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).

Graphical Models for Ordinal Data

PubMed Central

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

2014-01-01

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

Back to Normal! Gaussianizing posterior distributions for cosmological probes

NASA Astrophysics Data System (ADS)

Schuhmann, Robert L.; Joachimi, Benjamin; Peiris, Hiranya V.

2014-05-01

We present a method to map multivariate non-Gaussian posterior probability densities into Gaussian ones via nonlinear Box-Cox transformations, and generalizations thereof. This is analogous to the search for normal parameters in the CMB, but can in principle be applied to any probability density that is continuous and unimodal. The search for the optimally Gaussianizing transformation amongst the Box-Cox family is performed via a maximum likelihood formalism. We can judge the quality of the found transformation a posteriori: qualitatively via statistical tests of Gaussianity, and more illustratively by how well it reproduces the credible regions. The method permits an analytical reconstruction of the posterior from a sample, e.g. a Markov chain, and simplifies the subsequent joint analysis with other experiments. Furthermore, it permits the characterization of a non-Gaussian posterior in a compact and efficient way. The expression for the non-Gaussian posterior can be employed to find analytic formulae for the Bayesian evidence, and consequently be used for model comparison.

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.

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.

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.

Non-Gaussian probabilistic MEG source localisation based on kernel density estimation☆

PubMed Central

Mohseni, Hamid R.; Kringelbach, Morten L.; Woolrich, Mark W.; Baker, Adam; Aziz, Tipu Z.; Probert-Smith, Penny

2014-01-01

There is strong evidence to suggest that data recorded from magnetoencephalography (MEG) follows a non-Gaussian distribution. However, existing standard methods for source localisation model the data using only second order statistics, and therefore use the inherent assumption of a Gaussian distribution. In this paper, we present a new general method for non-Gaussian source estimation of stationary signals for localising brain activity from MEG data. By providing a Bayesian formulation for MEG source localisation, we show that the source probability density function (pdf), which is not necessarily Gaussian, can be estimated using multivariate kernel density estimators. In the case of Gaussian data, the solution of the method is equivalent to that of widely used linearly constrained minimum variance (LCMV) beamformer. The method is also extended to handle data with highly correlated sources using the marginal distribution of the estimated joint distribution, which, in the case of Gaussian measurements, corresponds to the null-beamformer. The proposed non-Gaussian source localisation approach is shown to give better spatial estimates than the LCMV beamformer, both in simulations incorporating non-Gaussian signals, and in real MEG measurements of auditory and visual evoked responses, where the highly correlated sources are known to be difficult to estimate. PMID:24055702

MANCOVA for one way classification with homogeneity of regression coefficient vectors

NASA Astrophysics Data System (ADS)

Mokesh Rayalu, G.; Ravisankar, J.; Mythili, G. Y.

2017-11-01

The MANOVA and MANCOVA are the extensions of the univariate ANOVA and ANCOVA techniques to multidimensional or vector valued observations. The assumption of a Gaussian distribution has been replaced with the Multivariate Gaussian distribution for the vectors data and residual term variables in the statistical models of these techniques. The objective of MANCOVA is to determine if there are statistically reliable mean differences that can be demonstrated between groups later modifying the newly created variable. When randomization assignment of samples or subjects to groups is not possible, multivariate analysis of covariance (MANCOVA) provides statistical matching of groups by adjusting dependent variables as if all subjects scored the same on the covariates. In this research article, an extension has been made to the MANCOVA technique with more number of covariates and homogeneity of regression coefficient vectors is also tested.

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.

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

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.

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.

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 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.

Exploring super-Gaussianity toward robust information-theoretical time delay estimation.

PubMed

Petsatodis, Theodoros; Talantzis, Fotios; Boukis, Christos; Tan, Zheng-Hua; Prasad, Ramjee

2013-03-01

Time delay estimation (TDE) is a fundamental component of speaker localization and tracking algorithms. Most of the existing systems are based on the generalized cross-correlation method assuming gaussianity of the source. It has been shown that the distribution of speech, captured with far-field microphones, is highly varying, depending on the noise and reverberation conditions. Thus the performance of TDE is expected to fluctuate depending on the underlying assumption for the speech distribution, being also subject to multi-path reflections and competitive background noise. This paper investigates the effect upon TDE when modeling the source signal with different speech-based distributions. An information theoretical TDE method indirectly encapsulating higher order statistics (HOS) formed the basis of this work. The underlying assumption of Gaussian distributed source has been replaced by that of generalized Gaussian distribution that allows evaluating the problem under a larger set of speech-shaped distributions, ranging from Gaussian to Laplacian and Gamma. Closed forms of the univariate and multivariate entropy expressions of the generalized Gaussian distribution are derived to evaluate the TDE. The results indicate that TDE based on the specific criterion is independent of the underlying assumption for the distribution of the source, for the same covariance matrix.

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.

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.

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.

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.

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).

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

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.

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.

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

Testing the mutual information expansion of entropy with multivariate Gaussian distributions.

PubMed

Goethe, Martin; Fita, Ignacio; Rubi, J Miguel

2017-12-14

The mutual information expansion (MIE) represents an approximation of the configurational entropy in terms of low-dimensional integrals. It is frequently employed to compute entropies from simulation data of large systems, such as macromolecules, for which brute-force evaluation of the full configurational integral is intractable. Here, we test the validity of MIE for systems consisting of more than m = 100 degrees of freedom (dofs). The dofs are distributed according to multivariate Gaussian distributions which were generated from protein structures using a variant of the anisotropic network model. For the Gaussian distributions, we have semi-analytical access to the configurational entropy as well as to all contributions of MIE. This allows us to accurately assess the validity of MIE for different situations. We find that MIE diverges for systems containing long-range correlations which means that the error of consecutive MIE approximations grows with the truncation order n for all tractable n ≪ m. This fact implies severe limitations on the applicability of MIE, which are discussed in the article. For systems with correlations that decay exponentially with distance, MIE represents an asymptotic expansion of entropy, where the first successive MIE approximations approach the exact entropy, while MIE also diverges for larger orders. In this case, MIE serves as a useful entropy expansion when truncated up to a specific truncation order which depends on the correlation length of the system.

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.

Surrogacy assessment using principal stratification with multivariate normal and Gaussian copula models.

PubMed

Taylor, Jeremy M G; Conlon, Anna S C; Elliott, Michael R

2015-08-01

The validation of intermediate markers as surrogate markers (S) for the true outcome of interest (T) in clinical trials offers the possibility for trials to be run more quickly and cheaply by using the surrogate endpoint in place of the true endpoint. Working within a principal stratification framework, we propose causal quantities to evaluate surrogacy using a Gaussian copula model for an ordinal surrogate and time-to-event final outcome. The methods are applied to data from four colorectal cancer clinical trials, where S is tumor response and T is overall survival. For the Gaussian copula model, a Bayesian estimation strategy is used and, as some parameters are not identifiable from the data, we explore the use of informative priors that are consistent with reasonable assumptions in the surrogate marker setting to aid in estimation. While there is some bias in the estimation of the surrogacy quantities of interest, the estimation procedure does reasonably well at distinguishing between poor and good surrogate markers. Some of the parameters of the proposed model are not identifiable from the data, and therefore, assumptions must be made in order to aid in their estimation. The proposed quantities can be used in combination to provide evidence about the validity of S as a surrogate marker for T. © The Author(s) 2014.

Nonparametric Bayesian Segmentation of a Multivariate Inhomogeneous Space-Time Poisson Process.

PubMed

Ding, Mingtao; He, Lihan; Dunson, David; Carin, Lawrence

2012-12-01

A nonparametric Bayesian model is proposed for segmenting time-evolving multivariate spatial point process data. An inhomogeneous Poisson process is assumed, with a logistic stick-breaking process (LSBP) used to encourage piecewise-constant spatial Poisson intensities. The LSBP explicitly favors spatially contiguous segments, and infers the number of segments based on the observed data. The temporal dynamics of the segmentation and of the Poisson intensities are modeled with exponential correlation in time, implemented in the form of a first-order autoregressive model for uniformly sampled discrete data, and via a Gaussian process with an exponential kernel for general temporal sampling. We consider and compare two different inference techniques: a Markov chain Monte Carlo sampler, which has relatively high computational complexity; and an approximate and efficient variational Bayesian analysis. The model is demonstrated with a simulated example and a real example of space-time crime events in Cincinnati, Ohio, USA.

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

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.

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.

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

PERIODIC AUTOREGRESSIVE-MOVING AVERAGE (PARMA) MODELING WITH APPLICATIONS TO WATER RESOURCES.

USGS Publications Warehouse

Vecchia, A.V.

1985-01-01

Results involving correlation properties and parameter estimation for autogressive-moving average models with periodic parameters are presented. A multivariate representation of the PARMA model is used to derive parameter space restrictions and difference equations for the periodic autocorrelations. Close approximation to the likelihood function for Gaussian PARMA processes results in efficient maximum-likelihood estimation procedures. Terms in the Fourier expansion of the parameters are sequentially included, and a selection criterion is given for determining the optimal number of harmonics to be included. Application of the techniques is demonstrated through analysis of a monthly streamflow time series.

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.

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.

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.

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.

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.

Exploring the roles of cannot-link constraint in community detection via Multi-variance Mixed Gaussian Generative Model.

PubMed

Yang, Liang; Ge, Meng; Jin, Di; He, Dongxiao; Fu, Huazhu; Wang, Jing; Cao, Xiaochun

2017-01-01

Due to the demand for performance improvement and the existence of prior information, semi-supervised community detection with pairwise constraints becomes a hot topic. Most existing methods have been successfully encoding the must-link constraints, but neglect the opposite ones, i.e., the cannot-link constraints, which can force the exclusion between nodes. In this paper, we are interested in understanding the role of cannot-link constraints and effectively encoding pairwise constraints. Towards these goals, we define an integral generative process jointly considering the network topology, must-link and cannot-link constraints. We propose to characterize this process as a Multi-variance Mixed Gaussian Generative (MMGG) Model to address diverse degrees of confidences that exist in network topology and pairwise constraints and formulate it as a weighted nonnegative matrix factorization problem. The experiments on artificial and real-world networks not only illustrate the superiority of our proposed MMGG, but also, most importantly, reveal the roles of pairwise constraints. That is, though the must-link is more important than cannot-link when either of them is available, both must-link and cannot-link are equally important when both of them are available. To the best of our knowledge, this is the first work on discovering and exploring the importance of cannot-link constraints in semi-supervised community detection.

