wolf, Phys. Rev. Lett. 96, 080502 (2006)10.1103/PhysRevLett.96.080502].

Continuous-variable quantum-key-distribution protocols with a non-Gaussian modulation

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

Leverrier, Anthony; Grangier, Philippe; Laboratoire Charles Fabry, Institut d'Optique, CNRS, Univ. Paris-Sud, Campus Polytechnique, RD 128, F-91127 Palaiseau Cedex

2011-04-15

In this paper, we consider continuous-variable quantum-key-distribution (QKD) protocols which use non-Gaussian modulations. These specific modulation schemes are compatible with very efficient error-correction procedures, hence allowing the protocols to outperform previous protocols in terms of achievable range. In their simplest implementation, these protocols are secure for any linear quantum channels (hence against Gaussian attacks). We also show how the use of decoy states makes the protocols secure against arbitrary collective attacks, which implies their unconditional security in the asymptotic limit.

Gaussian Process Interpolation for Uncertainty Estimation in Image Registration

PubMed Central

Wachinger, Christian; Golland, Polina; Reuter, Martin; Wells, William

2014-01-01

Intensity-based image registration requires resampling images on a common grid to evaluate the similarity function. The uncertainty of interpolation varies across the image, depending on the location of resampled points relative to the base grid. We propose to perform Bayesian inference with Gaussian processes, where the covariance matrix of the Gaussian process posterior distribution estimates the uncertainty in interpolation. The Gaussian process replaces a single image with a distribution over images that we integrate into a generative model for registration. Marginalization over resampled images leads to a new similarity measure that includes the uncertainty of the interpolation. We demonstrate that our approach increases the registration accuracy and propose an efficient approximation scheme that enables seamless integration with existing registration methods. PMID:25333127

Long-distance continuous-variable quantum key distribution with a Gaussian modulation

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

Jouguet, Paul; SeQureNet, 23 avenue d'Italie, F-75013 Paris; Kunz-Jacques, Sebastien

2011-12-15

We designed high-efficiency error correcting codes allowing us to extract an errorless secret key in a continuous-variable quantum key distribution (CVQKD) protocol using a Gaussian modulation of coherent states and a homodyne detection. These codes are available for a wide range of signal-to-noise ratios on an additive white Gaussian noise channel with a binary modulation and can be combined with a multidimensional reconciliation method proven secure against arbitrary collective attacks. This improved reconciliation procedure considerably extends the secure range of a CVQKD with a Gaussian modulation, giving a secret key rate of about 10{sup -3} bit per pulse at amore » distance of 120 km for reasonable physical parameters.« less

Fatigue assessment of vibrating rail vehicle bogie components under non-Gaussian random excitations using power spectral densities

NASA Astrophysics Data System (ADS)

Wolfsteiner, Peter; Breuer, Werner

2013-10-01

The assessment of fatigue load under random vibrations is usually based on load spectra. Typically they are computed with counting methods (e.g. Rainflow) based on a time domain signal. Alternatively methods are available (e.g. Dirlik) enabling the estimation of load spectra directly from power spectral densities (PSDs) of the corresponding time signals; the knowledge of the time signal is then not necessary. These PSD based methods have the enormous advantage that if for example the signal to assess results from a finite element method based vibration analysis, the computation time of the simulation of PSDs in the frequency domain outmatches by far the simulation of time signals in the time domain. This is especially true for random vibrations with very long signals in the time domain. The disadvantage of the PSD based simulation of vibrations and also the PSD based load spectra estimation is their limitation to Gaussian distributed time signals. Deviations from this Gaussian distribution cause relevant deviations in the estimated load spectra. In these cases usually only computation time intensive time domain calculations produce accurate results. This paper presents a method dealing with non-Gaussian signals with real statistical properties that is still able to use the efficient PSD approach with its computation time advantages. Essentially it is based on a decomposition of the non-Gaussian signal in Gaussian distributed parts. The PSDs of these rearranged signals are then used to perform usual PSD analyses. In particular, detailed methods are described for the decomposition of time signals and the derivation of PSDs and cross power spectral densities (CPSDs) from multiple real measurements without using inaccurate standard procedures. Furthermore the basic intention is to design a general and integrated method that is not just able to analyse a certain single load case for a small time interval, but to generate representative PSD and CPSD spectra replacing extensive measured loads in time domain without losing the necessary accuracy for the fatigue load results. These long measurements may even represent the whole application range of the railway vehicle. The presented work demonstrates the application of this method to railway vehicle components subjected to random vibrations caused by the wheel rail contact. Extensive measurements of axle box accelerations have been used to verify the proposed procedure for this class of railway vehicle applications. The linearity is not a real limitation, because the structural vibrations caused by the random excitations are usually small for rail vehicle applications. The impact of nonlinearities is usually covered by separate nonlinear models and only needed for the deterministic part of the loads. Linear vibration systems subjected to Gaussian vibrations respond with vibrations having also a Gaussian distribution. A non-Gaussian distribution in the excitation signal produces also a non-Gaussian response with statistical properties different from these excitations. A drawback is the fact that there is no simple mathematical relation between excitation and response concerning these deviations from the Gaussian distribution (see e.g. Ito calculus [6], which is usually not part of commercial codes!). There are a couple of well-established procedures for the prediction of fatigue load spectra from PSDs designed for Gaussian loads (see [4]); the question of the impact of non-Gaussian distributions on the fatigue load prediction has been studied for decades (see e.g. [3,4,11-13]) and is still subject of the ongoing research; e.g. [13] proposed a procedure, capable of considering non-Gaussian broadbanded loads. It is based on the knowledge of the response PSD and some statistical data, defining the non-Gaussian character of the underlying time signal. As already described above, these statistical data are usually not available for a PSD vibration response that has been calculated in the frequency domain. Summarizing the above and considering the fact of having highly non-Gaussian excitations on railway vehicles caused by the wheel rail contact means that the fast PSD analysis in the frequency domain cannot be combined with load spectra prediction methods for PSDs.

Feasibility study on the least square method for fitting non-Gaussian noise data

NASA Astrophysics Data System (ADS)

Xu, Wei; Chen, Wen; Liang, Yingjie

2018-02-01

This study is to investigate the feasibility of least square method in fitting non-Gaussian noise data. We add different levels of the two typical non-Gaussian noises, Lévy and stretched Gaussian noises, to exact value of the selected functions including linear equations, polynomial and exponential equations, and the maximum absolute and the mean square errors are calculated for the different cases. Lévy and stretched Gaussian distributions have many applications in fractional and fractal calculus. It is observed that the non-Gaussian noises are less accurately fitted than the Gaussian noise, but the stretched Gaussian cases appear to perform better than the Lévy noise cases. It is stressed that the least-squares method is inapplicable to the non-Gaussian noise cases when the noise level is larger than 5%.

A fast elitism Gaussian estimation of distribution algorithm and application for PID optimization.

PubMed

Xu, Qingyang; Zhang, Chengjin; Zhang, Li

2014-01-01

Estimation of distribution algorithm (EDA) is an intelligent optimization algorithm based on the probability statistics theory. A fast elitism Gaussian estimation of distribution algorithm (FEGEDA) is proposed in this paper. The Gaussian probability model is used to model the solution distribution. The parameters of Gaussian come from the statistical information of the best individuals by fast learning rule. A fast learning rule is used to enhance the efficiency of the algorithm, and an elitism strategy is used to maintain the convergent performance. The performances of the algorithm are examined based upon several benchmarks. In the simulations, a one-dimensional benchmark is used to visualize the optimization process and probability model learning process during the evolution, and several two-dimensional and higher dimensional benchmarks are used to testify the performance of FEGEDA. The experimental results indicate the capability of FEGEDA, especially in the higher dimensional problems, and the FEGEDA exhibits a better performance than some other algorithms and EDAs. Finally, FEGEDA is used in PID controller optimization of PMSM and compared with the classical-PID and GA.

A Fast Elitism Gaussian Estimation of Distribution Algorithm and Application for PID Optimization

PubMed Central

Xu, Qingyang; Zhang, Chengjin; Zhang, Li

2014-01-01

Estimation of distribution algorithm (EDA) is an intelligent optimization algorithm based on the probability statistics theory. A fast elitism Gaussian estimation of distribution algorithm (FEGEDA) is proposed in this paper. The Gaussian probability model is used to model the solution distribution. The parameters of Gaussian come from the statistical information of the best individuals by fast learning rule. A fast learning rule is used to enhance the efficiency of the algorithm, and an elitism strategy is used to maintain the convergent performance. The performances of the algorithm are examined based upon several benchmarks. In the simulations, a one-dimensional benchmark is used to visualize the optimization process and probability model learning process during the evolution, and several two-dimensional and higher dimensional benchmarks are used to testify the performance of FEGEDA. The experimental results indicate the capability of FEGEDA, especially in the higher dimensional problems, and the FEGEDA exhibits a better performance than some other algorithms and EDAs. Finally, FEGEDA is used in PID controller optimization of PMSM and compared with the classical-PID and GA. PMID:24892059

Extended q -Gaussian and q -exponential distributions from gamma random variables

NASA Astrophysics Data System (ADS)

Budini, Adrián A.

2015-05-01

The family of q -Gaussian and q -exponential probability densities fit the statistical behavior of diverse complex self-similar nonequilibrium systems. These distributions, independently of the underlying dynamics, can rigorously be obtained by maximizing Tsallis "nonextensive" entropy under appropriate constraints, as well as from superstatistical models. In this paper we provide an alternative and complementary scheme for deriving these objects. We show that q -Gaussian and q -exponential random variables can always be expressed as a function of two statistically independent gamma random variables with the same scale parameter. Their shape index determines the complexity q parameter. This result also allows us to define an extended family of asymmetric q -Gaussian and modified q -exponential densities, which reduce to the standard ones when the shape parameters are the same. Furthermore, we demonstrate that a simple change of variables always allows relating any of these distributions with a beta stochastic variable. The extended distributions are applied in the statistical description of different complex dynamics such as log-return signals in financial markets and motion of point defects in a fluid flow.

Kinetic and energy production analysis of pyrolysis of lignocellulosic biomass using a three-parallel Gaussian reaction model.

PubMed

Chen, Tianju; Zhang, Jinzhi; Wu, Jinhu

2016-07-01

The kinetic and energy productions of pyrolysis of a lignocellulosic biomass were investigated using a three-parallel Gaussian distribution method in this work. The pyrolysis experiment of the pine sawdust was performed using a thermogravimetric-mass spectroscopy (TG-MS) analyzer. A three-parallel Gaussian distributed activation energy model (DAEM)-reaction model was used to describe thermal decomposition behaviors of the three components, hemicellulose, cellulose and lignin. The first, second and third pseudocomponents represent the fractions of hemicellulose, cellulose and lignin, respectively. It was found that the model is capable of predicting the pyrolysis behavior of the pine sawdust. The activation energy distribution peaks for the three pseudo-components were centered at 186.8, 197.5 and 203.9kJmol(-1) for the pine sawdust, respectively. The evolution profiles of H2, CH4, CO, and CO2 were well predicted using the three-parallel Gaussian distribution model. In addition, the chemical composition of bio-oil was also obtained by pyrolysis-gas chromatography/mass spectrometry instrument (Py-GC/MS). Copyright © 2016 Elsevier Ltd. All rights reserved.

Unbiased free energy estimates in fast nonequilibrium transformations using Gaussian mixtures

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

Procacci, Piero

2015-04-21

In this paper, we present an improved method for obtaining unbiased estimates of the free energy difference between two thermodynamic states using the work distribution measured in nonequilibrium driven experiments connecting these states. The method is based on the assumption that any observed work distribution is given by a mixture of Gaussian distributions, whose normal components are identical in either direction of the nonequilibrium process, with weights regulated by the Crooks theorem. Using the prototypical example for the driven unfolding/folding of deca-alanine, we show that the predicted behavior of the forward and reverse work distributions, assuming a combination of onlymore » two Gaussian components with Crooks derived weights, explains surprisingly well the striking asymmetry in the observed distributions at fast pulling speeds. The proposed methodology opens the way for a perfectly parallel implementation of Jarzynski-based free energy calculations in complex systems.« less

Propagation of Ince-Gaussian beams in a thermal lens medium

NASA Astrophysics Data System (ADS)

Xu, Ting; Wang, Shaomin

2006-09-01

The propagation of Ince-Gaussian beams in a thermal lens medium is studied in this paper. Based on the ABCD matrix for Gaussian beams passing through a thermal lens medium, distinct expressions for the beam transverse intensity distributions and the longitudinal phase shift are deduced and discussed. Similar to Laguerre and Hermite-Gaussian beams, Ince-Gaussian beams, which constitute the third complete family of exact and orthogonal solutions of the paraxial wave equation, can also be used in other inhomogeneous media such as lenslike media and saturated absorption media.

Joint genome-wide prediction in several populations accounting for randomness of genotypes: A hierarchical Bayes approach. II: Multivariate spike and slab priors for marker effects and derivation of approximate Bayes and fractional Bayes factors for the complete family of models.

PubMed

Martínez, Carlos Alberto; Khare, Kshitij; Banerjee, Arunava; Elzo, Mauricio A

2017-03-21

This study corresponds to the second part of a companion paper devoted to the development of Bayesian multiple regression models accounting for randomness of genotypes in across population genome-wide prediction. This family of models considers heterogeneous and correlated marker effects and allelic frequencies across populations, and has the ability of considering records from non-genotyped individuals and individuals with missing genotypes in any subset of loci without the need for previous imputation, taking into account uncertainty about imputed genotypes. This paper extends this family of models by considering multivariate spike and slab conditional priors for marker allele substitution effects and contains derivations of approximate Bayes factors and fractional Bayes factors to compare models from part I and those developed here with their null versions. These null versions correspond to simpler models ignoring heterogeneity of populations, but still accounting for randomness of genotypes. For each marker loci, the spike component of priors corresponded to point mass at 0 in R S , where S is the number of populations, and the slab component was a S-variate Gaussian distribution, independent conditional priors were assumed. For the Gaussian components, covariance matrices were assumed to be either the same for all markers or different for each marker. For null models, the priors were simply univariate versions of these finite mixture distributions. Approximate algebraic expressions for Bayes factors and fractional Bayes factors were found using the Laplace approximation. Using the simulated datasets described in part I, these models were implemented and compared with models derived in part I using measures of predictive performance based on squared Pearson correlations, Deviance Information Criterion, Bayes factors, and fractional Bayes factors. The extensions presented here enlarge our family of genome-wide prediction models making it more flexible in the sense that it now offers more modeling options. Copyright © 2017 Elsevier Ltd. All rights reserved.

Comment on "Universal relation between skewness and kurtosis in complex dynamics"

NASA Astrophysics Data System (ADS)

Celikoglu, Ahmet; Tirnakli, Ugur

2015-12-01

In a recent paper [M. Cristelli, A. Zaccaria, and L. Pietronero, Phys. Rev. E 85, 066108 (2012), 10.1103/PhysRevE.85.066108], the authors analyzed the relation between skewness and kurtosis for complex dynamical systems, and they identified two power-law regimes of non-Gaussianity, one of which scales with an exponent of 2 and the other with 4 /3 . They concluded that the observed relation is a universal fact in complex dynamical systems. In this Comment, we test the proposed universal relation between skewness and kurtosis with a large number of synthetic data, and we show that in fact it is not a universal relation and originates only due to the small number of data points in the datasets considered. The proposed relation is tested using a family of non-Gaussian distribution known as q -Gaussians. We show that this relation disappears for sufficiently large datasets provided that the fourth moment of the distribution is finite. We find that kurtosis saturates to a single value, which is of course different from the Gaussian case (K =3 ), as the number of data is increased, and this indicates that the kurtosis will converge to a finite single value if all moments of the distribution up to fourth are finite. The converged kurtosis value for the finite fourth-moment distributions and the number of data points needed to reach this value depend on the deviation of the original distribution from the Gaussian case.

Monogamy inequality for distributed gaussian entanglement.

PubMed

Hiroshima, Tohya; Adesso, Gerardo; Illuminati, Fabrizio

2007-02-02

We show that for all n-mode Gaussian states of continuous variable systems, the entanglement shared among n parties exhibits the fundamental monogamy property. The monogamy inequality is proven by introducing the Gaussian tangle, an entanglement monotone under Gaussian local operations and classical communication, which is defined in terms of the squared negativity in complete analogy with the case of n-qubit systems. Our results elucidate the structure of quantum correlations in many-body harmonic lattice systems.

Optimality of Gaussian attacks in continuous-variable quantum cryptography.

PubMed

Navascués, Miguel; Grosshans, Frédéric; Acín, Antonio

2006-11-10

We analyze the asymptotic security of the family of Gaussian modulated quantum key distribution protocols for continuous-variables systems. We prove that the Gaussian unitary attack is optimal for all the considered bounds on the key rate when the first and second momenta of the canonical variables involved are known by the honest parties.

Voice-onset time and buzz-onset time identification: A ROC analysis

NASA Astrophysics Data System (ADS)

Lopez-Bascuas, Luis E.; Rosner, Burton S.; Garcia-Albea, Jose E.

2004-05-01

Previous studies have employed signal detection theory to analyze data from speech and nonspeech experiments. Typically, signal distributions were assumed to be Gaussian. Schouten and van Hessen [J. Acoust. Soc. Am. 104, 2980-2990 (1998)] explicitly tested this assumption for an intensity continuum and a speech continuum. They measured response distributions directly and, assuming an interval scale, concluded that the Gaussian assumption held for both continua. However, Pastore and Macmillan [J. Acoust. Soc. Am. 111, 2432 (2002)] applied ROC analysis to Schouten and van Hessen's data, assuming only an ordinal scale. Their ROC curves suppported the Gaussian assumption for the nonspeech signals only. Previously, Lopez-Bascuas [Proc. Audit. Bas. Speech Percept., 158-161 (1997)] found evidence with a rating scale procedure that the Gaussian model was inadequate for a voice-onset time continuum but not for a noise-buzz continuum. Both continua contained ten stimuli with asynchronies ranging from -35 ms to +55 ms. ROC curves (double-probability plots) are now reported for each pair of adjacent stimuli on the two continua. Both speech and nonspeech ROCs often appeared nonlinear, indicating non-Gaussian signal distributions under the usual zero-variance assumption for response criteria.

A Gaussian Model-Based Probabilistic Approach for Pulse Transit Time Estimation.

PubMed

Jang, Dae-Geun; Park, Seung-Hun; Hahn, Minsoo

2016-01-01

In this paper, we propose a new probabilistic approach to pulse transit time (PTT) estimation using a Gaussian distribution model. It is motivated basically by the hypothesis that PTTs normalized by RR intervals follow the Gaussian distribution. To verify the hypothesis, we demonstrate the effects of arterial compliance on the normalized PTTs using the Moens-Korteweg equation. Furthermore, we observe a Gaussian distribution of the normalized PTTs on real data. In order to estimate the PTT using the hypothesis, we first assumed that R-waves in the electrocardiogram (ECG) can be correctly identified. The R-waves limit searching ranges to detect pulse peaks in the photoplethysmogram (PPG) and to synchronize the results with cardiac beats--i.e., the peaks of the PPG are extracted within the corresponding RR interval of the ECG as pulse peak candidates. Their probabilities of being the actual pulse peak are then calculated using a Gaussian probability function. The parameters of the Gaussian function are automatically updated when a new pulse peak is identified. This update makes the probability function adaptive to variations of cardiac cycles. Finally, the pulse peak is identified as the candidate with the highest probability. The proposed approach is tested on a database where ECG and PPG waveforms are collected simultaneously during the submaximal bicycle ergometer exercise test. The results are promising, suggesting that the method provides a simple but more accurate PTT estimation in real applications.

Stochastic and Statistical Analysis of Utility Revenues and Weather Data Analysis for Consumer Demand Estimation in Smart Grids

PubMed Central

Ali, S. M.; Mehmood, C. A; Khan, B.; Jawad, M.; Farid, U; Jadoon, J. K.; Ali, M.; Tareen, N. K.; Usman, S.; Majid, M.; Anwar, S. M.

2016-01-01

In smart grid paradigm, the consumer demands are random and time-dependent, owning towards stochastic probabilities. The stochastically varying consumer demands have put the policy makers and supplying agencies in a demanding position for optimal generation management. The utility revenue functions are highly dependent on the consumer deterministic stochastic demand models. The sudden drifts in weather parameters effects the living standards of the consumers that in turn influence the power demands. Considering above, we analyzed stochastically and statistically the effect of random consumer demands on the fixed and variable revenues of the electrical utilities. Our work presented the Multi-Variate Gaussian Distribution Function (MVGDF) probabilistic model of the utility revenues with time-dependent consumer random demands. Moreover, the Gaussian probabilities outcome of the utility revenues is based on the varying consumer n demands data-pattern. Furthermore, Standard Monte Carlo (SMC) simulations are performed that validated the factor of accuracy in the aforesaid probabilistic demand-revenue model. We critically analyzed the effect of weather data parameters on consumer demands using correlation and multi-linear regression schemes. The statistical analysis of consumer demands provided a relationship between dependent (demand) and independent variables (weather data) for utility load management, generation control, and network expansion. PMID:27314229

Stochastic and Statistical Analysis of Utility Revenues and Weather Data Analysis for Consumer Demand Estimation in Smart Grids.

PubMed

Ali, S M; Mehmood, C A; Khan, B; Jawad, M; Farid, U; Jadoon, J K; Ali, M; Tareen, N K; Usman, S; Majid, M; Anwar, S M

2016-01-01

In smart grid paradigm, the consumer demands are random and time-dependent, owning towards stochastic probabilities. The stochastically varying consumer demands have put the policy makers and supplying agencies in a demanding position for optimal generation management. The utility revenue functions are highly dependent on the consumer deterministic stochastic demand models. The sudden drifts in weather parameters effects the living standards of the consumers that in turn influence the power demands. Considering above, we analyzed stochastically and statistically the effect of random consumer demands on the fixed and variable revenues of the electrical utilities. Our work presented the Multi-Variate Gaussian Distribution Function (MVGDF) probabilistic model of the utility revenues with time-dependent consumer random demands. Moreover, the Gaussian probabilities outcome of the utility revenues is based on the varying consumer n demands data-pattern. Furthermore, Standard Monte Carlo (SMC) simulations are performed that validated the factor of accuracy in the aforesaid probabilistic demand-revenue model. We critically analyzed the effect of weather data parameters on consumer demands using correlation and multi-linear regression schemes. The statistical analysis of consumer demands provided a relationship between dependent (demand) and independent variables (weather data) for utility load management, generation control, and network expansion.

A three-parameter model for classifying anurans into four genera based on advertisement calls.

PubMed

Gingras, Bruno; Fitch, William Tecumseh

2013-01-01

The vocalizations of anurans are innate in structure and may therefore contain indicators of phylogenetic history. Thus, advertisement calls of species which are more closely related phylogenetically are predicted to be more similar than those of distant species. This hypothesis was evaluated by comparing several widely used machine-learning algorithms. Recordings of advertisement calls from 142 species belonging to four genera were analyzed. A logistic regression model, using mean values for dominant frequency, coefficient of variation of root-mean square energy, and spectral flux, correctly classified advertisement calls with regard to genus with an accuracy above 70%. Similar accuracy rates were obtained using these parameters with a support vector machine model, a K-nearest neighbor algorithm, and a multivariate Gaussian distribution classifier, whereas a Gaussian mixture model performed slightly worse. In contrast, models based on mel-frequency cepstral coefficients did not fare as well. Comparable accuracy levels were obtained on out-of-sample recordings from 52 of the 142 original species. The results suggest that a combination of low-level acoustic attributes is sufficient to discriminate efficiently between the vocalizations of these four genera, thus supporting the initial premise and validating the use of high-throughput algorithms on animal vocalizations to evaluate phylogenetic hypotheses.

Efficient Statistically Accurate Algorithms for the Fokker-Planck Equation in Large Dimensions

NASA Astrophysics Data System (ADS)

Chen, N.; Majda, A.

2017-12-01

Solving the Fokker-Planck equation for high-dimensional complex turbulent dynamical systems is an important and practical issue. However, most traditional methods suffer from the curse of dimensionality and have difficulties in capturing the fat tailed highly intermittent probability density functions (PDFs) of complex systems in turbulence, neuroscience and excitable media. In this article, efficient statistically accurate algorithms are developed for solving both the transient and the equilibrium solutions of Fokker-Planck equations associated with high-dimensional nonlinear turbulent dynamical systems with conditional Gaussian structures. The algorithms involve a hybrid strategy that requires only a small number of ensembles. Here, a conditional Gaussian mixture in a high-dimensional subspace via an extremely efficient parametric method is combined with a judicious non-parametric Gaussian kernel density estimation in the remaining low-dimensional subspace. Particularly, the parametric method, which is based on an effective data assimilation framework, provides closed analytical formulae for determining the conditional Gaussian distributions in the high-dimensional subspace. Therefore, it is computationally efficient and accurate. The full non-Gaussian PDF of the system is then given by a Gaussian mixture. Different from the traditional particle methods, each conditional Gaussian distribution here covers a significant portion of the high-dimensional PDF. Therefore a small number of ensembles is sufficient to recover the full PDF, which overcomes the curse of dimensionality. Notably, the mixture distribution has a significant skill in capturing the transient behavior with fat tails of the high-dimensional non-Gaussian PDFs, and this facilitates the algorithms in accurately describing the intermittency and extreme events in complex turbulent systems. It is shown in a stringent set of test problems that the method only requires an order of O(100) ensembles to successfully recover the highly non-Gaussian transient PDFs in up to 6 dimensions with only small errors.

Time-frequency distributions for propulsion-system diagnostics

NASA Astrophysics Data System (ADS)

Griffin, Michael E.; Tulpule, Sharayu

1991-12-01

The Wigner distribution and its smoothed versions, i.e., Choi-Williams and Gaussian kernels, are evaluated for propulsion system diagnostics. The approach is intended for off-line kernel design by using the ambiguity domain to select the appropriate Gaussian kernel. The features produced by the Wigner distribution and its smoothed versions correlate remarkably well with documented failure indications. The selection of the kernel on the other hand is very subjective for our unstructured data.

Reliability Implications in Wood Systems of a Bivariate Gaussian-Weibull Distribution and the Associated Univariate Pseudo-truncated Weibull

Treesearch

Steve P. Verrill; James W. Evans; David E. Kretschmann; Cherilyn A. Hatfield

2014-01-01

Two important wood properties are the modulus of elasticity (MOE) and the modulus of rupture (MOR). In the past, the statistical distribution of the MOE has often been modeled as Gaussian, and that of the MOR as lognormal or as a two- or three-parameter Weibull distribution. It is well known that MOE and MOR are positively correlated. To model the simultaneous behavior...

Assessment of parametric uncertainty for groundwater reactive transport modeling,

USGS Publications Warehouse

Shi, Xiaoqing; Ye, Ming; Curtis, Gary P.; Miller, Geoffery L.; Meyer, Philip D.; Kohler, Matthias; Yabusaki, Steve; Wu, Jichun

2014-01-01

The validity of using Gaussian assumptions for model residuals in uncertainty quantification of a groundwater reactive transport model was evaluated in this study. Least squares regression methods explicitly assume Gaussian residuals, and the assumption leads to Gaussian likelihood functions, model parameters, and model predictions. While the Bayesian methods do not explicitly require the Gaussian assumption, Gaussian residuals are widely used. This paper shows that the residuals of the reactive transport model are non-Gaussian, heteroscedastic, and correlated in time; characterizing them requires using a generalized likelihood function such as the formal generalized likelihood function developed by Schoups and Vrugt (2010). For the surface complexation model considered in this study for simulating uranium reactive transport in groundwater, parametric uncertainty is quantified using the least squares regression methods and Bayesian methods with both Gaussian and formal generalized likelihood functions. While the least squares methods and Bayesian methods with Gaussian likelihood function produce similar Gaussian parameter distributions, the parameter distributions of Bayesian uncertainty quantification using the formal generalized likelihood function are non-Gaussian. In addition, predictive performance of formal generalized likelihood function is superior to that of least squares regression and Bayesian methods with Gaussian likelihood function. The Bayesian uncertainty quantification is conducted using the differential evolution adaptive metropolis (DREAM(zs)) algorithm; as a Markov chain Monte Carlo (MCMC) method, it is a robust tool for quantifying uncertainty in groundwater reactive transport models. For the surface complexation model, the regression-based local sensitivity analysis and Morris- and DREAM(ZS)-based global sensitivity analysis yield almost identical ranking of parameter importance. The uncertainty analysis may help select appropriate likelihood functions, improve model calibration, and reduce predictive uncertainty in other groundwater reactive transport and environmental modeling.

Inverse Gaussian gamma distribution model for turbulence-induced fading in free-space optical communication.

PubMed

Cheng, Mingjian; Guo, Ya; Li, Jiangting; Zheng, Xiaotong; Guo, Lixin

2018-04-20

We introduce an alternative distribution to the gamma-gamma (GG) distribution, called inverse Gaussian gamma (IGG) distribution, which can efficiently describe moderate-to-strong irradiance fluctuations. The proposed stochastic model is based on a modulation process between small- and large-scale irradiance fluctuations, which are modeled by gamma and inverse Gaussian distributions, respectively. The model parameters of the IGG distribution are directly related to atmospheric parameters. The accuracy of the fit among the IGG, log-normal, and GG distributions with the experimental probability density functions in moderate-to-strong turbulence are compared, and results indicate that the newly proposed IGG model provides an excellent fit to the experimental data. As the receiving diameter is comparable with the atmospheric coherence radius, the proposed IGG model can reproduce the shape of the experimental data, whereas the GG and LN models fail to match the experimental data. The fundamental channel statistics of a free-space optical communication system are also investigated in an IGG-distributed turbulent atmosphere, and a closed-form expression for the outage probability of the system is derived with Meijer's G-function.

Hollow Gaussian beam generated by beam shaping with phase-only liquid crystal spatial light modulator

NASA Astrophysics Data System (ADS)

Nie, Yongming; Li, Xiujian; Qi, Junli; Ma, Haotong; Liao, Jiali; Yang, Jiankun; Hu, Wenhua

2012-03-01

Based on the refractive beam shaping system, the transformation of a quasi-Gaussian beam into a dark hollow Gaussian beam by a phase-only liquid crystal spatial light modulator (LC-SLM) is proposed. According to the energy conservation and constant optical path principle, the phase distribution of the aspheric lens and the phase-only LC-SLM can modulate the wave-front properly to generate the hollow beam. The numerical simulation results indicate that, the dark hollow intensity distribution of the output shaped beam can be maintained well for a certain propagation distance during which the dark region will not decrease whereas the ideal hollow Gaussian beam will do. By designing the phase modulation profile, which loaded into the LC-SLM carefully, the experimental results indicate that the dark hollow intensity distribution of the output shaped beam can be maintained well even at a distance much more than 550 mm from the LC-SLM, which agree with the numerical simulation results.

RESONATORS. MODES: Modes of a plano - spherical laser resonator with the Gaussian gain distribution of the active medium

NASA Astrophysics Data System (ADS)

Malyutin, A. A.

2007-03-01

Modes of a laser with plano-spherical degenerate and nondegenerate resonators are calculated upon diode pumping producing the Gaussian gain distribution in the active medium. Axially symmetric and off-axis pumpings are considered. It is shown that in the first case the lowest Hermite-Gaussian mode is excited with the largest weight both in the degenerate and nondegenerate resonator if the pump level is sufficiently high or the characteristic size wg of the amplifying region greatly exceeds the mode radius w0. The high-order Ince-Gaussian modes are excited upon weak off-axis pumping in the nondegenerate resonator both in the absence and presence of the symmetry of the gain distribution with respect to the resonator axis. It is found that when the level of off-axis symmetric pumping of the resonator is high enough, modes with the parameters of the TEM00 mode periodically propagating over a closed path in the resonator can exist. The explanation of this effect is given.

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

PubMed

Chabanon, Morgan; Rangamani, Padmini

2018-03-28

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

Multivariate stochastic analysis for Monthly hydrological time series at Cuyahoga River Basin

NASA Astrophysics Data System (ADS)

zhang, L.

2011-12-01

Copula has become a very powerful statistic and stochastic methodology in case of the multivariate analysis in Environmental and Water resources Engineering. In recent years, the popular one-parameter Archimedean copulas, e.g. Gumbel-Houggard copula, Cook-Johnson copula, Frank copula, the meta-elliptical copula, e.g. Gaussian Copula, Student-T copula, etc. have been applied in multivariate hydrological analyses, e.g. multivariate rainfall (rainfall intensity, duration and depth), flood (peak discharge, duration and volume), and drought analyses (drought length, mean and minimum SPI values, and drought mean areal extent). Copula has also been applied in the flood frequency analysis at the confluences of river systems by taking into account the dependence among upstream gauge stations rather than by using the hydrological routing technique. In most of the studies above, the annual time series have been considered as stationary signal which the time series have been assumed as independent identically distributed (i.i.d.) random variables. But in reality, hydrological time series, especially the daily and monthly hydrological time series, cannot be considered as i.i.d. random variables due to the periodicity existed in the data structure. Also, the stationary assumption is also under question due to the Climate Change and Land Use and Land Cover (LULC) change in the fast years. To this end, it is necessary to revaluate the classic approach for the study of hydrological time series by relaxing the stationary assumption by the use of nonstationary approach. Also as to the study of the dependence structure for the hydrological time series, the assumption of same type of univariate distribution also needs to be relaxed by adopting the copula theory. In this paper, the univariate monthly hydrological time series will be studied through the nonstationary time series analysis approach. The dependence structure of the multivariate monthly hydrological time series will be studied through the copula theory. As to the parameter estimation, the maximum likelihood estimation (MLE) will be applied. To illustrate the method, the univariate time series model and the dependence structure will be determined and tested using the monthly discharge time series of Cuyahoga River Basin.

Characterization of Adrenal Adenoma by Gaussian Model-Based Algorithm.

PubMed

Hsu, Larson D; Wang, Carolyn L; Clark, Toshimasa J

2016-01-01

We confirmed that computed tomography (CT) attenuation values of pixels in an adrenal nodule approximate a Gaussian distribution. Building on this and the previously described histogram analysis method, we created an algorithm that uses mean and standard deviation to estimate the percentage of negative attenuation pixels in an adrenal nodule, thereby allowing differentiation of adenomas and nonadenomas. The institutional review board approved both components of this study in which we developed and then validated our criteria. In the first, we retrospectively assessed CT attenuation values of adrenal nodules for normality using a 2-sample Kolmogorov-Smirnov test. In the second, we evaluated a separate cohort of patients with adrenal nodules using both the conventional 10HU unit mean attenuation method and our Gaussian model-based algorithm. We compared the sensitivities of the 2 methods using McNemar's test. A total of 183 of 185 observations (98.9%) demonstrated a Gaussian distribution in adrenal nodule pixel attenuation values. The sensitivity and specificity of our Gaussian model-based algorithm for identifying adrenal adenoma were 86.1% and 83.3%, respectively. The sensitivity and specificity of the mean attenuation method were 53.2% and 94.4%, respectively. The sensitivities of the 2 methods were significantly different (P value < 0.001). In conclusion, the CT attenuation values within an adrenal nodule follow a Gaussian distribution. Our Gaussian model-based algorithm can characterize adrenal adenomas with higher sensitivity than the conventional mean attenuation method. The use of our algorithm, which does not require additional postprocessing, may increase workflow efficiency and reduce unnecessary workup of benign nodules. Copyright © 2016 Elsevier Inc. All rights reserved.

EM in high-dimensional spaces.

PubMed

Draper, Bruce A; Elliott, Daniel L; Hayes, Jeremy; Baek, Kyungim

2005-06-01

This paper considers fitting a mixture of Gaussians model to high-dimensional data in scenarios where there are fewer data samples than feature dimensions. Issues that arise when using principal component analysis (PCA) to represent Gaussian distributions inside Expectation-Maximization (EM) are addressed, and a practical algorithm results. Unlike other algorithms that have been proposed, this algorithm does not try to compress the data to fit low-dimensional models. Instead, it models Gaussian distributions in the (N - 1)-dimensional space spanned by the N data samples. We are able to show that this algorithm converges on data sets where low-dimensional techniques do not.

Non-gaussian statistics of pencil beam surveys

NASA Technical Reports Server (NTRS)

Amendola, Luca

1994-01-01

We study the effect of the non-Gaussian clustering of galaxies on the statistics of pencil beam surveys. We derive the probability from the power spectrum peaks by means of Edgeworth expansion and find that the higher order moments of the galaxy distribution play a dominant role. The probability of obtaining the 128 Mpc/h periodicity found in pencil beam surveys is raised by more than one order of magnitude, up to 1%. Further data are needed to decide if non-Gaussian distribution alone is sufficient to explain the 128 Mpc/h periodicity, or if extra large-scale power is necessary.

Irradiance tailoring by fractional Fourier transform of a radial Gaussian beam array

NASA Astrophysics Data System (ADS)

Zhou, Pu; Wang, Xiaolin; Ma, Yanxing; Ma, Haotong; Liu, Zejin

2011-03-01

The fractional Fourier transform (FRFT) is applied to a radial Gaussian beam array. Analytical formula is derived for the irradiance distribution of coherent and incoherent radial Gaussian beam array in FRFT domain using Collins integral formula. It is revealed that the irradiance pattern can be tailored to be controllable dark-hollow, flat-topped and Gaussian beam pattern by changing of the fractional order of FRFT and the coherent state of the laser array.

Irradiance tailoring by fractional Fourier transform of a radial Gaussian beam array

NASA Astrophysics Data System (ADS)

Zhou, Pu; Wang, Xiaolin; Ma, Yanxing; Ma, Haotong; Liu, Zejin

2010-07-01

The fractional Fourier transform (FRFT) is applied to a radial Gaussian beam array. Analytical formula is derived for the irradiance distribution of coherent and incoherent radial Gaussian beam array in FRFT domain using Collins integral formula. It is revealed that the irradiance pattern can be tailored to be controllable dark-hollow, flat-topped and Gaussian beam pattern by changing of the fractional order of FRFT and the coherent state of the laser array.

DTI segmentation by statistical surface evolution.

PubMed

Lenglet, Christophe; Rousson, Mikaël; Deriche, Rachid

2006-06-01

We address the problem of the segmentation of cerebral white matter structures from diffusion tensor images (DTI). A DTI produces, from a set of diffusion-weighted MR images, tensor-valued images where each voxel is assigned with a 3 x 3 symmetric, positive-definite matrix. This second order tensor is simply the covariance matrix of a local Gaussian process, with zero-mean, modeling the average motion of water molecules. As we will show in this paper, the definition of a dissimilarity measure and statistics between such quantities is a nontrivial task which must be tackled carefully. We claim and demonstrate that, by using the theoretically well-founded differential geometrical properties of the manifold of multivariate normal distributions, it is possible to improve the quality of the segmentation results obtained with other dissimilarity measures such as the Euclidean distance or the Kullback-Leibler divergence. The main goal of this paper is to prove that the choice of the probability metric, i.e., the dissimilarity measure, has a deep impact on the tensor statistics and, hence, on the achieved results. We introduce a variational formulation, in the level-set framework, to estimate the optimal segmentation of a DTI according to the following hypothesis: Diffusion tensors exhibit a Gaussian distribution in the different partitions. We must also respect the geometric constraints imposed by the interfaces existing among the cerebral structures and detected by the gradient of the DTI. We show how to express all the statistical quantities for the different probability metrics. We validate and compare the results obtained on various synthetic data-sets, a biological rat spinal cord phantom and human brain DTIs.