Exploring the roles of cannot-link constraint in community detection via Multi-variance Mixed Gaussian Generative Model

PubMed Central

Ge, Meng; Jin, Di; He, Dongxiao; Fu, Huazhu; Wang, Jing; Cao, Xiaochun

2017-01-01

Due to the demand for performance improvement and the existence of prior information, semi-supervised community detection with pairwise constraints becomes a hot topic. Most existing methods have been successfully encoding the must-link constraints, but neglect the opposite ones, i.e., the cannot-link constraints, which can force the exclusion between nodes. In this paper, we are interested in understanding the role of cannot-link constraints and effectively encoding pairwise constraints. Towards these goals, we define an integral generative process jointly considering the network topology, must-link and cannot-link constraints. We propose to characterize this process as a Multi-variance Mixed Gaussian Generative (MMGG) Model to address diverse degrees of confidences that exist in network topology and pairwise constraints and formulate it as a weighted nonnegative matrix factorization problem. The experiments on artificial and real-world networks not only illustrate the superiority of our proposed MMGG, but also, most importantly, reveal the roles of pairwise constraints. That is, though the must-link is more important than cannot-link when either of them is available, both must-link and cannot-link are equally important when both of them are available. To the best of our knowledge, this is the first work on discovering and exploring the importance of cannot-link constraints in semi-supervised community detection. PMID:28678864

Semi-supervised anomaly detection - towards model-independent searches of new physics

NASA Astrophysics Data System (ADS)

Kuusela, Mikael; Vatanen, Tommi; Malmi, Eric; Raiko, Tapani; Aaltonen, Timo; Nagai, Yoshikazu

2012-06-01

Most classification algorithms used in high energy physics fall under the category of supervised machine learning. Such methods require a training set containing both signal and background events and are prone to classification errors should this training data be systematically inaccurate for example due to the assumed MC model. To complement such model-dependent searches, we propose an algorithm based on semi-supervised anomaly detection techniques, which does not require a MC training sample for the signal data. We first model the background using a multivariate Gaussian mixture model. We then search for deviations from this model by fitting to the observations a mixture of the background model and a number of additional Gaussians. This allows us to perform pattern recognition of any anomalous excess over the background. We show by a comparison to neural network classifiers that such an approach is a lot more robust against misspecification of the signal MC than supervised classification. In cases where there is an unexpected signal, a neural network might fail to correctly identify it, while anomaly detection does not suffer from such a limitation. On the other hand, when there are no systematic errors in the training data, both methods perform comparably.

Precipitation estimation in mountainous terrain using multivariate geostatistics. Part I: structural analysis

USGS Publications Warehouse

Hevesi, Joseph A.; Istok, Jonathan D.; Flint, Alan L.

1992-01-01

Values of average annual precipitation (AAP) are desired for hydrologic studies within a watershed containing Yucca Mountain, Nevada, a potential site for a high-level nuclear-waste repository. Reliable values of AAP are not yet available for most areas within this watershed because of a sparsity of precipitation measurements and the need to obtain measurements over a sufficient length of time. To estimate AAP over the entire watershed, historical precipitation data and station elevations were obtained from a network of 62 stations in southern Nevada and southeastern California. Multivariate geostatistics (cokriging) was selected as an estimation method because of a significant (p = 0.05) correlation of r = .75 between the natural log of AAP and station elevation. A sample direct variogram for the transformed variable, TAAP = ln [(AAP) 1000], was fitted with an isotropic, spherical model defined by a small nugget value of 5000, a range of 190 000 ft, and a sill value equal to the sample variance of 163 151. Elevations for 1531 additional locations were obtained from topographic maps to improve the accuracy of cokriged estimates. A sample direct variogram for elevation was fitted with an isotropic model consisting of a nugget value of 5500 and three nested transition structures: a Gaussian structure with a range of 61 000 ft, a spherical structure with a range of 70 000 ft, and a quasi-stationary, linear structure. The use of an isotropic, stationary model for elevation was considered valid within a sliding-neighborhood radius of 120 000 ft. The problem of fitting a positive-definite, nonlinear model of coregionalization to an inconsistent sample cross variogram for TAAP and elevation was solved by a modified use of the Cauchy-Schwarz inequality. A selected cross-variogram model consisted of two nested structures: a Gaussian structure with a range of 61 000 ft and a spherical structure with a range of 190 000 ft. Cross validation was used for model selection and for comparing the geostatistical model with six alternate estimation methods. Multivariate geostatistics provided the best cross-validation results.

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.

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.

Min-max hyperellipsoidal clustering for anomaly detection in network security.

PubMed

Sarasamma, Suseela T; Zhu, Qiuming A

2006-08-01

A novel hyperellipsoidal clustering technique is presented for an intrusion-detection system in network security. Hyperellipsoidal clusters toward maximum intracluster similarity and minimum intercluster similarity are generated from training data sets. The novelty of the technique lies in the fact that the parameters needed to construct higher order data models in general multivariate Gaussian functions are incrementally derived from the data sets using accretive processes. The technique is implemented in a feedforward neural network that uses a Gaussian radial basis function as the model generator. An evaluation based on the inclusiveness and exclusiveness of samples with respect to specific criteria is applied to accretively learn the output clusters of the neural network. One significant advantage of this is its ability to detect individual anomaly types that are hard to detect with other anomaly-detection schemes. Applying this technique, several feature subsets of the tcptrace network-connection records that give above 95% detection at false-positive rates below 5% were identified.

Strategy and model building in the fourth dimension: a null model for genotype x age interaction as a Gaussian stationary stochastic process.

PubMed

Diego, Vincent P; Almasy, Laura; Dyer, Thomas D; Soler, Júlia M P; Blangero, John

2003-12-31

Using univariate and multivariate variance components linkage analysis methods, we studied possible genotype x age interaction in cardiovascular phenotypes related to the aging process from the Framingham Heart Study. We found evidence for genotype x age interaction for fasting glucose and systolic blood pressure. There is polygenic genotype x age interaction for fasting glucose and systolic blood pressure and quantitative trait locus x age interaction for a linkage signal for systolic blood pressure phenotypes located on chromosome 17 at 67 cM.

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.

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

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

Some Modified Integrated Squared Error Procedures for Multivariate Normal Data.

DTIC Science & Technology

1982-06-01

p-dimensional Gaussian. There are a number of measures of qualitative robustness but the most important is the influence function . Most of the other...measures are derived from the influence function . The influence function is simply proportional to the score function (Huber, 1981, p. 45 ). The... influence function at the p-variate Gaussian distribution Np (UV) is as -1P IC(x; ,N) = IE&) ;-") sD=XV = (I+c) (p+2)(x-p) exp(- ! (x-p) TV-.1-)) (3.6

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.

A Comparison of Multivariable Control Design Techniques for a Turbofan Engine Control

NASA Technical Reports Server (NTRS)

Garg, Sanjay; Watts, Stephen R.

1995-01-01

This paper compares two previously published design procedures for two different multivariable control design techniques for application to a linear engine model of a jet engine. The two multivariable control design techniques compared were the Linear Quadratic Gaussian with Loop Transfer Recovery (LQG/LTR) and the H-Infinity synthesis. The two control design techniques were used with specific previously published design procedures to synthesize controls which would provide equivalent closed loop frequency response for the primary control loops while assuring adequate loop decoupling. The resulting controllers were then reduced in order to minimize the programming and data storage requirements for a typical implementation. The reduced order linear controllers designed by each method were combined with the linear model of an advanced turbofan engine and the system performance was evaluated for the continuous linear system. Included in the performance analysis are the resulting frequency and transient responses as well as actuator usage and rate capability for each design method. The controls were also analyzed for robustness with respect to structured uncertainties in the unmodeled system dynamics. The two controls were then compared for performance capability and hardware implementation issues.

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.

A Nonlinear Framework of Delayed Particle Smoothing Method for Vehicle Localization under Non-Gaussian Environment.

PubMed

Xiao, Zhu; Havyarimana, Vincent; Li, Tong; Wang, Dong

2016-05-13

In this paper, a novel nonlinear framework of smoothing method, non-Gaussian delayed particle smoother (nGDPS), is proposed, which enables vehicle state estimation (VSE) with high accuracy taking into account the non-Gaussianity of the measurement and process noises. Within the proposed method, the multivariate Student's t-distribution is adopted in order to compute the probability distribution function (PDF) related to the process and measurement noises, which are assumed to be non-Gaussian distributed. A computation approach based on Ensemble Kalman Filter (EnKF) is designed to cope with the mean and the covariance matrix of the proposal non-Gaussian distribution. A delayed Gibbs sampling algorithm, which incorporates smoothing of the sampled trajectories over a fixed-delay, is proposed to deal with the sample degeneracy of particles. The performance is investigated based on the real-world data, which is collected by low-cost on-board vehicle sensors. The comparison study based on the real-world experiments and the statistical analysis demonstrates that the proposed nGDPS has significant improvement on the vehicle state accuracy and outperforms the existing filtering and smoothing methods.

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

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.

A path-level exact parallelization strategy for sequential simulation

NASA Astrophysics Data System (ADS)

Peredo, Oscar F.; Baeza, Daniel; Ortiz, Julián M.; Herrero, José R.

2018-01-01

Sequential Simulation is a well known method in geostatistical modelling. Following the Bayesian approach for simulation of conditionally dependent random events, Sequential Indicator Simulation (SIS) method draws simulated values for K categories (categorical case) or classes defined by K different thresholds (continuous case). Similarly, Sequential Gaussian Simulation (SGS) method draws simulated values from a multivariate Gaussian field. In this work, a path-level approach to parallelize SIS and SGS methods is presented. A first stage of re-arrangement of the simulation path is performed, followed by a second stage of parallel simulation for non-conflicting nodes. A key advantage of the proposed parallelization method is to generate identical realizations as with the original non-parallelized methods. Case studies are presented using two sequential simulation codes from GSLIB: SISIM and SGSIM. Execution time and speedup results are shown for large-scale domains, with many categories and maximum kriging neighbours in each case, achieving high speedup results in the best scenarios using 16 threads of execution in a single machine.