Coherent superposition of propagation-invariant laser beams

NASA Astrophysics Data System (ADS)

Soskind, R.; Soskind, M.; Soskind, Y. G.

2012-10-01

The coherent superposition of propagation-invariant laser beams represents an important beam-shaping technique, and results in new beam shapes which retain the unique property of propagation invariance. Propagation-invariant laser beam shapes depend on the order of the propagating beam, and include Hermite-Gaussian and Laguerre-Gaussian beams, as well as the recently introduced Ince-Gaussian beams which additionally depend on the beam ellipticity parameter. While the superposition of Hermite-Gaussian and Laguerre-Gaussian beams has been discussed in the past, the coherent superposition of Ince-Gaussian laser beams has not received significant attention in literature. In this paper, we present the formation of propagation-invariant laser beams based on the coherent superposition of Hermite-Gaussian, Laguerre-Gaussian, and Ince-Gaussian beams of different orders. We also show the resulting field distributions of the superimposed Ince-Gaussian laser beams as a function of the ellipticity parameter. By changing the beam ellipticity parameter, we compare the various shapes of the superimposed propagation-invariant laser beams transitioning from Laguerre-Gaussian beams at one ellipticity extreme to Hermite-Gaussian beams at the other extreme.

Improvements in GRACE Gravity Field Determination through Stochastic Observation Modeling

NASA Astrophysics Data System (ADS)

McCullough, C.; Bettadpur, S. V.

2016-12-01

Current unconstrained Release 05 GRACE gravity field solutions from the Center for Space Research (CSR RL05) assume random observation errors following an independent multivariate Gaussian distribution. This modeling of observations, a simplifying assumption, fails to account for long period, correlated errors arising from inadequacies in the background force models. Fully modeling the errors inherent in the observation equations, through the use of a full observation covariance (modeling colored noise), enables optimal combination of GPS and inter-satellite range-rate data and obviates the need for estimating kinematic empirical parameters during the solution process. Most importantly, fully modeling the observation errors drastically improves formal error estimates of the spherical harmonic coefficients, potentially enabling improved uncertainty quantification of scientific results derived from GRACE and optimizing combinations of GRACE with independent data sets and a priori constraints.

Bayesian seismic inversion based on rock-physics prior modeling for the joint estimation of acoustic impedance, porosity and lithofacies

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

Passos de Figueiredo, Leandro, E-mail: leandrop.fgr@gmail.com; Grana, Dario; Santos, Marcio

We propose a Bayesian approach for seismic inversion to estimate acoustic impedance, porosity and lithofacies within the reservoir conditioned to post-stack seismic and well data. The link between elastic and petrophysical properties is given by a joint prior distribution for the logarithm of impedance and porosity, based on a rock-physics model. The well conditioning is performed through a background model obtained by well log interpolation. Two different approaches are presented: in the first approach, the prior is defined by a single Gaussian distribution, whereas in the second approach it is defined by a Gaussian mixture to represent the well datamore » multimodal distribution and link the Gaussian components to different geological lithofacies. The forward model is based on a linearized convolutional model. For the single Gaussian case, we obtain an analytical expression for the posterior distribution, resulting in a fast algorithm to compute the solution of the inverse problem, i.e. the posterior distribution of acoustic impedance and porosity as well as the facies probability given the observed data. For the Gaussian mixture prior, it is not possible to obtain the distributions analytically, hence we propose a Gibbs algorithm to perform the posterior sampling and obtain several reservoir model realizations, allowing an uncertainty analysis of the estimated properties and lithofacies. Both methodologies are applied to a real seismic dataset with three wells to obtain 3D models of acoustic impedance, porosity and lithofacies. The methodologies are validated through a blind well test and compared to a standard Bayesian inversion approach. Using the probability of the reservoir lithofacies, we also compute a 3D isosurface probability model of the main oil reservoir in the studied field.« less

Mean intensity of the vortex Bessel-Gaussian beam in turbulent atmosphere

NASA Astrophysics Data System (ADS)

Lukin, Igor P.

2017-11-01

In this work the question of stability of the vortex Bessel-Gaussian optical beams formed in turbulent atmosphere is theoretically considered. The detailed analysis of features of spatial structure of distribution of mean intensity of vortex Bessel-Gaussian optical beams in turbulent atmosphere are analyzed. The quantitative criterion of possibility of formation of vortex Bessel-Gaussian optical beams in turbulent atmosphere is derived. It is shown that stability of the form of a vortex Bessel-Gaussian optical beam during propagation in turbulent atmosphere increases with increase of value of a topological charge of this optical beam.

Separation of the atmospheric variability into non-Gaussian multidimensional sources by projection pursuit techniques

NASA Astrophysics Data System (ADS)

Pires, Carlos A. L.; Ribeiro, Andreia F. S.

2017-02-01

We develop an expansion of space-distributed time series into statistically independent uncorrelated subspaces (statistical sources) of low-dimension and exhibiting enhanced non-Gaussian probability distributions with geometrically simple chosen shapes (projection pursuit rationale). The method relies upon a generalization of the principal component analysis that is optimal for Gaussian mixed signals and of the independent component analysis (ICA), optimized to split non-Gaussian scalar sources. The proposed method, supported by information theory concepts and methods, is the independent subspace analysis (ISA) that looks for multi-dimensional, intrinsically synergetic subspaces such as dyads (2D) and triads (3D), not separable by ICA. Basically, we optimize rotated variables maximizing certain nonlinear correlations (contrast functions) coming from the non-Gaussianity of the joint distribution. As a by-product, it provides nonlinear variable changes `unfolding' the subspaces into nearly Gaussian scalars of easier post-processing. Moreover, the new variables still work as nonlinear data exploratory indices of the non-Gaussian variability of the analysed climatic and geophysical fields. The method (ISA, followed by nonlinear unfolding) is tested into three datasets. The first one comes from the Lorenz'63 three-dimensional chaotic model, showing a clear separation into a non-Gaussian dyad plus an independent scalar. The second one is a mixture of propagating waves of random correlated phases in which the emergence of triadic wave resonances imprints a statistical signature in terms of a non-Gaussian non-separable triad. Finally the method is applied to the monthly variability of a high-dimensional quasi-geostrophic (QG) atmospheric model, applied to the Northern Hemispheric winter. We find that quite enhanced non-Gaussian dyads of parabolic shape, perform much better than the unrotated variables in which concerns the separation of the four model's centroid regimes (positive and negative phases of the Arctic Oscillation and of the North Atlantic Oscillation). Triads are also likely in the QG model but of weaker expression than dyads due to the imposed shape and dimension. The study emphasizes the existence of nonlinear dyadic and triadic nonlinear teleconnections.

Stable Lévy motion with inverse Gaussian subordinator

NASA Astrophysics Data System (ADS)

Kumar, A.; Wyłomańska, A.; Gajda, J.

2017-09-01

In this paper we study the stable Lévy motion subordinated by the so-called inverse Gaussian process. This process extends the well known normal inverse Gaussian (NIG) process introduced by Barndorff-Nielsen, which arises by subordinating ordinary Brownian motion (with drift) with inverse Gaussian process. The NIG process found many interesting applications, especially in financial data description. We discuss here the main features of the introduced subordinated process, such as distributional properties, existence of fractional order moments and asymptotic tail behavior. We show the connection of the process with continuous time random walk. Further, the governing fractional partial differential equations for the probability density function is also obtained. Moreover, we discuss the asymptotic distribution of sample mean square displacement, the main tool in detection of anomalous diffusion phenomena (Metzler et al., 2014). In order to apply the stable Lévy motion time-changed by inverse Gaussian subordinator we propose a step-by-step procedure of parameters estimation. At the end, we show how the examined process can be useful to model financial time series.

Extinction time of a stochastic predator-prey model by the generalized cell mapping method

NASA Astrophysics Data System (ADS)

Han, Qun; Xu, Wei; Hu, Bing; Huang, Dongmei; Sun, Jian-Qiao

2018-03-01

The stochastic response and extinction time of a predator-prey model with Gaussian white noise excitations are studied by the generalized cell mapping (GCM) method based on the short-time Gaussian approximation (STGA). The methods for stochastic response probability density functions (PDFs) and extinction time statistics are developed. The Taylor expansion is used to deal with non-polynomial nonlinear terms of the model for deriving the moment equations with Gaussian closure, which are needed for the STGA in order to compute the one-step transition probabilities. The work is validated with direct Monte Carlo simulations. We have presented the transient responses showing the evolution from a Gaussian initial distribution to a non-Gaussian steady-state one. The effects of the model parameter and noise intensities on the steady-state PDFs are discussed. It is also found that the effects of noise intensities on the extinction time statistics are opposite to the effects on the limit probability distributions of the survival species.

Leading non-Gaussian corrections for diffusion orientation distribution function.

PubMed

Jensen, Jens H; Helpern, Joseph A; Tabesh, Ali

2014-02-01

An analytical representation of the leading non-Gaussian corrections for a class of diffusion orientation distribution functions (dODFs) is presented. This formula is constructed from the diffusion and diffusional kurtosis tensors, both of which may be estimated with diffusional kurtosis imaging (DKI). By incorporating model-independent non-Gaussian diffusion effects, it improves on the Gaussian approximation used in diffusion tensor imaging (DTI). This analytical representation therefore provides a natural foundation for DKI-based white matter fiber tractography, which has potential advantages over conventional DTI-based fiber tractography in generating more accurate predictions for the orientations of fiber bundles and in being able to directly resolve intra-voxel fiber crossings. The formula is illustrated with numerical simulations for a two-compartment model of fiber crossings and for human brain data. These results indicate that the inclusion of the leading non-Gaussian corrections can significantly affect fiber tractography in white matter regions, such as the centrum semiovale, where fiber crossings are common. 2013 John Wiley & Sons, Ltd.

Leading Non-Gaussian Corrections for Diffusion Orientation Distribution Function

PubMed Central

Jensen, Jens H.; Helpern, Joseph A.; Tabesh, Ali

2014-01-01

An analytical representation of the leading non-Gaussian corrections for a class of diffusion orientation distribution functions (dODFs) is presented. This formula is constructed out of the diffusion and diffusional kurtosis tensors, both of which may be estimated with diffusional kurtosis imaging (DKI). By incorporating model-independent non-Gaussian diffusion effects, it improves upon the Gaussian approximation used in diffusion tensor imaging (DTI). This analytical representation therefore provides a natural foundation for DKI-based white matter fiber tractography, which has potential advantages over conventional DTI-based fiber tractography in generating more accurate predictions for the orientations of fiber bundles and in being able to directly resolve intra-voxel fiber crossings. The formula is illustrated with numerical simulations for a two-compartment model of fiber crossings and for human brain data. These results indicate that the inclusion of the leading non-Gaussian corrections can significantly affect fiber tractography in white matter regions, such as the centrum semiovale, where fiber crossings are common. PMID:24738143

Gaussian model for emission rate measurement of heated plumes using hyperspectral data

NASA Astrophysics Data System (ADS)

Grauer, Samuel J.; Conrad, Bradley M.; Miguel, Rodrigo B.; Daun, Kyle J.

2018-02-01

This paper presents a novel model for measuring the emission rate of a heated gas plume using hyperspectral data from an FTIR imaging spectrometer. The radiative transfer equation (RTE) is used to relate the spectral intensity of a pixel to presumed Gaussian distributions of volume fraction and temperature within the plume, along a line-of-sight that corresponds to the pixel, whereas previous techniques exclusively presume uniform distributions for these parameters. Estimates of volume fraction and temperature are converted to a column density by integrating the local molecular density along each path. Image correlation velocimetry is then employed on raw spectral intensity images to estimate the volume-weighted normal velocity at each pixel. Finally, integrating the product of velocity and column density along a control surface yields an estimate of the instantaneous emission rate. For validation, emission rate estimates were derived from synthetic hyperspectral images of a heated methane plume, generated using data from a large-eddy simulation. Calculating the RTE with Gaussian distributions of volume fraction and temperature, instead of uniform distributions, improved the accuracy of column density measurement by 14%. Moreover, the mean methane emission rate measured using our approach was within 4% of the ground truth. These results support the use of Gaussian distributions of thermodynamic properties in calculation of the RTE for optical gas diagnostics.

Simulation of flight maneuver-load distributions by utilizing stationary, non-Gaussian random load histories

NASA Technical Reports Server (NTRS)

Leybold, H. A.

1971-01-01

Random numbers were generated with the aid of a digital computer and transformed such that the probability density function of a discrete random load history composed of these random numbers had one of the following non-Gaussian distributions: Poisson, binomial, log-normal, Weibull, and exponential. The resulting random load histories were analyzed to determine their peak statistics and were compared with cumulative peak maneuver-load distributions for fighter and transport aircraft in flight.

q-Gaussian distributions of leverage returns, first stopping times, and default risk valuations

NASA Astrophysics Data System (ADS)

Katz, Yuri A.; Tian, Li

2013-10-01

We study the probability distributions of daily leverage returns of 520 North American industrial companies that survive de-listing during the financial crisis, 2006-2012. We provide evidence that distributions of unbiased leverage returns of all individual firms belong to the class of q-Gaussian distributions with the Tsallis entropic parameter within the interval 1

The main types of electron energy distribution determined by model fitting to optical emissions during HF wave ionospheric modification experiments

NASA Astrophysics Data System (ADS)

Vlasov, M. N.; Kelley, M. C.; Hysell, D. L.

2013-06-01

Enhanced optical emissions observed during HF pumping are induced by electrons accelerated by high-power electromagnetic waves. Using measured emission intensities, the energy distribution of accelerated electrons can be inferred. Energy loss from the excitation of molecular nitrogen vibrational levels (the vibrational barrier) strongly influences the electron energy distribution (EED). In airglow calculations, compensation for electron depletion within the 2-3 eV energy range, induced by the vibrational barrier, can be achieved via electrons with an EED similar to a Gaussian distribution and energies higher than 3 eV. This EED has a peak within the 5-10 eV energy range. We show that the main EED features depend strongly on altitude and solar activity. An EED similar to a power law distribution can occur above 270-300 km altitude. Below 270 km altitude, a Gaussian distribution for energies between 3 eV and 10 eV, together with a power law distribution for energies higher than 10 eV, is indicated. A Gaussian distribution combined with an exponential function is needed below 230 km altitude. The transition altitude from Gaussian to power law distribution depends strongly on solar activity, increasing for high solar activity. Electrons accelerated during the initial collisionless stage can inhibit the depletion of fast electrons within the vibrational barrier range, an effect that strongly depends on altitude and solar activity. The approach, based on the effective root square electric field, enables EED calculation, providing the observed red-line intensities for low and high solar activities.

Fisher information and Cramér-Rao lower bound for experimental design in parallel imaging.

PubMed

Bouhrara, Mustapha; Spencer, Richard G

2018-06-01

The Cramér-Rao lower bound (CRLB) is widely used in the design of magnetic resonance (MR) experiments for parameter estimation. Previous work has considered only Gaussian or Rician noise distributions in this calculation. However, the noise distribution for multi-coil acquisitions, such as in parallel imaging, obeys the noncentral χ-distribution under many circumstances. The purpose of this paper is to present the CRLB calculation for parameter estimation from multi-coil acquisitions. We perform explicit calculations of Fisher matrix elements and the associated CRLB for noise distributions following the noncentral χ-distribution. The special case of diffusion kurtosis is examined as an important example. For comparison with analytic results, Monte Carlo (MC) simulations were conducted to evaluate experimental minimum standard deviations (SDs) in the estimation of diffusion kurtosis model parameters. Results were obtained for a range of signal-to-noise ratios (SNRs), and for both the conventional case of Gaussian noise distribution and noncentral χ-distribution with different numbers of coils, m. At low-to-moderate SNR, the noncentral χ-distribution deviates substantially from the Gaussian distribution. Our results indicate that this departure is more pronounced for larger values of m. As expected, the minimum SDs (i.e., CRLB) in derived diffusion kurtosis model parameters assuming a noncentral χ-distribution provided a closer match to the MC simulations as compared to the Gaussian results. Estimates of minimum variance for parameter estimation and experimental design provided by the CRLB must account for the noncentral χ-distribution of noise in multi-coil acquisitions, especially in the low-to-moderate SNR regime. Magn Reson Med 79:3249-3255, 2018. © 2017 International Society for Magnetic Resonance in Medicine. © 2017 International Society for Magnetic Resonance in Medicine.

Non-Gaussian elliptic-flow fluctuations in PbPb collisions at $$\\sqrt{\\smash[b]{s_{_\\text{NN}}}} = 5.02$$ TeV

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

Sirunyan, Albert M; et al.

Event-by-event fluctuations in the elliptic-flow coefficientmore » $$v_2$$ are studied in PbPb collisions at $$\\sqrt{s_{_\\text{NN}}} = 5.02$$ TeV using the CMS detector at the CERN LHC. Elliptic-flow probability distributions $${p}(v_2)$$ for charged particles with transverse momentum 0.3$$< p_\\mathrm{T} <$$3.0 GeV and pseudorapidity $$| \\eta | <$$ 1.0 are determined for different collision centrality classes. The moments of the $${p}(v_2)$$ distributions are used to calculate the $$v_{2}$$ coefficients based on cumulant orders 2, 4, 6, and 8. A rank ordering of the higher-order cumulant results and nonzero standardized skewness values obtained for the $${p}(v_2)$$ distributions indicate non-Gaussian initial-state fluctuation behavior. Bessel-Gaussian and elliptic power fits to the flow distributions are studied to characterize the initial-state spatial anisotropy.« less

Distribution of Schmidt-like eigenvalues for Gaussian ensembles of the random matrix theory

NASA Astrophysics Data System (ADS)

Pato, Mauricio P.; Oshanin, Gleb

2013-03-01

We study the probability distribution function P(β)n(w) of the Schmidt-like random variable w = x21/(∑j = 1nx2j/n), where xj, (j = 1, 2, …, n), are unordered eigenvalues of a given n × n β-Gaussian random matrix, β being the Dyson symmetry index. This variable, by definition, can be considered as a measure of how any individual (randomly chosen) eigenvalue deviates from the arithmetic mean value of all eigenvalues of a given random matrix, and its distribution is calculated with respect to the ensemble of such β-Gaussian random matrices. We show that in the asymptotic limit n → ∞ and for arbitrary β the distribution P(β)n(w) converges to the Marčenko-Pastur form, i.e. is defined as P_{n}^{( \\beta )}(w) \\sim \\sqrt{(4 - w)/w} for w ∈ [0, 4] and equals zero outside of the support, despite the fact that formally w is defined on the interval [0, n]. Furthermore, for Gaussian unitary ensembles (β = 2) we present exact explicit expressions for P(β = 2)n(w) which are valid for arbitrary n and analyse their behaviour.

Poisson-Gaussian Noise Analysis and Estimation for Low-Dose X-ray Images in the NSCT Domain.

PubMed

Lee, Sangyoon; Lee, Min Seok; Kang, Moon Gi

2018-03-29

The noise distribution of images obtained by X-ray sensors in low-dosage situations can be analyzed using the Poisson and Gaussian mixture model. Multiscale conversion is one of the most popular noise reduction methods used in recent years. Estimation of the noise distribution of each subband in the multiscale domain is the most important factor in performing noise reduction, with non-subsampled contourlet transform (NSCT) representing an effective method for scale and direction decomposition. In this study, we use artificially generated noise to analyze and estimate the Poisson-Gaussian noise of low-dose X-ray images in the NSCT domain. The noise distribution of the subband coefficients is analyzed using the noiseless low-band coefficients and the variance of the noisy subband coefficients. The noise-after-transform also follows a Poisson-Gaussian distribution, and the relationship between the noise parameters of the subband and the full-band image is identified. We then analyze noise of actual images to validate the theoretical analysis. Comparison of the proposed noise estimation method with an existing noise reduction method confirms that the proposed method outperforms traditional methods.

Poisson–Gaussian Noise Analysis and Estimation for Low-Dose X-ray Images in the NSCT Domain

PubMed Central

Lee, Sangyoon; Lee, Min Seok; Kang, Moon Gi

2018-01-01

The noise distribution of images obtained by X-ray sensors in low-dosage situations can be analyzed using the Poisson and Gaussian mixture model. Multiscale conversion is one of the most popular noise reduction methods used in recent years. Estimation of the noise distribution of each subband in the multiscale domain is the most important factor in performing noise reduction, with non-subsampled contourlet transform (NSCT) representing an effective method for scale and direction decomposition. In this study, we use artificially generated noise to analyze and estimate the Poisson–Gaussian noise of low-dose X-ray images in the NSCT domain. The noise distribution of the subband coefficients is analyzed using the noiseless low-band coefficients and the variance of the noisy subband coefficients. The noise-after-transform also follows a Poisson–Gaussian distribution, and the relationship between the noise parameters of the subband and the full-band image is identified. We then analyze noise of actual images to validate the theoretical analysis. Comparison of the proposed noise estimation method with an existing noise reduction method confirms that the proposed method outperforms traditional methods. PMID:29596335

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

PubMed Central

Mukherjee, Chiranjit; Rodriguez, Abel

2016-01-01

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

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

PubMed

Mukherjee, Chiranjit; Rodriguez, Abel

2016-01-01

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

Homotopy approach to optimal, linear quadratic, fixed architecture compensation

NASA Technical Reports Server (NTRS)

Mercadal, Mathieu

1991-01-01

Optimal linear quadratic Gaussian compensators with constrained architecture are a sensible way to generate good multivariable feedback systems meeting strict implementation requirements. The optimality conditions obtained from the constrained linear quadratic Gaussian are a set of highly coupled matrix equations that cannot be solved algebraically except when the compensator is centralized and full order. An alternative to the use of general parameter optimization methods for solving the problem is to use homotopy. The benefit of the method is that it uses the solution to a simplified problem as a starting point and the final solution is then obtained by solving a simple differential equation. This paper investigates the convergence properties and the limitation of such an approach and sheds some light on the nature and the number of solutions of the constrained linear quadratic Gaussian problem. It also demonstrates the usefulness of homotopy on an example of an optimal decentralized compensator.

The properties of the anti-tumor model with coupling non-Gaussian noise and Gaussian colored noise

NASA Astrophysics Data System (ADS)

Guo, Qin; Sun, Zhongkui; Xu, Wei

2016-05-01

The anti-tumor model with correlation between multiplicative non-Gaussian noise and additive Gaussian-colored noise has been investigated in this paper. The behaviors of the stationary probability distribution demonstrate that the multiplicative non-Gaussian noise plays a dual role in the development of tumor and an appropriate additive Gaussian colored noise can lead to a minimum of the mean value of tumor cell population. The mean first passage time is calculated to quantify the effects of noises on the transition time of tumors between the stable states. An increase in both the non-Gaussian noise intensity and the departure from the Gaussian noise can accelerate the transition from the disease state to the healthy state. On the contrary, an increase in cross-correlated degree will slow down the transition. Moreover, the correlation time can enhance the stability of the disease state.

Hermite-Gaussian beams with self-forming spiral phase distribution

NASA Astrophysics Data System (ADS)

Zinchik, Alexander A.; Muzychenko, Yana B.

2014-05-01

Spiral laser beams is a family of laser beams that preserve the structural stability up to scale and rotate with the propagation. Properties of spiral beams are of practical interest for laser technology, medicine and biotechnology. Researchers use a spiral beams for movement and manipulation of microparticles. Spiral beams have a complicated phase distribution in cross section. This paper describes the results of analytical and computer simulation of Hermite-Gaussian beams with self-forming spiral phase distribution. In the simulation used a laser beam consisting of the sum of the two modes HG TEMnm and TEMn1m1. The coefficients n1, n, m1, m were varied. Additional phase depending from the coefficients n, m, m1, n1 imposed on the resulting beam. As a result, formed the Hermite Gaussian beam phase distribution which takes the form of a spiral in the process of distribution. For modeling was used VirtualLab 5.0 (manufacturer LightTrans GmbH).

Effects of beam irregularity on uniform scanning

NASA Astrophysics Data System (ADS)

Kim, Chang Hyeuk; Jang, Sea duk; Yang, Tae-Keun

2016-09-01

An active scanning beam delivery method has many advantages in particle beam applications. For the beam is to be successfully delivered to the target volume by using the active scanning technique, the dose uniformity must be considered and should be at least 2.5% in the case of therapy application. During beam irradiation, many beam parameters affect the 2-dimensional uniformity at the target layer. A basic assumption in the beam irradiation planning stage is that the shape of the beam is symmetric and follows a Gaussian distribution. In this study, a pure Gaussian-shaped beam distribution was distorted by adding parasitic Gaussian distribution. An appropriate uniform scanning condition was deduced by using a quantitative analysis based on the gamma value of the distorted beam and 2-dimensional uniformities.

Fast Low-Rank Bayesian Matrix Completion With Hierarchical Gaussian Prior Models

NASA Astrophysics Data System (ADS)

Yang, Linxiao; Fang, Jun; Duan, Huiping; Li, Hongbin; Zeng, Bing

2018-06-01

The problem of low rank matrix completion is considered in this paper. To exploit the underlying low-rank structure of the data matrix, we propose a hierarchical Gaussian prior model, where columns of the low-rank matrix are assumed to follow a Gaussian distribution with zero mean and a common precision matrix, and a Wishart distribution is specified as a hyperprior over the precision matrix. We show that such a hierarchical Gaussian prior has the potential to encourage a low-rank solution. Based on the proposed hierarchical prior model, a variational Bayesian method is developed for matrix completion, where the generalized approximate massage passing (GAMP) technique is embedded into the variational Bayesian inference in order to circumvent cumbersome matrix inverse operations. Simulation results show that our proposed method demonstrates superiority over existing state-of-the-art matrix completion methods.

[Method of correcting sensitivity nonuniformity using gaussian distribution on 3.0 Tesla abdominal MRI].

PubMed

Hayashi, Norio; Miyati, Tosiaki; Takanaga, Masako; Ohno, Naoki; Hamaguchi, Takashi; Kozaka, Kazuto; Sanada, Shigeru; Yamamoto, Tomoyuki; Matsui, Osamu

2011-01-01

In the direction where the phased array coil used in parallel magnetic resonance imaging (MRI) is perpendicular to the arrangement, sensitivity falls significantly. Moreover, in a 3.0 tesla (3T) abdominal MRI, the quality of the image is reduced by changes in the relaxation time, reinforcement of the magnetic susceptibility effect, etc. In a 3T MRI, which has a high resonant frequency, the signal of the depths (central part) is reduced in the trunk part. SCIC, which is sensitivity correction processing, has inadequate correction processing, such as that edges are emphasized and the central part is corrected. Therefore, we used 3T with a Gaussian distribution. The uneven compensation processing for sensitivity of an abdomen MR image was considered. The correction processing consisted of the following methods. 1) The center of gravity of the domain of the human body in an abdomen MR image was calculated. 2) The correction coefficient map was created from the center of gravity using the Gaussian distribution. 3) The sensitivity correction image was created from the correction coefficient map and the original picture image. Using the Gaussian correction to process the image, the uniformity calculated using the NEMA method was improved significantly compared to the original image of a phantom. In a visual evaluation by radiologists, the uniformity was improved significantly using the Gaussian correction processing. Because of the homogeneous improvement of the abdomen image taken using 3T MRI, the Gaussian correction processing is considered to be a very useful technique.

MSEE: Stochastic Cognitive Linguistic Behavior Models for Semantic Sensing

DTIC Science & Technology

2013-09-01

recognition, a Gaussian Process Dynamic Model with Social Network Analysis (GPDM-SNA) for a small human group action recognition, an extended GPDM-SNA...44  3.2. Small Human Group Activity Modeling Based on Gaussian Process Dynamic Model and Social Network Analysis (SN-GPDM...51  Approved for public release; distribution unlimited. 3 3.2.3. Gaussian Process Dynamical Model and

Analysis of low altitude atmospheric turbulence data measured in flight

NASA Technical Reports Server (NTRS)

Ganzer, V. M.; Joppa, R. G.; Vanderwees, G.

1977-01-01

All three components of turbulence were measured simultaneously in flight at each wing tip of a Beech D-18 aircraft. The flights were conducted at low altitude, 30.5 - 61.0 meters (100-200 ft.), over water in the presence of wind driven turbulence. Statistical properties of flight measured turbulence were compared with Gaussian and non-Gaussian turbulence models. Spatial characteristics of the turbulence were analyzed using the data from flight perpendicular and parallel to the wind. The probability density distributions of the vertical gusts show distinctly non-Gaussian characteristics. The distributions of the longitudinal and lateral gusts are generally Gaussian. The power spectra compare in the inertial subrange at some points better with the Dryden spectrum, while at other points the von Karman spectrum is a better approximation. In the low frequency range the data show peaks or dips in the power spectral density. The cross between vertical gusts in the direction of the mean wind were compared with a matched non-Gaussian model. The real component of the cross spectrum is in general close to the non-Gaussian model. The imaginary component, however, indicated a larger phase shift between these two gust components than was found in previous research.

Stochastic transfer of polarized radiation in finite cloudy atmospheric media with reflective boundaries

NASA Astrophysics Data System (ADS)

Sallah, M.

2014-03-01

The problem of monoenergetic radiative transfer in a finite planar stochastic atmospheric medium with polarized (vector) Rayleigh scattering is proposed. The solution is presented for an arbitrary absorption and scattering cross sections. The extinction function of the medium is assumed to be a continuous random function of position, with fluctuations about the mean taken as Gaussian distributed. The joint probability distribution function of these Gaussian random variables is used to calculate the ensemble-averaged quantities, such as reflectivity and transmissivity, for an arbitrary correlation function. A modified Gaussian probability distribution function is also used to average the solution in order to exclude the probable negative values of the optical variable. Pomraning-Eddington approximation is used, at first, to obtain the deterministic analytical solution for both the total intensity and the difference function used to describe the polarized radiation. The problem is treated with specular reflecting boundaries and angular-dependent externally incident flux upon the medium from one side and with no flux from the other side. For the sake of comparison, two different forms of the weight function, which introduced to force the boundary conditions to be fulfilled, are used. Numerical results of the average reflectivity and average transmissivity are obtained for both Gaussian and modified Gaussian probability density functions at the different degrees of polarization.

Local spectrum analysis of field propagation in an anisotropic medium. Part I. Time-harmonic fields.

PubMed

Tinkelman, Igor; Melamed, Timor

2005-06-01

The phase-space beam summation is a general analytical framework for local analysis and modeling of radiation from extended source distributions. In this formulation, the field is expressed as a superposition of beam propagators that emanate from all points in the source domain and in all directions. In this Part I of a two-part investigation, the theory is extended to include propagation in anisotropic medium characterized by a generic wave-number profile for time-harmonic fields; in a companion paper [J. Opt. Soc. Am. A 22, 1208 (2005)], the theory is extended to time-dependent fields. The propagation characteristics of the beam propagators in a homogeneous anisotropic medium are considered. With use of Gaussian windows for the local processing of either ordinary or extraordinary electromagnetic field distributions, the field is represented by a phase-space spectral distribution in which the propagating elements are Gaussian beams that are formulated by using Gaussian plane-wave spectral distributions over the extended source plane. By applying saddle-point asymptotics, we extract the Gaussian beam phenomenology in the anisotropic environment. The resulting field is parameterized in terms of the spatial evolution of the beam curvature, beam width, etc., which are mapped to local geometrical properties of the generic wave-number profile. The general results are applied to the special case of uniaxial crystal, and it is found that the asymptotics for the Gaussian beam propagators, as well as the physical phenomenology attached, perform remarkably well.

Phase singularities of the transverse field component of high numerical aperture dark-hollow Gaussian beams in the focal region

NASA Astrophysics Data System (ADS)

Liu, Pusheng; Lü, Baida

2007-04-01

By using the vectorial Debye diffraction theory, phase singularities of high numerical aperture (NA) dark-hollow Gaussian beams in the focal region are studied. The dependence of phase singularities on the truncation parameter δ and semi-aperture angle α (or equally, NA) is illustrated numerically. A comparison of phase singularities of high NA dark-hollow Gaussian beams with those of scalar paraxial Gaussian beams and high NA Gaussian beams is made. For high NA dark-hollow Gaussian beams the beam order n additionally affects the spatial distribution of phase singularities, and there exist phase singularities outside the focal plane, which may be created or annihilated by variation of the semi-aperture angle in a certain region.

Quantification of Gaussian quantum steering.

PubMed

Kogias, Ioannis; Lee, Antony R; Ragy, Sammy; Adesso, Gerardo

2015-02-13

Einstein-Podolsky-Rosen steering incarnates a useful nonclassical correlation which sits between entanglement and Bell nonlocality. While a number of qualitative steering criteria exist, very little has been achieved for what concerns quantifying steerability. We introduce a computable measure of steering for arbitrary bipartite Gaussian states of continuous variable systems. For two-mode Gaussian states, the measure reduces to a form of coherent information, which is proven never to exceed entanglement, and to reduce to it on pure states. We provide an operational connection between our measure and the key rate in one-sided device-independent quantum key distribution. We further prove that Peres' conjecture holds in its stronger form within the fully Gaussian regime: namely, steering bound entangled Gaussian states by Gaussian measurements is impossible.

Multipartite Gaussian steering: Monogamy constraints and quantum cryptography applications

NASA Astrophysics Data System (ADS)

Xiang, Yu; Kogias, Ioannis; Adesso, Gerardo; He, Qiongyi

2017-01-01

We derive laws for the distribution of quantum steering among different parties in multipartite Gaussian states under Gaussian measurements. We prove that a monogamy relation akin to the generalized Coffman-Kundu-Wootters inequality holds quantitatively for a recently introduced measure of Gaussian steering. We then define the residual Gaussian steering, stemming from the monogamy inequality, as an indicator of collective steering-type correlations. For pure three-mode Gaussian states, the residual acts as a quantifier of genuine multipartite steering, and is interpreted operationally in terms of the guaranteed key rate in the task of secure quantum secret sharing. Optimal resource states for the latter protocol are identified, and their possible experimental implementation discussed. Our results pin down the role of multipartite steering for quantum communication.

TH-C-BRD-04: Beam Modeling and Validation with Triple and Double Gaussian Dose Kernel for Spot Scanning Proton Beams

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

Hirayama, S; Takayanagi, T; Fujii, Y

2014-06-15

Purpose: To present the validity of our beam modeling with double and triple Gaussian dose kernels for spot scanning proton beams in Nagoya Proton Therapy Center. This study investigates the conformance between the measurements and calculation results in absolute dose with two types of beam kernel. Methods: A dose kernel is one of the important input data required for the treatment planning software. The dose kernel is the 3D dose distribution of an infinitesimal pencil beam of protons in water and consists of integral depth doses and lateral distributions. We have adopted double and triple Gaussian model as lateral distributionmore » in order to take account of the large angle scattering due to nuclear reaction by fitting simulated inwater lateral dose profile for needle proton beam at various depths. The fitted parameters were interpolated as a function of depth in water and were stored as a separate look-up table for the each beam energy. The process of beam modeling is based on the method of MDACC [X.R.Zhu 2013]. Results: From the comparison results between the absolute doses calculated by double Gaussian model and those measured at the center of SOBP, the difference is increased up to 3.5% in the high-energy region because the large angle scattering due to nuclear reaction is not sufficiently considered at intermediate depths in the double Gaussian model. In case of employing triple Gaussian dose kernels, the measured absolute dose at the center of SOBP agrees with calculation within ±1% regardless of the SOBP width and maximum range. Conclusion: We have demonstrated the beam modeling results of dose distribution employing double and triple Gaussian dose kernel. Treatment planning system with the triple Gaussian dose kernel has been successfully verified and applied to the patient treatment with a spot scanning technique in Nagoya Proton Therapy Center.« less

The Non-Gaussian Nature of Prostate Motion Based on Real-Time Intrafraction Tracking

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

Lin, Yuting; Liu, Tian; Yang, Wells

2013-10-01

Purpose: The objective of this work is to test the validity of the Gaussian approximation for prostate motion through characterization of its spatial distribution. Methods and Materials: Real-time intrafraction prostate motion was observed using Calypso 4-dimensional (4D) nonradioactive electromagnetic tracking system. We report the results from a total of 1024 fractions from 31 prostate cancer patients. First, the correlation of prostate motion in right/left (RL), anteroposterior (AP), and superoinferior (SI) direction were determined using Pearson's correlation of coefficient. Then the spatial distribution of prostate motion was analyzed for individual fraction, individual patient including all fractions, and all patients including allmore » fractions. The displacement in RL, AP, SI, oblique, or total direction is fitted into a Gaussian distribution, and a Lilliefors test was used to evaluate the validity of the hypothesis that the displacement is normally distributed. Results: There is high correlation in AP/SI direction (61% of fractions with medium or strong correlation). This is consistent with the longitudinal oblique motion of the prostate, and likely the effect from respiration on an organ confined within the genitourinary diaphragm with the rectum sitting posteriorly and bladder sitting superiorly. In all directions, the non-Gaussian distribution is more common for individual fraction, individual patient including all fractions, and all patients including all fractions. The spatial distribution of prostate motion shows an elongated shape in oblique direction, indicating a higher range of motion in the AP and SI directions. Conclusions: Our results showed that the prostate motion is highly correlated in AP and SI direction, indicating an oblique motion preference. In addition, the spatial distribution of prostate motion is elongated in an oblique direction, indicating that the organ motion dosimetric modeling using Gaussian kernel may need to be modified to account for the particular organ motion character of prostate.« less

The non-Gaussian nature of prostate motion based on real-time intrafraction tracking.

PubMed

Lin, Yuting; Liu, Tian; Yang, Wells; Yang, Xiaofeng; Khan, Mohammad K

2013-10-01

The objective of this work is to test the validity of the Gaussian approximation for prostate motion through characterization of its spatial distribution. Real-time intrafraction prostate motion was observed using Calypso 4-dimensional (4D) nonradioactive electromagnetic tracking system. We report the results from a total of 1024 fractions from 31 prostate cancer patients. First, the correlation of prostate motion in right/left (RL), anteroposterior (AP), and superoinferior (SI) direction were determined using Pearson's correlation of coefficient. Then the spatial distribution of prostate motion was analyzed for individual fraction, individual patient including all fractions, and all patients including all fractions. The displacement in RL, AP, SI, oblique, or total direction is fitted into a Gaussian distribution, and a Lilliefors test was used to evaluate the validity of the hypothesis that the displacement is normally distributed. There is high correlation in AP/SI direction (61% of fractions with medium or strong correlation). This is consistent with the longitudinal oblique motion of the prostate, and likely the effect from respiration on an organ confined within the genitourinary diaphragm with the rectum sitting posteriorly and bladder sitting superiorly. In all directions, the non-Gaussian distribution is more common for individual fraction, individual patient including all fractions, and all patients including all fractions. The spatial distribution of prostate motion shows an elongated shape in oblique direction, indicating a higher range of motion in the AP and SI directions. Our results showed that the prostate motion is highly correlated in AP and SI direction, indicating an oblique motion preference. In addition, the spatial distribution of prostate motion is elongated in an oblique direction, indicating that the organ motion dosimetric modeling using Gaussian kernel may need to be modified to account for the particular organ motion character of prostate. Copyright © 2013 Elsevier Inc. All rights reserved.

Brain shaving: adaptive detection for brain PET data

NASA Astrophysics Data System (ADS)

Grecchi, Elisabetta; Doyle, Orla M.; Bertoldo, Alessandra; Pavese, Nicola; Turkheimer, Federico E.

2014-05-01

The intricacy of brain biology is such that the variation of imaging end-points in health and disease exhibits an unpredictable range of spatial distributions from the extremely localized to the very diffuse. This represents a challenge for the two standard approaches to analysis, the mass univariate and the multivariate that exhibit either strong specificity but not as good sensitivity (the former) or poor specificity and comparatively better sensitivity (the latter). In this work, we develop an analytical methodology for positron emission tomography that operates an extraction (‘shaving’) of coherent patterns of signal variation while maintaining control of the type I error. The methodology operates two rotations on the image data, one local using the wavelet transform and one global using the singular value decomposition. The control of specificity is obtained by using the gap statistic that selects, within each eigenvector, a subset of significantly coherent elements. Face-validity of the algorithm is demonstrated using a paradigmatic data-set with two radiotracers, [11C]-raclopride and [11C]-(R)-PK11195, measured on the same Huntington's disease patients, a disorder with a genetic based diagnosis. The algorithm is able to detect the two well-known separate but connected processes of dopamine neuronal loss (localized in the basal ganglia) and neuroinflammation (diffusive around the whole brain). These processes are at the two extremes of the distributional envelope, one being very sparse and the latter being perfectly Gaussian and they are not adequately detected by the univariate and the multivariate approaches.

Numerical analysis of the accuracy of bivariate quantile distributions utilizing copulas compared to the GUM supplement 2 for oil pressure balance uncertainties

NASA Astrophysics Data System (ADS)

Ramnath, Vishal

2017-11-01

In the field of pressure metrology the effective area is Ae = A0 (1 + λP) where A0 is the zero-pressure area and λ is the distortion coefficient and the conventional practise is to construct univariate probability density functions (PDFs) for A0 and λ. As a result analytical generalized non-Gaussian bivariate joint PDFs has not featured prominently in pressure metrology. Recently extended lambda distribution based quantile functions have been successfully utilized for summarizing univariate arbitrary PDF distributions of gas pressure balances. Motivated by this development we investigate the feasibility and utility of extending and applying quantile functions to systems which naturally exhibit bivariate PDFs. Our approach is to utilize the GUM Supplement 1 methodology to solve and generate Monte Carlo based multivariate uncertainty data for an oil based pressure balance laboratory standard that is used to generate known high pressures, and which are in turn cross-floated against another pressure balance transfer standard in order to deduce the transfer standard's respective area. We then numerically analyse the uncertainty data by formulating and constructing an approximate bivariate quantile distribution that directly couples A0 and λ in order to compare and contrast its accuracy to an exact GUM Supplement 2 based uncertainty quantification analysis.

Probabilistic analysis and fatigue damage assessment of offshore mooring system due to non-Gaussian bimodal tension processes

NASA Astrophysics Data System (ADS)

Chang, Anteng; Li, Huajun; Wang, Shuqing; Du, Junfeng

2017-08-01

Both wave-frequency (WF) and low-frequency (LF) components of mooring tension are in principle non-Gaussian due to nonlinearities in the dynamic system. This paper conducts a comprehensive investigation of applicable probability density functions (PDFs) of mooring tension amplitudes used to assess mooring-line fatigue damage via the spectral method. Short-term statistical characteristics of mooring-line tension responses are firstly investigated, in which the discrepancy arising from Gaussian approximation is revealed by comparing kurtosis and skewness coefficients. Several distribution functions based on present analytical spectral methods are selected to express the statistical distribution of the mooring-line tension amplitudes. Results indicate that the Gamma-type distribution and a linear combination of Dirlik and Tovo-Benasciutti formulas are suitable for separate WF and LF mooring tension components. A novel parametric method based on nonlinear transformations and stochastic optimization is then proposed to increase the effectiveness of mooring-line fatigue assessment due to non-Gaussian bimodal tension responses. Using time domain simulation as a benchmark, its accuracy is further validated using a numerical case study of a moored semi-submersible platform.

Constant gradient PFG sequence and automated cumulant analysis for quantifying dispersion in flow through porous media.

PubMed

Scheven, U M

2013-12-01

This paper describes a new variant of established stimulated echo pulse sequences, and an analytical method for determining diffusion or dispersion coefficients for Gaussian or non-Gaussian displacement distributions. The unipolar displacement encoding PFGSTE sequence uses trapezoidal gradient pulses of equal amplitude g and equal ramp rates throughout while sampling positive and negative halves of q-space. Usefully, the equal gradient amplitudes and gradient ramp rates help to reduce the impact of experimental artefacts caused by residual amplifier transients, eddy currents, or ferromagnetic hysteresis in components of the NMR magnet. The pulse sequence was validated with measurements of diffusion in water and of dispersion in flow through a packing of spheres. The analytical method introduced here permits the robust determination of the variance of non-Gaussian, dispersive displacement distributions. The noise sensitivity of the analytical method is shown to be negligible, using a demonstration experiment with a non-Gaussian longitudinal displacement distribution, measured on flow through a packing of mono-sized spheres. Copyright © 2013 Elsevier Inc. All rights reserved.

Following a trend with an exponential moving average: Analytical results for a Gaussian model

NASA Astrophysics Data System (ADS)

Grebenkov, Denis S.; Serror, Jeremy

2014-01-01

We investigate how price variations of a stock are transformed into profits and losses (P&Ls) of a trend following strategy. In the frame of a Gaussian model, we derive the probability distribution of P&Ls and analyze its moments (mean, variance, skewness and kurtosis) and asymptotic behavior (quantiles). We show that the asymmetry of the distribution (with often small losses and less frequent but significant profits) is reminiscent to trend following strategies and less dependent on peculiarities of price variations. At short times, trend following strategies admit larger losses than one may anticipate from standard Gaussian estimates, while smaller losses are ensured at longer times. Simple explicit formulas characterizing the distribution of P&Ls illustrate the basic mechanisms of momentum trading, while general matrix representations can be applied to arbitrary Gaussian models. We also compute explicitly annualized risk adjusted P&L and strategy turnover to account for transaction costs. We deduce the trend following optimal timescale and its dependence on both auto-correlation level and transaction costs. Theoretical results are illustrated on the Dow Jones index.

Modeling and forecasting foreign exchange daily closing prices with normal inverse Gaussian

NASA Astrophysics Data System (ADS)

Teneng, Dean

2013-09-01

We fit the normal inverse Gaussian(NIG) distribution to foreign exchange closing prices using the open software package R and select best models by Käärik and Umbleja (2011) proposed strategy. We observe that daily closing prices (12/04/2008 - 07/08/2012) of CHF/JPY, AUD/JPY, GBP/JPY, NZD/USD, QAR/CHF, QAR/EUR, SAR/CHF, SAR/EUR, TND/CHF and TND/EUR are excellent fits while EGP/EUR and EUR/GBP are good fits with a Kolmogorov-Smirnov test p-value of 0.062 and 0.08 respectively. It was impossible to estimate normal inverse Gaussian parameters (by maximum likelihood; computational problem) for JPY/CHF but CHF/JPY was an excellent fit. Thus, while the stochastic properties of an exchange rate can be completely modeled with a probability distribution in one direction, it may be impossible the other way around. We also demonstrate that foreign exchange closing prices can be forecasted with the normal inverse Gaussian (NIG) Lévy process, both in cases where the daily closing prices can and cannot be modeled by NIG distribution.

The ex-Gaussian distribution of reaction times in adolescents with attention-deficit/hyperactivity disorder.

PubMed

Gu, Shoou-Lian Hwang; Gau, Susan Shur-Fen; Tzang, Shyh-Weir; Hsu, Wen-Yau

2013-11-01

We investigated the three parameters (mu, sigma, tau) of ex-Gaussian distribution of RT derived from the Conners' continuous performance test (CCPT) and examined the moderating effects of the energetic factors (the inter-stimulus intervals (ISIs) and Blocks) among these three parameters, especially tau, an index describing the positive skew of RT distribution. We assessed 195 adolescents with DSM-IV ADHD, and 90 typically developing (TD) adolescents, aged 10-16. Participants and their parents received psychiatric interviews to confirm the diagnosis of ADHD and other psychiatric disorders. Participants also received intelligence (WISC-III) and CCPT assessments. We found that participants with ADHD had a smaller mu, and larger tau. As the ISI/Block increased, the magnitude of group difference in tau increased. Among the three ex-Gaussian parameters, tau was positively associated with omission errors, and mu was negatively associated with commission errors. The moderating effects of ISIs and Blocks on tau parameters suggested that the ex-Gaussian parameters could offer more information about the attention state in vigilance task, especially in ADHD. Copyright © 2013 Elsevier Ltd. All rights reserved.

Ensemble Kalman filtering in presence of inequality constraints

NASA Astrophysics Data System (ADS)

van Leeuwen, P. J.

2009-04-01

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

Color-magnitude distribution of face-on nearby galaxies in Sloan digital sky survey DR7

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

Jin, Shuo-Wen; Feng, Long-Long; Gu, Qiusheng

2014-05-20

We have analyzed the distributions in the color-magnitude diagram (CMD) of a large sample of face-on galaxies to minimize the effect of dust extinctions on galaxy color. About 300,000 galaxies with log (a/b) < 0.2 and redshift z < 0.2 are selected from the Sloan Digital Sky Survey DR7 catalog. Two methods are employed to investigate the distributions of galaxies in the CMD, including one-dimensional (1D) Gaussian fitting to the distributions in individual magnitude bins and two-dimensional (2D) Gaussian mixture model (GMM) fitting to galaxies as a whole. We find that in the 1D fitting, two Gaussians are not enoughmore » to fit galaxies with the excess present between the blue cloud and the red sequence. The fitting to this excess defines the center of the green valley in the local universe to be (u – r){sub 0.1} = –0.121M {sub r,} 0{sub .1} – 0.061. The fraction of blue cloud and red sequence galaxies turns over around M {sub r,} {sub 0.1} ∼ –20.1 mag, corresponding to stellar mass of 3 × 10{sup 10} M {sub ☉}. For the 2D GMM fitting, a total of four Gaussians are required, one for the blue cloud, one for the red sequence, and the additional two for the green valley. The fact that two Gaussians are needed to describe the distributions of galaxies in the green valley is consistent with some models that argue for two different evolutionary paths from the blue cloud to the red sequence.« less

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

PubMed

Mao, Tianqi; Wang, Zhaocheng; Wang, Qi

2017-01-23

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

Bivariate sub-Gaussian model for stock index returns

NASA Astrophysics Data System (ADS)

Jabłońska-Sabuka, Matylda; Teuerle, Marek; Wyłomańska, Agnieszka

2017-11-01

Financial time series are commonly modeled with methods assuming data normality. However, the real distribution can be nontrivial, also not having an explicitly formulated probability density function. In this work we introduce novel parameter estimation and high-powered distribution testing methods which do not rely on closed form densities, but use the characteristic functions for comparison. The approach applied to a pair of stock index returns demonstrates that such a bivariate vector can be a sample coming from a bivariate sub-Gaussian distribution. The methods presented here can be applied to any nontrivially distributed financial data, among others.

Particle Filtering for Model-Based Anomaly Detection in Sensor Networks

NASA Technical Reports Server (NTRS)

Solano, Wanda; Banerjee, Bikramjit; Kraemer, Landon

2012-01-01

A novel technique has been developed for anomaly detection of rocket engine test stand (RETS) data. The objective was to develop a system that postprocesses a csv file containing the sensor readings and activities (time-series) from a rocket engine test, and detects any anomalies that might have occurred during the test. The output consists of the names of the sensors that show anomalous behavior, and the start and end time of each anomaly. In order to reduce the involvement of domain experts significantly, several data-driven approaches have been proposed where models are automatically acquired from the data, thus bypassing the cost and effort of building system models. Many supervised learning methods can efficiently learn operational and fault models, given large amounts of both nominal and fault data. However, for domains such as RETS data, the amount of anomalous data that is actually available is relatively small, making most supervised learning methods rather ineffective, and in general met with limited success in anomaly detection. The fundamental problem with existing approaches is that they assume that the data are iid, i.e., independent and identically distributed, which is violated in typical RETS data. None of these techniques naturally exploit the temporal information inherent in time series data from the sensor networks. There are correlations among the sensor readings, not only at the same time, but also across time. However, these approaches have not explicitly identified and exploited such correlations. Given these limitations of model-free methods, there has been renewed interest in model-based methods, specifically graphical methods that explicitly reason temporally. The Gaussian Mixture Model (GMM) in a Linear Dynamic System approach assumes that the multi-dimensional test data is a mixture of multi-variate Gaussians, and fits a given number of Gaussian clusters with the help of the wellknown Expectation Maximization (EM) algorithm. The parameters thus learned are used for calculating the joint distribution of the observations. However, this GMM assumption is essentially an approximation and signals the potential viability of non-parametric density estimators. This is the key idea underlying the new approach.

Spin-Hall effect in the scattering of structured light from plasmonic nanowire

NASA Astrophysics Data System (ADS)

Sharma, Deepak K.; Kumar, Vijay; Vasista, Adarsh B.; Chaubey, Shailendra K.; Kumar, G. V. Pavan

2018-06-01

Spin-orbit interactions are subwavelength phenomena which can potentially lead to numerous device related applications in nanophotonics. Here, we report Spin-Hall effect in the forward scattering of Hermite-Gaussian and Gaussian beams from a plasmonic nanowire. Asymmetric scattered radiation distribution was observed for circularly polarized beams. Asymmetry in the scattered radiation distribution changes the sign when the polarization handedness inverts. We found a significant enhancement in the Spin-Hall effect for Hermite-Gaussian beam as compared to Gaussian beam for constant input power. The difference between scattered powers perpendicular to the long axis of the plasmonic nanowire was used to quantify the enhancement. In addition to it, nodal line of HG beam acts as the marker for the Spin-Hall shift. Numerical calculations corroborate experimental observations and suggest that the Spin flow component of Poynting vector associated with the circular polarization is responsible for the Spin-Hall effect and its enhancement.

The propagation of a flattened circular Gaussian beam through an optical system in turbulent atmosphere

NASA Astrophysics Data System (ADS)

Chu, X. X.; Liu, Z. J.; Wu, Y.

2008-07-01

Based on the Huygens-Fresnel integral, the properties of a circular flattened Gaussian beam through a stigmatic optical system in turbulent atmosphere are investigated. Analytical formulas for the average intensity are derived. As elementary examples, the average intensity distributions of a collimated circular flattened Gaussian beam and a focused circular flattened Gaussian beam through a simple optical system are studied. To see the effects of the optical system on the propagation, the average intensity distributions of the beam for direct propagation are also studied. From the analysis, comparison and numerical calculation we can see that there are many differences between the two propagations. These differences are due to the geometrical magnification of the optical system, different diffraction and different turbulence-induced spreading. Namely, an optical system not only affects the diffraction but also affects the turbulence-induced spreading.

EXACT DISTRIBUTIONS OF INTRACLASS CORRELATION AND CRONBACH'S ALPHA WITH GAUSSIAN DATA AND GENERAL COVARIANCE.

PubMed

Kistner, Emily O; Muller, Keith E

2004-09-01

Intraclass correlation and Cronbach's alpha are widely used to describe reliability of tests and measurements. Even with Gaussian data, exact distributions are known only for compound symmetric covariance (equal variances and equal correlations). Recently, large sample Gaussian approximations were derived for the distribution functions. New exact results allow calculating the exact distribution function and other properties of intraclass correlation and Cronbach's alpha, for Gaussian data with any covariance pattern, not just compound symmetry. Probabilities are computed in terms of the distribution function of a weighted sum of independent chi-square random variables. New F approximations for the distribution functions of intraclass correlation and Cronbach's alpha are much simpler and faster to compute than the exact forms. Assuming the covariance matrix is known, the approximations typically provide sufficient accuracy, even with as few as ten observations. Either the exact or approximate distributions may be used to create confidence intervals around an estimate of reliability. Monte Carlo simulations led to a number of conclusions. Correctly assuming that the covariance matrix is compound symmetric leads to accurate confidence intervals, as was expected from previously known results. However, assuming and estimating a general covariance matrix produces somewhat optimistically narrow confidence intervals with 10 observations. Increasing sample size to 100 gives essentially unbiased coverage. Incorrectly assuming compound symmetry leads to pessimistically large confidence intervals, with pessimism increasing with sample size. In contrast, incorrectly assuming general covariance introduces only a modest optimistic bias in small samples. Hence the new methods seem preferable for creating confidence intervals, except when compound symmetry definitely holds.

Synaptic shot noise and conductance fluctuations affect the membrane voltage with equal significance.

PubMed

Richardson, Magnus J E; Gerstner, Wulfram

2005-04-01

The subthreshold membrane voltage of a neuron in active cortical tissue is a fluctuating quantity with a distribution that reflects the firing statistics of the presynaptic population. It was recently found that conductance-based synaptic drive can lead to distributions with a significant skew. Here it is demonstrated that the underlying shot noise caused by Poissonian spike arrival also skews the membrane distribution, but in the opposite sense. Using a perturbative method, we analyze the effects of shot noise on the distribution of synaptic conductances and calculate the consequent voltage distribution. To first order in the perturbation theory, the voltage distribution is a gaussian modulated by a prefactor that captures the skew. The gaussian component is identical to distributions derived using current-based models with an effective membrane time constant. The well-known effective-time-constant approximation can therefore be identified as the leading-order solution to the full conductance-based model. The higher-order modulatory prefactor containing the skew comprises terms due to both shot noise and conductance fluctuations. The diffusion approximation misses these shot-noise effects implying that analytical approaches such as the Fokker-Planck equation or simulation with filtered white noise cannot be used to improve on the gaussian approximation. It is further demonstrated that quantities used for fitting theory to experiment, such as the voltage mean and variance, are robust against these non-Gaussian effects. The effective-time-constant approximation is therefore relevant to experiment and provides a simple analytic base on which other pertinent biological details may be added.

Numerical solution of transport equation for applications in environmental hydraulics and hydrology

NASA Astrophysics Data System (ADS)

Rashidul Islam, M.; Hanif Chaudhry, M.

1997-04-01

The advective term in the one-dimensional transport equation, when numerically discretized, produces artificial diffusion. To minimize such artificial diffusion, which vanishes only for Courant number equal to unity, transport owing to advection has been modeled separately. The numerical solution of the advection equation for a Gaussian initial distribution is well established; however, large oscillations are observed when applied to an initial distribution with sleep gradients, such as trapezoidal distribution of a constituent or propagation of mass from a continuous input. In this study, the application of seven finite-difference schemes and one polynomial interpolation scheme is investigated to solve the transport equation for both Gaussian and non-Gaussian (trapezoidal) initial distributions. The results obtained from the numerical schemes are compared with the exact solutions. A constant advective velocity is assumed throughout the transport process. For a Gaussian distribution initial condition, all eight schemes give excellent results, except the Lax scheme which is diffusive. In application to the trapezoidal initial distribution, explicit finite-difference schemes prove to be superior to implicit finite-difference schemes because the latter produce large numerical oscillations near the steep gradients. The Warming-Kutler-Lomax (WKL) explicit scheme is found to be better among this group. The Hermite polynomial interpolation scheme yields the best result for a trapezoidal distribution among all eight schemes investigated. The second-order accurate schemes are sufficiently accurate for most practical problems, but the solution of unusual problems (concentration with steep gradient) requires the application of higher-order (e.g. third- and fourth-order) accurate schemes.

A novel multitarget model of radiation-induced cell killing based on the Gaussian distribution.

PubMed

Zhao, Lei; Mi, Dong; Sun, Yeqing

2017-05-07

The multitarget version of the traditional target theory based on the Poisson distribution is still used to describe the dose-survival curves of cells after ionizing radiation in radiobiology and radiotherapy. However, noting that the usual ionizing radiation damage is the result of two sequential stochastic processes, the probability distribution of the damage number per cell should follow a compound Poisson distribution, like e.g. Neyman's distribution of type A (N. A.). In consideration of that the Gaussian distribution can be considered as the approximation of the N. A. in the case of high flux, a multitarget model based on the Gaussian distribution is proposed to describe the cell inactivation effects in low linear energy transfer (LET) radiation with high dose-rate. Theoretical analysis and experimental data fitting indicate that the present theory is superior to the traditional multitarget model and similar to the Linear - Quadratic (LQ) model in describing the biological effects of low-LET radiation with high dose-rate, and the parameter ratio in the present model can be used as an alternative indicator to reflect the radiation damage and radiosensitivity of the cells. Copyright © 2017 Elsevier Ltd. All rights reserved.

A simple mathematical model of gradual Darwinian evolution: emergence of a Gaussian trait distribution in adaptation along a fitness gradient.

PubMed

Biktashev, Vadim N

2014-04-01

We consider a simple mathematical model of gradual Darwinian evolution in continuous time and continuous trait space, due to intraspecific competition for common resource in an asexually reproducing population in constant environment, while far from evolutionary stable equilibrium. The model admits exact analytical solution. In particular, Gaussian distribution of the trait emerges from generic initial conditions.

Continuous-variable quantum key distribution with Gaussian source noise

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

Shen Yujie; Peng Xiang; Yang Jian

2011-05-15

Source noise affects the security of continuous-variable quantum key distribution (CV QKD) and is difficult to analyze. We propose a model to characterize Gaussian source noise through introducing a neutral party (Fred) who induces the noise with a general unitary transformation. Without knowing Fred's exact state, we derive the security bounds for both reverse and direct reconciliations and show that the bound for reverse reconciliation is tight.

Modeling Non-Gaussian Time Series with Nonparametric Bayesian Model.

PubMed

Xu, Zhiguang; MacEachern, Steven; Xu, Xinyi

2015-02-01

We present a class of Bayesian copula models whose major components are the marginal (limiting) distribution of a stationary time series and the internal dynamics of the series. We argue that these are the two features with which an analyst is typically most familiar, and hence that these are natural components with which to work. For the marginal distribution, we use a nonparametric Bayesian prior distribution along with a cdf-inverse cdf transformation to obtain large support. For the internal dynamics, we rely on the traditionally successful techniques of normal-theory time series. Coupling the two components gives us a family of (Gaussian) copula transformed autoregressive models. The models provide coherent adjustments of time scales and are compatible with many extensions, including changes in volatility of the series. We describe basic properties of the models, show their ability to recover non-Gaussian marginal distributions, and use a GARCH modification of the basic model to analyze stock index return series. The models are found to provide better fit and improved short-range and long-range predictions than Gaussian competitors. The models are extensible to a large variety of fields, including continuous time models, spatial models, models for multiple series, models driven by external covariate streams, and non-stationary models.

A Gaussian Mixture Model Representation of Endmember Variability in Hyperspectral Unmixing

NASA Astrophysics Data System (ADS)

Zhou, Yuan; Rangarajan, Anand; Gader, Paul D.

2018-05-01

Hyperspectral unmixing while considering endmember variability is usually performed by the normal compositional model (NCM), where the endmembers for each pixel are assumed to be sampled from unimodal Gaussian distributions. However, in real applications, the distribution of a material is often not Gaussian. In this paper, we use Gaussian mixture models (GMM) to represent the endmember variability. We show, given the GMM starting premise, that the distribution of the mixed pixel (under the linear mixing model) is also a GMM (and this is shown from two perspectives). The first perspective originates from the random variable transformation and gives a conditional density function of the pixels given the abundances and GMM parameters. With proper smoothness and sparsity prior constraints on the abundances, the conditional density function leads to a standard maximum a posteriori (MAP) problem which can be solved using generalized expectation maximization. The second perspective originates from marginalizing over the endmembers in the GMM, which provides us with a foundation to solve for the endmembers at each pixel. Hence, our model can not only estimate the abundances and distribution parameters, but also the distinct endmember set for each pixel. We tested the proposed GMM on several synthetic and real datasets, and showed its potential by comparing it to current popular methods.

SMURC: High-Dimension Small-Sample Multivariate Regression With Covariance Estimation.

PubMed

Bayar, Belhassen; Bouaynaya, Nidhal; Shterenberg, Roman

2017-03-01

We consider a high-dimension low sample-size multivariate regression problem that accounts for correlation of the response variables. The system is underdetermined as there are more parameters than samples. We show that the maximum likelihood approach with covariance estimation is senseless because the likelihood diverges. We subsequently propose a normalization of the likelihood function that guarantees convergence. We call this method small-sample multivariate regression with covariance (SMURC) estimation. We derive an optimization problem and its convex approximation to compute SMURC. Simulation results show that the proposed algorithm outperforms the regularized likelihood estimator with known covariance matrix and the sparse conditional Gaussian graphical model. We also apply SMURC to the inference of the wing-muscle gene network of the Drosophila melanogaster (fruit fly).

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.

Geometric constraints in semiclassical initial value representation calculations in Cartesian coordinates: accurate reduction in zero-point energy.

PubMed

Issack, Bilkiss B; Roy, Pierre-Nicholas

2005-08-22

An approach for the inclusion of geometric constraints in semiclassical initial value representation calculations is introduced. An important aspect of the approach is that Cartesian coordinates are used throughout. We devised an algorithm for the constrained sampling of initial conditions through the use of multivariate Gaussian distribution based on a projected Hessian. We also propose an approach for the constrained evaluation of the so-called Herman-Kluk prefactor in its exact log-derivative form. Sample calculations are performed for free and constrained rare-gas trimers. The results show that the proposed approach provides an accurate evaluation of the reduction in zero-point energy. Exact basis set calculations are used to assess the accuracy of the semiclassical results. Since Cartesian coordinates are used, the approach is general and applicable to a variety of molecular and atomic systems.

The effect of spherical aberration on the phase singularities of focused dark-hollow Gaussian beams

NASA Astrophysics Data System (ADS)

Luo, Yamei; Lü, Baida

2009-06-01

The phase singularities of focused dark-hollow Gaussian beams in the presence of spherical aberration are studied. It is shown that the evolution behavior of phase singularities of focused dark-hollow Gaussian beams in the focal region depends not only on the truncation parameter and beam order, but also on the spherical aberration. The spherical aberration leads to an asymmetric spatial distribution of singularities outside the focal plane and to a shift of singularities near the focal plane. The reorganization process of singularities and spatial distribution of singularities are additionally dependent on the sign of the spherical aberration. The results are illustrated by numerical examples.

Assessing Gaussian Assumption of PMU Measurement Error Using Field Data

DOE PAGES

Wang, Shaobu; Zhao, Junbo; Huang, Zhenyu; ...

2017-10-13

Gaussian PMU measurement error has been assumed for many power system applications, such as state estimation, oscillatory modes monitoring, voltage stability analysis, to cite a few. This letter proposes a simple yet effective approach to assess this assumption by using the stability property of a probability distribution and the concept of redundant measurement. Extensive results using field PMU data from WECC system reveal that the Gaussian assumption is questionable.

Time-dependent transport of energetic particles in magnetic turbulence: computer simulations versus analytical theory

NASA Astrophysics Data System (ADS)

Arendt, V.; Shalchi, A.

2018-06-01

We explore numerically the transport of energetic particles in a turbulent magnetic field configuration. A test-particle code is employed to compute running diffusion coefficients as well as particle distribution functions in the different directions of space. Our numerical findings are compared with models commonly used in diffusion theory such as Gaussian distribution functions and solutions of the cosmic ray Fokker-Planck equation. Furthermore, we compare the running diffusion coefficients across the mean magnetic field with solutions obtained from the time-dependent version of the unified non-linear transport theory. In most cases we find that particle distribution functions are indeed of Gaussian form as long as a two-component turbulence model is employed. For turbulence setups with reduced dimensionality, however, the Gaussian distribution can no longer be obtained. It is also shown that the unified non-linear transport theory agrees with simulated perpendicular diffusion coefficients as long as the pure two-dimensional model is excluded.

Efficiency-enhanced photon sieve using Gaussian/overlapping distribution of pinholes

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

Sabatyan, A.; Mirzaie, S.

2011-04-10

A class of photon sieve is introduced whose structure is based on the overlapping pinholes in the innermost zones. This kind of distribution is produced by, for example, a particular form of Gaussian function. The focusing property of the proposed model was examined theoretically and experimentally. It is shown that under He-Ne laser and white light illumination, the focal spot size of this novel structure has considerably smaller FWHM than a photon sieve with randomly distributed pinholes and a Fresnel zone plate. In addition, secondary maxima have been suppressed effectively.

Non-Gaussian limit fluctuations in active swimmer suspensions

NASA Astrophysics Data System (ADS)

Kurihara, Takashi; Aridome, Msato; Ayade, Heev; Zaid, Irwin; Mizuno, Daisuke

2017-03-01

We investigate the hydrodynamic fluctuations in suspensions of swimming microorganisms (Chlamydomonas) by observing the probe particles dispersed in the media. Short-term fluctuations of probe particles were superdiffusive and displayed heavily tailed non-Gaussian distributions. The analytical theory that explains the observed distribution was derived by summing the power-law-decaying hydrodynamic interactions from spatially distributed field sources (here, swimming microorganisms). The summing procedure, which we refer to as the physical limit operation, is applicable to a variety of physical fluctuations to which the classical central limiting theory does not apply. Extending the analytical formula to compare to experiments in active swimmer suspensions, we show that the non-Gaussian shape of the observed distribution obeys the analytic theory concomitantly with independently determined parameters such as the strength of force generations and the concentration of Chlamydomonas. Time evolution of the distributions collapsed to a single master curve, except for their extreme tails, for which our theory presents a qualitative explanation. Investigations thereof and the complete agreement with theoretical predictions revealed broad applicability of the formula to dispersions of active sources of fluctuations.

Theoretical study of sum-frequency vibrational spectroscopy on limonene surface

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

Zheng, Ren-Hui, E-mail: zrh@iccas.ac.cn; Liu, Hao; Jing, Yuan-Yuan

2014-03-14

By combining molecule dynamics (MD) simulation and quantum chemistry computation, we calculate the surface sum-frequency vibrational spectroscopy (SFVS) of R-limonene molecules at the gas-liquid interface for SSP, PPP, and SPS polarization combinations. The distributions of the Euler angles are obtained using MD simulation, the ψ-distribution is between isotropic and Gaussian. Instead of the MD distributions, different analytical distributions such as the δ-function, Gaussian and isotropic distributions are applied to simulate surface SFVS. We find that different distributions significantly affect the absolute SFVS intensity and also influence on relative SFVS intensity, and the δ-function distribution should be used with caution whenmore » the orientation distribution is broad. Furthermore, the reason that the SPS signal is weak in reflected arrangement is discussed.« less

Flat-top beam for laser-stimulated pain

NASA Astrophysics Data System (ADS)

McCaughey, Ryan; Nadeau, Valerie; Dickinson, Mark

2005-04-01

One of the main problems during laser stimulation in human pain research is the risk of tissue damage caused by excessive heating of the skin. This risk has been reduced by using a laser beam with a flattop (or superGaussian) intensity profile, instead of the conventional Gaussian beam. A finite difference approximation to the heat conduction equation has been applied to model the temperature distribution in skin as a result of irradiation by flattop and Gaussian profile CO2 laser beams. The model predicts that a 15 mm diameter, 15 W, 100 ms CO2 laser pulse with an order 6 superGaussian profile produces a maximum temperature 6 oC less than a Gaussian beam with the same energy density. A superGaussian profile was created by passing a Gaussian beam through a pair of zinc selenide aspheric lenses which refract the more intense central region of the beam towards the less intense periphery. The profiles of the lenses were determined by geometrical optics. In human pain trials the superGaussian beam required more power than the Gaussian beam to reach sensory and pain thresholds.

Study of sea-surface slope distribution and its effect on radar backscatter based on Global Precipitation Measurement Ku-band precipitation radar measurements

NASA Astrophysics Data System (ADS)

Yan, Qiushuang; Zhang, Jie; Fan, Chenqing; Wang, Jing; Meng, Junmin

2018-01-01

The collocated normalized radar backscattering cross-section measurements from the Global Precipitation Measurement (GPM) Ku-band precipitation radar (KuPR) and the winds from the moored buoys are used to study the effect of different sea-surface slope probability density functions (PDFs), including the Gaussian PDF, the Gram-Charlier PDF, and the Liu PDF, on the geometrical optics (GO) model predictions of the radar backscatter at low incidence angles (0 deg to 18 deg) at different sea states. First, the peakedness coefficient in the Liu distribution is determined using the collocations at the normal incidence angle, and the results indicate that the peakedness coefficient is a nonlinear function of the wind speed. Then, the performance of the modified Liu distribution, i.e., Liu distribution using the obtained peakedness coefficient estimate; the Gaussian distribution; and the Gram-Charlier distribution is analyzed. The results show that the GO model predictions with the modified Liu distribution agree best with the KuPR measurements, followed by the predictions with the Gaussian distribution, while the predictions with the Gram-Charlier distribution have larger differences as the total or the slick filtered, not the radar filtered, probability density is included in the distribution. The best-performing distribution changes with incidence angle and changes with wind speed.

Multivariate Non-Symmetric Stochastic Models for Spatial Dependence Models

NASA Astrophysics Data System (ADS)

Haslauer, C. P.; Bárdossy, A.

2017-12-01

A copula based multivariate framework allows more flexibility to describe different kind of dependences than what is possible using models relying on the confining assumption of symmetric Gaussian models: different quantiles can be modelled with a different degree of dependence; it will be demonstrated how this can be expected given process understanding. maximum likelihood based multivariate quantitative parameter estimation yields stable and reliable results; not only improved results in cross-validation based measures of uncertainty are obtained but also a more realistic spatial structure of uncertainty compared to second order models of dependence; as much information as is available is included in the parameter estimation: incorporation of censored measurements (e.g., below detection limit, or ones that are above the sensitive range of the measurement device) yield to more realistic spatial models; the proportion of true zeros can be jointly estimated with and distinguished from censored measurements which allow estimates about the age of a contaminant in the system; secondary information (categorical and on the rational scale) has been used to improve the estimation of the primary variable; These copula based multivariate statistical techniques are demonstrated based on hydraulic conductivity observations at the Borden (Canada) site, the MADE site (USA), and a large regional groundwater quality data-set in south-west Germany. Fields of spatially distributed K were simulated with identical marginal simulation, identical second order spatial moments, yet substantially differing solute transport characteristics when numerical tracer tests were performed. A statistical methodology is shown that allows the delineation of a boundary layer separating homogenous parts of a spatial data-set. The effects of this boundary layer (macro structure) and the spatial dependence of K (micro structure) on solute transport behaviour is shown.

The topology of galaxy clustering.

NASA Astrophysics Data System (ADS)

Coles, P.; Plionis, M.

The authors discuss an objective method for quantifying the topology of the galaxy distribution using only projected galaxy counts. The method is a useful complement to fully three-dimensional studies of topology based on the genus by virtue of the enormous projected data sets available. Applying the method to the Lick counts they find no evidence for large-scale non-gaussian behaviour, whereas the small-scale distribution is strongly non-gaussian, with a shift in the meatball direction.

A model of non-Gaussian diffusion in heterogeneous media

NASA Astrophysics Data System (ADS)

Lanoiselée, Yann; Grebenkov, Denis S.

2018-04-01

Recent progress in single-particle tracking has shown evidence of the non-Gaussian distribution of displacements in living cells, both near the cellular membrane and inside the cytoskeleton. Similar behavior has also been observed in granular materials, turbulent flows, gels and colloidal suspensions, suggesting that this is a general feature of diffusion in complex media. A possible interpretation of this phenomenon is that a tracer explores a medium with spatio-temporal fluctuations which result in local changes of diffusivity. We propose and investigate an ergodic, easily interpretable model, which implements the concept of diffusing diffusivity. Depending on the parameters, the distribution of displacements can be either flat or peaked at small displacements with an exponential tail at large displacements. We show that the distribution converges slowly to a Gaussian one. We calculate statistical properties, derive the asymptotic behavior and discuss some implications and extensions.

Non-Gaussian power grid frequency fluctuations characterized by Lévy-stable laws and superstatistics

NASA Astrophysics Data System (ADS)

Schäfer, Benjamin; Beck, Christian; Aihara, Kazuyuki; Witthaut, Dirk; Timme, Marc

2018-02-01

Multiple types of fluctuations impact the collective dynamics of power grids and thus challenge their robust operation. Fluctuations result from processes as different as dynamically changing demands, energy trading and an increasing share of renewable power feed-in. Here we analyse principles underlying the dynamics and statistics of power grid frequency fluctuations. Considering frequency time series for a range of power grids, including grids in North America, Japan and Europe, we find a strong deviation from Gaussianity best described as Lévy-stable and q-Gaussian distributions. We present a coarse framework to analytically characterize the impact of arbitrary noise distributions, as well as a superstatistical approach that systematically interprets heavy tails and skewed distributions. We identify energy trading as a substantial contribution to today's frequency fluctuations and effective damping of the grid as a controlling factor enabling reduction of fluctuation risks, with enhanced effects for small power grids.

Multivariate Time Series Decomposition into Oscillation Components.

PubMed

Matsuda, Takeru; Komaki, Fumiyasu

2017-08-01

Many time series are considered to be a superposition of several oscillation components. We have proposed a method for decomposing univariate time series into oscillation components and estimating their phases (Matsuda & Komaki, 2017 ). In this study, we extend that method to multivariate time series. We assume that several oscillators underlie the given multivariate time series and that each variable corresponds to a superposition of the projections of the oscillators. Thus, the oscillators superpose on each variable with amplitude and phase modulation. Based on this idea, we develop gaussian linear state-space models and use them to decompose the given multivariate time series. The model parameters are estimated from data using the empirical Bayes method, and the number of oscillators is determined using the Akaike information criterion. Therefore, the proposed method extracts underlying oscillators in a data-driven manner and enables investigation of phase dynamics in a given multivariate time series. Numerical results show the effectiveness of the proposed method. From monthly mean north-south sunspot number data, the proposed method reveals an interesting phase relationship.

Terawatt x-ray free-electron-laser optimization by transverse electron distribution shaping

DOE PAGES

Emma, C.; Wu, J.; Fang, K.; ...

2014-11-03

We study the dependence of the peak power of a 1.5 Å Terawatt (TW), tapered x-ray free-electron laser (FEL) on the transverse electron density distribution. Multidimensional optimization schemes for TW hard x-ray free-electron lasers are applied to the cases of transversely uniform and parabolic electron beam distributions and compared to a Gaussian distribution. The optimizations are performed for a 200 m undulator and a resonant wavelength of λ r = 1.5 Å using the fully three-dimensional FEL particle code GENESIS. The study shows that the flatter transverse electron distributions enhance optical guiding in the tapered section of the undulator andmore » increase the maximum radiation power from a maximum of 1.56 TW for a transversely Gaussian beam to 2.26 TW for the parabolic case and 2.63 TW for the uniform case. Spectral data also shows a 30%–70% reduction in energy deposited in the sidebands for the uniform and parabolic beams compared with a Gaussian. An analysis of the transverse coherence of the radiation shows the coherence area to be much larger than the beam spotsize for all three distributions, making coherent diffraction imaging experiments possible.« less

Measuring Gaussian quantum information and correlations using the Rényi entropy of order 2.