Modern CACSD using the Robust-Control Toolbox

NASA Technical Reports Server (NTRS)

Chiang, Richard Y.; Safonov, Michael G.

1989-01-01

The Robust-Control Toolbox is a collection of 40 M-files which extend the capability of PC/PRO-MATLAB to do modern multivariable robust control system design. Included are robust analysis tools like singular values and structured singular values, robust synthesis tools like continuous/discrete H(exp 2)/H infinity synthesis and Linear Quadratic Gaussian Loop Transfer Recovery methods and a variety of robust model reduction tools such as Hankel approximation, balanced truncation and balanced stochastic truncation, etc. The capabilities of the toolbox are described and illustated with examples to show how easily they can be used in practice. Examples include structured singular value analysis, H infinity loop-shaping and large space structure model reduction.

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.

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.

Regional magnetic resonance imaging measures for multivariate analysis in Alzheimer's disease and mild cognitive impairment.

PubMed

Westman, Eric; Aguilar, Carlos; Muehlboeck, J-Sebastian; Simmons, Andrew

2013-01-01

Automated structural magnetic resonance imaging (MRI) processing pipelines are gaining popularity for Alzheimer's disease (AD) research. They generate regional volumes, cortical thickness measures and other measures, which can be used as input for multivariate analysis. It is not clear which combination of measures and normalization approach are most useful for AD classification and to predict mild cognitive impairment (MCI) conversion. The current study includes MRI scans from 699 subjects [AD, MCI and controls (CTL)] from the Alzheimer's disease Neuroimaging Initiative (ADNI). The Freesurfer pipeline was used to generate regional volume, cortical thickness, gray matter volume, surface area, mean curvature, gaussian curvature, folding index and curvature index measures. 259 variables were used for orthogonal partial least square to latent structures (OPLS) multivariate analysis. Normalisation approaches were explored and the optimal combination of measures determined. Results indicate that cortical thickness measures should not be normalized, while volumes should probably be normalized by intracranial volume (ICV). Combining regional cortical thickness measures (not normalized) with cortical and subcortical volumes (normalized with ICV) using OPLS gave a prediction accuracy of 91.5 % when distinguishing AD versus CTL. This model prospectively predicted future decline from MCI to AD with 75.9 % of converters correctly classified. Normalization strategy did not have a significant effect on the accuracies of multivariate models containing multiple MRI measures for this large dataset. The appropriate choice of input for multivariate analysis in AD and MCI is of great importance. The results support the use of un-normalised cortical thickness measures and volumes normalised by ICV.

A sparse reconstruction method for the estimation of multi-resolution emission fields via atmospheric inversion

DOE PAGES

Ray, J.; Lee, J.; Yadav, V.; ...

2015-04-29

Atmospheric inversions are frequently used to estimate fluxes of atmospheric greenhouse gases (e.g., biospheric CO 2 flux fields) at Earth's surface. These inversions typically assume that flux departures from a prior model are spatially smoothly varying, which are then modeled using a multi-variate Gaussian. When the field being estimated is spatially rough, multi-variate Gaussian models are difficult to construct and a wavelet-based field model may be more suitable. Unfortunately, such models are very high dimensional and are most conveniently used when the estimation method can simultaneously perform data-driven model simplification (removal of model parameters that cannot be reliably estimated) andmore » fitting. Such sparse reconstruction methods are typically not used in atmospheric inversions. In this work, we devise a sparse reconstruction method, and illustrate it in an idealized atmospheric inversion problem for the estimation of fossil fuel CO 2 (ffCO 2) emissions in the lower 48 states of the USA. Our new method is based on stagewise orthogonal matching pursuit (StOMP), a method used to reconstruct compressively sensed images. Our adaptations bestow three properties to the sparse reconstruction procedure which are useful in atmospheric inversions. We have modified StOMP to incorporate prior information on the emission field being estimated and to enforce non-negativity on the estimated field. Finally, though based on wavelets, our method allows for the estimation of fields in non-rectangular geometries, e.g., emission fields inside geographical and political boundaries. Our idealized inversions use a recently developed multi-resolution (i.e., wavelet-based) random field model developed for ffCO 2 emissions and synthetic observations of ffCO 2 concentrations from a limited set of measurement sites. We find that our method for limiting the estimated field within an irregularly shaped region is about a factor of 10 faster than conventional approaches. It also reduces the overall computational cost by a factor of 2. Further, the sparse reconstruction scheme imposes non-negativity without introducing strong nonlinearities, such as those introduced by employing log-transformed fields, and thus reaps the benefits of simplicity and computational speed that are characteristic of linear inverse problems.« less

A sparse reconstruction method for the estimation of multi-resolution emission fields via atmospheric inversion

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

Ray, J.; Lee, J.; Yadav, V.

Atmospheric inversions are frequently used to estimate fluxes of atmospheric greenhouse gases (e.g., biospheric CO 2 flux fields) at Earth's surface. These inversions typically assume that flux departures from a prior model are spatially smoothly varying, which are then modeled using a multi-variate Gaussian. When the field being estimated is spatially rough, multi-variate Gaussian models are difficult to construct and a wavelet-based field model may be more suitable. Unfortunately, such models are very high dimensional and are most conveniently used when the estimation method can simultaneously perform data-driven model simplification (removal of model parameters that cannot be reliably estimated) andmore » fitting. Such sparse reconstruction methods are typically not used in atmospheric inversions. In this work, we devise a sparse reconstruction method, and illustrate it in an idealized atmospheric inversion problem for the estimation of fossil fuel CO 2 (ffCO 2) emissions in the lower 48 states of the USA. Our new method is based on stagewise orthogonal matching pursuit (StOMP), a method used to reconstruct compressively sensed images. Our adaptations bestow three properties to the sparse reconstruction procedure which are useful in atmospheric inversions. We have modified StOMP to incorporate prior information on the emission field being estimated and to enforce non-negativity on the estimated field. Finally, though based on wavelets, our method allows for the estimation of fields in non-rectangular geometries, e.g., emission fields inside geographical and political boundaries. Our idealized inversions use a recently developed multi-resolution (i.e., wavelet-based) random field model developed for ffCO 2 emissions and synthetic observations of ffCO 2 concentrations from a limited set of measurement sites. We find that our method for limiting the estimated field within an irregularly shaped region is about a factor of 10 faster than conventional approaches. It also reduces the overall computational cost by a factor of 2. Further, the sparse reconstruction scheme imposes non-negativity without introducing strong nonlinearities, such as those introduced by employing log-transformed fields, and thus reaps the benefits of simplicity and computational speed that are characteristic of linear inverse problems.« less

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.

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.

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

FROM FINANCE TO COSMOLOGY: THE COPULA OF LARGE-SCALE STRUCTURE

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

Scherrer, Robert J.; Berlind, Andreas A.; Mao, Qingqing

2010-01-01

Any multivariate distribution can be uniquely decomposed into marginal (one-point) distributions, and a function called the copula, which contains all of the information on correlations between the distributions. The copula provides an important new methodology for analyzing the density field in large-scale structure. We derive the empirical two-point copula for the evolved dark matter density field. We find that this empirical copula is well approximated by a Gaussian copula. We consider the possibility that the full n-point copula is also Gaussian and describe some of the consequences of this hypothesis. Future directions for investigation are discussed.

Annotating novel genes by integrating synthetic lethals and genomic information

PubMed Central

Schöner, Daniel; Kalisch, Markus; Leisner, Christian; Meier, Lukas; Sohrmann, Marc; Faty, Mahamadou; Barral, Yves; Peter, Matthias; Gruissem, Wilhelm; Bühlmann, Peter

2008-01-01

Background Large scale screening for synthetic lethality serves as a common tool in yeast genetics to systematically search for genes that play a role in specific biological processes. Often the amounts of data resulting from a single large scale screen far exceed the capacities of experimental characterization of every identified target. Thus, there is need for computational tools that select promising candidate genes in order to reduce the number of follow-up experiments to a manageable size. Results We analyze synthetic lethality data for arp1 and jnm1, two spindle migration genes, in order to identify novel members in this process. To this end, we use an unsupervised statistical method that integrates additional information from biological data sources, such as gene expression, phenotypic profiling, RNA degradation and sequence similarity. Different from existing methods that require large amounts of synthetic lethal data, our method merely relies on synthetic lethality information from two single screens. Using a Multivariate Gaussian Mixture Model, we determine the best subset of features that assign the target genes to two groups. The approach identifies a small group of genes as candidates involved in spindle migration. Experimental testing confirms the majority of our candidates and we present she1 (YBL031W) as a novel gene involved in spindle migration. We applied the statistical methodology also to TOR2 signaling as another example. Conclusion We demonstrate the general use of Multivariate Gaussian Mixture Modeling for selecting candidate genes for experimental characterization from synthetic lethality data sets. For the given example, integration of different data sources contributes to the identification of genetic interaction partners of arp1 and jnm1 that play a role in the same biological process. PMID:18194531

A Nonlinear Framework of Delayed Particle Smoothing Method for Vehicle Localization under Non-Gaussian Environment

PubMed Central

Xiao, Zhu; Havyarimana, Vincent; Li, Tong; Wang, Dong

2016-01-01

In this paper, a novel nonlinear framework of smoothing method, non-Gaussian delayed particle smoother (nGDPS), is proposed, which enables vehicle state estimation (VSE) with high accuracy taking into account the non-Gaussianity of the measurement and process noises. Within the proposed method, the multivariate Student’s t-distribution is adopted in order to compute the probability distribution function (PDF) related to the process and measurement noises, which are assumed to be non-Gaussian distributed. A computation approach based on Ensemble Kalman Filter (EnKF) is designed to cope with the mean and the covariance matrix of the proposal non-Gaussian distribution. A delayed Gibbs sampling algorithm, which incorporates smoothing of the sampled trajectories over a fixed-delay, is proposed to deal with the sample degeneracy of particles. The performance is investigated based on the real-world data, which is collected by low-cost on-board vehicle sensors. The comparison study based on the real-world experiments and the statistical analysis demonstrates that the proposed nGDPS has significant improvement on the vehicle state accuracy and outperforms the existing filtering and smoothing methods. PMID:27187405