PubMed

Adesso, Gerardo; Girolami, Davide; Serafini, Alessio

2012-11-09

We demonstrate that the Rényi-2 entropy provides a natural measure of information for any multimode Gaussian state of quantum harmonic systems, operationally linked to the phase-space Shannon sampling entropy of the Wigner distribution of the state. We prove that, in the Gaussian scenario, such an entropy satisfies the strong subadditivity inequality, a key requirement for quantum information theory. This allows us to define and analyze measures of Gaussian entanglement and more general quantum correlations based on such an entropy, which are shown to satisfy relevant properties such as monogamy.

ExGUtils: A Python Package for Statistical Analysis With the ex-Gaussian Probability Density.

PubMed

Moret-Tatay, Carmen; Gamermann, Daniel; Navarro-Pardo, Esperanza; Fernández de Córdoba Castellá, Pedro

2018-01-01

The study of reaction times and their underlying cognitive processes is an important field in Psychology. Reaction times are often modeled through the ex-Gaussian distribution, because it provides a good fit to multiple empirical data. The complexity of this distribution makes the use of computational tools an essential element. Therefore, there is a strong need for efficient and versatile computational tools for the research in this area. In this manuscript we discuss some mathematical details of the ex-Gaussian distribution and apply the ExGUtils package, a set of functions and numerical tools, programmed for python, developed for numerical analysis of data involving the ex-Gaussian probability density. In order to validate the package, we present an extensive analysis of fits obtained with it, discuss advantages and differences between the least squares and maximum likelihood methods and quantitatively evaluate the goodness of the obtained fits (which is usually an overlooked point in most literature in the area). The analysis done allows one to identify outliers in the empirical datasets and criteriously determine if there is a need for data trimming and at which points it should be done.

Dynamic heterogeneity and conditional statistics of non-Gaussian temperature fluctuations in turbulent thermal convection

NASA Astrophysics Data System (ADS)

He, Xiaozhou; Wang, Yin; Tong, Penger

2018-05-01

Non-Gaussian fluctuations with an exponential tail in their probability density function (PDF) are often observed in nonequilibrium steady states (NESSs) and one does not understand why they appear so often. Turbulent Rayleigh-Bénard convection (RBC) is an example of such a NESS, in which the measured PDF P (δ T ) of temperature fluctuations δ T in the central region of the flow has a long exponential tail. Here we show that because of the dynamic heterogeneity in RBC, the exponential PDF is generated by a convolution of a set of dynamics modes conditioned on a constant local thermal dissipation rate ɛ . The conditional PDF G (δ T |ɛ ) of δ T under a constant ɛ is found to be of Gaussian form and its variance σT2 for different values of ɛ follows an exponential distribution. The convolution of the two distribution functions gives rise to the exponential PDF P (δ T ) . This work thus provides a physical mechanism of the observed exponential distribution of δ T in RBC and also sheds light on the origin of non-Gaussian fluctuations in other NESSs.

ExGUtils: A Python Package for Statistical Analysis With the ex-Gaussian Probability Density

PubMed Central

Moret-Tatay, Carmen; Gamermann, Daniel; Navarro-Pardo, Esperanza; Fernández de Córdoba Castellá, Pedro

2018-01-01

The study of reaction times and their underlying cognitive processes is an important field in Psychology. Reaction times are often modeled through the ex-Gaussian distribution, because it provides a good fit to multiple empirical data. The complexity of this distribution makes the use of computational tools an essential element. Therefore, there is a strong need for efficient and versatile computational tools for the research in this area. In this manuscript we discuss some mathematical details of the ex-Gaussian distribution and apply the ExGUtils package, a set of functions and numerical tools, programmed for python, developed for numerical analysis of data involving the ex-Gaussian probability density. In order to validate the package, we present an extensive analysis of fits obtained with it, discuss advantages and differences between the least squares and maximum likelihood methods and quantitatively evaluate the goodness of the obtained fits (which is usually an overlooked point in most literature in the area). The analysis done allows one to identify outliers in the empirical datasets and criteriously determine if there is a need for data trimming and at which points it should be done. PMID:29765345

Gaussian Finite Element Method for Description of Underwater Sound Diffraction

NASA Astrophysics Data System (ADS)

Huang, Dehua

A new method for solving diffraction problems is presented in this dissertation. It is based on the use of Gaussian diffraction theory. The Rayleigh integral is used to prove the core of Gaussian theory: the diffraction field of a Gaussian is described by a Gaussian function. The parabolic approximation used by previous authors is not necessary to this proof. Comparison of the Gaussian beam expansion and Fourier series expansion reveals that the Gaussian expansion is a more general and more powerful technique. The method combines the Gaussian beam superposition technique (Wen and Breazeale, J. Acoust. Soc. Am. 83, 1752-1756 (1988)) and the Finite element solution to the parabolic equation (Huang, J. Acoust. Soc. Am. 84, 1405-1413 (1988)). Computer modeling shows that the new method is capable of solving for the sound field even in an inhomogeneous medium, whether the source is a Gaussian source or a distributed source. It can be used for horizontally layered interfaces or irregular interfaces. Calculated results are compared with experimental results by use of a recently designed and improved Gaussian transducer in a laboratory water tank. In addition, the power of the Gaussian Finite element method is demonstrated by comparing numerical results with experimental results from use of a piston transducer in a water tank.

Non-Gaussian analysis of diffusion weighted imaging in head and neck at 3T: a pilot study in patients with nasopharyngeal carcinoma.

PubMed

Yuan, Jing; Yeung, David Ka Wai; Mok, Greta S P; Bhatia, Kunwar S; Wang, Yi-Xiang J; Ahuja, Anil T; King, Ann D

2014-01-01

To technically investigate the non-Gaussian diffusion of head and neck diffusion weighted imaging (DWI) at 3 Tesla and compare advanced non-Gaussian diffusion models, including diffusion kurtosis imaging (DKI), stretched-exponential model (SEM), intravoxel incoherent motion (IVIM) and statistical model in the patients with nasopharyngeal carcinoma (NPC). After ethics approval was granted, 16 patients with NPC were examined using DWI performed at 3T employing an extended b-value range from 0 to 1500 s/mm(2). DWI signals were fitted to the mono-exponential and non-Gaussian diffusion models on primary tumor, metastatic node, spinal cord and muscle. Non-Gaussian parameter maps were generated and compared to apparent diffusion coefficient (ADC) maps in NPC. Diffusion in NPC exhibited non-Gaussian behavior at the extended b-value range. Non-Gaussian models achieved significantly better fitting of DWI signal than the mono-exponential model. Non-Gaussian diffusion coefficients were substantially different from mono-exponential ADC both in magnitude and histogram distribution. Non-Gaussian diffusivity in head and neck tissues and NPC lesions could be assessed by using non-Gaussian diffusion models. Non-Gaussian DWI analysis may reveal additional tissue properties beyond ADC and holds potentials to be used as a complementary tool for NPC characterization.

Empirical analysis on the runners' velocity distribution in city marathons

NASA Astrophysics Data System (ADS)

Lin, Zhenquan; Meng, Fan

2018-01-01

In recent decades, much researches have been performed on human temporal activity and mobility patterns, while few investigations have been made to examine the features of the velocity distributions of human mobility patterns. In this paper, we investigated empirically the velocity distributions of finishers in New York City marathon, American Chicago marathon, Berlin marathon and London marathon. By statistical analyses on the datasets of the finish time records, we captured some statistical features of human behaviors in marathons: (1) The velocity distributions of all finishers and of partial finishers in the fastest age group both follow log-normal distribution; (2) In the New York City marathon, the velocity distribution of all male runners in eight 5-kilometer internal timing courses undergoes two transitions: from log-normal distribution at the initial stage (several initial courses) to the Gaussian distribution at the middle stage (several middle courses), and to log-normal distribution at the last stage (several last courses); (3) The intensity of the competition, which is described by the root-mean-square value of the rank changes of all runners, goes weaker from initial stage to the middle stage corresponding to the transition of the velocity distribution from log-normal distribution to Gaussian distribution, and when the competition gets stronger in the last course of the middle stage, there will come a transition from Gaussian distribution to log-normal one at last stage. This study may enrich the researches on human mobility patterns and attract attentions on the velocity features of human mobility.

Gaussification and entanglement distillation of continuous-variable systems: a unifying picture.

PubMed

Campbell, Earl T; Eisert, Jens

2012-01-13

Distillation of entanglement using only Gaussian operations is an important primitive in quantum communication, quantum repeater architectures, and distributed quantum computing. Existing distillation protocols for continuous degrees of freedom are only known to converge to a Gaussian state when measurements yield precisely the vacuum outcome. In sharp contrast, non-Gaussian states can be deterministically converted into Gaussian states while preserving their second moments, albeit by usually reducing their degree of entanglement. In this work-based on a novel instance of a noncommutative central limit theorem-we introduce a picture general enough to encompass the known protocols leading to Gaussian states, and new classes of protocols including multipartite distillation. This gives the experimental option of balancing the merits of success probability against entanglement produced.

Mean intensity of the fundamental Bessel-Gaussian beam in turbulent atmosphere

NASA Astrophysics Data System (ADS)

Lukin, Igor P.

2017-11-01

In the given article mean intensity of a fundamental Bessel-Gaussian optical beam in turbulent atmosphere is studied. The problem analysis is based on the solution of the equation for the transverse second-order mutual coherence function of a fundamental Bessel-Gaussian beam of optical radiation. Distributions of mean intensity of a fundamental Bessel- Gaussian beam optical beam in longitudinal and transverse to a direction of propagation of optical radiation are investigated in detail. Influence of atmospheric turbulence on change of radius of the central part of a Bessel optical beam is estimated. Values of parameters at which it is possible to generate in turbulent atmosphere a nondiffracting pseudo-Bessel optical beam by means of a fundamental Bessel-Gaussian optical beam are established.

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

NASA Astrophysics Data System (ADS)

Ma, Hong-Xin; Huang, Peng; Bai, Dong-Yun; Wang, Shi-Yu; Bao, Wan-Su; Zeng, Gui-Hua

2018-04-01

It has been found that non-Gaussian operations can be applied to increase and distill entanglement between Gaussian entangled states. We show the successful use of the non-Gaussian operation, in particular, photon subtraction operation, on the continuous-variable measurement-device-independent quantum key distribution (CV-MDI-QKD) protocol. The proposed method can be implemented based on existing technologies. Security analysis shows that the photon subtraction operation can remarkably increase the maximal transmission distance of the CV-MDI-QKD protocol, which precisely make up for the shortcoming of the original CV-MDI-QKD protocol, and one-photon subtraction operation has the best performance. Moreover, the proposed protocol provides a feasible method for the experimental implementation of the CV-MDI-QKD protocol.

Inflation in random Gaussian landscapes

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

Masoumi, Ali; Vilenkin, Alexander; Yamada, Masaki, E-mail: ali@cosmos.phy.tufts.edu, E-mail: vilenkin@cosmos.phy.tufts.edu, E-mail: Masaki.Yamada@tufts.edu

2017-05-01

We develop analytic and numerical techniques for studying the statistics of slow-roll inflation in random Gaussian landscapes. As an illustration of these techniques, we analyze small-field inflation in a one-dimensional landscape. We calculate the probability distributions for the maximal number of e-folds and for the spectral index of density fluctuations n {sub s} and its running α {sub s} . These distributions have a universal form, insensitive to the correlation function of the Gaussian ensemble. We outline possible extensions of our methods to a large number of fields and to models of large-field inflation. These methods do not suffer frommore » potential inconsistencies inherent in the Brownian motion technique, which has been used in most of the earlier treatments.« less

A note about Gaussian statistics on a sphere

NASA Astrophysics Data System (ADS)

Chave, Alan D.

2015-11-01

The statistics of directional data on a sphere can be modelled either using the Fisher distribution that is conditioned on the magnitude being unity, in which case the sample space is confined to the unit sphere, or using the latitude-longitude marginal distribution derived from a trivariate Gaussian model that places no constraint on the magnitude. These two distributions are derived from first principles and compared. The Fisher distribution more closely approximates the uniform distribution on a sphere for a given small value of the concentration parameter, while the latitude-longitude marginal distribution is always slightly larger than the Fisher distribution at small off-axis angles for large values of the concentration parameter. Asymptotic analysis shows that the two distributions only become equivalent in the limit of large concentration parameter and very small off-axis angle.

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

NASA Astrophysics Data System (ADS)

Yao, Weiguang; Merchant, Thomas E.; Farr, Jonathan B.

2016-10-01

The lateral homogeneity assumption is used in most analytical algorithms for proton dose, such as the pencil-beam algorithms and our simplified analytical random walk model. To improve the dose calculation in the distal fall-off region in heterogeneous media, we analyzed primary proton fluence near heterogeneous media and propose to calculate the lateral fluence with voxel-specific Gaussian distributions. The lateral fluence from a beamlet is no longer expressed by a single Gaussian for all the lateral voxels, but by a specific Gaussian for each lateral voxel. The voxel-specific Gaussian for the beamlet of interest is calculated by re-initializing the fluence deviation on an effective surface where the proton energies of the beamlet of interest and the beamlet passing the voxel are the same. The dose improvement from the correction scheme was demonstrated by the dose distributions in two sets of heterogeneous phantoms consisting of cortical bone, lung, and water and by evaluating distributions in example patients with a head-and-neck tumor and metal spinal implants. The dose distributions from Monte Carlo simulations were used as the reference. The correction scheme effectively improved the dose calculation accuracy in the distal fall-off region and increased the gamma test pass rate. The extra computation for the correction was about 20% of that for the original algorithm but is dependent upon patient geometry.

Effect of Coulomb friction on orientational correlation and velocity distribution functions in a sheared dilute granular gas.

PubMed

Gayen, Bishakhdatta; Alam, Meheboob

2011-08-01

From particle simulations of a sheared frictional granular gas, we show that the Coulomb friction can have dramatic effects on orientational correlation as well as on both the translational and angular velocity distribution functions even in the Boltzmann (dilute) limit. The dependence of orientational correlation on friction coefficient (μ) is found to be nonmonotonic, and the Coulomb friction plays a dual role of enhancing or diminishing the orientational correlation, depending on the value of the tangential restitution coefficient (which characterizes the roughness of particles). From the sticking limit (i.e., with no sliding contact) of rough particles, decreasing the Coulomb friction is found to reduce the density and spatial velocity correlations which, together with diminished orientational correlation for small enough μ, are responsible for the transition from non-gaussian to gaussian distribution functions in the double limit of small friction (μ→0) and nearly elastic particles (e→1). This double limit in fact corresponds to perfectly smooth particles, and hence the maxwellian (gaussian) is indeed a solution of the Boltzmann equation for a frictional granular gas in the limit of elastic collisions and zero Coulomb friction at any roughness. The high-velocity tails of both distribution functions seem to follow stretched exponentials even in the presence of Coulomb friction, and the related velocity exponents deviate strongly from a gaussian with increasing friction.

Deep Learning Method for Denial of Service Attack Detection Based on Restricted Boltzmann Machine.

PubMed

Imamverdiyev, Yadigar; Abdullayeva, Fargana

2018-06-01

In this article, the application of the deep learning method based on Gaussian-Bernoulli type restricted Boltzmann machine (RBM) to the detection of denial of service (DoS) attacks is considered. To increase the DoS attack detection accuracy, seven additional layers are added between the visible and the hidden layers of the RBM. Accurate results in DoS attack detection are obtained by optimization of the hyperparameters of the proposed deep RBM model. The form of the RBM that allows application of the continuous data is used. In this type of RBM, the probability distribution of the visible layer is replaced by a Gaussian distribution. Comparative analysis of the accuracy of the proposed method with Bernoulli-Bernoulli RBM, Gaussian-Bernoulli RBM, deep belief network type deep learning methods on DoS attack detection is provided. Detection accuracy of the methods is verified on the NSL-KDD data set. Higher accuracy from the proposed multilayer deep Gaussian-Bernoulli type RBM is obtained.

Entanglement-distillation attack on continuous-variable quantum key distribution in a turbulent atmospheric channel

NASA Astrophysics Data System (ADS)

Guo, Ying; Xie, Cailang; Liao, Qin; Zhao, Wei; Zeng, Guihua; Huang, Duan

2017-08-01

The survival of Gaussian quantum states in a turbulent atmospheric channel is of crucial importance in free-space continuous-variable (CV) quantum key distribution (QKD), in which the transmission coefficient will fluctuate in time, thus resulting in non-Gaussian quantum states. Different from quantum hacking of the imperfections of practical devices, here we propose a different type of attack by exploiting the security loopholes that occur in a real lossy channel. Under a turbulent atmospheric environment, the Gaussian states are inevitably afflicted by decoherence, which would cause a degradation of the transmitted entanglement. Therefore, an eavesdropper can perform an intercept-resend attack by applying an entanglement-distillation operation on the transmitted non-Gaussian mixed states, which allows the eavesdropper to bias the estimation of the parameters and renders the final keys shared between the legitimate parties insecure. Our proposal highlights the practical CV QKD vulnerabilities with free-space quantum channels, including the satellite-to-earth links, ground-to-ground links, and a link from moving objects to ground stations.

Topology in two dimensions. IV - CDM models with non-Gaussian initial conditions

NASA Astrophysics Data System (ADS)

Coles, Peter; Moscardini, Lauro; Plionis, Manolis; Lucchin, Francesco; Matarrese, Sabino; Messina, Antonio

1993-02-01

The results of N-body simulations with both Gaussian and non-Gaussian initial conditions are used here to generate projected galaxy catalogs with the same selection criteria as the Shane-Wirtanen counts of galaxies. The Euler-Poincare characteristic is used to compare the statistical nature of the projected galaxy clustering in these simulated data sets with that of the observed galaxy catalog. All the models produce a topology dominated by a meatball shift when normalized to the known small-scale clustering properties of galaxies. Models characterized by a positive skewness of the distribution of primordial density perturbations are inconsistent with the Lick data, suggesting problems in reconciling models based on cosmic textures with observations. Gaussian CDM models fit the distribution of cell counts only if they have a rather high normalization but possess too low a coherence length compared with the Lick counts. This suggests that a CDM model with extra large scale power would probably fit the available data.

Hollow vortex Gaussian beams

NASA Astrophysics Data System (ADS)

Zhou, GuoQuan; Cai, YangJian; Dai, ChaoQing

2013-05-01

A kind of hollow vortex Gaussian beam is introduced. Based on the Collins integral, an analytical propagation formula of a hollow vortex Gaussian beam through a paraxial ABCD optical system is derived. Due to the special distribution of the optical field, which is caused by the initial vortex phase, the dark region of a hollow vortex Gaussian beam will not disappear upon propagation. The analytical expressions for the beam propagation factor, the kurtosis parameter, and the orbital angular momentum density of a hollow vortex Gaussian beam passing through a paraxial ABCD optical system are also derived, respectively. The beam propagation factor is determined by the beam order and the topological charge. The kurtosis parameter and the orbital angular momentum density depend on beam order n, topological charge m, parameter γ, and transfer matrix elements A and D. As a numerical example, the propagation properties of a hollow vortex Gaussian beam in free space are demonstrated. The hollow vortex Gaussian beam has eminent propagation stability and has crucial application prospects in optical micromanipulation.

Measurement of Hubble constant: non-Gaussian errors in HST Key Project data

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

Singh, Meghendra; Gupta, Shashikant; Pandey, Ashwini

2016-08-01

Assuming the Central Limit Theorem, experimental uncertainties in any data set are expected to follow the Gaussian distribution with zero mean. We propose an elegant method based on Kolmogorov-Smirnov statistic to test the above; and apply it on the measurement of Hubble constant which determines the expansion rate of the Universe. The measurements were made using Hubble Space Telescope. Our analysis shows that the uncertainties in the above measurement are non-Gaussian.

Radiation pressure acceleration of corrugated thin foils by Gaussian and super-Gaussian beams

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

Adusumilli, K.; Goyal, D.; Tripathi, V. K.

Rayleigh-Taylor instability of radiation pressure accelerated ultrathin foils by laser having Gaussian and super-Gaussian intensity distribution is investigated using a single fluid code. The foil is allowed to have ring shaped surface ripples. The radiation pressure force on such a foil is non-uniform with finite transverse component F{sub r}; F{sub r} varies periodically with r. Subsequently, the ripple grows as the foil moves ahead along z. With a Gaussian beam, the foil acquires an overall curvature due to non-uniformity in radiation pressure and gets thinner. In the process, the ripple perturbation is considerably washed off. With super-Gaussian beam, the ripplemore » is found to be more strongly washed out. In order to avoid transmission of the laser through the thinning foil, a criterion on the foil thickness is obtained.« less

Gaussian statistics of the cosmic microwave background: Correlation of temperature extrema in the COBE DMR two-year sky maps

NASA Technical Reports Server (NTRS)

Kogut, A.; Banday, A. J.; Bennett, C. L.; Hinshaw, G.; Lubin, P. M.; Smoot, G. F.

1995-01-01

We use the two-point correlation function of the extrema points (peaks and valleys) in the Cosmic Background Explorer (COBE) Differential Microwave Radiometers (DMR) 2 year sky maps as a test for non-Gaussian temperature distribution in the cosmic microwave background anisotropy. A maximum-likelihood analysis compares the DMR data to n = 1 toy models whose random-phase spherical harmonic components a(sub lm) are drawn from either Gaussian, chi-square, or log-normal parent populations. The likelihood of the 53 GHz (A+B)/2 data is greatest for the exact Gaussian model. There is less than 10% chance that the non-Gaussian models tested describe the DMR data, limited primarily by type II errors in the statistical inference. The extrema correlation function is a stronger test for this class of non-Gaussian models than topological statistics such as the genus.

Double Wigner distribution function of a first-order optical system with a hard-edge aperture.

PubMed

Pan, Weiqing

2008-01-01

The effect of an apertured optical system on Wigner distribution can be expressed as a superposition integral of the input Wigner distribution function and the double Wigner distribution function of the apertured optical system. By introducing a hard aperture function into a finite sum of complex Gaussian functions, the double Wigner distribution functions of a first-order optical system with a hard aperture outside and inside it are derived. As an example of application, the analytical expressions of the Wigner distribution for a Gaussian beam passing through a spatial filtering optical system with an internal hard aperture are obtained. The analytical results are also compared with the numerical integral results, and they show that the analytical results are proper and ascendant.

Multiscale climate emulator of multimodal wave spectra: MUSCLE-spectra

NASA Astrophysics Data System (ADS)

Rueda, Ana; Hegermiller, Christie A.; Antolinez, Jose A. A.; Camus, Paula; Vitousek, Sean; Ruggiero, Peter; Barnard, Patrick L.; Erikson, Li H.; Tomás, Antonio; Mendez, Fernando J.

2017-02-01

Characterization of multimodal directional wave spectra is important for many offshore and coastal applications, such as marine forecasting, coastal hazard assessment, and design of offshore wave energy farms and coastal structures. However, the multivariate and multiscale nature of wave climate variability makes this complex problem tractable using computationally expensive numerical models. So far, the skill of statistical-downscaling model-based parametric (unimodal) wave conditions is limited in large ocean basins such as the Pacific. The recent availability of long-term directional spectral data from buoys and wave hindcast models allows for development of stochastic models that include multimodal sea-state parameters. This work introduces a statistical downscaling framework based on weather types to predict multimodal wave spectra (e.g., significant wave height, mean wave period, and mean wave direction from different storm systems, including sea and swells) from large-scale atmospheric pressure fields. For each weather type, variables of interest are modeled using the categorical distribution for the sea-state type, the Generalized Extreme Value (GEV) distribution for wave height and wave period, a multivariate Gaussian copula for the interdependence between variables, and a Markov chain model for the chronology of daily weather types. We apply the model to the southern California coast, where local seas and swells from both the Northern and Southern Hemispheres contribute to the multimodal wave spectrum. This work allows attribution of particular extreme multimodal wave events to specific atmospheric conditions, expanding knowledge of time-dependent, climate-driven offshore and coastal sea-state conditions that have a significant influence on local nearshore processes, coastal morphology, and flood hazards.

Multiscale Climate Emulator of Multimodal Wave Spectra: MUSCLE-spectra

NASA Astrophysics Data System (ADS)

Rueda, A.; Hegermiller, C.; Alvarez Antolinez, J. A.; Camus, P.; Vitousek, S.; Ruggiero, P.; Barnard, P.; Erikson, L. H.; Tomas, A.; Mendez, F. J.

2016-12-01

Characterization of multimodal directional wave spectra is important for many offshore and coastal applications, such as marine forecasting, coastal hazard assessment, and design of offshore wave energy farms and coastal structures. However, the multivariate and multiscale nature of wave climate variability makes this problem complex yet tractable using computationally-expensive numerical models. So far, the skill of statistical-downscaling models based parametric (unimodal) wave conditions is limited in large ocean basins such as the Pacific. The recent availability of long-term directional spectral data from buoys and wave hindcast models allows for development of stochastic models that include multimodal sea-state parameters. This work introduces a statistical-downscaling framework based on weather types to predict multimodal wave spectra (e.g., significant wave height, mean wave period, and mean wave direction from different storm systems, including sea and swells) from large-scale atmospheric pressure fields. For each weather type, variables of interest are modeled using the categorical distribution for the sea-state type, the Generalized Extreme Value (GEV) distribution for wave height and wave period, a multivariate Gaussian copula for the interdependence between variables, and a Markov chain model for the chronology of daily weather types. We apply the model to the Southern California coast, where local seas and swells from both the Northern and Southern Hemispheres contribute to the multimodal wave spectrum. This work allows attribution of particular extreme multimodal wave events to specific atmospheric conditions, expanding knowledge of time-dependent, climate-driven offshore and coastal sea-state conditions that have a significant influence on local nearshore processes, coastal morphology, and flood hazards.

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

PubMed

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

2014-01-01

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

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.

Propagation of a cosh-Gaussian beam through an optical system in turbulent atmosphere.

PubMed

Chu, Xiuxiang

2007-12-24

The propagation of a cosh-Gaussian beam through an arbitrary ABCD optical system in turbulent atmosphere has been investigated. The analytical expressions for the average intensity at any receiver plane are obtained. As an elementary example, the average intensity and its radius at the image plane of a cosh-Gaussian beam through a thin lens are studied. To show the effects of a lens on the average intensity and the intensity radius of the laser beam in turbulent atmosphere, the properties of a collimated cosh-Gaussian beam and a focused cosh-Gaussian beam for direct propagation in turbulent atmosphere are studied and numerically calculated. The average intensity profiles of a cosh-Gaussian beam through a lens can have a shape similar to that of the initial beam for a longer propagation distance than that of a collimated cosh-Gaussian beam for direct propagation. With the increment in the propagation distance, the average intensity radius at the image plane of a cosh-Gaussian beam through a thin lens will be smaller than that at the focal plane of a focused cosh-Gaussian beam for direct propagation. Meanwhile, the intensity distributions at the image plane of a cosh-Gaussian beam through a lens with different w(0) and Omega(0) are also studied.

Moving target detection method based on improved Gaussian mixture model

NASA Astrophysics Data System (ADS)

Ma, J. Y.; Jie, F. R.; Hu, Y. J.

2017-07-01

Gaussian Mixture Model is often employed to build background model in background difference methods for moving target detection. This paper puts forward an adaptive moving target detection algorithm based on improved Gaussian Mixture Model. According to the graylevel convergence for each pixel, adaptively choose the number of Gaussian distribution to learn and update background model. Morphological reconstruction method is adopted to eliminate the shadow.. Experiment proved that the proposed method not only has good robustness and detection effect, but also has good adaptability. Even for the special cases when the grayscale changes greatly and so on, the proposed method can also make outstanding performance.

Evidence for criticality in financial data

NASA Astrophysics Data System (ADS)

Ruiz, G.; de Marcos, A. F.

2018-01-01

We provide evidence that cumulative distributions of absolute normalized returns for the 100 American companies with the highest market capitalization, uncover a critical behavior for different time scales Δt. Such cumulative distributions, in accordance with a variety of complex - and financial - systems, can be modeled by the cumulative distribution functions of q-Gaussians, the distribution function that, in the context of nonextensive statistical mechanics, maximizes a non-Boltzmannian entropy. These q-Gaussians are characterized by two parameters, namely ( q, β), that are uniquely defined by Δt. From these dependencies, we find a monotonic relationship between q and β, which can be seen as evidence of criticality. We numerically determine the various exponents which characterize this criticality.

Quantum key distribution using gaussian-modulated coherent states

NASA Astrophysics Data System (ADS)

Grosshans, Frédéric; Van Assche, Gilles; Wenger, Jérôme; Brouri, Rosa; Cerf, Nicolas J.; Grangier, Philippe

2003-01-01

Quantum continuous variables are being explored as an alternative means to implement quantum key distribution, which is usually based on single photon counting. The former approach is potentially advantageous because it should enable higher key distribution rates. Here we propose and experimentally demonstrate a quantum key distribution protocol based on the transmission of gaussian-modulated coherent states (consisting of laser pulses containing a few hundred photons) and shot-noise-limited homodyne detection; squeezed or entangled beams are not required. Complete secret key extraction is achieved using a reverse reconciliation technique followed by privacy amplification. The reverse reconciliation technique is in principle secure for any value of the line transmission, against gaussian individual attacks based on entanglement and quantum memories. Our table-top experiment yields a net key transmission rate of about 1.7 megabits per second for a loss-free line, and 75 kilobits per second for a line with losses of 3.1dB. We anticipate that the scheme should remain effective for lines with higher losses, particularly because the present limitations are essentially technical, so that significant margin for improvement is available on both the hardware and software.

Equivalent peak resolution: characterization of the extent of separation for two components based on their relative peak overlap.

PubMed

Dvořák, Martin; Svobodová, Jana; Dubský, Pavel; Riesová, Martina; Vigh, Gyula; Gaš, Bohuslav

2015-03-01

Although the classical formula of peak resolution was derived to characterize the extent of separation only for Gaussian peaks of equal areas, it is often used even when the peaks follow non-Gaussian distributions and/or have unequal areas. This practice can result in misleading information about the extent of separation in terms of the severity of peak overlap. We propose here the use of the equivalent peak resolution value, a term based on relative peak overlap, to characterize the extent of separation that had been achieved. The definition of equivalent peak resolution is not constrained either by the form(s) of the concentration distribution function(s) of the peaks (Gaussian or non-Gaussian) or the relative area of the peaks. The equivalent peak resolution value and the classically defined peak resolution value are numerically identical when the separated peaks are Gaussian and have identical areas and SDs. Using our new freeware program, Resolution Analyzer, one can calculate both the classically defined and the equivalent peak resolution values. With the help of this tool, we demonstrate here that the classical peak resolution values mischaracterize the extent of peak overlap even when the peaks are Gaussian but have different areas. We show that under ideal conditions of the separation process, the relative peak overlap value is easily accessible by fitting the overall peak profile as the sum of two Gaussian functions. The applicability of the new approach is demonstrated on real separations. © 2014 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim.

Closer look at time averages of the logistic map at the edge of chaos

NASA Astrophysics Data System (ADS)

Tirnakli, Ugur; Tsallis, Constantino; Beck, Christian

2009-05-01

The probability distribution of sums of iterates of the logistic map at the edge of chaos has been recently shown [U. Tirnakli , Phys. Rev. E 75, 040106(R) (2007)] to be numerically consistent with a q -Gaussian, the distribution which—under appropriate constraints—maximizes the nonadditive entropy Sq , which is the basis of nonextensive statistical mechanics. This analysis was based on a study of the tails of the distribution. We now check the entire distribution, in particular, its central part. This is important in view of a recent q generalization of the central limit theorem, which states that for certain classes of strongly correlated random variables the rescaled sum approaches a q -Gaussian limit distribution. We numerically investigate for the logistic map with a parameter in a small vicinity of the critical point under which conditions there is convergence to a q -Gaussian both in the central region and in the tail region and find a scaling law involving the Feigenbaum constant δ . Our results are consistent with a large number of already available analytical and numerical evidences that the edge of chaos is well described in terms of the entropy Sq and its associated concepts.

Sequential updating of multimodal hydrogeologic parameter fields using localization and clustering techniques

NASA Astrophysics Data System (ADS)

Sun, Alexander Y.; Morris, Alan P.; Mohanty, Sitakanta

2009-07-01

Estimated parameter distributions in groundwater models may contain significant uncertainties because of data insufficiency. Therefore, adaptive uncertainty reduction strategies are needed to continuously improve model accuracy by fusing new observations. In recent years, various ensemble Kalman filters have been introduced as viable tools for updating high-dimensional model parameters. However, their usefulness is largely limited by the inherent assumption of Gaussian error statistics. Hydraulic conductivity distributions in alluvial aquifers, for example, are usually non-Gaussian as a result of complex depositional and diagenetic processes. In this study, we combine an ensemble Kalman filter with grid-based localization and a Gaussian mixture model (GMM) clustering techniques for updating high-dimensional, multimodal parameter distributions via dynamic data assimilation. We introduce innovative strategies (e.g., block updating and dimension reduction) to effectively reduce the computational costs associated with these modified ensemble Kalman filter schemes. The developed data assimilation schemes are demonstrated numerically for identifying the multimodal heterogeneous hydraulic conductivity distributions in a binary facies alluvial aquifer. Our results show that localization and GMM clustering are very promising techniques for assimilating high-dimensional, multimodal parameter distributions, and they outperform the corresponding global ensemble Kalman filter analysis scheme in all scenarios considered.

Improving the Fitness of High-Dimensional Biomechanical Models via Data-Driven Stochastic Exploration

PubMed Central

Bustamante, Carlos D.; Valero-Cuevas, Francisco J.

2010-01-01

The field of complex biomechanical modeling has begun to rely on Monte Carlo techniques to investigate the effects of parameter variability and measurement uncertainty on model outputs, search for optimal parameter combinations, and define model limitations. However, advanced stochastic methods to perform data-driven explorations, such as Markov chain Monte Carlo (MCMC), become necessary as the number of model parameters increases. Here, we demonstrate the feasibility and, what to our knowledge is, the first use of an MCMC approach to improve the fitness of realistically large biomechanical models. We used a Metropolis–Hastings algorithm to search increasingly complex parameter landscapes (3, 8, 24, and 36 dimensions) to uncover underlying distributions of anatomical parameters of a “truth model” of the human thumb on the basis of simulated kinematic data (thumbnail location, orientation, and linear and angular velocities) polluted by zero-mean, uncorrelated multivariate Gaussian “measurement noise.” Driven by these data, ten Markov chains searched each model parameter space for the subspace that best fit the data (posterior distribution). As expected, the convergence time increased, more local minima were found, and marginal distributions broadened as the parameter space complexity increased. In the 36-D scenario, some chains found local minima but the majority of chains converged to the true posterior distribution (confirmed using a cross-validation dataset), thus demonstrating the feasibility and utility of these methods for realistically large biomechanical problems. PMID:19272906

Statistical analysis of latent generalized correlation matrix estimation in transelliptical distribution.

PubMed

Han, Fang; Liu, Han

2017-02-01

Correlation matrix plays a key role in many multivariate methods (e.g., graphical model estimation and factor analysis). The current state-of-the-art in estimating large correlation matrices focuses on the use of Pearson's sample correlation matrix. Although Pearson's sample correlation matrix enjoys various good properties under Gaussian models, its not an effective estimator when facing heavy-tail distributions with possible outliers. As a robust alternative, Han and Liu (2013b) advocated the use of a transformed version of the Kendall's tau sample correlation matrix in estimating high dimensional latent generalized correlation matrix under the transelliptical distribution family (or elliptical copula). The transelliptical family assumes that after unspecified marginal monotone transformations, the data follow an elliptical distribution. In this paper, we study the theoretical properties of the Kendall's tau sample correlation matrix and its transformed version proposed in Han and Liu (2013b) for estimating the population Kendall's tau correlation matrix and the latent Pearson's correlation matrix under both spectral and restricted spectral norms. With regard to the spectral norm, we highlight the role of "effective rank" in quantifying the rate of convergence. With regard to the restricted spectral norm, we for the first time present a "sign subgaussian condition" which is sufficient to guarantee that the rank-based correlation matrix estimator attains the optimal rate of convergence. In both cases, we do not need any moment condition.

A statistical framework for neuroimaging data analysis based on mutual information estimated via a gaussian copula

PubMed Central

Giordano, Bruno L.; Kayser, Christoph; Rousselet, Guillaume A.; Gross, Joachim; Schyns, Philippe G.

2016-01-01

Abstract We begin by reviewing the statistical framework of information theory as applicable to neuroimaging data analysis. A major factor hindering wider adoption of this framework in neuroimaging is the difficulty of estimating information theoretic quantities in practice. We present a novel estimation technique that combines the statistical theory of copulas with the closed form solution for the entropy of Gaussian variables. This results in a general, computationally efficient, flexible, and robust multivariate statistical framework that provides effect sizes on a common meaningful scale, allows for unified treatment of discrete, continuous, unidimensional and multidimensional variables, and enables direct comparisons of representations from behavioral and brain responses across any recording modality. We validate the use of this estimate as a statistical test within a neuroimaging context, considering both discrete stimulus classes and continuous stimulus features. We also present examples of analyses facilitated by these developments, including application of multivariate analyses to MEG planar magnetic field gradients, and pairwise temporal interactions in evoked EEG responses. We show the benefit of considering the instantaneous temporal derivative together with the raw values of M/EEG signals as a multivariate response, how we can separately quantify modulations of amplitude and direction for vector quantities, and how we can measure the emergence of novel information over time in evoked responses. Open‐source Matlab and Python code implementing the new methods accompanies this article. Hum Brain Mapp 38:1541–1573, 2017. © 2016 Wiley Periodicals, Inc. PMID:27860095

Statistical characteristics of the sequential detection of signals in correlated noise

NASA Astrophysics Data System (ADS)

Averochkin, V. A.; Baranov, P. E.

1985-10-01

A solution is given to the problem of determining the distribution of the duration of the sequential two-threshold Wald rule for the time-discrete detection of determinate and Gaussian correlated signals on a background of Gaussian correlated noise. Expressions are obtained for the joint probability densities of the likelihood ratio logarithms, and an analysis is made of the effect of correlation and SNR on the duration distribution and the detection efficiency. Comparison is made with Neumann-Pearson detection.

Bayesian approach to non-Gaussian field statistics for diffusive broadband terahertz pulses.

PubMed

Pearce, Jeremy; Jian, Zhongping; Mittleman, Daniel M

2005-11-01

We develop a closed-form expression for the probability distribution function for the field components of a diffusive broadband wave propagating through a random medium. We consider each spectral component to provide an individual observation of a random variable, the configurationally averaged spectral intensity. Since the intensity determines the variance of the field distribution at each frequency, this random variable serves as the Bayesian prior that determines the form of the non-Gaussian field statistics. This model agrees well with experimental results.

Time evolution of a Gaussian class of quasi-distribution functions under quadratic Hamiltonian.

PubMed

Ginzburg, D; Mann, A

2014-03-10

A Lie algebraic method for propagation of the Wigner quasi-distribution function (QDF) under quadratic Hamiltonian was presented by Zoubi and Ben-Aryeh. We show that the same method can be used in order to propagate a rather general class of QDFs, which we call the "Gaussian class." This class contains as special cases the well-known Wigner, Husimi, Glauber, and Kirkwood-Rihaczek QDFs. We present some examples of the calculation of the time evolution of those functions.

Generation of Hermite-Gaussian modes and vortex arrays based on two-dimensional gain distribution controlled microchip laser.

PubMed

Kong, Weipeng; Sugita, Atsushi; Taira, Takunori

2012-07-01

We have demonstrated high-order Hermite-Gaussian (HG) mode generation based on 2D gain distribution control edge-pumped, composite all-ceramic Yb:YAG/YAG microchip lasers using a V-type cavity. Several hundred milliwatts to several watts HG(mn) modes are achieved. We also generated different kinds of vortex arrays directly from the oscillator with the same power level. In addition, a more than 7 W doughnut-shape mode can be generated in the same cavity.

Gaussian temporal modulation for the behavior of multi-sinc Schell-model pulses in dispersive media

NASA Astrophysics Data System (ADS)

Liu, Xiayin; Zhao, Daomu; Tian, Kehan; Pan, Weiqing; Zhang, Kouwen

2018-06-01

A new class of pulse source with correlation being modeled by the convolution operation of two legitimate temporal correlation function is proposed. Particularly, analytical formulas for the Gaussian temporally modulated multi-sinc Schell-model (MSSM) pulses generated by such pulse source propagating in dispersive media are derived. It is demonstrated that the average intensity of MSSM pulses on propagation are reshaped from flat profile or a train to a distribution with a Gaussian temporal envelope by adjusting the initial correlation width of the Gaussian pulse. The effects of the Gaussian temporal modulation on the temporal degree of coherence of the MSSM pulse are also analyzed. The results presented here show the potential of coherence modulation for pulse shaping and pulsed laser material processing.

Non-Gaussian Analysis of Diffusion Weighted Imaging in Head and Neck at 3T: A Pilot Study in Patients with Nasopharyngeal Carcinoma

PubMed Central

Yuan, Jing; Yeung, David Ka Wai; Mok, Greta S. P.; Bhatia, Kunwar S.; Wang, Yi-Xiang J.; Ahuja, Anil T.; King, Ann D.

2014-01-01

Purpose To technically investigate the non-Gaussian diffusion of head and neck diffusion weighted imaging (DWI) at 3 Tesla and compare advanced non-Gaussian diffusion models, including diffusion kurtosis imaging (DKI), stretched-exponential model (SEM), intravoxel incoherent motion (IVIM) and statistical model in the patients with nasopharyngeal carcinoma (NPC). Materials and Methods After ethics approval was granted, 16 patients with NPC were examined using DWI performed at 3T employing an extended b-value range from 0 to 1500 s/mm2. DWI signals were fitted to the mono-exponential and non-Gaussian diffusion models on primary tumor, metastatic node, spinal cord and muscle. Non-Gaussian parameter maps were generated and compared to apparent diffusion coefficient (ADC) maps in NPC. Results Diffusion in NPC exhibited non-Gaussian behavior at the extended b-value range. Non-Gaussian models achieved significantly better fitting of DWI signal than the mono-exponential model. Non-Gaussian diffusion coefficients were substantially different from mono-exponential ADC both in magnitude and histogram distribution. Conclusion Non-Gaussian diffusivity in head and neck tissues and NPC lesions could be assessed by using non-Gaussian diffusion models. Non-Gaussian DWI analysis may reveal additional tissue properties beyond ADC and holds potentials to be used as a complementary tool for NPC characterization. PMID:24466318

Extreme Temperature Exceedances Change more Rapidly Under Future Warming in Regions of non-Gaussian Short Temperature Distribution Tails

NASA Astrophysics Data System (ADS)

Loikith, P. C.; Neelin, J. D.; Meyerson, J.

2017-12-01

Regions of shorter-than-Gaussian warm and cold side temperature distribution tails are shown to occur in spatially coherent patterns in the current climate. Under such conditions, warming may be manifested in more complex ways than if the underlying distribution were close to Gaussian. For example, under a uniform warm shift, the simplest prototype for future warming, a location with a short warm side tail would experience a greater increase in extreme warm exceedances compared to if the distribution were Gaussian. Similarly, for a location with a short cold side tail, a uniform warm shift would result in a rapid decrease in extreme cold exceedances. Both scenarios carry major societal and environmental implications including but not limited to negative impacts on human and ecosystem health, agriculture, and the economy. It is therefore important for climate models to be able to realistically reproduce short tails in simulations of historical climate in order to boost confidence in projections of future temperature extremes. Overall, climate models contributing to the fifth phase of the Coupled Model Intercomparison Project capture many of the principal observed regions of short tails. This suggests the underlying dynamics and physics occur on scales resolved by the models, and helps build confidence in model projections of extremes. Furthermore, most GCMs show more rapid changes in exceedances of extreme temperature thresholds in regions of short tails. Results therefore suggest that the shape of the tails of the underlying temperature distribution is an indicator of how rapidly a location will experience changes to extreme temperature occurrence under future warming.

Disappearance of Anisotropic Intermittency in Large-amplitude MHD Turbulence and Its Comparison with Small-amplitude MHD Turbulence

NASA Astrophysics Data System (ADS)

Yang, Liping; Zhang, Lei; He, Jiansen; Tu, Chuanyi; Li, Shengtai; Wang, Xin; Wang, Linghua

2018-03-01

Multi-order structure functions in the solar wind are reported to display a monofractal scaling when sampled parallel to the local magnetic field and a multifractal scaling when measured perpendicularly. Whether and to what extent will the scaling anisotropy be weakened by the enhancement of turbulence amplitude relative to the background magnetic strength? In this study, based on two runs of the magnetohydrodynamic (MHD) turbulence simulation with different relative levels of turbulence amplitude, we investigate and compare the scaling of multi-order magnetic structure functions and magnetic probability distribution functions (PDFs) as well as their dependence on the direction of the local field. The numerical results show that for the case of large-amplitude MHD turbulence, the multi-order structure functions display a multifractal scaling at all angles to the local magnetic field, with PDFs deviating significantly from the Gaussian distribution and a flatness larger than 3 at all angles. In contrast, for the case of small-amplitude MHD turbulence, the multi-order structure functions and PDFs have different features in the quasi-parallel and quasi-perpendicular directions: a monofractal scaling and Gaussian-like distribution in the former, and a conversion of a monofractal scaling and Gaussian-like distribution into a multifractal scaling and non-Gaussian tail distribution in the latter. These results hint that when intermittencies are abundant and intense, the multifractal scaling in the structure functions can appear even if it is in the quasi-parallel direction; otherwise, the monofractal scaling in the structure functions remains even if it is in the quasi-perpendicular direction.

Use of the Box-Cox Transformation in Detecting Changepoints in Daily Precipitation Data Series

NASA Astrophysics Data System (ADS)

Wang, X. L.; Chen, H.; Wu, Y.; Pu, Q.

2009-04-01

This study integrates a Box-Cox power transformation procedure into two statistical tests for detecting changepoints in Gaussian data series, to make the changepoint detection methods applicable to non-Gaussian data series, such as daily precipitation amounts. The detection power aspects of transformed methods in a common trend two-phase regression setting are assessed by Monte Carlo simulations for data of a log-normal or Gamma distribution. The results show that the transformed methods have increased the power of detection, in comparison with the corresponding original (untransformed) methods. The transformed data much better approximate to a Gaussian distribution. As an example of application, the new methods are applied to a series of daily precipitation amounts recorded at a station in Canada, showing satisfactory detection power.

Gaussian theory for spatially distributed self-propelled particles

NASA Astrophysics Data System (ADS)

Seyed-Allaei, Hamid; Schimansky-Geier, Lutz; Ejtehadi, Mohammad Reza

2016-12-01

Obtaining a reduced description with particle and momentum flux densities outgoing from the microscopic equations of motion of the particles requires approximations. The usual method, we refer to as truncation method, is to zero Fourier modes of the orientation distribution starting from a given number. Here we propose another method to derive continuum equations for interacting self-propelled particles. The derivation is based on a Gaussian approximation (GA) of the distribution of the direction of particles. First, by means of simulation of the microscopic model, we justify that the distribution of individual directions fits well to a wrapped Gaussian distribution. Second, we numerically integrate the continuum equations derived in the GA in order to compare with results of simulations. We obtain that the global polarization in the GA exhibits a hysteresis in dependence on the noise intensity. It shows qualitatively the same behavior as we find in particles simulations. Moreover, both global polarizations agree perfectly for low noise intensities. The spatiotemporal structures of the GA are also in agreement with simulations. We conclude that the GA shows qualitative agreement for a wide range of noise intensities. In particular, for low noise intensities the agreement with simulations is better as other approximations, making the GA to an acceptable candidates of describing spatially distributed self-propelled particles.

Particle rejuvenation of Rao-Blackwellized sequential Monte Carlo smoothers for conditionally linear and Gaussian models

NASA Astrophysics Data System (ADS)

Nguyen, Ngoc Minh; Corff, Sylvain Le; Moulines, Éric

2017-12-01

This paper focuses on sequential Monte Carlo approximations of smoothing distributions in conditionally linear and Gaussian state spaces. To reduce Monte Carlo variance of smoothers, it is typical in these models to use Rao-Blackwellization: particle approximation is used to sample sequences of hidden regimes while the Gaussian states are explicitly integrated conditional on the sequence of regimes and observations, using variants of the Kalman filter/smoother. The first successful attempt to use Rao-Blackwellization for smoothing extends the Bryson-Frazier smoother for Gaussian linear state space models using the generalized two-filter formula together with Kalman filters/smoothers. More recently, a forward-backward decomposition of smoothing distributions mimicking the Rauch-Tung-Striebel smoother for the regimes combined with backward Kalman updates has been introduced. This paper investigates the benefit of introducing additional rejuvenation steps in all these algorithms to sample at each time instant new regimes conditional on the forward and backward particles. This defines particle-based approximations of the smoothing distributions whose support is not restricted to the set of particles sampled in the forward or backward filter. These procedures are applied to commodity markets which are described using a two-factor model based on the spot price and a convenience yield for crude oil data.

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

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

Qi, Bing; Evans, Philip G.; Grice, Warren P.

In the Gaussian-modulated coherent-states (GMCS) quantum key distribution (QKD) protocol, Alice prepares quantum states actively: For each transmission, Alice generates a pair of Gaussian-distributed random numbers, encodes them on a weak coherent pulse using optical amplitude and phase modulators, and then transmits the Gaussian-modulated weak coherent pulse to Bob. Here we propose a passive state preparation scheme using a thermal source. In our scheme, Alice splits the output of a thermal source into two spatial modes using a beam splitter. She measures one mode locally using conjugate optical homodyne detectors, and transmits the other mode to Bob after applying appropriatemore » optical attenuation. Under normal conditions, Alice's measurement results are correlated to Bob's, and they can work out a secure key, as in the active state preparation scheme. Given the initial thermal state generated by the source is strong enough, this scheme can tolerate high detector noise at Alice's side. Furthermore, the output of the source does not need to be single mode, since an optical homodyne detector can selectively measure a single mode determined by the local oscillator. Preliminary experimental results suggest that the proposed scheme could be implemented using an off-the-shelf amplified spontaneous emission source.« less

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

DOE PAGES

Qi, Bing; Evans, Philip G.; Grice, Warren P.

2018-01-01

In the Gaussian-modulated coherent-states (GMCS) quantum key distribution (QKD) protocol, Alice prepares quantum states actively: For each transmission, Alice generates a pair of Gaussian-distributed random numbers, encodes them on a weak coherent pulse using optical amplitude and phase modulators, and then transmits the Gaussian-modulated weak coherent pulse to Bob. Here we propose a passive state preparation scheme using a thermal source. In our scheme, Alice splits the output of a thermal source into two spatial modes using a beam splitter. She measures one mode locally using conjugate optical homodyne detectors, and transmits the other mode to Bob after applying appropriatemore » optical attenuation. Under normal conditions, Alice's measurement results are correlated to Bob's, and they can work out a secure key, as in the active state preparation scheme. Given the initial thermal state generated by the source is strong enough, this scheme can tolerate high detector noise at Alice's side. Furthermore, the output of the source does not need to be single mode, since an optical homodyne detector can selectively measure a single mode determined by the local oscillator. Preliminary experimental results suggest that the proposed scheme could be implemented using an off-the-shelf amplified spontaneous emission source.« less

Optical Coherence Tomography Noise Reduction Using Anisotropic Local Bivariate Gaussian Mixture Prior in 3D Complex Wavelet Domain.

PubMed

Rabbani, Hossein; Sonka, Milan; Abramoff, Michael D

2013-01-01

In this paper, MMSE estimator is employed for noise-free 3D OCT data recovery in 3D complex wavelet domain. Since the proposed distribution for noise-free data plays a key role in the performance of MMSE estimator, a priori distribution for the pdf of noise-free 3D complex wavelet coefficients is proposed which is able to model the main statistical properties of wavelets. We model the coefficients with a mixture of two bivariate Gaussian pdfs with local parameters which are able to capture the heavy-tailed property and inter- and intrascale dependencies of coefficients. In addition, based on the special structure of OCT images, we use an anisotropic windowing procedure for local parameters estimation that results in visual quality improvement. On this base, several OCT despeckling algorithms are obtained based on using Gaussian/two-sided Rayleigh noise distribution and homomorphic/nonhomomorphic model. In order to evaluate the performance of the proposed algorithm, we use 156 selected ROIs from 650 × 512 × 128 OCT dataset in the presence of wet AMD pathology. Our simulations show that the best MMSE estimator using local bivariate mixture prior is for the nonhomomorphic model in the presence of Gaussian noise which results in an improvement of 7.8 ± 1.7 in CNR.

Resampling methods in Microsoft Excel® for estimating reference intervals

PubMed Central

Theodorsson, Elvar

2015-01-01

Computer- intensive resampling/bootstrap methods are feasible when calculating reference intervals from non-Gaussian or small reference samples. Microsoft Excel® in version 2010 or later includes natural functions, which lend themselves well to this purpose including recommended interpolation procedures for estimating 2.5 and 97.5 percentiles.
The purpose of this paper is to introduce the reader to resampling estimation techniques in general and in using Microsoft Excel® 2010 for the purpose of estimating reference intervals in particular.
Parametric methods are preferable to resampling methods when the distributions of observations in the reference samples is Gaussian or can transformed to that distribution even when the number of reference samples is less than 120. Resampling methods are appropriate when the distribution of data from the reference samples is non-Gaussian and in case the number of reference individuals and corresponding samples are in the order of 40. At least 500-1000 random samples with replacement should be taken from the results of measurement of the reference samples. PMID:26527366

Resampling methods in Microsoft Excel® for estimating reference intervals.

PubMed

Theodorsson, Elvar

2015-01-01

Computer-intensive resampling/bootstrap methods are feasible when calculating reference intervals from non-Gaussian or small reference samples. Microsoft Excel® in version 2010 or later includes natural functions, which lend themselves well to this purpose including recommended interpolation procedures for estimating 2.5 and 97.5 percentiles. 
The purpose of this paper is to introduce the reader to resampling estimation techniques in general and in using Microsoft Excel® 2010 for the purpose of estimating reference intervals in particular.
 Parametric methods are preferable to resampling methods when the distributions of observations in the reference samples is Gaussian or can transformed to that distribution even when the number of reference samples is less than 120. Resampling methods are appropriate when the distribution of data from the reference samples is non-Gaussian and in case the number of reference individuals and corresponding samples are in the order of 40. At least 500-1000 random samples with replacement should be taken from the results of measurement of the reference samples.

Propagation and spatiotemporal coupling characteristics of ultra-short Gaussian vortex pulse

NASA Astrophysics Data System (ADS)

Nie, Jianye; Liu, Guodong; Zhang, Rongzhu

2018-05-01

Based on Collins diffraction integral formula, the propagation equation of ultra-short Gaussian vortex pulse beam has been derived. Using the equation, the intensity distribution variations of vortex pulse in the propagation process are calculated. Specially, the spatiotemporal coupling characteristics of ultra-short vortex beams are discussed in detail. The results show that some key parameters, such as transverse distance, transmission distance, pulse width and topological charge number will influence the spatiotemporal coupling characteristics significantly. With the increasing of transverse distance, the waveforms of the pulses distort obviously. And when transmission distance is far than 50 mm, the distribution curve of transverse intensity gradually changes into a Gaussian type. In addition, initial pulse width will affect the distribution of light field, however, when initial pulse width is larger than 3 fs, the spatiotemporal coupling effect will be insignificant. Topological charge number does not affect the time delay characteristics, since with the increasing of topological charge number, the waveform of the pulse distorts gradually but the time delay does not occur.

Dynamic cardiac PET imaging: extraction of time-activity curves using ICA and a generalized Gaussian distribution model.

PubMed

Mabrouk, Rostom; Dubeau, François; Bentabet, Layachi

2013-01-01

Kinetic modeling of metabolic and physiologic cardiac processes in small animals requires an input function (IF) and a tissue time-activity curves (TACs). In this paper, we present a mathematical method based on independent component analysis (ICA) to extract the IF and the myocardium's TACs directly from dynamic positron emission tomography (PET) images. The method assumes a super-Gaussian distribution model for the blood activity, and a sub-Gaussian distribution model for the tissue activity. Our appreach was applied on 22 PET measurement sets of small animals, which were obtained from the three most frequently used cardiac radiotracers, namely: desoxy-fluoro-glucose ((18)F-FDG), [(13)N]-ammonia, and [(11)C]-acetate. Our study was extended to PET human measurements obtained with the Rubidium-82 ((82) Rb) radiotracer. The resolved mathematical IF values compare favorably to those derived from curves extracted from regions of interest (ROI), suggesting that the procedure presents a reliable alternative to serial blood sampling for small-animal cardiac PET studies.

FIBER AND INTEGRATED OPTICS: Use of the offset method in an analysis of a non-Gaussian field distribution in single-mode fiber waveguides

NASA Astrophysics Data System (ADS)

Belov, A. V.; Kurkov, Andrei S.; Chikolini, A. V.

1990-08-01

An offset method is modified to allow an analysis of the distribution of fields in a single-mode fiber waveguide without recourse to the Gaussian approximation. A new approximation for the field is obtained for fiber waveguides with a step refractive index profile and a special analysis employing the Hankel transformation is applied to waveguides with a distributed refractive index. The field distributions determined by this method are compared with the corresponding distributions calculated from the refractive index of a preform from which the fibers are drawn. It is shown that these new approaches can be used to determine the dimensions of a mode spot defined in different ways and to forecast the dispersion characteristics of single-mode fiber waveguides.

Statistical dynamics of regional populations and economies

NASA Astrophysics Data System (ADS)

Huo, Jie; Wang, Xu-Ming; Hao, Rui; Wang, Peng

Quantitative analysis of human behavior and social development is becoming a hot spot of some interdisciplinary studies. A statistical analysis on the population and GDP of 150 cities in China from 1990 to 2013 is conducted. The result indicates the cumulative probability distribution of the populations and that of the GDPs obeying the shifted power law, respectively. In order to understand these characteristics, a generalized Langevin equation describing variation of population is proposed, which is based on the correlations between population and GDP as well as the random fluctuations of the related factors. The equation is transformed into the Fokker-Plank equation to express the evolution of population distribution. The general solution demonstrates a transition of the distribution from the normal Gaussian distribution to a shifted power law, which suggests a critical point of time at which the transition takes place. The shifted power law distribution in the supercritical situation is qualitatively in accordance with the practical result. The distribution of the GDPs is derived from the well-known Cobb-Douglas production function. The result presents a change, in supercritical situation, from a shifted power law to the Gaussian distribution. This is a surprising result-the regional GDP distribution of our world will be the Gaussian distribution one day in the future. The discussions based on the changing trend of economic growth suggest it will be true. Therefore, these theoretical attempts may draw a historical picture of our society in the aspects of population and economy.

Potentials of radial partially coherent beams in free-space optical communication: a numerical investigation.

PubMed

Wang, Minghao; Yuan, Xiuhua; Ma, Donglin

2017-04-01

Nonuniformly correlated partially coherent beams (PCBs) have extraordinary propagation properties, making it possible to further improve the performance of free-space optical communications. In this paper, a series of PCBs with varying degrees of coherence in the radial direction, academically called radial partially coherent beams (RPCBs), are considered. RPCBs with arbitrary coherence distributions can be created by adjusting the amplitude profile of a spatial modulation function imposed on a uniformly correlated phase screen. Since RPCBs cannot be well characterized by the coherence length, a modulation depth factor is introduced as an indicator of the overall distribution of coherence. By wave optics simulation, free-space and atmospheric propagation properties of RPCBs with (inverse) Gaussian and super-Gaussian coherence distributions are examined in comparison with conventional Gaussian Schell-model beams. Furthermore, the impacts of varying central coherent areas are studied. Simulation results reveal that under comparable overall coherence, beams with a highly coherent core and a less coherent margin exhibit a smaller beam spread and greater on-axis intensity, which is mainly due to the self-focusing phenomenon right after the beam exits the transmitter. Particularly, those RPCBs with super-Gaussian coherence distributions will repeatedly focus during propagation, resulting in even greater intensities. Additionally, RPCBs also have a considerable ability to reduce scintillation. And it is demonstrated that those properties have made RPCBs very effective in improving the mean signal-to-noise ratio of small optical receivers, especially in relatively short, weakly fluctuating links.

On the Response of a Nonlinear Structure to High Kurtosis Non-Gaussian Random Loadings

NASA Technical Reports Server (NTRS)

Rizzi, Stephen A.; Przekop, Adam; Turner, Travis L.

2011-01-01

This paper is a follow-on to recent work by the authors in which the response and high-cycle fatigue of a nonlinear structure subject to non-Gaussian loadings was found to vary markedly depending on the nature of the loading. There it was found that a non-Gaussian loading having a steady rate of short-duration, high-excursion peaks produced essentially the same response as would have been incurred by a Gaussian loading. In contrast, a non-Gaussian loading having the same kurtosis, but with bursts of high-excursion peaks was found to elicit a much greater response. This work is meant to answer the question of when consideration of a loading probability distribution other than Gaussian is important. The approach entailed nonlinear numerical simulation of a beam structure under Gaussian and non-Gaussian random excitations. Whether the structure responded in a Gaussian or non-Gaussian manner was determined by adherence to, or violations of, the Central Limit Theorem. Over a practical range of damping, it was found that the linear response to a non-Gaussian loading was Gaussian when the period of the system impulse response is much greater than the rate of peaks in the loading. Lower damping reduced the kurtosis, but only when the linear response was non-Gaussian. In the nonlinear regime, the response was found to be non-Gaussian for all loadings. The effect of a spring-hardening type of nonlinearity was found to limit extreme values and thereby lower the kurtosis relative to the linear response regime. In this case, lower damping gave rise to greater nonlinearity, resulting in lower kurtosis than a higher level of damping.

Gaussian-based routines to impute categorical variables in health surveys.

PubMed

Yucel, Recai M; He, Yulei; Zaslavsky, Alan M

2011-12-20

The multivariate normal (MVN) distribution is arguably the most popular parametric model used in imputation and is available in most software packages (e.g., SAS PROC MI, R package norm). When it is applied to categorical variables as an approximation, practitioners often either apply simple rounding techniques for ordinal variables or create a distinct 'missing' category and/or disregard the nominal variable from the imputation phase. All of these practices can potentially lead to biased and/or uninterpretable inferences. In this work, we develop a new rounding methodology calibrated to preserve observed distributions to multiply impute missing categorical covariates. The major attractiveness of this method is its flexibility to use any 'working' imputation software, particularly those based on MVN, allowing practitioners to obtain usable imputations with small biases. A simulation study demonstrates the clear advantage of the proposed method in rounding ordinal variables and, in some scenarios, its plausibility in imputing nominal variables. We illustrate our methods on a widely used National Survey of Children with Special Health Care Needs where incomplete values on race posed a valid threat on inferences pertaining to disparities. Copyright © 2011 John Wiley & Sons, Ltd.

Log-gamma linear-mixed effects models for multiple outcomes with application to a longitudinal glaucoma study

PubMed Central

Zhang, Peng; Luo, Dandan; Li, Pengfei; Sharpsten, Lucie; Medeiros, Felipe A.

2015-01-01

Glaucoma is a progressive disease due to damage in the optic nerve with associated functional losses. Although the relationship between structural and functional progression in glaucoma is well established, there is disagreement on how this association evolves over time. In addressing this issue, we propose a new class of non-Gaussian linear-mixed models to estimate the correlations among subject-specific effects in multivariate longitudinal studies with a skewed distribution of random effects, to be used in a study of glaucoma. This class provides an efficient estimation of subject-specific effects by modeling the skewed random effects through the log-gamma distribution. It also provides more reliable estimates of the correlations between the random effects. To validate the log-gamma assumption against the usual normality assumption of the random effects, we propose a lack-of-fit test using the profile likelihood function of the shape parameter. We apply this method to data from a prospective observation study, the Diagnostic Innovations in Glaucoma Study, to present a statistically significant association between structural and functional change rates that leads to a better understanding of the progression of glaucoma over time. PMID:26075565

Remote sensing of Earth terrain

NASA Technical Reports Server (NTRS)

Kong, Jin AU; Shin, Robert T.; Nghiem, Son V.; Yueh, Herng-Aung; Han, Hsiu C.; Lim, Harold H.; Arnold, David V.

1990-01-01

Remote sensing of earth terrain is examined. The layered random medium model is used to investigate the fully polarimetric scattering of electromagnetic waves from vegetation. The model is used to interpret the measured data for vegetation fields such as rice, wheat, or soybean over water or soil. Accurate calibration of polarimetric radar systems is essential for the polarimetric remote sensing of earth terrain. A polarimetric calibration algorithm using three arbitrary in-scene reflectors is developed. In the interpretation of active and passive microwave remote sensing data from the earth terrain, the random medium model was shown to be quite successful. A multivariate K-distribution is proposed to model the statistics of fully polarimetric radar returns from earth terrain. In the terrain cover classification using the synthetic aperture radar (SAR) images, the applications of the K-distribution model will provide better performance than the conventional Gaussian classifiers. The layered random medium model is used to study the polarimetric response of sea ice. Supervised and unsupervised classification procedures are also developed and applied to synthetic aperture radar polarimetric images in order to identify their various earth terrain components for more than two classes. These classification procedures were applied to San Francisco Bay and Traverse City SAR images.

Multicapillary Gas Chromatography-Temperature Modulated Metal Oxide Semiconductor Sensors Array Detector for Monitoring of Volatile Organic Compounds in Closed Atmosphere Using Gaussian Apodization Factor Analysis.

PubMed

Alinoori, Amir Hossein; Masoum, Saeed

2018-05-22

A unique metal oxide semiconductor sensor (MOS) array detector with eight sensors was designed and fabricated in a PTFE chamber as an interface for coupling with multicapillary gas chromatography. This design consists of eight transfer lines with equal length between the multicapillary columns (MCC) and sensors. The deactivated capillary columns were passed through each transfer line and homemade flow splitter to distribute the same gas flow on each sensor. Using the eight ports flow splitter design helps us to equal the length of carrier gas path and flow for each sensor, minimizing the dead volume of the sensor's chamber and increasing chromatographic resolution. In addition to coupling of MCC to MOS array detector and other considerations in hardware design, modulation of MOS temperature was used to increase sensitivity and selectivity, and data analysis was enhanced with adapted Gaussian apodization factor analysis (GAFA) as a multivariate curve resolution algorithm. Continues air sampling and injecting system (CASI) design provides a fast and easily applied method for continues injection of air sample with no additional sample preparation. The analysis cycle time required for each run is less than 300 s. The high sample load and sharp injection with the fast separation by MCC decrease the peak widths and improve detection limits. This homemade customized instrument is an alternative to other time-consuming and expensive technologies for continuous monitoring of outgassing in air samples.

Dynamic generation of Ince-Gaussian modes with a digital micromirror device

NASA Astrophysics Data System (ADS)

Ren, Yu-Xuan; Fang, Zhao-Xiang; Gong, Lei; Huang, Kun; Chen, Yue; Lu, Rong-De

2015-04-01

Ince-Gaussian (IG) beam with elliptical profile, as a connection between Hermite-Gaussian (HG) and Laguerre-Gaussian (LG) beams, has showed unique advantages in some applications such as quantum entanglement and optical micromanipulation. However, its dynamic generation with high switching frequency is still challenging. Here, we experimentally reported the quick generation of Ince-Gaussian beam by using a digital micro-mirror device (DMD), which has the highest switching frequency of 5.2 kHz in principle. The configurable properties of DMD allow us to observe the quasi-smooth variation from LG (with ellipticity ɛ = 0 ) to IG and HG ( ɛ = ∞ ) beam. This approach might pave a path to high-speed quantum communication in terms of IG beam. Additionally, the characterized axial plane intensity distribution exhibits a 3D mould potentially being employed for optical micromanipulation.

Non-Gaussian quantum states generation and robust quantum non-Gaussianity via squeezing field

NASA Astrophysics Data System (ADS)

Tang, Xu-Bing; Gao, Fang; Wang, Yao-Xiong; Kuang, Sen; Shuang, Feng

2015-03-01

Recent studies show that quantum non-Gaussian states or using non-Gaussian operations can improve entanglement distillation, quantum swapping, teleportation, and cloning. In this work, employing a strategy of non-Gaussian operations (namely subtracting and adding a single photon), we propose a scheme to generate non-Gaussian quantum states named single-photon-added and -subtracted coherent (SPASC) superposition states by implementing Bell measurements, and then investigate the corresponding nonclassical features. By squeezed the input field, we demonstrate that robustness of non-Gaussianity can be improved. Controllable phase space distribution offers the possibility to approximately generate a displaced coherent superposition states (DCSS). The fidelity can reach up to F ≥ 0.98 and F ≥ 0.90 for size of amplitude z = 1.53 and 2.36, respectively. Project supported by the National Natural Science Foundation of China (Grant Nos. 61203061 and 61074052), the Outstanding Young Talent Foundation of Anhui Province, China (Grant No. 2012SQRL040), and the Natural Science Foundation of Anhui Province, China (Grant No. KJ2012Z035).

Non-Gaussian Analysis of Turbulent Boundary Layer Fluctuating Pressure on Aircraft Skin Panels

NASA Technical Reports Server (NTRS)

Rizzi, Stephen A.; Steinwolf, Alexander

2005-01-01

The purpose of the study is to investigate the probability density function (PDF) of turbulent boundary layer fluctuating pressures measured on the outer sidewall of a supersonic transport aircraft and to approximate these PDFs by analytical models. Experimental flight results show that the fluctuating pressure PDFs differ from the Gaussian distribution even for standard smooth surface conditions. The PDF tails are wider and longer than those of the Gaussian model. For pressure fluctuations in front of forward-facing step discontinuities, deviations from the Gaussian model are more significant and the PDFs become asymmetrical. There is a certain spatial pattern of the skewness and kurtosis behavior depending on the distance upstream from the step. All characteristics related to non-Gaussian behavior are highly dependent upon the distance from the step and the step height, less dependent on aircraft speed, and not dependent on the fuselage location. A Hermite polynomial transform model and a piecewise-Gaussian model fit the flight data well both for the smooth and stepped conditions. The piecewise-Gaussian approximation can be additionally regarded for convenience in usage after the model is constructed.

Analysis of Flow and Transport in non-Gaussian Heterogeneous Formations Using a Generalized Sub-Gaussian Model

NASA Astrophysics Data System (ADS)

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

2016-12-01

Environmental quantities such as log hydraulic conductivity (or transmissivity), Y(x) = ln K(x), and their spatial (or temporal) increments, ΔY, are known to be generally non-Gaussian. Documented evidence of such behavior includes symmetry of increment distributions at all separation scales (or lags) between incremental values of Y with sharp peaks and heavy tails that decay asymptotically as lag increases. This statistical scaling occurs in porous as well as fractured media characterized by either one or a hierarchy of spatial correlation scales. In hierarchical media one observes a range of additional statistical ΔY scaling phenomena, all of which are captured comprehensibly by a novel generalized sub-Gaussian (GSG) model. In this model Y forms a mixture Y(x) = U(x) G(x) of single- or multi-scale Gaussian processes G having random variances, U being a non-negative subordinator independent of G. Elsewhere we developed ways to generate unconditional and conditional random realizations of isotropic or anisotropic GSG fields which can be embedded in numerical Monte Carlo flow and transport simulations. Here we present and discuss expressions for probability distribution functions of Y and ΔY as well as their lead statistical moments. We then focus on a simple flow setting of mean uniform steady state flow in an unbounded, two-dimensional domain, exploring ways in which non-Gaussian heterogeneity affects stochastic flow and transport descriptions. Our expressions represent (a) lead order autocovariance and cross-covariance functions of hydraulic head, velocity and advective particle displacement as well as (b) analogues of preasymptotic and asymptotic Fickian dispersion coefficients. We compare them with corresponding expressions developed in the literature for Gaussian Y.

Practical robustness measures in multivariable control system analysis. Ph.D. Thesis

NASA Technical Reports Server (NTRS)

Lehtomaki, N. A.

1981-01-01

The robustness of the stability of multivariable linear time invariant feedback control systems with respect to model uncertainty is considered using frequency domain criteria. Available robustness tests are unified under a common framework based on the nature and structure of model errors. These results are derived using a multivariable version of Nyquist's stability theorem in which the minimum singular value of the return difference transfer matrix is shown to be the multivariable generalization of the distance to the critical point on a single input, single output Nyquist diagram. Using the return difference transfer matrix, a very general robustness theorem is presented from which all of the robustness tests dealing with specific model errors may be derived. The robustness tests that explicitly utilized model error structure are able to guarantee feedback system stability in the face of model errors of larger magnitude than those robustness tests that do not. The robustness of linear quadratic Gaussian control systems are analyzed.

Refined composite multivariate generalized multiscale fuzzy entropy: A tool for complexity analysis of multichannel signals

NASA Astrophysics Data System (ADS)

Azami, Hamed; Escudero, Javier

2017-01-01

Multiscale entropy (MSE) is an appealing tool to characterize the complexity of time series over multiple temporal scales. Recent developments in the field have tried to extend the MSE technique in different ways. Building on these trends, we propose the so-called refined composite multivariate multiscale fuzzy entropy (RCmvMFE) whose coarse-graining step uses variance (RCmvMFEσ2) or mean (RCmvMFEμ). We investigate the behavior of these multivariate methods on multichannel white Gaussian and 1/ f noise signals, and two publicly available biomedical recordings. Our simulations demonstrate that RCmvMFEσ2 and RCmvMFEμ lead to more stable results and are less sensitive to the signals' length in comparison with the other existing multivariate multiscale entropy-based methods. The classification results also show that using both the variance and mean in the coarse-graining step offers complexity profiles with complementary information for biomedical signal analysis. We also made freely available all the Matlab codes used in this paper.

Evaluation of the influence of double and triple Gaussian proton kernel models on accuracy of dose calculations for spot scanning technique.

PubMed

Hirayama, Shusuke; Takayanagi, Taisuke; Fujii, Yusuke; Fujimoto, Rintaro; Fujitaka, Shinichiro; Umezawa, Masumi; Nagamine, Yoshihiko; Hosaka, Masahiro; Yasui, Keisuke; Omachi, Chihiro; Toshito, Toshiyuki

2016-03-01

The main purpose in this study was to present the results of beam modeling and how the authors systematically investigated the influence of double and triple Gaussian proton kernel models on the accuracy of dose calculations for spot scanning technique. The accuracy of calculations was important for treatment planning software (TPS) because the energy, spot position, and absolute dose had to be determined by TPS for the spot scanning technique. The dose distribution was calculated by convolving in-air fluence with the dose kernel. The dose kernel was the in-water 3D dose distribution of an infinitesimal pencil beam and consisted of an integral depth dose (IDD) and a lateral distribution. Accurate modeling of the low-dose region was important for spot scanning technique because the dose distribution was formed by cumulating hundreds or thousands of delivered beams. The authors employed a double Gaussian function as the in-air fluence model of an individual beam. Double and triple Gaussian kernel models were also prepared for comparison. The parameters of the kernel lateral model were derived by fitting a simulated in-water lateral dose profile induced by an infinitesimal proton beam, whose emittance was zero, at various depths using Monte Carlo (MC) simulation. The fitted parameters were interpolated as a function of depth in water and stored as a separate look-up table. These stored parameters for each energy and depth in water were acquired from the look-up table when incorporating them into the TPS. The modeling process for the in-air fluence and IDD was based on the method proposed in the literature. These were derived using MC simulation and measured data. The authors compared the measured and calculated absolute doses at the center of the spread-out Bragg peak (SOBP) under various volumetric irradiation conditions to systematically investigate the influence of the two types of kernel models on the dose calculations. The authors investigated the difference between double and triple Gaussian kernel models. The authors found that the difference between the two studied kernel models appeared at mid-depths and the accuracy of predicting the double Gaussian model deteriorated at the low-dose bump that appeared at mid-depths. When the authors employed the double Gaussian kernel model, the accuracy of calculations for the absolute dose at the center of the SOBP varied with irradiation conditions and the maximum difference was 3.4%. In contrast, the results obtained from calculations with the triple Gaussian kernel model indicated good agreement with the measurements within ±1.1%, regardless of the irradiation conditions. The difference between the results obtained with the two types of studied kernel models was distinct in the high energy region. The accuracy of calculations with the double Gaussian kernel model varied with the field size and SOBP width because the accuracy of prediction with the double Gaussian model was insufficient at the low-dose bump. The evaluation was only qualitative under limited volumetric irradiation conditions. Further accumulation of measured data would be needed to quantitatively comprehend what influence the double and triple Gaussian kernel models had on the accuracy of dose calculations.

Compensation of Gaussian curvature in developable cones is local

NASA Astrophysics Data System (ADS)

Wang, Jin W.; Witten, Thomas A.

2009-10-01

We use the angular deficit scheme [V. Borrelli, F. Cazals, and J.-M. Morvan, Comput. Aided Geom. Des. 20, 319 (2003)] to determine the distribution of Gaussian curvature in developable cones (d-cones) [E. Cerda, S. Chaieb, F. Melo, and L. Mahadevan, Nature (London) 401, 46 (1999)] numerically. These d-cones are formed by pushing a thin elastic sheet into a circular container. Negative Gaussian curvatures are identified at the rim where the sheet touches the container. Around the rim there are two narrow bands with positive Gaussian curvatures. The integral of the (negative) Gaussian curvature near the rim is almost completely compensated by that of the two adjacent bands. This suggests that the Gauss-Bonnet theorem which constrains the integral of Gaussian curvature globally does not explain the spontaneous curvature cancellation phenomenon [T. Liang and T. A. Witten, Phys. Rev. E 73, 046604 (2006)]. The locality of the compensation seems to increase for decreasing d-cone thickness. The angular deficit scheme also provides a way to confirm the curvature cancellation phenomenon.