Stochastic simulation of predictive space–time scenarios of wind speed using observations and physical model outputs

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

Bessac, Julie; Constantinescu, Emil; Anitescu, Mihai

We propose a statistical space-time model for predicting atmospheric wind speed based on deterministic numerical weather predictions and historical measurements. We consider a Gaussian multivariate space-time framework that combines multiple sources of past physical model outputs and measurements in order to produce a probabilistic wind speed forecast within the prediction window. We illustrate this strategy on wind speed forecasts during several months in 2012 for a region near the Great Lakes in the United States. The results show that the prediction is improved in the mean-squared sense relative to the numerical forecasts as well as in probabilistic scores. Moreover, themore » samples are shown to produce realistic wind scenarios based on sample spectra and space-time correlation structure.« less

Stochastic simulation of predictive space–time scenarios of wind speed using observations and physical model outputs

DOE PAGES

Bessac, Julie; Constantinescu, Emil; Anitescu, Mihai

2018-03-01

We propose a statistical space-time model for predicting atmospheric wind speed based on deterministic numerical weather predictions and historical measurements. We consider a Gaussian multivariate space-time framework that combines multiple sources of past physical model outputs and measurements in order to produce a probabilistic wind speed forecast within the prediction window. We illustrate this strategy on wind speed forecasts during several months in 2012 for a region near the Great Lakes in the United States. The results show that the prediction is improved in the mean-squared sense relative to the numerical forecasts as well as in probabilistic scores. Moreover, themore » samples are shown to produce realistic wind scenarios based on sample spectra and space-time correlation structure.« less

Non-parametric directionality analysis - Extension for removal of a single common predictor and application to time series.

PubMed

Halliday, David M; Senik, Mohd Harizal; Stevenson, Carl W; Mason, Rob

2016-08-01

The ability to infer network structure from multivariate neuronal signals is central to computational neuroscience. Directed network analyses typically use parametric approaches based on auto-regressive (AR) models, where networks are constructed from estimates of AR model parameters. However, the validity of using low order AR models for neurophysiological signals has been questioned. A recent article introduced a non-parametric approach to estimate directionality in bivariate data, non-parametric approaches are free from concerns over model validity. We extend the non-parametric framework to include measures of directed conditional independence, using scalar measures that decompose the overall partial correlation coefficient summatively by direction, and a set of functions that decompose the partial coherence summatively by direction. A time domain partial correlation function allows both time and frequency views of the data to be constructed. The conditional independence estimates are conditioned on a single predictor. The framework is applied to simulated cortical neuron networks and mixtures of Gaussian time series data with known interactions. It is applied to experimental data consisting of local field potential recordings from bilateral hippocampus in anaesthetised rats. The framework offers a non-parametric approach to estimation of directed interactions in multivariate neuronal recordings, and increased flexibility in dealing with both spike train and time series data. The framework offers a novel alternative non-parametric approach to estimate directed interactions in multivariate neuronal recordings, and is applicable to spike train and time series data. Copyright © 2016 Elsevier B.V. All rights reserved.

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.

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.

NGMIX: Gaussian mixture models for 2D images

NASA Astrophysics Data System (ADS)

Sheldon, Erin

2015-08-01

NGMIX implements Gaussian mixture models for 2D images. Both the PSF profile and the galaxy are modeled using mixtures of Gaussians. Convolutions are thus performed analytically, resulting in fast model generation as compared to methods that perform the convolution in Fourier space. For the galaxy model, NGMIX supports exponential disks and de Vaucouleurs and Sérsic profiles; these are implemented approximately as a sum of Gaussians using the fits from Hogg & Lang (2013). Additionally, any number of Gaussians can be fit, either completely free or constrained to be cocentric and co-elliptical.

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.

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.

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.

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).

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.

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.

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

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.

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.

A linear quadratic Gaussian with loop transfer recovery proximity operations autopilot for spacecraft. M.S. Thesis - MIT

NASA Technical Reports Server (NTRS)

Chen, George T.

1987-01-01

An automatic control scheme for spacecraft proximity operations is presented. The controller is capable of holding the vehicle at a prescribed location relative to a target, or maneuvering it to a different relative position using straight line-of-sight translations. The autopilot uses a feedforward loop to initiate and terminate maneuvers, and for operations at nonequilibrium set-points. A multivariate feedback loop facilitates precise position and velocity control in the presence of sensor noise. The feedback loop is formulated using the Linear Quadratic Gaussian (LQG) with Loop Transfer Recovery (LTR) design procedure. Linear models of spacecraft dynamics, adapted from Clohessey-Wiltshire Equations, are augmented and loop shaping techniques are applied to design a target feedback loop. The loop transfer recovery procedure is used to recover the frequency domain properties of the target feedback loop. The resulting compensator is integrated into an autopilot which is tested in a high fidelity Space Shuttle Simulator. The autopilot performance is evaluated for a variety of proximity operations tasks envisioned for future Shuttle flights.

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.

Connections between Graphical Gaussian Models and Factor Analysis

ERIC Educational Resources Information Center

Salgueiro, M. Fatima; Smith, Peter W. F.; McDonald, John W.

2010-01-01

Connections between graphical Gaussian models and classical single-factor models are obtained by parameterizing the single-factor model as a graphical Gaussian model. Models are represented by independence graphs, and associations between each manifest variable and the latent factor are measured by factor partial correlations. Power calculations…

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

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 comparative assessment of preclinical chemotherapeutic response of tumors using quantitative non-Gaussian diffusion MRI

PubMed Central

Xu, Junzhong; Li, Ke; Smith, R. Adam; Waterton, John C.; Zhao, Ping; Ding, Zhaohua; Does, Mark D.; Manning, H. Charles; Gore, John C.

2016-01-01

Background Diffusion-weighted MRI (DWI) signal attenuation is often not mono-exponential (i.e. non-Gaussian diffusion) with stronger diffusion weighting. Several non-Gaussian diffusion models have been developed and may provide new information or higher sensitivity compared with the conventional apparent diffusion coefficient (ADC) method. However the relative merits of these models to detect tumor therapeutic response is not fully clear. Methods Conventional ADC, and three widely-used non-Gaussian models, (bi-exponential, stretched exponential, and statistical model), were implemented and compared for assessing SW620 human colon cancer xenografts responding to barasertib, an agent known to induce apoptosis via polyploidy. Bayesian Information Criterion (BIC) was used for model selection among all three non-Gaussian models. Results All of tumor volume, histology, conventional ADC, and three non-Gaussian DWI models could show significant differences between control and treatment groups after four days of treatment. However, only the non-Gaussian models detected significant changes after two days of treatment. For any treatment or control group, over 65.7% of tumor voxels indicate the bi-exponential model is strongly or very strongly preferred. Conclusion Non-Gaussian DWI model-derived biomarkers are capable of detecting tumor earlier chemotherapeutic response of tumors compared with conventional ADC and tumor volume. The bi-exponential model provides better fitting compared with statistical and stretched exponential models for the tumor and treatment models used in the current work. PMID:27919785

Terrestrial water storage changes over Xinjiang extracted by combining Gaussian filter and multichannel singular spectrum analysis from GRACE

NASA Astrophysics Data System (ADS)

Guo, Jinyun; Li, Wudong; Chang, Xiaotao; Zhu, Guangbin; Liu, Xin; Guo, Bin

2018-04-01

Water resource management is crucial for the economic and social development of Xinjiang, an arid area located in the Northwest China. In this paper, the time variations of gravity recovery and climate experiment (GRACE)-derived monthly gravity field models from 2003 January to 2013 December are analysed to study the terrestrial water storage (TWS) changes in Xinjiang using the multichannel singular spectrum analysis (MSSA) with a Gaussian smoothing radius of 400 km. As an extended singular spectrum analysis (SSA), MSSA is more flexible to deal with multivariate time-series in terms of estimating periodic components and trend, reducing noise and identifying patterns of similar spatiotemporal behaviour thanks to the data-adaptive nature of the base functions. Combining MSSA and Gaussian filter can not only obviously remove the north-south striping errors in the GRACE solutions but also reduce the leakage errors, which can increase the signal-to-noise ratio by comparing with the traditional procedure, that is, empirical decorrelation method followed with the Gaussian filtering. The spatiotemporal characteristics of TWS changes in Xinjiang were validated against the Global Land Dynamics Assimilation System, the Climate Prediction Center and in-situ precipitation data. The water storage in Xinjiang shows the relatively large fluctuation from 2003 January to 2013 December, with a drop from 2006 January to 2008 December due to the drought event and an obvious rise from 2009 January to 2010 December because of the high precipitation. Spatially, the TWS has been increasing in the south Xinjiang, but decreasing in the north Xinjiang. The minimum rate of water storage change is -4.4 mm yr-1 occurring in the central Tianshan Mountain.

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.

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.

Joint resonant CMB power spectrum and bispectrum estimation

NASA Astrophysics Data System (ADS)

Meerburg, P. Daniel; Münchmeyer, Moritz; Wandelt, Benjamin

2016-02-01

We develop the tools necessary to assess the statistical significance of resonant features in the CMB correlation functions, combining power spectrum and bispectrum measurements. This significance is typically addressed by running a large number of simulations to derive the probability density function (PDF) of the feature-amplitude in the Gaussian case. Although these simulations are tractable for the power spectrum, for the bispectrum they require significant computational resources. We show that, by assuming that the PDF is given by a multivariate Gaussian where the covariance is determined by the Fisher matrix of the sine and cosine terms, we can efficiently produce spectra that are statistically close to those derived from full simulations. By drawing a large number of spectra from this PDF, both for the power spectrum and the bispectrum, we can quickly determine the statistical significance of candidate signatures in the CMB, considering both single frequency and multifrequency estimators. We show that for resonance models, cosmology and foreground parameters have little influence on the estimated amplitude, which allows us to simplify the analysis considerably. A more precise likelihood treatment can then be applied to candidate signatures only. We also discuss a modal expansion approach for the power spectrum, aimed at quickly scanning through large families of oscillating models.

Estimating risk of foreign exchange portfolio: Using VaR and CVaR based on GARCH-EVT-Copula model

NASA Astrophysics Data System (ADS)

Wang, Zong-Run; Chen, Xiao-Hong; Jin, Yan-Bo; Zhou, Yan-Ju

2010-11-01

This paper introduces GARCH-EVT-Copula model and applies it to study the risk of foreign exchange portfolio. Multivariate Copulas, including Gaussian, t and Clayton ones, were used to describe a portfolio risk structure, and to extend the analysis from a bivariate to an n-dimensional asset allocation problem. We apply this methodology to study the returns of a portfolio of four major foreign currencies in China, including USD, EUR, JPY and HKD. Our results suggest that the optimal investment allocations are similar across different Copulas and confidence levels. In addition, we find that the optimal investment concentrates on the USD investment. Generally speaking, t Copula and Clayton Copula better portray the correlation structure of multiple assets than Normal Copula.

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.

Multivariate Error Covariance Estimates by Monte-Carlo Simulation for Assimilation Studies in the Pacific Ocean

NASA Technical Reports Server (NTRS)

Borovikov, Anna; Rienecker, Michele M.; Keppenne, Christian; Johnson, Gregory C.

2004-01-01

One of the most difficult aspects of ocean state estimation is the prescription of the model forecast error covariances. The paucity of ocean observations limits our ability to estimate the covariance structures from model-observation differences. In most practical applications, simple covariances are usually prescribed. Rarely are cross-covariances between different model variables used. Here a comparison is made between a univariate Optimal Interpolation (UOI) scheme and a multivariate OI algorithm (MvOI) in the assimilation of ocean temperature. In the UOI case only temperature is updated using a Gaussian covariance function and in the MvOI salinity, zonal and meridional velocities as well as temperature, are updated using an empirically estimated multivariate covariance matrix. Earlier studies have shown that a univariate OI has a detrimental effect on the salinity and velocity fields of the model. Apparently, in a sequential framework it is important to analyze temperature and salinity together. For the MvOI an estimation of the model error statistics is made by Monte-Carlo techniques from an ensemble of model integrations. An important advantage of using an ensemble of ocean states is that it provides a natural way to estimate cross-covariances between the fields of different physical variables constituting the model state vector, at the same time incorporating the model's dynamical and thermodynamical constraints as well as the effects of physical boundaries. Only temperature observations from the Tropical Atmosphere-Ocean array have been assimilated in this study. In order to investigate the efficacy of the multivariate scheme two data assimilation experiments are validated with a large independent set of recently published subsurface observations of salinity, zonal velocity and temperature. For reference, a third control run with no data assimilation is used to check how the data assimilation affects systematic model errors. While the performance of the UOI and MvOI is similar with respect to the temperature field, the salinity and velocity fields are greatly improved when multivariate correction is used, as evident from the analyses of the rms differences of these fields and independent observations. The MvOI assimilation is found to improve upon the control run in generating the water masses with properties close to the observed, while the UOI failed to maintain the temperature and salinity structure.

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.

Characterizing structural association alterations within brain networks in normal aging using Gaussian Bayesian networks.

PubMed

Guo, Xiaojuan; Wang, Yan; Chen, Kewei; Wu, Xia; Zhang, Jiacai; Li, Ke; Jin, Zhen; Yao, Li

2014-01-01

Recent multivariate neuroimaging studies have revealed aging-related alterations in brain structural networks. However, the sensory/motor networks such as the auditory, visual and motor networks, have obtained much less attention in normal aging research. In this study, we used Gaussian Bayesian networks (BN), an approach investigating possible inter-regional directed relationship, to characterize aging effects on structural associations between core brain regions within each of these structural sensory/motor networks using volumetric MRI data. We then further examined the discriminability of BN models for the young (N = 109; mean age =22.73 years, range 20-28) and old (N = 82; mean age =74.37 years, range 60-90) groups. The results of the BN modeling demonstrated that structural associations exist between two homotopic brain regions from the left and right hemispheres in each of the three networks. In particular, compared with the young group, the old group had significant connection reductions in each of the three networks and lesser connection numbers in the visual network. Moreover, it was found that the aging-related BN models could distinguish the young and old individuals with 90.05, 73.82, and 88.48% accuracy for the auditory, visual, and motor networks, respectively. Our findings suggest that BN models can be used to investigate the normal aging process with reliable statistical power. Moreover, these differences in structural inter-regional interactions may help elucidate the neuronal mechanism of anatomical changes in normal aging.

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

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.

Temporal self-splitting of optical pulses

NASA Astrophysics Data System (ADS)

Ding, Chaoliang; Koivurova, Matias; Turunen, Jari; Pan, Liuzhan

2018-05-01

We present mathematical models for temporally and spectrally partially coherent pulse trains with Laguerre-Gaussian and Hermite-Gaussian Schell-model statistics as extensions of the standard Gaussian Schell model for pulse trains. We derive propagation formulas of both classes of pulsed fields in linearly dispersive media and in temporal optical systems. It is found that, in general, both types of fields exhibit time-domain self-splitting upon propagation. The Laguerre-Gaussian model leads to multiply peaked pulses, while the Hermite-Gaussian model leads to doubly peaked pulses, in the temporal far field (in dispersive media) or at the Fourier plane of a temporal system. In both model fields the character of the self-splitting phenomenon depends both on the degree of temporal and spectral coherence and on the power spectrum of the field.

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.

Stochastic resonance in a piecewise nonlinear model driven by multiplicative non-Gaussian noise and additive white noise

NASA Astrophysics Data System (ADS)

Guo, Yongfeng; Shen, Yajun; Tan, Jianguo

2016-09-01

The phenomenon of stochastic resonance (SR) in a piecewise nonlinear model driven by a periodic signal and correlated noises for the cases of a multiplicative non-Gaussian noise and an additive Gaussian white noise is investigated. Applying the path integral approach, the unified colored noise approximation and the two-state model theory, the analytical expression of the signal-to-noise ratio (SNR) is derived. It is found that conventional stochastic resonance exists in this system. From numerical computations we obtain that: (i) As a function of the non-Gaussian noise intensity, the SNR is increased when the non-Gaussian noise deviation parameter q is increased. (ii) As a function of the Gaussian noise intensity, the SNR is decreased when q is increased. This demonstrates that the effect of the non-Gaussian noise on SNR is different from that of the Gaussian noise in this system. Moreover, we further discuss the effect of the correlation time of the non-Gaussian noise, cross-correlation strength, the amplitude and frequency of the periodic signal on SR.

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.

Arbitrage with fractional Gaussian processes

NASA Astrophysics Data System (ADS)

Zhang, Xili; Xiao, Weilin

2017-04-01

While the arbitrage opportunity in the Black-Scholes model driven by fractional Brownian motion has a long history, the arbitrage strategy in the Black-Scholes model driven by general fractional Gaussian processes is in its infancy. The development of stochastic calculus with respect to fractional Gaussian processes allowed us to study such models. In this paper, following the idea of Shiryaev (1998), an arbitrage strategy is constructed for the Black-Scholes model driven by fractional Gaussian processes, when the stochastic integral is interpreted in the Riemann-Stieltjes sense. Arbitrage opportunities in some fractional Gaussian processes, including fractional Brownian motion, sub-fractional Brownian motion, bi-fractional Brownian motion, weighted-fractional Brownian motion and tempered fractional Brownian motion, are also investigated.

How Many Separable Sources? Model Selection In Independent Components Analysis

PubMed Central

Woods, Roger P.; Hansen, Lars Kai; Strother, Stephen

2015-01-01

Unlike mixtures consisting solely of non-Gaussian sources, mixtures including two or more Gaussian components cannot be separated using standard independent components analysis methods that are based on higher order statistics and independent observations. The mixed Independent Components Analysis/Principal Components Analysis (mixed ICA/PCA) model described here accommodates one or more Gaussian components in the independent components analysis model and uses principal components analysis to characterize contributions from this inseparable Gaussian subspace. Information theory can then be used to select from among potential model categories with differing numbers of Gaussian components. Based on simulation studies, the assumptions and approximations underlying the Akaike Information Criterion do not hold in this setting, even with a very large number of observations. Cross-validation is a suitable, though computationally intensive alternative for model selection. Application of the algorithm is illustrated using Fisher's iris data set and Howells' craniometric data set. Mixed ICA/PCA is of potential interest in any field of scientific investigation where the authenticity of blindly separated non-Gaussian sources might otherwise be questionable. Failure of the Akaike Information Criterion in model selection also has relevance in traditional independent components analysis where all sources are assumed non-Gaussian. PMID:25811988

Gaussian fitting for carotid and radial artery pressure waveforms: comparison between normal subjects and heart failure patients.

PubMed

Liu, Chengyu; Zheng, Dingchang; Zhao, Lina; Liu, Changchun

2014-01-01

It has been reported that Gaussian functions could accurately and reliably model both carotid and radial artery pressure waveforms (CAPW and RAPW). However, the physiological relevance of the characteristic features from the modeled Gaussian functions has been little investigated. This study thus aimed to determine characteristic features from the Gaussian functions and to make comparisons of them between normal subjects and heart failure patients. Fifty-six normal subjects and 51 patients with heart failure were studied with the CAPW and RAPW signals recorded simultaneously. The two signals were normalized first and then modeled by three positive Gaussian functions, with their peak amplitude, peak time, and half-width determined. Comparisons of these features were finally made between the two groups. Results indicated that the peak amplitude of the first Gaussian curve was significantly decreased in heart failure patients compared with normal subjects (P<0.001). Significantly increased peak amplitude of the second Gaussian curves (P<0.001) and significantly shortened peak times of the second and third Gaussian curves (both P<0.001) were also presented in heart failure patients. These results were true for both CAPW and RAPW signals, indicating the clinical significance of the Gaussian modeling, which should provide essential tools for further understanding the underlying physiological mechanisms of the artery pressure waveform.