Activation rates for nonlinear stochastic flows driven by non-Gaussian noise

NASA Astrophysics Data System (ADS)

van den Broeck, C.; Hänggi, P.

1984-11-01

Activation rates are calculated for stochastic bistable flows driven by asymmetric dichotomic Markov noise (a two-state Markov process). This noise contains as limits both a particular type of non-Gaussian white shot noise and white Gaussian noise. Apart from investigating the role of colored noise on the escape rates, one can thus also study the influence of the non-Gaussian nature of the noise on these rates. The rate for white shot noise differs in leading order (Arrhenius factor) from the corresponding rate for white Gaussian noise of equal strength. In evaluating the rates we demonstrate the advantage of using transport theory over a mean first-passage time approach for cases with generally non-white and non-Gaussian noise sources. For white shot noise with exponentially distributed weights we succeed in evaluating the mean first-passage time of the corresponding integro-differential master-equation dynamics. The rate is shown to coincide in the weak noise limit with the inverse mean first-passage time.

Fluctuations and intermittent poloidal transport in a simple toroidal plasma

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

Goud, T. S.; Ganesh, R.; Saxena, Y. C.

In a simple magnetized toroidal plasma, fluctuation induced poloidal flux is found to be significant in magnitude. The probability distribution function of the fluctuation induced poloidal flux is observed to be strongly non-Gaussian in nature; however, in some cases, the distribution shows good agreement with the analytical form [Carreras et al., Phys. Plasmas 3, 2664 (1996)], assuming a coupling between the near Gaussian density and poloidal velocity fluctuations. The observed non-Gaussian nature of the fluctuation induced poloidal flux and other plasma parameters such as density and fluctuating poloidal velocity in this device is due to intermittent and bursty nature ofmore » poloidal transport. In the simple magnetized torus used here, such an intermittent fluctuation induced poloidal flux is found to play a crucial role in generating the poloidal flow.« less

Formation of propagation invariant laser beams with anamorphic optical systems

NASA Astrophysics Data System (ADS)

Soskind, Y. G.

2015-03-01

Propagation invariant structured laser beams play an important role in several photonics applications. A majority of propagation invariant beams are usually produced in the form of laser modes emanating from stable laser cavities. This work shows that anamorphic optical systems can be effectively employed to transform input propagation invariant laser beams and produce a variety of alternative propagation invariant structured laser beam distributions with different shapes and phase structures. This work also presents several types of anamorphic lens systems suitable for transforming the input laser modes into a variety of structured propagation invariant beams. The transformations are applied to different laser mode types, including Hermite-Gaussian, Laguerre-Gaussian, and Ince-Gaussian field distributions. The influence of the relative azimuthal orientation between the input laser modes and the anamorphic optical systems on the resulting transformed propagation invariant beams is presented as well.

A non-Gaussian approach to risk measures

NASA Astrophysics Data System (ADS)

Bormetti, Giacomo; Cisana, Enrica; Montagna, Guido; Nicrosini, Oreste

2007-03-01

Reliable calculations of financial risk require that the fat-tailed nature of prices changes is included in risk measures. To this end, a non-Gaussian approach to financial risk management is presented, modelling the power-law tails of the returns distribution in terms of a Student- t distribution. Non-Gaussian closed-form solutions for value-at-risk and expected shortfall are obtained and standard formulae known in the literature under the normality assumption are recovered as a special case. The implications of the approach for risk management are demonstrated through an empirical analysis of financial time series from the Italian stock market and in comparison with the results of the most widely used procedures of quantitative finance. Particular attention is paid to quantify the size of the errors affecting the market risk measures obtained according to different methodologies, by employing a bootstrap technique.

The influence of statistical properties of Fourier coefficients on random Gaussian surfaces.

PubMed

de Castro, C P; Luković, M; Andrade, R F S; Herrmann, H J

2017-05-16

Many examples of natural systems can be described by random Gaussian surfaces. Much can be learned by analyzing the Fourier expansion of the surfaces, from which it is possible to determine the corresponding Hurst exponent and consequently establish the presence of scale invariance. We show that this symmetry is not affected by the distribution of the modulus of the Fourier coefficients. Furthermore, we investigate the role of the Fourier phases of random surfaces. In particular, we show how the surface is affected by a non-uniform distribution of phases.

Continuous-variable quantum key distribution protocols over noisy channels.

PubMed

García-Patrón, Raúl; Cerf, Nicolas J

2009-04-03

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

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

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

Heid, Matthias; Luetkenhaus, Norbert

2007-08-15

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

Shear Melting of a Colloidal Glass

NASA Astrophysics Data System (ADS)

Eisenmann, Christoph; Kim, Chanjoong; Mattsson, Johan; Weitz, David A.

2010-01-01

We use confocal microscopy to explore shear melting of colloidal glasses, which occurs at strains of ˜0.08, coinciding with a strongly non-Gaussian step size distribution. For larger strains, the particle mean square displacement increases linearly with strain and the step size distribution becomes Gaussian. The effective diffusion coefficient varies approximately linearly with shear rate, consistent with a modified Stokes-Einstein relationship in which thermal energy is replaced by shear energy and the length scale is set by the size of cooperatively moving regions consisting of ˜3 particles.

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

NASA Astrophysics Data System (ADS)

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

2011-12-01

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

GaussianCpG: a Gaussian model for detection of CpG island in human genome sequences.

PubMed

Yu, Ning; Guo, Xuan; Zelikovsky, Alexander; Pan, Yi

2017-05-24

As crucial markers in identifying biological elements and processes in mammalian genomes, CpG islands (CGI) play important roles in DNA methylation, gene regulation, epigenetic inheritance, gene mutation, chromosome inactivation and nuclesome retention. The generally accepted criteria of CGI rely on: (a) %G+C content is ≥ 50%, (b) the ratio of the observed CpG content and the expected CpG content is ≥ 0.6, and (c) the general length of CGI is greater than 200 nucleotides. Most existing computational methods for the prediction of CpG island are programmed on these rules. However, many experimentally verified CpG islands deviate from these artificial criteria. Experiments indicate that in many cases %G+C is < 50%, CpG obs /CpG exp varies, and the length of CGI ranges from eight nucleotides to a few thousand of nucleotides. It implies that CGI detection is not just a straightly statistical task and some unrevealed rules probably are hidden. A novel Gaussian model, GaussianCpG, is developed for detection of CpG islands on human genome. We analyze the energy distribution over genomic primary structure for each CpG site and adopt the parameters from statistics of Human genome. The evaluation results show that the new model can predict CpG islands efficiently by balancing both sensitivity and specificity over known human CGI data sets. Compared with other models, GaussianCpG can achieve better performance in CGI detection. Our Gaussian model aims to simplify the complex interaction between nucleotides. The model is computed not by the linear statistical method but by the Gaussian energy distribution and accumulation. The parameters of Gaussian function are not arbitrarily designated but deliberately chosen by optimizing the biological statistics. By using the pseudopotential analysis on CpG islands, the novel model is validated on both the real and artificial data sets.

Using Gaussian windows to explore a multivariate data set

NASA Technical Reports Server (NTRS)

Jaeckel, Louis A.

1991-01-01

In an earlier paper, I recounted an exploratory analysis, using Gaussian windows, of a data set derived from the Infrared Astronomical Satellite. Here, my goals are to develop strategies for finding structural features in a data set in a many-dimensional space, and to find ways to describe the shape of such a data set. After a brief review of Gaussian windows, I describe the current implementation of the method. I give some ways of describing features that we might find in the data, such as clusters and saddle points, and also extended structures such as a 'bar', which is an essentially one-dimensional concentration of data points. I then define a distance function, which I use to determine which data points are 'associated' with a feature. Data points not associated with any feature are called 'outliers'. I then explore the data set, giving the strategies that I used and quantitative descriptions of the features that I found, including clusters, bars, and a saddle point. I tried to use strategies and procedures that could, in principle, be used in any number of dimensions.

User's manual for the Gaussian windows program

NASA Technical Reports Server (NTRS)

Jaeckel, Louis A.

1992-01-01

'Gaussian Windows' is a method for exploring a set of multivariate data, in order to estimate the shape of the underlying density function. The method can be used to find and describe structural features in the data. The method is described in two earlier papers. I assume that the reader has access to both of these papers, so I will not repeat material from them. The program described herein is written in BASIC and it runs on an IBM PC or PS/2 with the DOS 3.3 operating system. Although the program is slow and has limited memory space, it is adequate for experimenting with the method. Since it is written in BASIC, it is relatively easy to modify. The program and some related files are available on a 3-inch diskette. A listing of the program is also available. This user's manual explains the use of the program. First, it gives a brief tutorial, illustrating some of the program's features with a set of artificial data. Then, it describes the results displayed after the program does a Gaussian window, and it explains each of the items on the various menus.

Offline handwritten word recognition using MQDF-HMMs

NASA Astrophysics Data System (ADS)

Ramachandrula, Sitaram; Hambarde, Mangesh; Patial, Ajay; Sahoo, Dushyant; Kochar, Shaivi

2015-01-01

We propose an improved HMM formulation for offline handwriting recognition (HWR). The main contribution of this work is using modified quadratic discriminant function (MQDF) [1] within HMM framework. In an MQDF-HMM the state observation likelihood is calculated by a weighted combination of MQDF likelihoods of individual Gaussians of GMM (Gaussian Mixture Model). The quadratic discriminant function (QDF) of a multivariate Gaussian can be rewritten by avoiding the inverse of covariance matrix by using the Eigen values and Eigen vectors of it. The MQDF is derived from QDF by substituting few of badly estimated lower-most Eigen values by an appropriate constant. The estimation errors of non-dominant Eigen vectors and Eigen values of covariance matrix for which the training data is insufficient can be controlled by this approach. MQDF has been successfully shown to improve the character recognition performance [1]. The usage of MQDF in HMM improves the computation, storage and modeling power of HMM when there is limited training data. We have got encouraging results on offline handwritten character (NIST database) and word recognition in English using MQDF HMMs.

The Gaussian copula model for the joint deficit index for droughts

NASA Astrophysics Data System (ADS)

Van de Vyver, H.; Van den Bergh, J.

2018-06-01

The characterization of droughts and their impacts is very dependent on the time scale that is involved. In order to obtain an overall drought assessment, the cumulative effects of water deficits over different times need to be examined together. For example, the recently developed joint deficit index (JDI) is based on multivariate probabilities of precipitation over various time scales from 1- to 12-months, and was constructed from empirical copulas. In this paper, we examine the Gaussian copula model for the JDI. We model the covariance across the temporal scales with a two-parameter function that is commonly used in the specific context of spatial statistics or geostatistics. The validity of the covariance models is demonstrated with long-term precipitation series. Bootstrap experiments indicate that the Gaussian copula model has advantages over the empirical copula method in the context of drought severity assessment: (i) it is able to quantify droughts outside the range of the empirical copula, (ii) provides adequate drought quantification, and (iii) provides a better understanding of the uncertainty in the estimation.

Statistical description of turbulent transport for flux driven toroidal plasmas

NASA Astrophysics Data System (ADS)

Anderson, J.; Imadera, K.; Kishimoto, Y.; Li, J. Q.; Nordman, H.

2017-06-01

A novel methodology to analyze non-Gaussian probability distribution functions (PDFs) of intermittent turbulent transport in global full-f gyrokinetic simulations is presented. In this work, the auto-regressive integrated moving average (ARIMA) model is applied to time series data of intermittent turbulent heat transport to separate noise and oscillatory trends, allowing for the extraction of non-Gaussian features of the PDFs. It was shown that non-Gaussian tails of the PDFs from first principles based gyrokinetic simulations agree with an analytical estimation based on a two fluid model.

Electrical source of pseudothermal light

NASA Astrophysics Data System (ADS)

Kuusela, Tom A.

2018-06-01

We describe a simple and compact electrical version of a pseudothermal light source. The source is based on electrical white noise whose spectral properties are tailored by analog filters. This signal is used to drive a light-emitting diode. The type of second-order coherence of the output light can be either Gaussian or Lorentzian, and the intensity distribution can be either Gaussian or non-Gaussian. The output light field is similar in all viewing angles, and thus, there is no need for a small aperture or optical fiber in temporal coherence analysis.

Transition from the Sector Zone to the Unipolar Zone in the Heliosheath: Voyager 2 Magnetic Field Observations

NASA Technical Reports Server (NTRS)

Burlaga, L. F.; Ness, N. F.

2011-01-01

The magnetic polarity pattern observed by Voyager 2 (V2) evolved with time from a nearly equal mixture of positive and negative polarity sectors in the sector zone from 2007.00 to 2007.67 to nearly uniform positive polarity (magnetic fields directed away from the Sun) in the unipolar zone from 2009.6 to 2010.3. This change was caused by the decreasing latitudinal extent of the sector zone, when the minimum extent of the heliospheric current sheet moved northward toward the solar equator as the solar activity associated with solar cycle 23 decreased a minimum in 2010. In the heliosheath, the distribution of daily averages of the magnetic field strength B was lognormal in the sector zone from 2008.83 to 2009.57 and Gaussian in the unipolar zone from 2009.57 to 2010.27. The distribution of daily increments of B was a Tsallis distribution (q-Gaussian distribution) with q = 1.66 +/- 0.010 in the sector zone and . Gaussian (q = 1.01+/-0.29) in the unipolar zone. The unipolar region appears to be in a relatively undisturbed equilibrium state.

Statistical characterization of discrete conservative systems: The web map

NASA Astrophysics Data System (ADS)

Ruiz, Guiomar; Tirnakli, Ugur; Borges, Ernesto P.; Tsallis, Constantino

2017-10-01

We numerically study the two-dimensional, area preserving, web map. When the map is governed by ergodic behavior, it is, as expected, correctly described by Boltzmann-Gibbs statistics, based on the additive entropic functional SB G[p (x ) ] =-k ∫d x p (x ) lnp (x ) . In contrast, possible ergodicity breakdown and transitory sticky dynamical behavior drag the map into the realm of generalized q statistics, based on the nonadditive entropic functional Sq[p (x ) ] =k 1/-∫d x [p(x ) ] q q -1 (q ∈R ;S1=SB G ). We statistically describe the system (probability distribution of the sum of successive iterates, sensitivity to the initial condition, and entropy production per unit time) for typical values of the parameter that controls the ergodicity of the map. For small (large) values of the external parameter K , we observe q -Gaussian distributions with q =1.935 ⋯ (Gaussian distributions), like for the standard map. In contrast, for intermediate values of K , we observe a different scenario, due to the fractal structure of the trajectories embedded in the chaotic sea. Long-standing non-Gaussian distributions are characterized in terms of the kurtosis and the box-counting dimension of chaotic sea.

Optimal random search for a single hidden target.

PubMed

Snider, Joseph

2011-01-01

A single target is hidden at a location chosen from a predetermined probability distribution. Then, a searcher must find a second probability distribution from which random search points are sampled such that the target is found in the minimum number of trials. Here it will be shown that if the searcher must get very close to the target to find it, then the best search distribution is proportional to the square root of the target distribution regardless of dimension. For a Gaussian target distribution, the optimum search distribution is approximately a Gaussian with a standard deviation that varies inversely with how close the searcher must be to the target to find it. For a network where the searcher randomly samples nodes and looks for the fixed target along edges, the optimum is either to sample a node with probability proportional to the square root of the out-degree plus 1 or not to do so at all.

Diffraction of cosine-Gaussian-correlated Schell-model beams.

PubMed

Pan, Liuzhan; Ding, Chaoliang; Wang, Haixia

2014-05-19

The expression of spectral density of cosine-Gaussian-correlated Schell-model (CGSM) beams diffracted by an aperture is derived, and used to study the changes in the spectral density distribution of CGSM beams upon propagation, where the effect of aperture diffraction is emphasized. It is shown that, comparing with that of GSM beams, the spectral density distribution of CGSM beams diffracted by an aperture has dip and shows dark hollow intensity distribution when the order-parameter n is big enough. The central intensity increases with increasing truncation parameter of aperture. The comparative study of spectral density distributions of CGSM beams with aperture and that of without aperture is performed. Furthermore, the effect of order-parameter n and spatial coherence of CGSM beams on the spectral density distribution is discussed in detail. The results obtained may be useful in optical particulate manipulation.

Minimum relative entropy distributions with a large mean are Gaussian

NASA Astrophysics Data System (ADS)

Smerlak, Matteo

2016-12-01

Entropy optimization principles are versatile tools with wide-ranging applications from statistical physics to engineering to ecology. Here we consider the following constrained problem: Given a prior probability distribution q , find the posterior distribution p minimizing the relative entropy (also known as the Kullback-Leibler divergence) with respect to q under the constraint that mean (p ) is fixed and large. We show that solutions to this problem are approximately Gaussian. We discuss two applications of this result. In the context of dissipative dynamics, the equilibrium distribution of a Brownian particle confined in a strong external field is independent of the shape of the confining potential. We also derive an H -type theorem for evolutionary dynamics: The entropy of the (standardized) distribution of fitness of a population evolving under natural selection is eventually increasing in time.

Representing Color Ensembles.

PubMed

Chetverikov, Andrey; Campana, Gianluca; Kristjánsson, Árni

2017-10-01

Colors are rarely uniform, yet little is known about how people represent color distributions. We introduce a new method for studying color ensembles based on intertrial learning in visual search. Participants looked for an oddly colored diamond among diamonds with colors taken from either uniform or Gaussian color distributions. On test trials, the targets had various distances in feature space from the mean of the preceding distractor color distribution. Targets on test trials therefore served as probes into probabilistic representations of distractor colors. Test-trial response times revealed a striking similarity between the physical distribution of colors and their internal representations. The results demonstrate that the visual system represents color ensembles in a more detailed way than previously thought, coding not only mean and variance but, most surprisingly, the actual shape (uniform or Gaussian) of the distribution of colors in the environment.

Modification of Gaussian mixture models for data classification in high energy physics

NASA Astrophysics Data System (ADS)

Štěpánek, Michal; Franc, Jiří; Kůs, Václav

2015-01-01

In high energy physics, we deal with demanding task of signal separation from background. The Model Based Clustering method involves the estimation of distribution mixture parameters via the Expectation-Maximization algorithm in the training phase and application of Bayes' rule in the testing phase. Modifications of the algorithm such as weighting, missing data processing, and overtraining avoidance will be discussed. Due to the strong dependence of the algorithm on initialization, genetic optimization techniques such as mutation, elitism, parasitism, and the rank selection of individuals will be mentioned. Data pre-processing plays a significant role for the subsequent combination of final discriminants in order to improve signal separation efficiency. Moreover, the results of the top quark separation from the Tevatron collider will be compared with those of standard multivariate techniques in high energy physics. Results from this study has been used in the measurement of the inclusive top pair production cross section employing DØ Tevatron full Runll data (9.7 fb-1).

Spatial variability of theaflavins and thearubigins fractions and their impact on black tea quality.

PubMed

Bhuyan, Lakshi Prasad; Borah, Paban; Sabhapondit, Santanu; Gogoi, Ramen; Bhattacharyya, Pradip

2015-12-01

The spatial distribution of theaflavin and thearubigin fractions and their impact on black tea quality were investigated using multivariate and geostatistics techniques. Black tea samples were collected from tea gardens of six geographical regions of Assam and West Bengal, India. Total theaflavin (TF) and its four fractions of upper Assam, south bank and North Bank teas were higher than the other regions. Simple theaflavin showed highest significant correlation with tasters' quality. Low molecular weight thearubigins of south bank and North Bank were significantly higher than other regions. Total thearubigin (TR) and its fractions revealed significant positive correlation with tasters' organoleptic valuations. Tea tasters' parameters were significantly and positively correlated with each other. The semivariogram for quality parameters were best represented by gaussian models. The nugget/sill ratio indicated a strong/moderate spatial dependence of the studied parameters. Spatial variation of tea quality parameters may be used for quality assessment in the tea growing areas of India.

Subtle Monte Carlo Updates in Dense Molecular Systems.

PubMed

Bottaro, Sandro; Boomsma, Wouter; E Johansson, Kristoffer; Andreetta, Christian; Hamelryck, Thomas; Ferkinghoff-Borg, Jesper

2012-02-14

Although Markov chain Monte Carlo (MC) simulation is a potentially powerful approach for exploring conformational space, it has been unable to compete with molecular dynamics (MD) in the analysis of high density structural states, such as the native state of globular proteins. Here, we introduce a kinetic algorithm, CRISP, that greatly enhances the sampling efficiency in all-atom MC simulations of dense systems. The algorithm is based on an exact analytical solution to the classic chain-closure problem, making it possible to express the interdependencies among degrees of freedom in the molecule as correlations in a multivariate Gaussian distribution. We demonstrate that our method reproduces structural variation in proteins with greater efficiency than current state-of-the-art Monte Carlo methods and has real-time simulation performance on par with molecular dynamics simulations. The presented results suggest our method as a valuable tool in the study of molecules in atomic detail, offering a potential alternative to molecular dynamics for probing long time-scale conformational transitions.

Constraining DALECv2 using multiple data streams and ecological constraints: analysis and application

DOE PAGES

Delahaies, Sylvain; Roulstone, Ian; Nichols, Nancy

2017-07-10

We use a variational method to assimilate multiple data streams into the terrestrial ecosystem carbon cycle model DALECv2 (Data Assimilation Linked Ecosystem Carbon). Ecological and dynamical constraints have recently been introduced to constrain unresolved components of this otherwise ill-posed problem. We recast these constraints as a multivariate Gaussian distribution to incorporate them into the variational framework and we demonstrate their advantage through a linear analysis. By using an adjoint method we study a linear approximation of the inverse problem: firstly we perform a sensitivity analysis of the different outputs under consideration, and secondly we use the concept of resolution matricesmore » to diagnose the nature of the ill-posedness and evaluate regularisation strategies. We then study the non-linear problem with an application to real data. Finally, we propose a modification to the model: introducing a spin-up period provides us with a built-in formulation of some ecological constraints which facilitates the variational approach.« less

Design and test of three active flutter suppression controllers

NASA Technical Reports Server (NTRS)

Christhilf, David M.; Waszak, Martin R.; Adams, William M.; Srinathkumar, S.; Mukhopadhyay, Vivek

1991-01-01

Three flutter suppression control law design techniques are presented. Each uses multiple control surfaces and/or sensors. The first uses linear combinations of several accelerometer signals together with dynamic compensation to synthesize the modal rate of the critical mode for feedback to distributed control surfaces. The second uses traditional tools (pole/zero loci and Nyquist diagrams) to develop a good understanding of the flutter mechanism and produce a controller with minimal complexity and good robustness to plant uncertainty. The third starts with a minimum energy Linear Quadratic Gaussian controller, applies controller order reduction, and then modifies weight and noise covariance matrices to improve multi-variable robustness. The resulting designs were implemented digitally and tested subsonically on the Active Flexible Wing (AFW) wind tunnel model. Test results presented here include plant characteristics, maximum attained closed-loop dynamic pressure, and Root Mean Square control surface activity. A key result is that simultaneous symmetric and antisymmetric flutter suppression was achieved by the second control law, with a 24 percent increase in attainable dynamic pressure.

Probabilistic modeling of anatomical variability using a low dimensional parameterization of diffeomorphisms.

PubMed

Zhang, Miaomiao; Wells, William M; Golland, Polina

2017-10-01

We present an efficient probabilistic model of anatomical variability in a linear space of initial velocities of diffeomorphic transformations and demonstrate its benefits in clinical studies of brain anatomy. To overcome the computational challenges of the high dimensional deformation-based descriptors, we develop a latent variable model for principal geodesic analysis (PGA) based on a low dimensional shape descriptor that effectively captures the intrinsic variability in a population. We define a novel shape prior that explicitly represents principal modes as a multivariate complex Gaussian distribution on the initial velocities in a bandlimited space. We demonstrate the performance of our model on a set of 3D brain MRI scans from the Alzheimer's Disease Neuroimaging Initiative (ADNI) database. Our model yields a more compact representation of group variation at substantially lower computational cost than the state-of-the-art method such as tangent space PCA (TPCA) and probabilistic principal geodesic analysis (PPGA) that operate in the high dimensional image space. Copyright © 2017 Elsevier B.V. All rights reserved.

Constraining DALECv2 using multiple data streams and ecological constraints: analysis and application

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

Delahaies, Sylvain; Roulstone, Ian; Nichols, Nancy

We use a variational method to assimilate multiple data streams into the terrestrial ecosystem carbon cycle model DALECv2 (Data Assimilation Linked Ecosystem Carbon). Ecological and dynamical constraints have recently been introduced to constrain unresolved components of this otherwise ill-posed problem. We recast these constraints as a multivariate Gaussian distribution to incorporate them into the variational framework and we demonstrate their advantage through a linear analysis. By using an adjoint method we study a linear approximation of the inverse problem: firstly we perform a sensitivity analysis of the different outputs under consideration, and secondly we use the concept of resolution matricesmore » to diagnose the nature of the ill-posedness and evaluate regularisation strategies. We then study the non-linear problem with an application to real data. Finally, we propose a modification to the model: introducing a spin-up period provides us with a built-in formulation of some ecological constraints which facilitates the variational approach.« less

Generation of low-divergence laser beams

DOEpatents

Kronberg, James W.

1993-01-01

Apparatus for transforming a conventional beam of coherent light, having a Gaussian energy distribution and relatively high divergence, into a beam in which the energy distribution approximates a single, non-zero-order Bessel function and which therefore has much lower divergence. The apparatus comprises a zone plate having transmitting and reflecting zones defined by the pattern of light interference produced by the combination of a beam of coherent light with a Gaussian energy distribution and one having such a Bessel distribution. The interference pattern between the two beams is a concentric array of multiple annuli, and is preferably recorded as a hologram. The hologram is then used to form the transmitting and reflecting zones by photo-etching portions of a reflecting layer deposited on a plate made of a transmitting material. A Bessel beam, containing approximately 50% of the energy of the incident beam, is produced by passing a Gaussian beam through such a Bessel zone plate. The reflected beam, also containing approximately 50% of the incident beam energy and having a Bessel energy distribution, can be redirected in the same direction and parallel to the transmitted beam. Alternatively, a filter similar to the Bessel zone plate can be placed within the resonator cavity of a conventional laser system having a front mirror and a rear mirror, preferably axially aligned with the mirrors and just inside the front mirror to generate Bessel energy distribution light beams at the laser source.

Distribution of scholarly publications among academic radiology departments.

PubMed

Morelli, John N; Bokhari, Danial

2013-03-01

The aim of this study was to determine whether the distribution of publications among academic radiology departments in the United States is Gaussian (ie, the bell curve) or Paretian. The search affiliation feature of the PubMed database was used to search for publications in 3 general radiology journals with high Impact Factors, originating at radiology departments in the United States affiliated with residency training programs. The distribution of the number of publications among departments was examined using χ(2) test statistics to determine whether it followed a Pareto or a Gaussian distribution more closely. A total of 14,219 publications contributed since 1987 by faculty members in 163 departments with residency programs were available for assessment. The data acquired were more consistent with a Pareto (χ(2) = 80.4) than a Gaussian (χ(2) = 659.5) distribution. The mean number of publications for departments was 79.9 ± 146 (range, 0-943). The median number of publications was 16.5. The majority (>50%) of major radiology publications from academic departments with residency programs originated in <10% (n = 15 of 178) of such departments. Fifteen programs likewise produced no publications in the surveyed journals. The number of publications in journals with high Impact Factors published by academic radiology departments more closely fits a Pareto rather than a normal distribution. Copyright © 2013 American College of Radiology. Published by Elsevier Inc. All rights reserved.

Geostatistical Sampling Methods for Efficient Uncertainty Analysis in Flow and Transport Problems

NASA Astrophysics Data System (ADS)

Liodakis, Stylianos; Kyriakidis, Phaedon; Gaganis, Petros

2015-04-01

In hydrogeological applications involving flow and transport of in heterogeneous porous media the spatial distribution of hydraulic conductivity is often parameterized in terms of a lognormal random field based on a histogram and variogram model inferred from data and/or synthesized from relevant knowledge. Realizations of simulated conductivity fields are then generated using geostatistical simulation involving simple random (SR) sampling and are subsequently used as inputs to physically-based simulators of flow and transport in a Monte Carlo framework for evaluating the uncertainty in the spatial distribution of solute concentration due to the uncertainty in the spatial distribution of hydraulic con- ductivity [1]. Realistic uncertainty analysis, however, calls for a large number of simulated concentration fields; hence, can become expensive in terms of both time and computer re- sources. A more efficient alternative to SR sampling is Latin hypercube (LH) sampling, a special case of stratified random sampling, which yields a more representative distribution of simulated attribute values with fewer realizations [2]. Here, term representative implies realizations spanning efficiently the range of possible conductivity values corresponding to the lognormal random field. In this work we investigate the efficiency of alternative methods to classical LH sampling within the context of simulation of flow and transport in a heterogeneous porous medium. More precisely, we consider the stratified likelihood (SL) sampling method of [3], in which attribute realizations are generated using the polar simulation method by exploring the geometrical properties of the multivariate Gaussian distribution function. In addition, we propose a more efficient version of the above method, here termed minimum energy (ME) sampling, whereby a set of N representative conductivity realizations at M locations is constructed by: (i) generating a representative set of N points distributed on the surface of a M-dimensional, unit radius hyper-sphere, (ii) relocating the N points on a representative set of N hyper-spheres of different radii, and (iii) transforming the coordinates of those points to lie on N different hyper-ellipsoids spanning the multivariate Gaussian distribution. The above method is applied in a dimensionality reduction context by defining flow-controlling points over which representative sampling of hydraulic conductivity is performed, thus also accounting for the sensitivity of the flow and transport model to the input hydraulic conductivity field. The performance of the various stratified sampling methods, LH, SL, and ME, is compared to that of SR sampling in terms of reproduction of ensemble statistics of hydraulic conductivity and solute concentration for different sample sizes N (numbers of realizations). The results indicate that ME sampling constitutes an equally if not more efficient simulation method than LH and SL sampling, as it can reproduce to a similar extent statistics of the conductivity and concentration fields, yet with smaller sampling variability than SR sampling. References [1] Gutjahr A.L. and Bras R.L. Spatial variability in subsurface flow and transport: A review. Reliability Engineering & System Safety, 42, 293-316, (1993). [2] Helton J.C. and Davis F.J. Latin hypercube sampling and the propagation of uncertainty in analyses of complex systems. Reliability Engineering & System Safety, 81, 23-69, (2003). [3] Switzer P. Multiple simulation of spatial fields. In: Heuvelink G, Lemmens M (eds) Proceedings of the 4th International Symposium on Spatial Accuracy Assessment in Natural Resources and Environmental Sciences, Coronet Books Inc., pp 629?635 (2000).

Propagation of a partially coherent hollow vortex Gaussian beam through a paraxial ABCD optical system in turbulent atmosphere.

PubMed

Zhou, Guoquan; Cai, Yangjian; Chu, Xiuxiang

2012-04-23

The propagation of a partially coherent hollow vortex Gaussian beam through a paraxial ABCD optical system in turbulent atmosphere has been investigated. The analytical expressions for the average intensity and the degree of the polarization of a partially coherent hollow vortex Gaussian beam through a paraxial ABCD optical system are derived in turbulent atmosphere, respectively. The average intensity distribution and the degree of the polarization of a partially coherent hollow vortex Gaussian beam in turbulent atmosphere are numerically demonstrated. The influences of the beam parameters, the topological charge, the transverse coherent lengths, and the structure constant of the atmospheric turbulence on the propagation of a partially coherent hollow vortex Gaussian beam in turbulent atmosphere are also examined in detail. This research is beneficial to the practical applications in free-space optical communications and the remote sensing of the dark hollow beams. © 2012 Optical Society of America

Generation and propagation of a sine-azimuthal wavefront modulated Gaussian beam

PubMed Central

Lao, Guanming; Zhang, Zhaohui; Luo, Meilan; Zhao, Daomu

2016-01-01

We introduce a method for modulating the Gaussian beam by means of sine-azimuthal wavefront and carry out the experimental generation. The analytical propagation formula of such a beam passing through a paraxial ABCD optical system is derived, by which the intensity properties of the sine-azimuthal wavefront modulated Gaussian (SWMG) beam are examined both theoretically and experimentally. Both of the experimental and theoretical results show that the SWMG beam goes through the process from beam splitting to a Gaussian-like profile, which is closely determined by the phase factor and the propagation distance. Appropriate phase factor and short distance are helpful for the splitting of beam. However, in the cases of large phase factor and focal plane, the intensity distributions tend to take a Gaussian form. Such unique features may be of importance in particle trapping and medical applications. PMID:27443798

Dynamic generation of Ince-Gaussian modes with a digital micromirror device

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

Ren, Yu-Xuan, E-mail: yxren@ustc.edu.cn; Fang, Zhao-Xiang; Chen, Yue

Ince-Gaussian (IG) beam with elliptical profile, as a connection between Hermite-Gaussian (HG) and Laguerre-Gaussian (LG) beams, has showed unique advantages in some applications such as quantum entanglement and optical micromanipulation. However, its dynamic generation with high switching frequency is still challenging. Here, we experimentally reported the quick generation of Ince-Gaussian beam by using a digital micro-mirror device (DMD), which has the highest switching frequency of 5.2 kHz in principle. The configurable properties of DMD allow us to observe the quasi-smooth variation from LG (with ellipticity ε=0) to IG and HG (ε=∞) beam. This approach might pave a path to high-speedmore » quantum communication in terms of IG beam. Additionally, the characterized axial plane intensity distribution exhibits a 3D mould potentially being employed for optical micromanipulation.« less

Continuous-variable quantum Gaussian process regression and quantum singular value decomposition of nonsparse low-rank matrices

NASA Astrophysics Data System (ADS)

Das, Siddhartha; Siopsis, George; Weedbrook, Christian

2018-02-01

With the significant advancement in quantum computation during the past couple of decades, the exploration of machine-learning subroutines using quantum strategies has become increasingly popular. Gaussian process regression is a widely used technique in supervised classical machine learning. Here we introduce an algorithm for Gaussian process regression using continuous-variable quantum systems that can be realized with technology based on photonic quantum computers under certain assumptions regarding distribution of data and availability of efficient quantum access. Our algorithm shows that by using a continuous-variable quantum computer a dramatic speedup in computing Gaussian process regression can be achieved, i.e., the possibility of exponentially reducing the time to compute. Furthermore, our results also include a continuous-variable quantum-assisted singular value decomposition method of nonsparse low rank matrices and forms an important subroutine in our Gaussian process regression algorithm.

Pinning time statistics for vortex lines in disordered environments.

PubMed

Dobramysl, Ulrich; Pleimling, Michel; Täuber, Uwe C

2014-12-01

We study the pinning dynamics of magnetic flux (vortex) lines in a disordered type-II superconductor. Using numerical simulations of a directed elastic line model, we extract the pinning time distributions of vortex line segments. We compare different model implementations for the disorder in the surrounding medium: discrete, localized pinning potential wells that are either attractive and repulsive or purely attractive, and whose strengths are drawn from a Gaussian distribution; as well as continuous Gaussian random potential landscapes. We find that both schemes yield power-law distributions in the pinned phase as predicted by extreme-event statistics, yet they differ significantly in their effective scaling exponents and their short-time behavior.

A methodology for designing robust multivariable nonlinear control systems. Ph.D. Thesis

NASA Technical Reports Server (NTRS)

Grunberg, D. B.

1986-01-01

A new methodology is described for the design of nonlinear dynamic controllers for nonlinear multivariable systems providing guarantees of closed-loop stability, performance, and robustness. The methodology is an extension of the Linear-Quadratic-Gaussian with Loop-Transfer-Recovery (LQG/LTR) methodology for linear systems, thus hinging upon the idea of constructing an approximate inverse operator for the plant. A major feature of the methodology is a unification of both the state-space and input-output formulations. In addition, new results on stability theory, nonlinear state estimation, and optimal nonlinear regulator theory are presented, including the guaranteed global properties of the extended Kalman filter and optimal nonlinear regulators.

Optical Coherence Tomography Noise Reduction Using Anisotropic Local Bivariate Gaussian Mixture Prior in 3D Complex Wavelet Domain

PubMed Central

Sonka, Milan; Abramoff, Michael D.

2013-01-01

In this paper, MMSE estimator is employed for noise-free 3D OCT data recovery in 3D complex wavelet domain. Since the proposed distribution for noise-free data plays a key role in the performance of MMSE estimator, a priori distribution for the pdf of noise-free 3D complex wavelet coefficients is proposed which is able to model the main statistical properties of wavelets. We model the coefficients with a mixture of two bivariate Gaussian pdfs with local parameters which are able to capture the heavy-tailed property and inter- and intrascale dependencies of coefficients. In addition, based on the special structure of OCT images, we use an anisotropic windowing procedure for local parameters estimation that results in visual quality improvement. On this base, several OCT despeckling algorithms are obtained based on using Gaussian/two-sided Rayleigh noise distribution and homomorphic/nonhomomorphic model. In order to evaluate the performance of the proposed algorithm, we use 156 selected ROIs from 650 × 512 × 128 OCT dataset in the presence of wet AMD pathology. Our simulations show that the best MMSE estimator using local bivariate mixture prior is for the nonhomomorphic model in the presence of Gaussian noise which results in an improvement of 7.8 ± 1.7 in CNR. PMID:24222760

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

PubMed

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

2015-07-01

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

A statistical framework for neuroimaging data analysis based on mutual information estimated via a gaussian copula.

PubMed

Ince, Robin A A; Giordano, Bruno L; Kayser, Christoph; Rousselet, Guillaume A; Gross, Joachim; Schyns, Philippe G

2017-03-01

We begin by reviewing the statistical framework of information theory as applicable to neuroimaging data analysis. A major factor hindering wider adoption of this framework in neuroimaging is the difficulty of estimating information theoretic quantities in practice. We present a novel estimation technique that combines the statistical theory of copulas with the closed form solution for the entropy of Gaussian variables. This results in a general, computationally efficient, flexible, and robust multivariate statistical framework that provides effect sizes on a common meaningful scale, allows for unified treatment of discrete, continuous, unidimensional and multidimensional variables, and enables direct comparisons of representations from behavioral and brain responses across any recording modality. We validate the use of this estimate as a statistical test within a neuroimaging context, considering both discrete stimulus classes and continuous stimulus features. We also present examples of analyses facilitated by these developments, including application of multivariate analyses to MEG planar magnetic field gradients, and pairwise temporal interactions in evoked EEG responses. We show the benefit of considering the instantaneous temporal derivative together with the raw values of M/EEG signals as a multivariate response, how we can separately quantify modulations of amplitude and direction for vector quantities, and how we can measure the emergence of novel information over time in evoked responses. Open-source Matlab and Python code implementing the new methods accompanies this article. Hum Brain Mapp 38:1541-1573, 2017. © 2016 Wiley Periodicals, Inc. 2016 The Authors Human Brain Mapping Published by Wiley Periodicals, Inc.