Workshop on Algorithms for Time-Series Analysis

NASA Astrophysics Data System (ADS)

Protopapas, Pavlos

2012-04-01

abstract-type="normal">SummaryThis Workshop covered the four major subjects listed below in two 90-minute sessions. Each talk or tutorial allowed questions, and concluded with a discussion. Classification: Automatic classification using machine-learning methods is becoming a standard in surveys that generate large datasets. Ashish Mahabal (Caltech) reviewed various methods, and presented examples of several applications. Time-Series Modelling: Suzanne Aigrain (Oxford University) discussed autoregressive models and multivariate approaches such as Gaussian Processes. Meta-classification/mixture of expert models: Karim Pichara (Pontificia Universidad Católica, Chile) described the substantial promise which machine-learning classification methods are now showing in automatic classification, and discussed how the various methods can be combined together. Event Detection: Pavlos Protopapas (Harvard) addressed methods of fast identification of events with low signal-to-noise ratios, enlarging on the characterization and statistical issues of low signal-to-noise ratios and rare events.

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

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

Effects of scale-dependent non-Gaussianity on cosmological structures

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

LoVerde, Marilena; Miller, Amber; Shandera, Sarah

2008-04-15

The detection of primordial non-Gaussianity could provide a powerful means to test various inflationary scenarios. Although scale-invariant non-Gaussianity (often described by the f{sub NL} formalism) is currently best constrained by the CMB, single-field models with changing sound speed can have strongly scale-dependent non-Gaussianity. Such models could evade the CMB constraints but still have important effects at scales responsible for the formation of cosmological objects such as clusters and galaxies. We compute the effect of scale-dependent primordial non-Gaussianity on cluster number counts as a function of redshift, using a simple ansatz to model scale-dependent features. We forecast constraints on these modelsmore » achievable with forthcoming datasets. We also examine consequences for the galaxy bispectrum. Our results are relevant for the Dirac-Born-Infeld model of brane inflation, where the scale dependence of the non-Gaussianity is directly related to the geometry of the extra dimensions.« 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.

Comparison of non-Gaussian and Gaussian diffusion models of diffusion weighted imaging of rectal cancer at 3.0 T MRI.

PubMed

Zhang, Guangwen; Wang, Shuangshuang; Wen, Didi; Zhang, Jing; Wei, Xiaocheng; Ma, Wanling; Zhao, Weiwei; Wang, Mian; Wu, Guosheng; Zhang, Jinsong

2016-12-09

Water molecular diffusion in vivo tissue is much more complicated. We aimed to compare non-Gaussian diffusion models of diffusion-weighted imaging (DWI) including intra-voxel incoherent motion (IVIM), stretched-exponential model (SEM) and Gaussian diffusion model at 3.0 T MRI in patients with rectal cancer, and to determine the optimal model for investigating the water diffusion properties and characterization of rectal carcinoma. Fifty-nine consecutive patients with pathologically confirmed rectal adenocarcinoma underwent DWI with 16 b-values at a 3.0 T MRI system. DWI signals were fitted to the mono-exponential and non-Gaussian diffusion models (IVIM-mono, IVIM-bi and SEM) on primary tumor and adjacent normal rectal tissue. Parameters of standard apparent diffusion coefficient (ADC), slow- and fast-ADC, fraction of fast ADC (f), α value and distributed diffusion coefficient (DDC) were generated and compared between the tumor and normal tissues. The SEM exhibited the best fitting results of actual DWI signal in rectal cancer and the normal rectal wall (R 2  = 0.998, 0.999 respectively). The DDC achieved relatively high area under the curve (AUC = 0.980) in differentiating tumor from normal rectal wall. Non-Gaussian diffusion models could assess tissue properties more accurately than the ADC derived Gaussian diffusion model. SEM may be used as a potential optimal model for characterization of rectal cancer.

Evaluation of non-Gaussian diffusion in cardiac MRI.

PubMed

McClymont, Darryl; Teh, Irvin; Carruth, Eric; Omens, Jeffrey; McCulloch, Andrew; Whittington, Hannah J; Kohl, Peter; Grau, Vicente; Schneider, Jürgen E

2017-09-01

The diffusion tensor model assumes Gaussian diffusion and is widely applied in cardiac diffusion MRI. However, diffusion in biological tissue deviates from a Gaussian profile as a result of hindrance and restriction from cell and tissue microstructure, and may be quantified better by non-Gaussian modeling. The aim of this study was to investigate non-Gaussian diffusion in healthy and hypertrophic hearts. Thirteen rat hearts (five healthy, four sham, four hypertrophic) were imaged ex vivo. Diffusion-weighted images were acquired at b-values up to 10,000 s/mm 2 . Models of diffusion were fit to the data and ranked based on the Akaike information criterion. The diffusion tensor was ranked best at b-values up to 2000 s/mm 2 but reflected the signal poorly in the high b-value regime, in which the best model was a non-Gaussian "beta distribution" model. Although there was considerable overlap in apparent diffusivities between the healthy, sham, and hypertrophic hearts, diffusion kurtosis and skewness in the hypertrophic hearts were more than 20% higher in the sheetlet and sheetlet-normal directions. Non-Gaussian diffusion models have a higher sensitivity for the detection of hypertrophy compared with the Gaussian model. In particular, diffusion kurtosis may serve as a useful biomarker for characterization of disease and remodeling in the heart. Magn Reson Med 78:1174-1186, 2017. © 2016 International Society for Magnetic Resonance in Medicine. © 2016 The Authors Magnetic Resonance in Medicine published by Wiley Periodicals, Inc. on behalf of International Society for Magnetic Resonance in Medicine.

Multivariate postprocessing techniques for probabilistic hydrological forecasting

NASA Astrophysics Data System (ADS)

Hemri, Stephan; Lisniak, Dmytro; Klein, Bastian

2016-04-01

Hydrologic ensemble forecasts driven by atmospheric ensemble prediction systems need statistical postprocessing in order to account for systematic errors in terms of both mean and spread. Runoff is an inherently multivariate process with typical events lasting from hours in case of floods to weeks or even months in case of droughts. This calls for multivariate postprocessing techniques that yield well calibrated forecasts in univariate terms and ensure a realistic temporal dependence structure at the same time. To this end, the univariate ensemble model output statistics (EMOS; Gneiting et al., 2005) postprocessing method is combined with two different copula approaches that ensure multivariate calibration throughout the entire forecast horizon. These approaches comprise ensemble copula coupling (ECC; Schefzik et al., 2013), which preserves the dependence structure of the raw ensemble, and a Gaussian copula approach (GCA; Pinson and Girard, 2012), which estimates the temporal correlations from training observations. Both methods are tested in a case study covering three subcatchments of the river Rhine that represent different sizes and hydrological regimes: the Upper Rhine up to the gauge Maxau, the river Moselle up to the gauge Trier, and the river Lahn up to the gauge Kalkofen. The results indicate that both ECC and GCA are suitable for modelling the temporal dependences of probabilistic hydrologic forecasts (Hemri et al., 2015). References Gneiting, T., A. E. Raftery, A. H. Westveld, and T. Goldman (2005), Calibrated probabilistic forecasting using ensemble model output statistics and minimum CRPS estimation, Monthly Weather Review, 133(5), 1098-1118, DOI: 10.1175/MWR2904.1. Hemri, S., D. Lisniak, and B. Klein, Multivariate postprocessing techniques for probabilistic hydrological forecasting, Water Resources Research, 51(9), 7436-7451, DOI: 10.1002/2014WR016473. Pinson, P., and R. Girard (2012), Evaluating the quality of scenarios of short-term wind power generation, Applied Energy, 96, 12-20, DOI: 10.1016/j.apenergy.2011.11.004. Schefzik, R., T. L. Thorarinsdottir, and T. Gneiting (2013), Uncertainty quantification in complex simulation models using ensemble copula coupling, Statistical Science, 28, 616-640, DOI: 10.1214/13-STS443.

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.

Optimisation of dispersion parameters of Gaussian plume model for CO₂ dispersion.

PubMed

Liu, Xiong; Godbole, Ajit; Lu, Cheng; Michal, Guillaume; Venton, Philip

2015-11-01

The carbon capture and storage (CCS) and enhanced oil recovery (EOR) projects entail the possibility of accidental release of carbon dioxide (CO2) into the atmosphere. To quantify the spread of CO2 following such release, the 'Gaussian' dispersion model is often used to estimate the resulting CO2 concentration levels in the surroundings. The Gaussian model enables quick estimates of the concentration levels. However, the traditionally recommended values of the 'dispersion parameters' in the Gaussian model may not be directly applicable to CO2 dispersion. This paper presents an optimisation technique to obtain the dispersion parameters in order to achieve a quick estimation of CO2 concentration levels in the atmosphere following CO2 blowouts. The optimised dispersion parameters enable the Gaussian model to produce quick estimates of CO2 concentration levels, precluding the necessity to set up and run much more complicated models. Computational fluid dynamics (CFD) models were employed to produce reference CO2 dispersion profiles in various atmospheric stability classes (ASC), different 'source strengths' and degrees of ground roughness. The performance of the CFD models was validated against the 'Kit Fox' field measurements, involving dispersion over a flat horizontal terrain, both with low and high roughness regions. An optimisation model employing a genetic algorithm (GA) to determine the best dispersion parameters in the Gaussian plume model was set up. Optimum values of the dispersion parameters for different ASCs that can be used in the Gaussian plume model for predicting CO2 dispersion were obtained.

Application of the LQG/LTR technique to robust controller synthesis for a large flexible space antenna

NASA Technical Reports Server (NTRS)

Joshi, S. M.; Armstrong, E. S.; Sundararajan, N.

1986-01-01

The problem of synthesizing a robust controller is considered for a large, flexible space-based antenna by using the linear-quadratic-Gaussian (LQG)/loop transfer recovery (LTR) method. The study is based on a finite-element model of the 122-m hoop/column antenna, which consists of three rigid-body rotational modes and the first 10 elastic modes. A robust compensator design for achieving the required performance bandwidth in the presence of modeling uncertainties is obtained using the LQG/LTR method for loop-shaping in the frequency domain. Different sensor actuator locations are analyzed in terms of the pole/zero locations of the multivariable systems and possible best locations are indicated. The computations are performed by using the LQG design package ORACLS augmented with frequency domain singular value analysis software.

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.