Free energy calculations, enhanced by a Gaussian ansatz, for the "chemical work" distribution.

PubMed

Boulougouris, Georgios C

2014-05-15

The evaluation of the free energy is essential in molecular simulation because it is intimately related with the existence of multiphase equilibrium. Recently, it was demonstrated that it is possible to evaluate the Helmholtz free energy using a single statistical ensemble along an entire isotherm by accounting for the "chemical work" of transforming each molecule, from an interacting one, to an ideal gas. In this work, we show that it is possible to perform such a free energy perturbation over a liquid vapor phase transition. Furthermore, we investigate the link between a general free energy perturbation scheme and the novel nonequilibrium theories of Crook's and Jarzinsky. We find that for finite systems away from the thermodynamic limit the second law of thermodynamics will always be an inequality for isothermal free energy perturbations, resulting always to a dissipated work that may tend to zero only in the thermodynamic limit. The work, the heat, and the entropy produced during a thermodynamic free energy perturbation can be viewed in the context of the Crooks and Jarzinsky formalism, revealing that for a given value of the ensemble average of the "irreversible" work, the minimum entropy production corresponded to a Gaussian distribution for the histogram of the work. We propose the evaluation of the free energy difference in any free energy perturbation based scheme on the average irreversible "chemical work" minus the dissipated work that can be calculated from the variance of the distribution of the logarithm of the work histogram, within the Gaussian approximation. As a consequence, using the Gaussian ansatz for the distribution of the "chemical work," accurate estimates for the chemical potential and the free energy of the system can be performed using much shorter simulations and avoiding the necessity of sampling the computational costly tails of the "chemical work." For a more general free energy perturbation scheme that the Gaussian ansatz may not be valid, the free energy calculation can be expressed in terms of the moment generating function of the "chemical work" distribution. Copyright © 2014 Wiley Periodicals, Inc.

Performance assessment of density functional methods with Gaussian and Slater basis sets using 7σ orbital momentum distributions of N2O

NASA Astrophysics Data System (ADS)

Wang, Feng; Pang, Wenning; Duffy, Patrick

2012-12-01

Performance of a number of commonly used density functional methods in chemistry (B3LYP, Bhandh, BP86, PW91, VWN, LB94, PBe0, SAOP and X3LYP and the Hartree-Fock (HF) method) has been assessed using orbital momentum distributions of the 7σ orbital of nitrous oxide (NNO), which models electron behaviour in a chemically significant region. The density functional methods are combined with a number of Gaussian basis sets (Pople's 6-31G*, 6-311G**, DGauss TZVP and Dunning's aug-cc-pVTZ as well as even-tempered Slater basis sets, namely, et-DZPp, et-QZ3P, et-QZ+5P and et-pVQZ). Orbital momentum distributions of the 7σ orbital in the ground electronic state of NNO, which are obtained from a Fourier transform into momentum space from single point electronic calculations employing the above models, are compared with experimental measurement of the same orbital from electron momentum spectroscopy (EMS). The present study reveals information on performance of (a) the density functional methods, (b) Gaussian and Slater basis sets, (c) combinations of the density functional methods and basis sets, that is, the models, (d) orbital momentum distributions, rather than a group of specific molecular properties and (e) the entire region of chemical significance of the orbital. It is found that discrepancies of this orbital between the measured and the calculated occur in the small momentum region (i.e. large r region). In general, Slater basis sets achieve better overall performance than the Gaussian basis sets. Performance of the Gaussian basis sets varies noticeably when combining with different Vxc functionals, but Dunning's augcc-pVTZ basis set achieves the best performance for the momentum distributions of this orbital. The overall performance of the B3LYP and BP86 models is similar to newer models such as X3LYP and SAOP. The present study also demonstrates that the combinations of the density functional methods and the basis sets indeed make a difference in the quality of the calculated orbitals.

Statistical Modeling of Retinal Optical Coherence Tomography.

PubMed

Amini, Zahra; Rabbani, Hossein

2016-06-01

In this paper, a new model for retinal Optical Coherence Tomography (OCT) images is proposed. This statistical model is based on introducing a nonlinear Gaussianization transform to convert the probability distribution function (pdf) of each OCT intra-retinal layer to a Gaussian distribution. The retina is a layered structure and in OCT each of these layers has a specific pdf which is corrupted by speckle noise, therefore a mixture model for statistical modeling of OCT images is proposed. A Normal-Laplace distribution, which is a convolution of a Laplace pdf and Gaussian noise, is proposed as the distribution of each component of this model. The reason for choosing Laplace pdf is the monotonically decaying behavior of OCT intensities in each layer for healthy cases. After fitting a mixture model to the data, each component is gaussianized and all of them are combined by Averaged Maximum A Posterior (AMAP) method. To demonstrate the ability of this method, a new contrast enhancement method based on this statistical model is proposed and tested on thirteen healthy 3D OCTs taken by the Topcon 3D OCT and five 3D OCTs from Age-related Macular Degeneration (AMD) patients, taken by Zeiss Cirrus HD-OCT. Comparing the results with two contending techniques, the prominence of the proposed method is demonstrated both visually and numerically. Furthermore, to prove the efficacy of the proposed method for a more direct and specific purpose, an improvement in the segmentation of intra-retinal layers using the proposed contrast enhancement method as a preprocessing step, is demonstrated.

A double-gaussian, percentile-based method for estimating maximum blood flow velocity.

PubMed

Marzban, Caren; Illian, Paul R; Morison, David; Mourad, Pierre D

2013-11-01

Transcranial Doppler sonography allows for the estimation of blood flow velocity, whose maximum value, especially at systole, is often of clinical interest. Given that observed values of flow velocity are subject to noise, a useful notion of "maximum" requires a criterion for separating the signal from the noise. All commonly used criteria produce a point estimate (ie, a single value) of maximum flow velocity at any time and therefore convey no information on the distribution or uncertainty of flow velocity. This limitation has clinical consequences especially for patients in vasospasm, whose largest flow velocities can be difficult to measure. Therefore, a method for estimating flow velocity and its uncertainty is desirable. A gaussian mixture model is used to separate the noise from the signal distribution. The time series of a given percentile of the latter, then, provides a flow velocity envelope. This means of estimating the flow velocity envelope naturally allows for displaying several percentiles (e.g., 95th and 99th), thereby conveying uncertainty in the highest flow velocity. Such envelopes were computed for 59 patients and were shown to provide reasonable and useful estimates of the largest flow velocities compared to a standard algorithm. Moreover, we found that the commonly used envelope was generally consistent with the 90th percentile of the signal distribution derived via the gaussian mixture model. Separating the observed distribution of flow velocity into a noise component and a signal component, using a double-gaussian mixture model, allows for the percentiles of the latter to provide meaningful measures of the largest flow velocities and their uncertainty.

Empirical Bayes Gaussian likelihood estimation of exposure distributions from pooled samples in human biomonitoring.

PubMed

Li, Xiang; Kuk, Anthony Y C; Xu, Jinfeng

2014-12-10

Human biomonitoring of exposure to environmental chemicals is important. Individual monitoring is not viable because of low individual exposure level or insufficient volume of materials and the prohibitive cost of taking measurements from many subjects. Pooling of samples is an efficient and cost-effective way to collect data. Estimation is, however, complicated as individual values within each pool are not observed but are only known up to their average or weighted average. The distribution of such averages is intractable when the individual measurements are lognormally distributed, which is a common assumption. We propose to replace the intractable distribution of the pool averages by a Gaussian likelihood to obtain parameter estimates. If the pool size is large, this method produces statistically efficient estimates, but regardless of pool size, the method yields consistent estimates as the number of pools increases. An empirical Bayes (EB) Gaussian likelihood approach, as well as its Bayesian analog, is developed to pool information from various demographic groups by using a mixed-effect formulation. We also discuss methods to estimate the underlying mean-variance relationship and to select a good model for the means, which can be incorporated into the proposed EB or Bayes framework. By borrowing strength across groups, the EB estimator is more efficient than the individual group-specific estimator. Simulation results show that the EB Gaussian likelihood estimates outperform a previous method proposed for the National Health and Nutrition Examination Surveys with much smaller bias and better coverage in interval estimation, especially after correction of bias. Copyright © 2014 John Wiley & Sons, Ltd.

Application of a sparseness constraint in multivariate curve resolution - Alternating least squares.

PubMed

Hugelier, Siewert; Piqueras, Sara; Bedia, Carmen; de Juan, Anna; Ruckebusch, Cyril

2018-02-13

The use of sparseness in chemometrics is a concept that has increased in popularity. The advantage is, above all, a better interpretability of the results obtained. In this work, sparseness is implemented as a constraint in multivariate curve resolution - alternating least squares (MCR-ALS), which aims at reproducing raw (mixed) data by a bilinear model of chemically meaningful profiles. In many cases, the mixed raw data analyzed are not sparse by nature, but their decomposition profiles can be, as it is the case in some instrumental responses, such as mass spectra, or in concentration profiles linked to scattered distribution maps of powdered samples in hyperspectral images. To induce sparseness in the constrained profiles, one-dimensional and/or two-dimensional numerical arrays can be fitted using a basis of Gaussian functions with a penalty on the coefficients. In this work, a least squares regression framework with L 0 -norm penalty is applied. This L 0 -norm penalty constrains the number of non-null coefficients in the fit of the array constrained without having an a priori on the number and their positions. It has been shown that the sparseness constraint induces the suppression of values linked to uninformative channels and noise in MS spectra and improves the location of scattered compounds in distribution maps, resulting in a better interpretability of the constrained profiles. An additional benefit of the sparseness constraint is a lower ambiguity in the bilinear model, since the major presence of null coefficients in the constrained profiles also helps to limit the solutions for the profiles in the counterpart matrix of the MCR bilinear model. Copyright © 2017 Elsevier B.V. All rights reserved.

Comparison of Multidimensional Item Response Models: Multivariate Normal Ability Distributions versus Multivariate Polytomous Ability Distributions. Research Report. ETS RR-08-45

ERIC Educational Resources Information Center

Haberman, Shelby J.; von Davier, Matthias; Lee, Yi-Hsuan

2008-01-01

Multidimensional item response models can be based on multivariate normal ability distributions or on multivariate polytomous ability distributions. For the case of simple structure in which each item corresponds to a unique dimension of the ability vector, some applications of the two-parameter logistic model to empirical data are employed to…

Robust radio interferometric calibration using the t-distribution

NASA Astrophysics Data System (ADS)

Kazemi, S.; Yatawatta, S.

2013-10-01

A major stage of radio interferometric data processing is calibration or the estimation of systematic errors in the data and the correction for such errors. A stochastic error (noise) model is assumed, and in most cases, this underlying model is assumed to be Gaussian. However, outliers in the data due to interference or due to errors in the sky model would have adverse effects on processing based on a Gaussian noise model. Most of the shortcomings of calibration such as the loss in flux or coherence, and the appearance of spurious sources, could be attributed to the deviations of the underlying noise model. In this paper, we propose to improve the robustness of calibration by using a noise model based on Student's t-distribution. Student's t-noise is a special case of Gaussian noise when the variance is unknown. Unlike Gaussian-noise-model-based calibration, traditional least-squares minimization would not directly extend to a case when we have a Student's t-noise model. Therefore, we use a variant of the expectation-maximization algorithm, called the expectation-conditional maximization either algorithm, when we have a Student's t-noise model and use the Levenberg-Marquardt algorithm in the maximization step. We give simulation results to show the robustness of the proposed calibration method as opposed to traditional Gaussian-noise-model-based calibration, especially in preserving the flux of weaker sources that are not included in the calibration model.

Spin-Hall effect in the scattering of structured light from plasmonic nanowire.

PubMed

Sharma, Deepak K; Kumar, Vijay; Vasista, Adarsh B; Chaubey, Shailendra K; Kumar, G V Pavan

2018-06-01

Spin-orbit interactions are subwavelength phenomena that can potentially lead to numerous device-related applications in nanophotonics. Here, we report the spin-Hall effect in the forward scattering of Hermite-Gaussian (HG) and Gaussian beams from a plasmonic nanowire. Asymmetric scattered radiation distribution was observed for circularly polarized beams. Asymmetry in the scattered radiation distribution changes the sign when the polarization handedness inverts. We found a significant enhancement in the spin-Hall effect for a HG beam compared to a Gaussian beam for constant input power. The difference between scattered powers perpendicular to the long axis of the plasmonic nanowire was used to quantify the enhancement. In addition, the nodal line of the HG beam acts as the marker for the spin-Hall shift. Numerical calculations corroborate experimental observations and suggest that the spin flow component of the Poynting vector associated with the circular polarization is responsible for the spin-Hall effect and its enhancement.

A spatial analysis of the dispersion of transportation induced carbon monoxide using the Gaussian line source method

NASA Astrophysics Data System (ADS)

Tarigan, A. P. M.; Suryati, I.; Gusrianti, D.

2018-03-01

The Purpose of this study is to model the spatial distribution of transportation induced carbon monoxide (CO) from a street, i.e. Jl. Singamangaraja, in Medan City using the gaussian line source method with GIS. It is observed that the traffic volume on the Jl. Singamangaraja is 7,591 units/hour in the morning and 7,433 units/hour in the afternoon. The amount emission rate is 49,171.7 µg/m.s in the morning and 46,943.1 µg/m.s in the afternoon. Based on the gaussian line source method, the highest CO concentration is found at the roadside, i.e. 20,340 µg/Nm3 in the morning and 18,340 µg/Nm3 in the afternoon, which are fairly in agreement with those measured in situ. Using GIS, the CO spatial distribution can visually be modeled to observe the affected area.

Quantum key distribution using continuous-variable non-Gaussian states

NASA Astrophysics Data System (ADS)

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

2016-02-01

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

On focusing of a ring ripple on a Gaussian electromagnetic beam in a plasma

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

Misra, Shikha; Mishra, S. K.

In this communication the authors have investigated the focusing of a ring ripple on a Gaussian electromagnetic beam propagating in a plasma, considering each of the three kinds of basic nonlinearities, namely, ponderomotive, collisional, and relativistic. In this analysis, the electric field profile of the propagating beam is assumed to be composed of the radial electric field distribution of the Gaussian beam as well as that of the ring ripple; a paraxial like approach has been adopted to analyze the characteristics of the propagation. Thus, one considers a unique dielectric function for the beam propagation and a radial field sensitivemore » diffraction term, appropriate to the vicinity of the maximum of the irradiance distribution of the ring ripple. Further, the variation of the phase associated with the beam on account of the r independent terms in the eikonal has also been accounted for.« less

Estimation and Control for Linear Systems with Additive Cauchy Noise

DTIC Science & Technology

2013-12-17

man & Hall, New York, 1994. [11] J. L. Speyer and W. H. Chung, Stochastic Processes, Estimation, and Control, SIAM, 2008. [12] Nassim N. Taleb ...Gaussian control algorithms. 18 4 References [1] N. N. Taleb . The Black Swan: The Impact of the Highly Improbable...the multivariable system. The estimator was then evaluated numerically for a third-order example. REFERENCES [1] N. N. Taleb , The Black Swan: The

High-Dimensional Sparse Factor Modeling: Applications in Gene Expression Genomics

PubMed Central

Carvalho, Carlos M.; Chang, Jeffrey; Lucas, Joseph E.; Nevins, Joseph R.; Wang, Quanli; West, Mike

2010-01-01

We describe studies in molecular profiling and biological pathway analysis that use sparse latent factor and regression models for microarray gene expression data. We discuss breast cancer applications and key aspects of the modeling and computational methodology. Our case studies aim to investigate and characterize heterogeneity of structure related to specific oncogenic pathways, as well as links between aggregate patterns in gene expression profiles and clinical biomarkers. Based on the metaphor of statistically derived “factors” as representing biological “subpathway” structure, we explore the decomposition of fitted sparse factor models into pathway subcomponents and investigate how these components overlay multiple aspects of known biological activity. Our methodology is based on sparsity modeling of multivariate regression, ANOVA, and latent factor models, as well as a class of models that combines all components. Hierarchical sparsity priors address questions of dimension reduction and multiple comparisons, as well as scalability of the methodology. The models include practically relevant non-Gaussian/nonparametric components for latent structure, underlying often quite complex non-Gaussianity in multivariate expression patterns. Model search and fitting are addressed through stochastic simulation and evolutionary stochastic search methods that are exemplified in the oncogenic pathway studies. Supplementary supporting material provides more details of the applications, as well as examples of the use of freely available software tools for implementing the methodology. PMID:21218139

Neural network-based nonlinear model predictive control vs. linear quadratic gaussian control

USGS Publications Warehouse

Cho, C.; Vance, R.; Mardi, N.; Qian, Z.; Prisbrey, K.

1997-01-01

One problem with the application of neural networks to the multivariable control of mineral and extractive processes is determining whether and how to use them. The objective of this investigation was to compare neural network control to more conventional strategies and to determine if there are any advantages in using neural network control in terms of set-point tracking, rise time, settling time, disturbance rejection and other criteria. The procedure involved developing neural network controllers using both historical plant data and simulation models. Various control patterns were tried, including both inverse and direct neural network plant models. These were compared to state space controllers that are, by nature, linear. For grinding and leaching circuits, a nonlinear neural network-based model predictive control strategy was superior to a state space-based linear quadratic gaussian controller. The investigation pointed out the importance of incorporating state space into neural networks by making them recurrent, i.e., feeding certain output state variables into input nodes in the neural network. It was concluded that neural network controllers can have better disturbance rejection, set-point tracking, rise time, settling time and lower set-point overshoot, and it was also concluded that neural network controllers can be more reliable and easy to implement in complex, multivariable plants.

Value of Information Analysis for Time-lapse Seismic Data by Simulation-Regression

NASA Astrophysics Data System (ADS)

Dutta, G.; Mukerji, T.; Eidsvik, J.

2016-12-01

A novel method to estimate the Value of Information (VOI) of time-lapse seismic data in the context of reservoir development is proposed. VOI is a decision analytic metric quantifying the incremental value that would be created by collecting information prior to making a decision under uncertainty. The VOI has to be computed before collecting the information and can be used to justify its collection. Previous work on estimating the VOI of geophysical data has involved explicit approximation of the posterior distribution of reservoir properties given the data and then evaluating the prospect values for that posterior distribution of reservoir properties. Here, we propose to directly estimate the prospect values given the data by building a statistical relationship between them using regression. Various regression techniques such as Partial Least Squares Regression (PLSR), Multivariate Adaptive Regression Splines (MARS) and k-Nearest Neighbors (k-NN) are used to estimate the VOI, and the results compared. For a univariate Gaussian case, the VOI obtained from simulation-regression has been shown to be close to the analytical solution. Estimating VOI by simulation-regression is much less computationally expensive since the posterior distribution of reservoir properties given each possible dataset need not be modeled and the prospect values need not be evaluated for each such posterior distribution of reservoir properties. This method is flexible, since it does not require rigid model specification of posterior but rather fits conditional expectations non-parametrically from samples of values and data.

Statistical analysis of latent generalized correlation matrix estimation in transelliptical distribution

PubMed Central

Han, Fang; Liu, Han

2016-01-01

Correlation matrix plays a key role in many multivariate methods (e.g., graphical model estimation and factor analysis). The current state-of-the-art in estimating large correlation matrices focuses on the use of Pearson’s sample correlation matrix. Although Pearson’s sample correlation matrix enjoys various good properties under Gaussian models, its not an effective estimator when facing heavy-tail distributions with possible outliers. As a robust alternative, Han and Liu (2013b) advocated the use of a transformed version of the Kendall’s tau sample correlation matrix in estimating high dimensional latent generalized correlation matrix under the transelliptical distribution family (or elliptical copula). The transelliptical family assumes that after unspecified marginal monotone transformations, the data follow an elliptical distribution. In this paper, we study the theoretical properties of the Kendall’s tau sample correlation matrix and its transformed version proposed in Han and Liu (2013b) for estimating the population Kendall’s tau correlation matrix and the latent Pearson’s correlation matrix under both spectral and restricted spectral norms. With regard to the spectral norm, we highlight the role of “effective rank” in quantifying the rate of convergence. With regard to the restricted spectral norm, we for the first time present a “sign subgaussian condition” which is sufficient to guarantee that the rank-based correlation matrix estimator attains the optimal rate of convergence. In both cases, we do not need any moment condition. PMID:28337068

Seismic Modeling Of Reservoir Heterogeneity Scales: An Application To Gas Hydrate Reservoirs

NASA Astrophysics Data System (ADS)

Huang, J.; Bellefleur, G.; Milkereit, B.

2008-12-01

Natural gas hydrates, a type of inclusion compound or clathrate, are composed of gas molecules trapped within a cage of water molecules. The occurrence of gas hydrates in permafrost regions has been confirmed by core samples recovered from the Mallik gas hydrate research wells located within Mackenzie Delta in Northwest Territories of Canada. Strong vertical variations of compressional and shear sonic velocities and weak surface seismic expressions of gas hydrates indicate that lithological heterogeneities control the distribution of hydrates. Seismic scattering studies predict that typical scales and strong physical contrasts due to gas hydrate concentration will generate strong forward scattering, leaving only weak energy captured by surface receivers. In order to understand the distribution of hydrates and the seismic scattering effects, an algorithm was developed to construct heterogeneous petrophysical reservoir models. The algorithm was based on well logs showing power law features and Gaussian or Non-Gaussian probability density distribution, and was designed to honor the whole statistical features of well logs such as the characteristic scales and the correlation among rock parameters. Multi-dimensional and multi-variable heterogeneous models representing the same statistical properties were constructed and applied to the heterogeneity analysis of gas hydrate reservoirs. The petrophysical models provide the platform to estimate rock physics properties as well as to study the impact of seismic scattering, wave mode conversion, and their integration on wave behavior in heterogeneous reservoirs. Using the Biot-Gassmann theory, the statistical parameters obtained from Mallik 5L-38, and the correlation length estimated from acoustic impedance inversion, gas hydrate volume fraction in Mallik area was estimated to be 1.8%, approximately 2x108 m3 natural gas stored in a hydrate bearing interval within 0.25 km2 lateral extension and between 889 m and 1115 m depth. With parallel 3-D viscoelastic Finite Difference (FD) software, we conducted a 3D numerical experiment of near offset Vertical Seismic Profile. The synthetic results implied that the strong attenuation observed in the field data might be caused by the scattering.

Some Recent Developments on Complex Multivariate Distributions

ERIC Educational Resources Information Center

Krishnaiah, P. R.

1976-01-01

In this paper, the author gives a review of the literature on complex multivariate distributions. Some new results on these distributions are also given. Finally, the author discusses the applications of the complex multivariate distributions in the area of the inference on multiple time series. (Author)

Photogrammetry: An available surface characterization tool for solar concentrators. Part 2: Assessment of surfaces

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

Shortis, M.; Johnston, G.

1997-11-01

In a previous paper, the results of photogrammetric measurements of a number of paraboloidal reflecting surfaces were presented. These results showed that photogrammetry can provide three-dimensional surface characterizations of such solar concentrators. The present paper describes the assessment of the quality of these surfaces as a derivation of the photogrammetrically produced surface coordinates. Statistical analysis of the z-coordinate distribution of errors indicates that these generally conform to a univariate Gaussian distribution, while the numerical assessment of the surface normal vectors on these surfaces indicates that the surface normal deviations appear to follow an approximately bivariate Gaussian distribution. Ray tracing ofmore » the measured surfaces to predict the expected flux distribution at the focal point of the 400 m{sup 2} dish show a close correlation with the videographically measured flux distribution at the focal point of the dish.« less

The Form, and Some Robustness Properties of Integrated Distance Estimators for Linear Models, Applied to Some Published Data Sets.

DTIC Science & Technology

1982-06-01

observation in our framework is the pair (y,x) with x considered given. The influence function for 52 at the Gaussian distribution with mean xB and variance...3/2 - (1+22)o2 2) 1+2x\\/2 x’) 2(3-9) (1+2X) This influence function is bounded in the residual y-xS, and redescends to an asymptote greater than...version of the influence function for B at the Gaussian distribution, given the x. and x, is defined as the normalized differenceJ (see Barnett and

Self-repeating properties of four-petal Gaussian vortex beams in quadratic index medium

NASA Astrophysics Data System (ADS)

Zou, Defeng; Li, Xiaohui; Chai, Tong; Zheng, Hairong

2018-05-01

In this paper, we investigate the propagation properties of four-petal Gaussian vortex (FPGV) beams propagating through the quadratic index medium, obtaining the analytical expression of FPGV beams. The effects of beam order n, topological charge m and beam waist ω0 are investigated. Results show that quadratic index medium support periodic distributions of FPGV beams. A hollow optical wall or an optical central principal maximum surrounded by symmetrical sidelobes will occur at the center of a period. At length, they will evolve into four petals structure, exactly same as the intensity distributions at source plane.

An empirical analysis of the distribution of the duration of overshoots in a stationary gaussian stochastic process

NASA Technical Reports Server (NTRS)

Parrish, R. S.; Carter, M. C.

1974-01-01

This analysis utilizes computer simulation and statistical estimation. Realizations of stationary gaussian stochastic processes with selected autocorrelation functions are computer simulated. Analysis of the simulated data revealed that the mean and the variance of a process were functionally dependent upon the autocorrelation parameter and crossing level. Using predicted values for the mean and standard deviation, by the method of moments, the distribution parameters was estimated. Thus, given the autocorrelation parameter, crossing level, mean, and standard deviation of a process, the probability of exceeding the crossing level for a particular length of time was calculated.

SAMBA: Sparse Approximation of Moment-Based Arbitrary Polynomial Chaos

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

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

2016-09-01

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

SAMBA: Sparse Approximation of Moment-Based Arbitrary Polynomial Chaos

NASA Astrophysics Data System (ADS)

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

2016-09-01

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

The Gaussian CL s method for searches of new physics

DOE PAGES

Qian, X.; Tan, A.; Ling, J. J.; ...

2016-04-23

Here we describe a method based on the CL s approach to present results in searches of new physics, under the condition that the relevant parameter space is continuous. Our method relies on a class of test statistics developed for non-nested hypotheses testing problems, denoted by ΔT, which has a Gaussian approximation to its parent distribution when the sample size is large. This leads to a simple procedure of forming exclusion sets for the parameters of interest, which we call the Gaussian CL s method. Our work provides a self-contained mathematical proof for the Gaussian CL s method, that explicitlymore » outlines the required conditions. These conditions are milder than that required by the Wilks' theorem to set confidence intervals (CIs). We illustrate the Gaussian CL s method in an example of searching for a sterile neutrino, where the CL s approach was rarely used before. We also compare data analysis results produced by the Gaussian CL s method and various CI methods to showcase their differences.« less

Non-Gaussian Methods for Causal Structure Learning.

PubMed

Shimizu, Shohei

2018-05-22

Causal structure learning is one of the most exciting new topics in the fields of machine learning and statistics. In many empirical sciences including prevention science, the causal mechanisms underlying various phenomena need to be studied. Nevertheless, in many cases, classical methods for causal structure learning are not capable of estimating the causal structure of variables. This is because it explicitly or implicitly assumes Gaussianity of data and typically utilizes only the covariance structure. In many applications, however, non-Gaussian data are often obtained, which means that more information may be contained in the data distribution than the covariance matrix is capable of containing. Thus, many new methods have recently been proposed for using the non-Gaussian structure of data and inferring the causal structure of variables. This paper introduces prevention scientists to such causal structure learning methods, particularly those based on the linear, non-Gaussian, acyclic model known as LiNGAM. These non-Gaussian data analysis tools can fully estimate the underlying causal structures of variables under assumptions even in the presence of unobserved common causes. This feature is in contrast to other approaches. A simulated example is also provided.

Kurtosis, skewness, and non-Gaussian cosmological density perturbations

NASA Technical Reports Server (NTRS)

Luo, Xiaochun; Schramm, David N.

1993-01-01

Cosmological topological defects as well as some nonstandard inflation models can give rise to non-Gaussian density perturbations. Skewness and kurtosis are the third and fourth moments that measure the deviation of a distribution from a Gaussian. Measurement of these moments for the cosmological density field and for the microwave background temperature anisotropy can provide a test of the Gaussian nature of the primordial fluctuation spectrum. In the case of the density field, the importance of measuring the kurtosis is stressed since it will be preserved through the weakly nonlinear gravitational evolution epoch. Current constraints on skewness and kurtosis of primeval perturbations are obtained from the observed density contrast on small scales and from recent COBE observations of temperature anisotropies on large scales. It is also shown how, in principle, future microwave anisotropy experiments might be able to reveal the initial skewness and kurtosis. It is shown that present data argue that if the initial spectrum is adiabatic, then it is probably Gaussian, but non-Gaussian isocurvature fluctuations are still allowed, and these are what topological defects provide.

Separation of components from a scale mixture of Gaussian white noises

NASA Astrophysics Data System (ADS)

Vamoş, Călin; Crăciun, Maria

2010-05-01

The time evolution of a physical quantity associated with a thermodynamic system whose equilibrium fluctuations are modulated in amplitude by a slowly varying phenomenon can be modeled as the product of a Gaussian white noise {Zt} and a stochastic process with strictly positive values {Vt} referred to as volatility. The probability density function (pdf) of the process Xt=VtZt is a scale mixture of Gaussian white noises expressed as a time average of Gaussian distributions weighted by the pdf of the volatility. The separation of the two components of {Xt} can be achieved by imposing the condition that the absolute values of the estimated white noise be uncorrelated. We apply this method to the time series of the returns of the daily S&P500 index, which has also been analyzed by means of the superstatistics method that imposes the condition that the estimated white noise be Gaussian. The advantage of our method is that this financial time series is processed without partitioning or removal of the extreme events and the estimated white noise becomes almost Gaussian only as result of the uncorrelation condition.

Gaussian black holes in Rastall gravity

NASA Astrophysics Data System (ADS)

Spallucci, Euro; Smailagic, Anais

In this short note we present the solution of Rastall gravity equations sourced by a Gaussian matter distribution. We find that the black hole metric shares all the common features of other regular, General Relativity BH solutions discussed in the literature: there is no curvature singularity and the Hawking radiation leaves a remnant at zero temperature in the form of a massive ordinary particle.

Comparing Alternative Kernels for the Kernel Method of Test Equating: Gaussian, Logistic, and Uniform Kernels. Research Report. ETS RR-08-12

ERIC Educational Resources Information Center

Lee, Yi-Hsuan; von Davier, Alina A.

2008-01-01

The kernel equating method (von Davier, Holland, & Thayer, 2004) is based on a flexible family of equipercentile-like equating functions that use a Gaussian kernel to continuize the discrete score distributions. While the classical equipercentile, or percentile-rank, equating method carries out the continuization step by linear interpolation,…

Plasma oscillations in spherical Gaussian shaped ultracold neutral plasma

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

Chen, Tianxing; Lu, Ronghua, E-mail: lurh@siom.ac.cn; Guo, Li

2016-04-15

The collective plasma oscillations are investigated in ultracold neutral plasma with a non-uniform density profile. Instead of the plane configuration widely used, we derive the plasma oscillation equations with spherically symmetric distribution and Gaussian density profile. The damping of radial oscillation is found. The Tonks–Dattner resonances of the ultracold neutral plasma with an applied RF field are also calculated.

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

PubMed Central

Yang, Sejung; Lee, Byung-Uk

2015-01-01

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

Normal and tumoral melanocytes exhibit q-Gaussian random search patterns.

PubMed

da Silva, Priscila C A; Rosembach, Tiago V; Santos, Anésia A; Rocha, Márcio S; Martins, Marcelo L

2014-01-01

In multicellular organisms, cell motility is central in all morphogenetic processes, tissue maintenance, wound healing and immune surveillance. Hence, failures in its regulation potentiates numerous diseases. Here, cell migration assays on plastic 2D surfaces were performed using normal (Melan A) and tumoral (B16F10) murine melanocytes in random motility conditions. The trajectories of the centroids of the cell perimeters were tracked through time-lapse microscopy. The statistics of these trajectories was analyzed by building velocity and turn angle distributions, as well as velocity autocorrelations and the scaling of mean-squared displacements. We find that these cells exhibit a crossover from a normal to a super-diffusive motion without angular persistence at long time scales. Moreover, these melanocytes move with non-Gaussian velocity distributions. This major finding indicates that amongst those animal cells supposedly migrating through Lévy walks, some of them can instead perform q-Gaussian walks. Furthermore, our results reveal that B16F10 cells infected by mycoplasmas exhibit essentially the same diffusivity than their healthy counterparts. Finally, a q-Gaussian random walk model was proposed to account for these melanocytic migratory traits. Simulations based on this model correctly describe the crossover to super-diffusivity in the cell migration tracks.

Topology of large-scale structure in seeded hot dark matter models

NASA Technical Reports Server (NTRS)

Beaky, Matthew M.; Scherrer, Robert J.; Villumsen, Jens V.

1992-01-01

The topology of the isodensity surfaces in seeded hot dark matter models, in which static seed masses provide the density perturbations in a universe dominated by massive neutrinos is examined. When smoothed with a Gaussian window, the linear initial conditions in these models show no trace of non-Gaussian behavior for r0 equal to or greater than 5 Mpc (h = 1/2), except for very low seed densities, which show a shift toward isolated peaks. An approximate analytic expression is given for the genus curve expected in linear density fields from randomly distributed seed masses. The evolved models have a Gaussian topology for r0 = 10 Mpc, but show a shift toward a cellular topology with r0 = 5 Mpc; Gaussian models with an identical power spectrum show the same behavior.

Robust Bayesian clustering.

PubMed

Archambeau, Cédric; Verleysen, Michel

2007-01-01

A new variational Bayesian learning algorithm for Student-t mixture models is introduced. This algorithm leads to (i) robust density estimation, (ii) robust clustering and (iii) robust automatic model selection. Gaussian mixture models are learning machines which are based on a divide-and-conquer approach. They are commonly used for density estimation and clustering tasks, but are sensitive to outliers. The Student-t distribution has heavier tails than the Gaussian distribution and is therefore less sensitive to any departure of the empirical distribution from Gaussianity. As a consequence, the Student-t distribution is suitable for constructing robust mixture models. In this work, we formalize the Bayesian Student-t mixture model as a latent variable model in a different way from Svensén and Bishop [Svensén, M., & Bishop, C. M. (2005). Robust Bayesian mixture modelling. Neurocomputing, 64, 235-252]. The main difference resides in the fact that it is not necessary to assume a factorized approximation of the posterior distribution on the latent indicator variables and the latent scale variables in order to obtain a tractable solution. Not neglecting the correlations between these unobserved random variables leads to a Bayesian model having an increased robustness. Furthermore, it is expected that the lower bound on the log-evidence is tighter. Based on this bound, the model complexity, i.e. the number of components in the mixture, can be inferred with a higher confidence.

A new multivariate zero-adjusted Poisson model with applications to biomedicine.

PubMed

Liu, Yin; Tian, Guo-Liang; Tang, Man-Lai; Yuen, Kam Chuen

2018-05-25

Recently, although advances were made on modeling multivariate count data, existing models really has several limitations: (i) The multivariate Poisson log-normal model (Aitchison and Ho, ) cannot be used to fit multivariate count data with excess zero-vectors; (ii) The multivariate zero-inflated Poisson (ZIP) distribution (Li et al., 1999) cannot be used to model zero-truncated/deflated count data and it is difficult to apply to high-dimensional cases; (iii) The Type I multivariate zero-adjusted Poisson (ZAP) distribution (Tian et al., 2017) could only model multivariate count data with a special correlation structure for random components that are all positive or negative. In this paper, we first introduce a new multivariate ZAP distribution, based on a multivariate Poisson distribution, which allows the correlations between components with a more flexible dependency structure, that is some of the correlation coefficients could be positive while others could be negative. We then develop its important distributional properties, and provide efficient statistical inference methods for multivariate ZAP model with or without covariates. Two real data examples in biomedicine are used to illustrate the proposed methods. © 2018 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim.

A Review of Multivariate Distributions for Count Data Derived from the Poisson Distribution.

PubMed

Inouye, David; Yang, Eunho; Allen, Genevera; Ravikumar, Pradeep

2017-01-01

The Poisson distribution has been widely studied and used for modeling univariate count-valued data. Multivariate generalizations of the Poisson distribution that permit dependencies, however, have been far less popular. Yet, real-world high-dimensional count-valued data found in word counts, genomics, and crime statistics, for example, exhibit rich dependencies, and motivate the need for multivariate distributions that can appropriately model this data. We review multivariate distributions derived from the univariate Poisson, categorizing these models into three main classes: 1) where the marginal distributions are Poisson, 2) where the joint distribution is a mixture of independent multivariate Poisson distributions, and 3) where the node-conditional distributions are derived from the Poisson. We discuss the development of multiple instances of these classes and compare the models in terms of interpretability and theory. Then, we empirically compare multiple models from each class on three real-world datasets that have varying data characteristics from different domains, namely traffic accident data, biological next generation sequencing data, and text data. These empirical experiments develop intuition about the comparative advantages and disadvantages of each class of multivariate distribution that was derived from the Poisson. Finally, we suggest new research directions as explored in the subsequent discussion section.

Conductance fluctuation of edge-disordered graphene nanoribbons: Crossover from diffusive transport to Anderson localization

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

Takashima, Kengo; Yamamoto, Takahiro, E-mail: takahiro@rs.tus.ac.jp; Department of Liberal Arts

Conductance fluctuation of edge-disordered graphene nanoribbons (ED-GNRs) is examined using the non-equilibrium Green's function technique combined with the extended Hückel approximation. The mean free path λ and the localization length ξ of the ED-GNRs are determined to classify the quantum transport regimes. In the diffusive regime where the length L{sub c} of the ED-GNRs is much longer than λ and much shorter than ξ, the conductance histogram is given by a Gaussian distribution function with universal conductance fluctuation. In the localization regime where L{sub c}≫ξ, the histogram is no longer the universal Gaussian distribution but a lognormal distribution that characterizesmore » Anderson localization.« less

Multiple scattering and the density distribution of a Cs MOT.

PubMed

Overstreet, K; Zabawa, P; Tallant, J; Schwettmann, A; Shaffer, J

2005-11-28

Multiple scattering is studied in a Cs magneto-optical trap (MOT). We use two Abel inversion algorithms to recover density distributions of the MOT from fluorescence images. Deviations of the density distribution from a Gaussian are attributed to multiple scattering.

A Robust Bayesian Approach for Structural Equation Models with Missing Data

ERIC Educational Resources Information Center

Lee, Sik-Yum; Xia, Ye-Mao

2008-01-01

In this paper, normal/independent distributions, including but not limited to the multivariate t distribution, the multivariate contaminated distribution, and the multivariate slash distribution, are used to develop a robust Bayesian approach for analyzing structural equation models with complete or missing data. In the context of a nonlinear…

Response measurement by laser Doppler vibrometry in vibration qualification tests with non-Gaussian random excitation

NASA Astrophysics Data System (ADS)

Troncossi, M.; Di Sante, R.; Rivola, A.