Pinhole occulter experiment

NASA Technical Reports Server (NTRS)

Ring, Jeff; Pflug, John

1987-01-01

Viewgraphs and charts from a briefing summarize the accomplishments, results, conclusions, and recommendations of a feasibility study using the Pinhole Occulter Facility (POF). Accomplishments for 1986 include: (1) improved IPS Gimbal Model; (2) improved Crew Motion Disturbance Model; (3) use of existing shuttle on-orbit simulation to study the effects of orbiter attitude deadband size on POF performance; (4) increased understanding of maximum performance expected from current actuator/sensor set; (5) use of TREETOPS nonlinear time domain program to obtain system dynamics describing the complex multibody flexible structures; (6) use of HONEY-X design tool to design and evaluate multivariable compensator for stability, robustness, and performance; (7) application of state-of-the-art compensator design methodology Linear Quadratic Gaussian/Loop Transfer Recovery (LQG/LTR); and (8) examination of tolerance required on knowledge of the POF boom flexible mode frequencies to insure stability, using structure uncertainty analysis.

'A device for being able to book P&L': the organizational embedding of the Gaussian copula.

PubMed

MacKenzie, Donald; Spears, Taylor

2014-06-01

This article, the second of two articles on the Gaussian copula family of models, discusses the attitude of 'quants' (modellers) to these models, showing that contrary to some accounts, those quants were not 'model dopes' who uncritically accepted the outputs of the models. Although sometimes highly critical of Gaussian copulas - even 'othering' them as not really being models --they nevertheless nearly all kept using them, an outcome we explain with reference to the embedding of these models in inter- and intra-organizational processes: communication, risk control and especially the setting of bonuses. The article also examines the role of Gaussian copula models in the 2007-2008 global crisis and in a 2005 episode known as 'the correlation crisis'. We end with the speculation that all widely used derivatives models (and indeed the evaluation culture in which they are embedded) help generate inter-organizational co-ordination, and all that is special in this respect about the Gaussian copula is that its status as 'other' makes this role evident.

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.

The effect of noise and lipid signals on determination of Gaussian and non-Gaussian diffusion parameters in skeletal muscle.

PubMed

Cameron, Donnie; Bouhrara, Mustapha; Reiter, David A; Fishbein, Kenneth W; Choi, Seongjin; Bergeron, Christopher M; Ferrucci, Luigi; Spencer, Richard G

2017-07-01

This work characterizes the effect of lipid and noise signals on muscle diffusion parameter estimation in several conventional and non-Gaussian models, the ultimate objectives being to characterize popular fat suppression approaches for human muscle diffusion studies, to provide simulations to inform experimental work and to report normative non-Gaussian parameter values. The models investigated in this work were the Gaussian monoexponential and intravoxel incoherent motion (IVIM) models, and the non-Gaussian kurtosis and stretched exponential models. These were evaluated via simulations, and in vitro and in vivo experiments. Simulations were performed using literature input values, modeling fat contamination as an additive baseline to data, whereas phantom studies used a phantom containing aliphatic and olefinic fats and muscle-like gel. Human imaging was performed in the hamstring muscles of 10 volunteers. Diffusion-weighted imaging was applied with spectral attenuated inversion recovery (SPAIR), slice-select gradient reversal and water-specific excitation fat suppression, alone and in combination. Measurement bias (accuracy) and dispersion (precision) were evaluated, together with intra- and inter-scan repeatability. Simulations indicated that noise in magnitude images resulted in <6% bias in diffusion coefficients and non-Gaussian parameters (α, K), whereas baseline fitting minimized fat bias for all models, except IVIM. In vivo, popular SPAIR fat suppression proved inadequate for accurate parameter estimation, producing non-physiological parameter estimates without baseline fitting and large biases when it was used. Combining all three fat suppression techniques and fitting data with a baseline offset gave the best results of all the methods studied for both Gaussian diffusion and, overall, for non-Gaussian diffusion. It produced consistent parameter estimates for all models, except IVIM, and highlighted non-Gaussian behavior perpendicular to muscle fibers (α ~ 0.95, K ~ 3.1). These results show that effective fat suppression is crucial for accurate measurement of non-Gaussian diffusion parameters, and will be an essential component of quantitative studies of human muscle quality. Published 2017. This article is a U.S. Government work and is in the public domain in the USA.

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.

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.

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.

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.

Probability density and exceedance rate functions of locally Gaussian turbulence

NASA Technical Reports Server (NTRS)

Mark, W. D.

1989-01-01

A locally Gaussian model of turbulence velocities is postulated which consists of the superposition of a slowly varying strictly Gaussian component representing slow temporal changes in the mean wind speed and a more rapidly varying locally Gaussian turbulence component possessing a temporally fluctuating local variance. Series expansions of the probability density and exceedance rate functions of the turbulence velocity model, based on Taylor's series, are derived. Comparisons of the resulting two-term approximations with measured probability density and exceedance rate functions of atmospheric turbulence velocity records show encouraging agreement, thereby confirming the consistency of the measured records with the locally Gaussian model. Explicit formulas are derived for computing all required expansion coefficients from measured turbulence records.

Gaussian mixture models as flux prediction method for central receivers

NASA Astrophysics Data System (ADS)

Grobler, Annemarie; Gauché, Paul; Smit, Willie

2016-05-01

Flux prediction methods are crucial to the design and operation of central receiver systems. Current methods such as the circular and elliptical (bivariate) Gaussian prediction methods are often used in field layout design and aiming strategies. For experimental or small central receiver systems, the flux profile of a single heliostat often deviates significantly from the circular and elliptical Gaussian models. Therefore a novel method of flux prediction was developed by incorporating the fitting of Gaussian mixture models onto flux profiles produced by flux measurement or ray tracing. A method was also developed to predict the Gaussian mixture model parameters of a single heliostat for a given time using image processing. Recording the predicted parameters in a database ensures that more accurate predictions are made in a shorter time frame.

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.

Inferring network structure in non-normal and mixed discrete-continuous genomic data.

PubMed

Bhadra, Anindya; Rao, Arvind; Baladandayuthapani, Veerabhadran

2018-03-01

Inferring dependence structure through undirected graphs is crucial for uncovering the major modes of multivariate interaction among high-dimensional genomic markers that are potentially associated with cancer. Traditionally, conditional independence has been studied using sparse Gaussian graphical models for continuous data and sparse Ising models for discrete data. However, there are two clear situations when these approaches are inadequate. The first occurs when the data are continuous but display non-normal marginal behavior such as heavy tails or skewness, rendering an assumption of normality inappropriate. The second occurs when a part of the data is ordinal or discrete (e.g., presence or absence of a mutation) and the other part is continuous (e.g., expression levels of genes or proteins). In this case, the existing Bayesian approaches typically employ a latent variable framework for the discrete part that precludes inferring conditional independence among the data that are actually observed. The current article overcomes these two challenges in a unified framework using Gaussian scale mixtures. Our framework is able to handle continuous data that are not normal and data that are of mixed continuous and discrete nature, while still being able to infer a sparse conditional sign independence structure among the observed data. Extensive performance comparison in simulations with alternative techniques and an analysis of a real cancer genomics data set demonstrate the effectiveness of the proposed approach. © 2017, The International Biometric Society.

Inferring network structure in non-normal and mixed discrete-continuous genomic data

PubMed Central

Bhadra, Anindya; Rao, Arvind; Baladandayuthapani, Veerabhadran

2017-01-01

Inferring dependence structure through undirected graphs is crucial for uncovering the major modes of multivariate interaction among high-dimensional genomic markers that are potentially associated with cancer. Traditionally, conditional independence has been studied using sparse Gaussian graphical models for continuous data and sparse Ising models for discrete data. However, there are two clear situations when these approaches are inadequate. The first occurs when the data are continuous but display non-normal marginal behavior such as heavy tails or skewness, rendering an assumption of normality inappropriate. The second occurs when a part of the data is ordinal or discrete (e.g., presence or absence of a mutation) and the other part is continuous (e.g., expression levels of genes or proteins). In this case, the existing Bayesian approaches typically employ a latent variable framework for the discrete part that precludes inferring conditional independence among the data that are actually observed. The current article overcomes these two challenges in a unified framework using Gaussian scale mixtures. Our framework is able to handle continuous data that are not normal and data that are of mixed continuous and discrete nature, while still being able to infer a sparse conditional sign independence structure among the observed data. Extensive performance comparison in simulations with alternative techniques and an analysis of a real cancer genomics data set demonstrate the effectiveness of the proposed approach. PMID:28437848

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

Gaussian Mixture Model of Heart Rate Variability

PubMed Central

Costa, Tommaso; Boccignone, Giuseppe; Ferraro, Mario

2012-01-01

Heart rate variability (HRV) is an important measure of sympathetic and parasympathetic functions of the autonomic nervous system and a key indicator of cardiovascular condition. This paper proposes a novel method to investigate HRV, namely by modelling it as a linear combination of Gaussians. Results show that three Gaussians are enough to describe the stationary statistics of heart variability and to provide a straightforward interpretation of the HRV power spectrum. Comparisons have been made also with synthetic data generated from different physiologically based models showing the plausibility of the Gaussian mixture parameters. PMID:22666386

Random medium model for cusping of plane waves.

PubMed

Li, Jia; Korotkova, Olga

2017-09-01

We introduce a model for a three-dimensional (3D) Schell-type stationary medium whose degree of potential's correlation satisfies the Fractional Multi-Gaussian (FMG) function. Compared with the scattered profile produced by the Gaussian Schell-model (GSM) medium, the Fractional Multi-Gaussian Schell-model (FMGSM) medium gives rise to a sharp concave intensity apex in the scattered field. This implies that the FMGSM medium also accounts for a larger than Gaussian's power in the bucket (PIB) in the forward scattering direction, hence being a better candidate than the GSM medium for generating highly-focused (cusp-like) scattered profiles in the far zone. Compared to other mathematical models for the medium's correlation function which can produce similar cusped scattered profiles the FMG function offers unprecedented tractability being the weighted superposition of Gaussian functions. Our results provide useful applications to energy counter problems and particle manipulation by weakly scattered fields.