2016-10-01

In the field of vibration qualification testing, random excitations are typically imposed on the tested system in terms of a power spectral density (PSD) profile. This is the one of the most popular ways to control the shaker or slip table for durability tests. However, these excitations (and the corresponding system responses) exhibit a Gaussian probability distribution, whereas not all real-life excitations are Gaussian, causing the response to be also non-Gaussian. In order to introduce non-Gaussian peaks, a further parameter, i.e., kurtosis, has to be controlled in addition to the PSD. However, depending on the specimen behaviour and input signal characteristics, the use of non-Gaussian excitations with high kurtosis and a given PSD does not automatically imply a non-Gaussian stress response. For an experimental investigation of these coupled features, suitable measurement methods need to be developed in order to estimate the stress amplitude response at critical failure locations and consequently evaluate the input signals most representative for real-life, non-Gaussian excitations. In this paper, a simple test rig with a notched cantilevered specimen was developed to measure the response and examine the kurtosis values in the case of stationary Gaussian, stationary non-Gaussian, and burst non-Gaussian excitation signals. The laser Doppler vibrometry technique was used in this type of test for the first time, in order to estimate the specimen stress amplitude response as proportional to the differential displacement measured at the notch section ends. A method based on the use of measurements using accelerometers to correct for the occasional signal dropouts occurring during the experiment is described. The results demonstrate the ability of the test procedure to evaluate the output signal features and therefore to select the most appropriate input signal for the fatigue test.

Discriminating between Light- and Heavy-Tailed Distributions with Limit Theorem.

PubMed

Burnecki, Krzysztof; Wylomanska, Agnieszka; Chechkin, Aleksei

2015-01-01

In this paper we propose an algorithm to distinguish between light- and heavy-tailed probability laws underlying random datasets. The idea of the algorithm, which is visual and easy to implement, is to check whether the underlying law belongs to the domain of attraction of the Gaussian or non-Gaussian stable distribution by examining its rate of convergence. The method allows to discriminate between stable and various non-stable distributions. The test allows to differentiate between distributions, which appear the same according to standard Kolmogorov-Smirnov test. In particular, it helps to distinguish between stable and Student's t probability laws as well as between the stable and tempered stable, the cases which are considered in the literature as very cumbersome. Finally, we illustrate the procedure on plasma data to identify cases with so-called L-H transition.

Work distributions for random sudden quantum quenches

NASA Astrophysics Data System (ADS)

Łobejko, Marcin; Łuczka, Jerzy; Talkner, Peter

2017-05-01

The statistics of work performed on a system by a sudden random quench is investigated. Considering systems with finite dimensional Hilbert spaces we model a sudden random quench by randomly choosing elements from a Gaussian unitary ensemble (GUE) consisting of Hermitian matrices with identically, Gaussian distributed matrix elements. A probability density function (pdf) of work in terms of initial and final energy distributions is derived and evaluated for a two-level system. Explicit results are obtained for quenches with a sharply given initial Hamiltonian, while the work pdfs for quenches between Hamiltonians from two independent GUEs can only be determined in explicit form in the limits of zero and infinite temperature. The same work distribution as for a sudden random quench is obtained for an adiabatic, i.e., infinitely slow, protocol connecting the same initial and final Hamiltonians.

Analytical approach of laser beam propagation in the hollow polygonal light pipe.

PubMed

Zhu, Guangzhi; Zhu, Xiao; Zhu, Changhong

2013-08-10

An analytical method of researching the light distribution properties on the output end of a hollow n-sided polygonal light pipe and a light source with a Gaussian distribution is developed. The mirror transformation matrices and a special algorithm of removing void virtual images are created to acquire the location and direction vector of each effective virtual image on the entrance plane. The analytical method is demonstrated by Monte Carlo ray tracing. At the same time, four typical cases are discussed. The analytical results indicate that the uniformity of light distribution varies with the structural and optical parameters of the hollow n-sided polygonal light pipe and light source with a Gaussian distribution. The analytical approach will be useful to design and choose the hollow n-sided polygonal light pipe, especially for high-power laser beam homogenization techniques.

Discriminating between Light- and Heavy-Tailed Distributions with Limit Theorem

PubMed Central

Chechkin, Aleksei

2015-01-01

In this paper we propose an algorithm to distinguish between light- and heavy-tailed probability laws underlying random datasets. The idea of the algorithm, which is visual and easy to implement, is to check whether the underlying law belongs to the domain of attraction of the Gaussian or non-Gaussian stable distribution by examining its rate of convergence. The method allows to discriminate between stable and various non-stable distributions. The test allows to differentiate between distributions, which appear the same according to standard Kolmogorov–Smirnov test. In particular, it helps to distinguish between stable and Student’s t probability laws as well as between the stable and tempered stable, the cases which are considered in the literature as very cumbersome. Finally, we illustrate the procedure on plasma data to identify cases with so-called L-H transition. PMID:26698863

Non-Gaussian Nature of Fracture and the Survival of Fat-Tail Exponents

NASA Astrophysics Data System (ADS)

Tallakstad, Ken Tore; Toussaint, Renaud; Santucci, Stephane; Måløy, Knut Jørgen

2013-04-01

We study the fluctuations of the global velocity Vl(t), computed at various length scales l, during the intermittent mode-I propagation of a crack front. The statistics converge to a non-Gaussian distribution, with an asymmetric shape and a fat tail. This breakdown of the central limit theorem (CLT) is due to the diverging variance of the underlying local crack front velocity distribution, displaying a power law tail. Indeed, by the application of a generalized CLT, the full shape of our experimental velocity distribution at large scale is shown to follow the stable Levy distribution, which preserves the power law tail exponent under upscaling. This study aims to demonstrate in general for crackling noise systems how one can infer the complete scale dependence of the activity—and extreme event distributions—by measuring only at a global scale.

Generation of low-divergence laser beams

DOEpatents

Kronberg, J.W.

1993-09-14

Apparatus for transforming a conventional beam of coherent light, having a Gaussian energy distribution and relatively high divergence, into a beam in which the energy distribution approximates a single, non-zero-order Bessel function and which therefore has much lower divergence. The apparatus comprises a zone plate having transmitting and reflecting zones defined by the pattern of light interference produced by the combination of a beam of coherent light with a Gaussian energy distribution and one having such a Bessel distribution. The interference pattern between the two beams is a concentric array of multiple annuli, and is preferably recorded as a hologram. The hologram is then used to form the transmitting and reflecting zones by photo-etching portions of a reflecting layer deposited on a plate made of a transmitting material. A Bessel beam, containing approximately 50% of the energy of the incident beam, is produced by passing a Gaussian beam through such a Bessel zone plate. The reflected beam, also containing approximately 50% of the incident beam energy and having a Bessel energy distribution, can be redirected in the same direction and parallel to the transmitted beam. Alternatively, a filter similar to the Bessel zone plate can be placed within the resonator cavity of a conventional laser system having a front mirror and a rear mirror, preferably axially aligned with the mirrors and just inside the front mirror to generate Bessel energy distribution light beams at the laser source. 11 figures.

MEMD-enhanced multivariate fuzzy entropy for the evaluation of complexity in biomedical signals.

PubMed

Azami, Hamed; Smith, Keith; Escudero, Javier

2016-08-01

Multivariate multiscale entropy (mvMSE) has been proposed as a combination of the coarse-graining process and multivariate sample entropy (mvSE) to quantify the irregularity of multivariate signals. However, both the coarse-graining process and mvSE may not be reliable for short signals. Although the coarse-graining process can be replaced with multivariate empirical mode decomposition (MEMD), the relative instability of mvSE for short signals remains a problem. Here, we address this issue by proposing the multivariate fuzzy entropy (mvFE) with a new fuzzy membership function. The results using white Gaussian noise show that the mvFE leads to more reliable and stable results, especially for short signals, in comparison with mvSE. Accordingly, we propose MEMD-enhanced mvFE to quantify the complexity of signals. The characteristics of brain regions influenced by partial epilepsy are investigated by focal and non-focal electroencephalogram (EEG) time series. In this sense, the proposed MEMD-enhanced mvFE and mvSE are employed to discriminate focal EEG signals from non-focal ones. The results demonstrate the MEMD-enhanced mvFE values have a smaller coefficient of variation in comparison with those obtained by the MEMD-enhanced mvSE, even for long signals. The results also show that the MEMD-enhanced mvFE has better performance to quantify focal and non-focal signals compared with multivariate multiscale permutation entropy.

Multivariate Statistical Postprocessing of Ensemble Forcasts of Precipitation and Temperature over four River Basins in California

NASA Astrophysics Data System (ADS)

Scheuerer, Michael; Hamill, Thomas M.; Whitin, Brett; He, Minxue; Henkel, Arthur

2017-04-01

Hydrological forecasts strongly rely on predictions of precipitation amounts and temperature as meteorological inputs to hydrological models. Ensemble weather predictions provide a number of different scenarios that reflect the uncertainty about these meteorological inputs, but are often biased and underdispersive, and therefore require statistical postprocessing. In hydrological applications it is crucial that spatial and temporal (i.e. between different forecast lead times) dependencies as well as dependence between the two weather variables is adequately represented by the recalibrated forecasts. We present a study with temperature and precipitation forecasts over four river basins over California that are postprocessed with a variant of the nonhomogeneous Gaussian regression method (Gneiting et al., 2005) and the censored, shifted gamma distribution approach (Scheuerer and Hamill, 2015) respectively. For modelling spatial, temporal and inter-variable dependence we propose a variant of the Schaake Shuffle (Clark et al., 2005) that uses spatio-temporal trajectories of observed temperture and precipitation as a dependence template, and chooses the historic dates in such a way that the divergence between the marginal distributions of these trajectories and the univariate forecast distributions is minimized. For the four river basins considered in our study, this new multivariate modelling technique consistently improves upon the Schaake Shuffle and yields reliable spatio-temporal forecast trajectories of temperature and precipitation that can be used to force hydrological forecast systems. References: Clark, M., Gangopadhyay, S., Hay, L., Rajagopalan, B., Wilby, R., 2004. The Schaake Shuffle: A method for reconstructing space-time variability in forecasted precipitation and temperature fields. Journal of Hydrometeorology, 5, pp.243-262. Gneiting, T., Raftery, A.E., Westveld, A.H., Goldman, T., 2005. Calibrated probabilistic forecasting using ensemble model output statistics and minimum CRPS. Monthly Weather Review, 133, pp.1098-1118. Scheuerer, M., Hamill, T.M., 2015. Statistical postprocessing of ensemble precipitation forecasts by fitting censored, shifted gamma distributions. Monthly Weather Review, 143, pp.4578-4596. Scheuerer, M., Hamill, T.M., Whitin, B., He, M., and Henkel, A., 2016: A method for preferential selection of dates in the Schaake shuffle approach to constructing spatio-temporal forecast fields of temperature and precipitation. Water Resources Research, submitted.

Non-Gaussian noise-weakened stability in a foraging colony system with time delay

NASA Astrophysics Data System (ADS)

Dong, Xiaohui; Zeng, Chunhua; Yang, Fengzao; Guan, Lin; Xie, Qingshuang; Duan, Weilong

2018-02-01

In this paper, the dynamical properties in a foraging colony system with time delay and non-Gaussian noise were investigated. Using delay Fokker-Planck approach, the stationary probability distribution (SPD), the associated relaxation time (ART) and normalization correlation function (NCF) are obtained, respectively. The results show that: (i) the time delay and non-Gaussian noise can induce transition from a single peak to double peaks in the SPD, i.e., a type of bistability occurring in a foraging colony system where time delay and non-Gaussian noise not only cause transitions between stable states, but also construct the states themselves. Numerical simulations are presented and are in good agreement with the approximate theoretical results; (ii) there exists a maximum in the ART as a function of the noise intensity, this maximum for ART is identified as the characteristic of the non-Gaussian noise-weakened stability of the foraging colonies in the steady state; (iii) the ART as a function of the noise correlation time exhibits a maximum and a minimum, where the minimum for ART is identified as the signature of the non-Gaussian noise-enhanced stability of the foraging colonies; and (iv) the time delay can enhance the stability of the foraging colonies in the steady state, while the departure from Gaussian noise can weaken it, namely, the time delay and departure from Gaussian noise play opposite roles in ART or NCF.

On the insufficiency of arbitrarily precise covariance matrices: non-Gaussian weak-lensing likelihoods

NASA Astrophysics Data System (ADS)

Sellentin, Elena; Heavens, Alan F.

2018-01-01

We investigate whether a Gaussian likelihood, as routinely assumed in the analysis of cosmological data, is supported by simulated survey data. We define test statistics, based on a novel method that first destroys Gaussian correlations in a data set, and then measures the non-Gaussian correlations that remain. This procedure flags pairs of data points that depend on each other in a non-Gaussian fashion, and thereby identifies where the assumption of a Gaussian likelihood breaks down. Using this diagnosis, we find that non-Gaussian correlations in the CFHTLenS cosmic shear correlation functions are significant. With a simple exclusion of the most contaminated data points, the posterior for s8 is shifted without broadening, but we find no significant reduction in the tension with s8 derived from Planck cosmic microwave background data. However, we also show that the one-point distributions of the correlation statistics are noticeably skewed, such that sound weak-lensing data sets are intrinsically likely to lead to a systematically low lensing amplitude being inferred. The detected non-Gaussianities get larger with increasing angular scale such that for future wide-angle surveys such as Euclid or LSST, with their very small statistical errors, the large-scale modes are expected to be increasingly affected. The shifts in posteriors may then not be negligible and we recommend that these diagnostic tests be run as part of future analyses.

Detection methods for non-Gaussian gravitational wave stochastic backgrounds

NASA Astrophysics Data System (ADS)

Drasco, Steve; Flanagan, Éanna É.

2003-04-01

A gravitational wave stochastic background can be produced by a collection of independent gravitational wave events. There are two classes of such backgrounds, one for which the ratio of the average time between events to the average duration of an event is small (i.e., many events are on at once), and one for which the ratio is large. In the first case the signal is continuous, sounds something like a constant hiss, and has a Gaussian probability distribution. In the second case, the discontinuous or intermittent signal sounds something like popcorn popping, and is described by a non-Gaussian probability distribution. In this paper we address the issue of finding an optimal detection method for such a non-Gaussian background. As a first step, we examine the idealized situation in which the event durations are short compared to the detector sampling time, so that the time structure of the events cannot be resolved, and we assume white, Gaussian noise in two collocated, aligned detectors. For this situation we derive an appropriate version of the maximum likelihood detection statistic. We compare the performance of this statistic to that of the standard cross-correlation statistic both analytically and with Monte Carlo simulations. In general the maximum likelihood statistic performs better than the cross-correlation statistic when the stochastic background is sufficiently non-Gaussian, resulting in a gain factor in the minimum gravitational-wave energy density necessary for detection. This gain factor ranges roughly between 1 and 3, depending on the duty cycle of the background, for realistic observing times and signal strengths for both ground and space based detectors. The computational cost of the statistic, although significantly greater than that of the cross-correlation statistic, is not unreasonable. Before the statistic can be used in practice with real detector data, further work is required to generalize our analysis to accommodate separated, misaligned detectors with realistic, colored, non-Gaussian noise.

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

NASA Astrophysics Data System (ADS)

Kim, Ji Hye; Ahn, Il Jun; Nam, Woo Hyun; Ra, Jong Beom

2015-02-01

Positron emission tomography (PET) images usually suffer from a noticeable amount of statistical noise. In order to reduce this noise, a post-filtering process is usually adopted. However, the performance of this approach is limited because the denoising process is mostly performed on the basis of the Gaussian random noise. It has been reported that in a PET image reconstructed by the expectation-maximization (EM), the noise variance of each voxel depends on its mean value, unlike in the case of Gaussian noise. In addition, we observe that the variance also varies with the spatial sensitivity distribution in a PET system, which reflects both the solid angle determined by a given scanner geometry and the attenuation information of a scanned object. Thus, if a post-filtering process based on the Gaussian random noise is applied to PET images without consideration of the noise characteristics along with the spatial sensitivity distribution, the spatially variant non-Gaussian noise cannot be reduced effectively. In the proposed framework, to effectively reduce the noise in PET images reconstructed by the 3-D ordinary Poisson ordered subset EM (3-D OP-OSEM), we first denormalize an image according to the sensitivity of each voxel so that the voxel mean value can represent its statistical properties reliably. Based on our observation that each noisy denormalized voxel has a linear relationship between the mean and variance, we try to convert this non-Gaussian noise image to a Gaussian noise image. We then apply a block matching 4-D algorithm that is optimized for noise reduction of the Gaussian noise image, and reconvert and renormalize the result to obtain a final denoised image. Using simulated phantom data and clinical patient data, we demonstrate that the proposed framework can effectively suppress the noise over the whole region of a PET image while minimizing degradation of the image resolution.

Accounting for Non-Gaussian Sources of Spatial Correlation in Parametric Functional Magnetic Resonance Imaging Paradigms II: A Method to Obtain First-Level Analysis Residuals with Uniform and Gaussian Spatial Autocorrelation Function and Independent and Identically Distributed Time-Series.

PubMed

Gopinath, Kaundinya; Krishnamurthy, Venkatagiri; Lacey, Simon; Sathian, K

2018-02-01

In a recent study Eklund et al. have shown that cluster-wise family-wise error (FWE) rate-corrected inferences made in parametric statistical method-based functional magnetic resonance imaging (fMRI) studies over the past couple of decades may have been invalid, particularly for cluster defining thresholds less stringent than p < 0.001; principally because the spatial autocorrelation functions (sACFs) of fMRI data had been modeled incorrectly to follow a Gaussian form, whereas empirical data suggest otherwise. Hence, the residuals from general linear model (GLM)-based fMRI activation estimates in these studies may not have possessed a homogenously Gaussian sACF. Here we propose a method based on the assumption that heterogeneity and non-Gaussianity of the sACF of the first-level GLM analysis residuals, as well as temporal autocorrelations in the first-level voxel residual time-series, are caused by unmodeled MRI signal from neuronal and physiological processes as well as motion and other artifacts, which can be approximated by appropriate decompositions of the first-level residuals with principal component analysis (PCA), and removed. We show that application of this method yields GLM residuals with significantly reduced spatial correlation, nearly Gaussian sACF and uniform spatial smoothness across the brain, thereby allowing valid cluster-based FWE-corrected inferences based on assumption of Gaussian spatial noise. We further show that application of this method renders the voxel time-series of first-level GLM residuals independent, and identically distributed across time (which is a necessary condition for appropriate voxel-level GLM inference), without having to fit ad hoc stochastic colored noise models. Furthermore, the detection power of individual subject brain activation analysis is enhanced. This method will be especially useful for case studies, which rely on first-level GLM analysis inferences.

Comparing Approaches to Deal With Non-Gaussianity of Rainfall Data in Kriging-Based Radar-Gauge Rainfall Merging

NASA Astrophysics Data System (ADS)

Cecinati, F.; Wani, O.; Rico-Ramirez, M. A.

2017-11-01

Merging radar and rain gauge rainfall data is a technique used to improve the quality of spatial rainfall estimates and in particular the use of Kriging with External Drift (KED) is a very effective radar-rain gauge rainfall merging technique. However, kriging interpolations assume Gaussianity of the process. Rainfall has a strongly skewed, positive, probability distribution, characterized by a discontinuity due to intermittency. In KED rainfall residuals are used, implicitly calculated as the difference between rain gauge data and a linear function of the radar estimates. Rainfall residuals are non-Gaussian as well. The aim of this work is to evaluate the impact of applying KED to non-Gaussian rainfall residuals, and to assess the best techniques to improve Gaussianity. We compare Box-Cox transformations with λ parameters equal to 0.5, 0.25, and 0.1, Box-Cox with time-variant optimization of λ, normal score transformation, and a singularity analysis technique. The results suggest that Box-Cox with λ = 0.1 and the singularity analysis is not suitable for KED. Normal score transformation and Box-Cox with optimized λ, or λ = 0.25 produce satisfactory results in terms of Gaussianity of the residuals, probability distribution of the merged rainfall products, and rainfall estimate quality, when validated through cross-validation. However, it is observed that Box-Cox transformations are strongly dependent on the temporal and spatial variability of rainfall and on the units used for the rainfall intensity. Overall, applying transformations results in a quantitative improvement of the rainfall estimates only if the correct transformations for the specific data set are used.

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

PubMed

Le Boedec, Kevin

2016-12-01

According to international guidelines, parametric methods must be chosen for RI construction when the sample size is small and the distribution is Gaussian. However, normality tests may not be accurate at small sample size. The purpose of the study was to evaluate normality test performance to properly identify samples extracted from a Gaussian population at small sample sizes, and assess the consequences on RI accuracy of applying parametric methods to samples that falsely identified the parent population as Gaussian. Samples of n = 60 and n = 30 values were randomly selected 100 times from simulated Gaussian, lognormal, and asymmetric populations of 10,000 values. The sensitivity and specificity of 4 normality tests were compared. Reference intervals were calculated using 6 different statistical methods from samples that falsely identified the parent population as Gaussian, and their accuracy was compared. Shapiro-Wilk and D'Agostino-Pearson tests were the best performing normality tests. However, their specificity was poor at sample size n = 30 (specificity for P < .05: .51 and .50, respectively). The best significance levels identified when n = 30 were 0.19 for Shapiro-Wilk test and 0.18 for D'Agostino-Pearson test. Using parametric methods on samples extracted from a lognormal population but falsely identified as Gaussian led to clinically relevant inaccuracies. At small sample size, normality tests may lead to erroneous use of parametric methods to build RI. Using nonparametric methods (or alternatively Box-Cox transformation) on all samples regardless of their distribution or adjusting, the significance level of normality tests depending on sample size would limit the risk of constructing inaccurate RI. © 2016 American Society for Veterinary Clinical Pathology.

Hypo- and hyperglycemia in relation to the mean, standard deviation, coefficient of variation, and nature of the glucose distribution.

PubMed

Rodbard, David

2012-10-01

We describe a new approach to estimate the risks of hypo- and hyperglycemia based on the mean and SD of the glucose distribution using optional transformations of the glucose scale to achieve a more nearly symmetrical and Gaussian distribution, if necessary. We examine the correlation of risks of hypo- and hyperglycemia calculated using different glucose thresholds and the relationships of these risks to the mean glucose, SD, and percentage coefficient of variation (%CV). Using representative continuous glucose monitoring datasets, one can predict the risk of glucose values above or below any arbitrary threshold if the glucose distribution is Gaussian or can be transformed to be Gaussian. Symmetry and gaussianness can be tested objectively and used to optimize the transformation. The method performs well with excellent correlation of predicted and observed risks of hypo- or hyperglycemia for individual subjects by time of day or for a specified range of dates. One can compare observed and calculated risks of hypo- and hyperglycemia for a series of thresholds considering their uncertainties. Thresholds such as 80 mg/dL can be used as surrogates for thresholds such as 50 mg/dL. We observe a high correlation of risk of hypoglycemia with %CV and illustrate the theoretical basis for that relationship. One can estimate the historical risks of hypo- and hyperglycemia by time of day, date, day of the week, or range of dates, using any specified thresholds. Risks of hypoglycemia with one threshold (e.g., 80 mg/dL) can be used as an effective surrogate marker for hypoglycemia at other thresholds (e.g., 50 mg/dL). These estimates of risk can be useful in research studies and in the clinical care of patients with diabetes.

An Alternative Method for Computing Mean and Covariance Matrix of Some Multivariate Distributions

ERIC Educational Resources Information Center

Radhakrishnan, R.; Choudhury, Askar

2009-01-01

Computing the mean and covariance matrix of some multivariate distributions, in particular, multivariate normal distribution and Wishart distribution are considered in this article. It involves a matrix transformation of the normal random vector into a random vector whose components are independent normal random variables, and then integrating…

A method for selective excitation of Ince-Gaussian modes in an end-pumped solid-state laser

NASA Astrophysics Data System (ADS)

Lei, J.; Hu, A.; Wang, Y.; Chen, P.

2014-12-01

A method for selective excitation of Ince-Gaussian modes is presented. The method is based on the spatial distributions of Ince-Gaussian modes as well as the transverse mode selection theory. Significant diffraction loss is introduced in a resonator by using opaque lines at zero-intensity positions, and this loss allows to excite a specific mode; we call this method "loss control." We study the method by means of numerical simulation of a half-symmetric laser resonator. The simulated field is represented by angular spectrum of the plane waves representation, and its changes are calculated by the two-dimensional fast Fourier transform algorithm when it passes through the optical elements and propagates back and forth in the resonator. The output lasing modes of our method have an overlap of over 90 % with the target Ince-Gaussian modes. The method will be beneficial to the further study of properties and potential applications of Ince-Gaussian modes.

Sufficient condition for a quantum state to be genuinely quantum non-Gaussian

NASA Astrophysics Data System (ADS)

Happ, L.; Efremov, M. A.; Nha, H.; Schleich, W. P.

2018-02-01

We show that the expectation value of the operator \\hat{{ \\mathcal O }}\\equiv \\exp (-c{\\hat{x}}2)+\\exp (-c{\\hat{p}}2) defined by the position and momentum operators \\hat{x} and \\hat{p} with a positive parameter c can serve as a tool to identify quantum non-Gaussian states, that is states that cannot be represented as a mixture of Gaussian states. Our condition can be readily tested employing a highly efficient homodyne detection which unlike quantum-state tomography requires the measurements of only two orthogonal quadratures. We demonstrate that our method is even able to detect quantum non-Gaussian states with positive–definite Wigner functions. This situation cannot be addressed in terms of the negativity of the phase-space distribution. Moreover, we demonstrate that our condition can characterize quantum non-Gaussianity for the class of superposition states consisting of a vacuum and integer multiples of four photons under more than 50 % signal attenuation.

Reference interval estimation: Methodological comparison using extensive simulations and empirical data.

PubMed

Daly, Caitlin H; Higgins, Victoria; Adeli, Khosrow; Grey, Vijay L; Hamid, Jemila S

2017-12-01

To statistically compare and evaluate commonly used methods of estimating reference intervals and to determine which method is best based on characteristics of the distribution of various data sets. Three approaches for estimating reference intervals, i.e. parametric, non-parametric, and robust, were compared with simulated Gaussian and non-Gaussian data. The hierarchy of the performances of each method was examined based on bias and measures of precision. The findings of the simulation study were illustrated through real data sets. In all Gaussian scenarios, the parametric approach provided the least biased and most precise estimates. In non-Gaussian scenarios, no single method provided the least biased and most precise estimates for both limits of a reference interval across all sample sizes, although the non-parametric approach performed the best for most scenarios. The hierarchy of the performances of the three methods was only impacted by sample size and skewness. Differences between reference interval estimates established by the three methods were inflated by variability. Whenever possible, laboratories should attempt to transform data to a Gaussian distribution and use the parametric approach to obtain the most optimal reference intervals. When this is not possible, laboratories should consider sample size and skewness as factors in their choice of reference interval estimation method. The consequences of false positives or false negatives may also serve as factors in this decision. Copyright © 2017 The Canadian Society of Clinical Chemists. Published by Elsevier Inc. All rights reserved.

Valid analytical performance specifications for combined analytical bias and imprecision for the use of common reference intervals.

PubMed

Hyltoft Petersen, Per; Lund, Flemming; Fraser, Callum G; Sandberg, Sverre; Sölétormos, György

2018-01-01

Background Many clinical decisions are based on comparison of patient results with reference intervals. Therefore, an estimation of the analytical performance specifications for the quality that would be required to allow sharing common reference intervals is needed. The International Federation of Clinical Chemistry (IFCC) recommended a minimum of 120 reference individuals to establish reference intervals. This number implies a certain level of quality, which could then be used for defining analytical performance specifications as the maximum combination of analytical bias and imprecision required for sharing common reference intervals, the aim of this investigation. Methods Two methods were investigated for defining the maximum combination of analytical bias and imprecision that would give the same quality of common reference intervals as the IFCC recommendation. Method 1 is based on a formula for the combination of analytical bias and imprecision and Method 2 is based on the Microsoft Excel formula NORMINV including the fractional probability of reference individuals outside each limit and the Gaussian variables of mean and standard deviation. The combinations of normalized bias and imprecision are illustrated for both methods. The formulae are identical for Gaussian and log-Gaussian distributions. Results Method 2 gives the correct results with a constant percentage of 4.4% for all combinations of bias and imprecision. Conclusion The Microsoft Excel formula NORMINV is useful for the estimation of analytical performance specifications for both Gaussian and log-Gaussian distributions of reference intervals.

Is 30-second update fast enough for convection-resolving data assimilation?

NASA Astrophysics Data System (ADS)

Miyoshi, Takemasa; Ruiz, Juan; Lien, Guo-Yuan; Teramura, Toshiki; Kondo, Keiichi; Maejima, Yasumitsu; Honda, Takumi; Otsuka, Shigenori

2017-04-01

For local severe weather forecasting at 100-m resolution with 30-minute lead time, we have been working on the "Big Data Assimilation" (BDA) effort for super-rapid 30-second cycle of an ensemble Kalman filter. We have presented two papers with the concept and case studies (Miyoshi et al. 2016, BAMS; Proceedings of the IEEE). We focus on the non-Gaussian PDF in this study. We were hoping that we could assume the Gaussian error distribution in 30-second forecasts before strong nonlinear dynamics distort the error distribution for rapidly-changing convective storms. However, using 1000 ensemble members, the reduced-resolution version of the BDA system at 1-km grid spacing with 30-second updates showed ubiquity of highly non-Gaussian PDF. Although our results so far with multiple case studies were quite successful, this gives us a doubt about our Gaussian assumption even if the data assimilation interval is short enough compared with the system's chaotic time scale. We therefore pose a question if the 30-second update is fast enough for convection-resolving data assimilation under the Gaussian assumption. To answer this question, we aim to gain combined knowledge from BDA case studies, 1000-member experiments, 30-second breeding experiments, and toy-model experiments with dense and frequent observations. In this presentation, we will show the most up-to-date results of the BDA research, and will discuss about the question if the 30-second update is fast enough for convective-scale data assimilation.

Distributed Monte Carlo Information Fusion and Distributed Particle Filtering

DTIC Science & Technology

2014-08-24

Distributed Monte Carlo Information Fusion and Distributed Particle Filtering Isaac L. Manuel and Adrian N. Bishop Australian National University and...2 20 + vit , (21) where vit is Gaussian white noise with a random variance. We initialised the filters with the state xi0 = 0.1 for all i ∈ V . This

Distribution pattern of urine albumin creatinine ratio and the prevalence of high-normal levels in untreated asymptomatic non-diabetic hypertensive patients.

PubMed

Ohmaru, Natsuki; Nakatsu, Takaaki; Izumi, Reishi; Mashima, Keiichi; Toki, Misako; Kobayashi, Asako; Ogawa, Hiroko; Hirohata, Satoshi; Ikeda, Satoru; Kusachi, Shozo

2011-01-01

Even high-normal albuminuria is reportedly associated with cardiovascular events. We determined the urine albumin creatinine ratio (UACR) in spot urine samples and analyzed the UACR distribution and the prevalence of high-normal levels. The UACR was determined using immunoturbidimetry in 332 untreated asymptomatic non-diabetic Japanese patients with hypertension and in 69 control subjects. The microalbuminuria and macroalbuminuria levels were defined as a UCAR ≥30 and <300 µg/mg·creatinine and a UCAR ≥300 µg/mg·creatinine, respectively. The distribution patterns showed a highly skewed distribution for the lower levels, and a common logarithmic transformation produced a close fit to a Gaussian distribution with median, 25th and 75th percentile values of 22.6, 13.5 and 48.2 µg/mg·creatinine, respectively. When a high-normal UACR was set at >20 to <30 µg/mg·creatinine, 19.9% (66/332) of the hypertensive patients exhibited a high-normal UACR. Microalbuminuria and macroalbuminuria were observed in 36.1% (120/336) and 2.1% (7/332) of the patients, respectively. UACR was significantly correlated with the systolic and diastolic blood pressures and the pulse pressure. A stepwise multivariate analysis revealed that these pressures as well as age were independent factors that increased UACR. The UACR distribution exhibited a highly skewed pattern, with approximately 60% of untreated, non-diabetic hypertensive patients exhibiting a high-normal or larger UACR. Both hypertension and age are independent risk factors that increase the UACR. The present study indicated that a considerable percentage of patients require anti-hypertensive drugs with antiproteinuric effects at the start of treatment.

A Review of Multivariate Distributions for Count Data Derived from the Poisson Distribution

PubMed Central

Inouye, David; Yang, Eunho; Allen, Genevera; Ravikumar, Pradeep

2017-01-01

The Poisson distribution has been widely studied and used for modeling univariate count-valued data. Multivariate generalizations of the Poisson distribution that permit dependencies, however, have been far less popular. Yet, real-world high-dimensional count-valued data found in word counts, genomics, and crime statistics, for example, exhibit rich dependencies, and motivate the need for multivariate distributions that can appropriately model this data. We review multivariate distributions derived from the univariate Poisson, categorizing these models into three main classes: 1) where the marginal distributions are Poisson, 2) where the joint distribution is a mixture of independent multivariate Poisson distributions, and 3) where the node-conditional distributions are derived from the Poisson. We discuss the development of multiple instances of these classes and compare the models in terms of interpretability and theory. Then, we empirically compare multiple models from each class on three real-world datasets that have varying data characteristics from different domains, namely traffic accident data, biological next generation sequencing data, and text data. These empirical experiments develop intuition about the comparative advantages and disadvantages of each class of multivariate distribution that was derived from the Poisson. Finally, we suggest new research directions as explored in the subsequent discussion section. PMID:28983398

Gaussian basis functions for highly oscillatory scattering wavefunctions

NASA Astrophysics Data System (ADS)

Mant, B. P.; Law, M. M.

2018-04-01

We have applied a basis set of distributed Gaussian functions within the S-matrix version of the Kohn variational method to scattering problems involving deep potential energy wells. The Gaussian positions and widths are tailored to the potential using the procedure of Bačić and Light (1986 J. Chem. Phys. 85 4594) which has previously been applied to bound-state problems. The placement procedure is shown to be very efficient and gives scattering wavefunctions and observables in agreement with direct numerical solutions. We demonstrate the basis function placement method with applications to hydrogen atom–hydrogen atom scattering and antihydrogen atom–hydrogen atom scattering.

Invariant measures on multimode quantum Gaussian states

NASA Astrophysics Data System (ADS)

Lupo, C.; Mancini, S.; De Pasquale, A.; Facchi, P.; Florio, G.; Pascazio, S.

2012-12-01

We derive the invariant measure on the manifold of multimode quantum Gaussian states, induced by the Haar measure on the group of Gaussian unitary transformations. To this end, by introducing a bipartition of the system in two disjoint subsystems, we use a parameterization highlighting the role of nonlocal degrees of freedom—the symplectic eigenvalues—which characterize quantum entanglement across the given bipartition. A finite measure is then obtained by imposing a physically motivated energy constraint. By averaging over the local degrees of freedom we finally derive the invariant distribution of the symplectic eigenvalues in some cases of particular interest for applications in quantum optics and quantum information.

Practical limitation for continuous-variable quantum cryptography using coherent States.

PubMed

Namiki, Ryo; Hirano, Takuya

2004-03-19

In this Letter, first, we investigate the security of a continuous-variable quantum cryptographic scheme with a postselection process against individual beam splitting attack. It is shown that the scheme can be secure in the presence of the transmission loss owing to the postselection. Second, we provide a loss limit for continuous-variable quantum cryptography using coherent states taking into account excess Gaussian noise on quadrature distribution. Since the excess noise is reduced by the loss mechanism, a realistic intercept-resend attack which makes a Gaussian mixture of coherent states gives a loss limit in the presence of any excess Gaussian noise.

Common inputs in subthreshold membrane potential: The role of quiescent states in neuronal activity

NASA Astrophysics Data System (ADS)

Montangie, Lisandro; Montani, Fernando

2018-06-01

Experiments in certain regions of the cerebral cortex suggest that the spiking activity of neuronal populations is regulated by common non-Gaussian inputs across neurons. We model these deviations from random-walk processes with q -Gaussian distributions into simple threshold neurons, and investigate the scaling properties in large neural populations. We show that deviations from the Gaussian statistics provide a natural framework to regulate population statistics such as sparsity, entropy, and specific heat. This type of description allows us to provide an adequate strategy to explain the information encoding in the case of low neuronal activity and its possible implications on information transmission.

Gaussian entanglement distribution via satellite

NASA Astrophysics Data System (ADS)

Hosseinidehaj, Nedasadat; Malaney, Robert

2015-02-01

In this work we analyze three quantum communication schemes for the generation of Gaussian entanglement between two ground stations. Communication occurs via a satellite over two independent atmospheric fading channels dominated by turbulence-induced beam wander. In our first scheme, the engineering complexity remains largely on the ground transceivers, with the satellite acting simply as a reflector. Although the channel state information of the two atmospheric channels remains unknown in this scheme, the Gaussian entanglement generation between the ground stations can still be determined. On the ground, distillation and Gaussification procedures can be applied, leading to a refined Gaussian entanglement generation rate between the ground stations. We compare the rates produced by this first scheme with two competing schemes in which quantum complexity is added to the satellite, thereby illustrating the tradeoff between space-based engineering complexity and the rate of ground-station entanglement generation.

Wigner distribution function and entropy of the damped harmonic oscillator within the theory of the open quantum systems

NASA Technical Reports Server (NTRS)

Isar, Aurelian

1995-01-01

The harmonic oscillator with dissipation is studied within the framework of the Lindblad theory for open quantum systems. By using the Wang-Uhlenbeck method, the Fokker-Planck equation, obtained from the master equation for the density operator, is solved for the Wigner distribution function, subject to either the Gaussian type or the delta-function type of initial conditions. The obtained Wigner functions are two-dimensional Gaussians with different widths. Then a closed expression for the density operator is extracted. The entropy of the system is subsequently calculated and its temporal behavior shows that this quantity relaxes to its equilibrium value.

A continuous mixing model for pdf simulations and its applications to combusting shear flows

NASA Technical Reports Server (NTRS)

Hsu, A. T.; Chen, J.-Y.

1991-01-01

The problem of time discontinuity (or jump condition) in the coalescence/dispersion (C/D) mixing model is addressed in this work. A C/D mixing model continuous in time is introduced. With the continuous mixing model, the process of chemical reaction can be fully coupled with mixing. In the case of homogeneous turbulence decay, the new model predicts a pdf very close to a Gaussian distribution, with finite higher moments also close to that of a Gaussian distribution. Results from the continuous mixing model are compared with both experimental data and numerical results from conventional C/D models.

A Gaussian measure of quantum phase noise

NASA Technical Reports Server (NTRS)

Schleich, Wolfgang P.; Dowling, Jonathan P.

1992-01-01

We study the width of the semiclassical phase distribution of a quantum state in its dependence on the average number of photons (m) in this state. As a measure of phase noise, we choose the width, delta phi, of the best Gaussian approximation to the dominant peak of this probability curve. For a coherent state, this width decreases with the square root of (m), whereas for a truncated phase state it decreases linearly with increasing (m). For an optimal phase state, delta phi decreases exponentially but so does the area caught underneath the peak: all the probability is stored in the broad wings of the distribution.

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

NASA Astrophysics Data System (ADS)

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

2016-01-01

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

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

NASA Astrophysics Data System (ADS)

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

2014-04-01

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