Orthogonal Gaussian process models

DOE PAGES

Plumlee, Matthew; Joseph, V. Roshan

2017-01-01

Gaussian processes models are widely adopted for nonparameteric/semi-parametric modeling. Identifiability issues occur when the mean model contains polynomials with unknown coefficients. Though resulting prediction is unaffected, this leads to poor estimation of the coefficients in the mean model, and thus the estimated mean model loses interpretability. This paper introduces a new Gaussian process model whose stochastic part is orthogonal to the mean part to address this issue. As a result, this paper also discusses applications to multi-fidelity simulations using data examples.

Orthogonal Gaussian process models

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

Plumlee, Matthew; Joseph, V. Roshan

Gaussian processes models are widely adopted for nonparameteric/semi-parametric modeling. Identifiability issues occur when the mean model contains polynomials with unknown coefficients. Though resulting prediction is unaffected, this leads to poor estimation of the coefficients in the mean model, and thus the estimated mean model loses interpretability. This paper introduces a new Gaussian process model whose stochastic part is orthogonal to the mean part to address this issue. As a result, this paper also discusses applications to multi-fidelity simulations using data examples.

Integrated control-system design via generalized LQG (GLQG) theory

NASA Technical Reports Server (NTRS)

Bernstein, Dennis S.; Hyland, David C.; Richter, Stephen; Haddad, Wassim M.

1989-01-01

Thirty years of control systems research has produced an enormous body of theoretical results in feedback synthesis. Yet such results see relatively little practical application, and there remains an unsettling gap between classical single-loop techniques (Nyquist, Bode, root locus, pole placement) and modern multivariable approaches (LQG and H infinity theory). Large scale, complex systems, such as high performance aircraft and flexible space structures, now demand efficient, reliable design of multivariable feedback controllers which optimally tradeoff performance against modeling accuracy, bandwidth, sensor noise, actuator power, and control law complexity. A methodology is described which encompasses numerous practical design constraints within a single unified formulation. The approach, which is based upon coupled systems or modified Riccati and Lyapunov equations, encompasses time-domain linear-quadratic-Gaussian theory and frequency-domain H theory, as well as classical objectives such as gain and phase margin via the Nyquist circle criterion. In addition, this approach encompasses the optimal projection approach to reduced-order controller design. The current status of the overall theory will be reviewed including both continuous-time and discrete-time (sampled-data) formulations.

Using Boosting Decision Trees in Gravitational Wave Searches triggered by Gamma-ray Bursts

NASA Astrophysics Data System (ADS)

Zuraw, Sarah; LIGO Collaboration

2015-04-01

The search for gravitational wave bursts requires the ability to distinguish weak signals from background detector noise. Gravitational wave bursts are characterized by their transient nature, making them particularly difficult to detect as they are similar to non-Gaussian noise fluctuations in the detector. The Boosted Decision Tree method is a powerful machine learning algorithm which uses Multivariate Analysis techniques to explore high-dimensional data sets in order to distinguish between gravitational wave signal and background detector noise. It does so by training with known noise events and simulated gravitational wave events. The method is tested using waveform models and compared with the performance of the standard gravitational wave burst search pipeline for Gamma-ray Bursts. It is shown that the method is able to effectively distinguish between signal and background events under a variety of conditions and over multiple Gamma-ray Burst events. This example demonstrates the usefulness and robustness of the Boosted Decision Tree and Multivariate Analysis techniques as a detection method for gravitational wave bursts. LIGO, UMass, PREP, NEGAP.

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

Poly-Gaussian model of randomly rough surface in rarefied gas flow

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

Aksenova, Olga A.; Khalidov, Iskander A.

2014-12-09

Surface roughness is simulated by the model of non-Gaussian random process. Our results for the scattering of rarefied gas atoms from a rough surface using modified approach to the DSMC calculation of rarefied gas flow near a rough surface are developed and generalized applying the poly-Gaussian model representing probability density as the mixture of Gaussian densities. The transformation of the scattering function due to the roughness is characterized by the roughness operator. Simulating rough surface of the walls by the poly-Gaussian random field expressed as integrated Wiener process, we derive a representation of the roughness operator that can be appliedmore » in numerical DSMC methods as well as in analytical investigations.« less

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.

Tip-tilt disturbance model identification based on non-linear least squares fitting for Linear Quadratic Gaussian control

NASA Astrophysics Data System (ADS)

Yang, Kangjian; Yang, Ping; Wang, Shuai; Dong, Lizhi; Xu, Bing

2018-05-01

We propose a method to identify tip-tilt disturbance model for Linear Quadratic Gaussian control. This identification method based on Levenberg-Marquardt method conducts with a little prior information and no auxiliary system and it is convenient to identify the tip-tilt disturbance model on-line for real-time control. This identification method makes it easy that Linear Quadratic Gaussian control runs efficiently in different adaptive optics systems for vibration mitigation. The validity of the Linear Quadratic Gaussian control associated with this tip-tilt disturbance model identification method is verified by experimental data, which is conducted in replay mode by simulation.

Non-Gaussianities in multifield DBI inflation with a waterfall phase transition

NASA Astrophysics Data System (ADS)

Kidani, Taichi; Koyama, Kazuya; Mizuno, Shuntaro

2012-10-01

We study multifield Dirac-Born-Infeld (DBI) inflation models with a waterfall phase transition. This transition happens for a D3 brane moving in the warped conifold if there is an instability along angular directions. The transition converts the angular perturbations into the curvature perturbation. Thanks to this conversion, multifield models can evade the stringent constraints that strongly disfavor single field ultraviolet (UV) DBI inflation models in string theory. We explicitly demonstrate that our model satisfies current observational constraints on the spectral index and equilateral non-Gaussianity as well as the bound on the tensor to scalar ratio imposed in string theory models. In addition, we show that large local type non-Gaussianity is generated together with equilateral non-Gaussianity in this model.

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.

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.

Multiview road sign detection via self-adaptive color model and shape context matching

NASA Astrophysics Data System (ADS)

Liu, Chunsheng; Chang, Faliang; Liu, Chengyun

2016-09-01

The multiview appearance of road signs in uncontrolled environments has made the detection of road signs a challenging problem in computer vision. We propose a road sign detection method to detect multiview road signs. This method is based on several algorithms, including the classical cascaded detector, the self-adaptive weighted Gaussian color model (SW-Gaussian model), and a shape context matching method. The classical cascaded detector is used to detect the frontal road signs in video sequences and obtain the parameters for the SW-Gaussian model. The proposed SW-Gaussian model combines the two-dimensional Gaussian model and the normalized red channel together, which can largely enhance the contrast between the red signs and background. The proposed shape context matching method can match shapes with big noise, which is utilized to detect road signs in different directions. The experimental results show that compared with previous detection methods, the proposed multiview detection method can reach higher detection rate in detecting signs with different directions.

Non-Gaussian Multi-resolution Modeling of Magnetosphere-Ionosphere Coupling Processes

NASA Astrophysics Data System (ADS)

Fan, M.; Paul, D.; Lee, T. C. M.; Matsuo, T.

2016-12-01

The most dynamic coupling between the magnetosphere and ionosphere occurs in the Earth's polar atmosphere. Our objective is to model scale-dependent stochastic characteristics of high-latitude ionospheric electric fields that originate from solar wind magnetosphere-ionosphere interactions. The Earth's high-latitude ionospheric electric field exhibits considerable variability, with increasing non-Gaussian characteristics at decreasing spatio-temporal scales. Accurately representing the underlying stochastic physical process through random field modeling is crucial not only for scientific understanding of the energy, momentum and mass exchanges between the Earth's magnetosphere and ionosphere, but also for modern technological systems including telecommunication, navigation, positioning and satellite tracking. While a lot of efforts have been made to characterize the large-scale variability of the electric field in the context of Gaussian processes, no attempt has been made so far to model the small-scale non-Gaussian stochastic process observed in the high-latitude ionosphere. We construct a novel random field model using spherical needlets as building blocks. The double localization of spherical needlets in both spatial and frequency domains enables the model to capture the non-Gaussian and multi-resolutional characteristics of the small-scale variability. The estimation procedure is computationally feasible due to the utilization of an adaptive Gibbs sampler. We apply the proposed methodology to the computational simulation output from the Lyon-Fedder-Mobarry (LFM) global magnetohydrodynamics (MHD) magnetosphere model. Our non-Gaussian multi-resolution model results in characterizing significantly more energy associated with the small-scale ionospheric electric field variability in comparison to Gaussian models. By accurately representing unaccounted-for additional energy and momentum sources to the Earth's upper atmosphere, our novel random field modeling approach will provide a viable remedy to the current numerical models' systematic biases resulting from the underestimation of high-latitude energy and momentum sources.

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.

Gaussian-input Gaussian mixture model for representing density maps and atomic models.

PubMed

Kawabata, Takeshi

2018-07-01

A new Gaussian mixture model (GMM) has been developed for better representations of both atomic models and electron microscopy 3D density maps. The standard GMM algorithm employs an EM algorithm to determine the parameters. It accepted a set of 3D points with weights, corresponding to voxel or atomic centers. Although the standard algorithm worked reasonably well; however, it had three problems. First, it ignored the size (voxel width or atomic radius) of the input, and thus it could lead to a GMM with a smaller spread than the input. Second, the algorithm had a singularity problem, as it sometimes stopped the iterative procedure due to a Gaussian function with almost zero variance. Third, a map with a large number of voxels required a long computation time for conversion to a GMM. To solve these problems, we have introduced a Gaussian-input GMM algorithm, which considers the input atoms or voxels as a set of Gaussian functions. The standard EM algorithm of GMM was extended to optimize the new GMM. The new GMM has identical radius of gyration to the input, and does not suddenly stop due to the singularity problem. For fast computation, we have introduced a down-sampled Gaussian functions (DSG) by merging neighboring voxels into an anisotropic Gaussian function. It provides a GMM with thousands of Gaussian functions in a short computation time. We also have introduced a DSG-input GMM: the Gaussian-input GMM with the DSG as the input. This new algorithm is much faster than the standard algorithm. Copyright © 2018 The Author(s). Published by Elsevier Inc. All rights reserved.

'The formula that killed Wall Street': the Gaussian copula and modelling practices in investment banking.

PubMed

MacKenzie, Donald; Spears, Taylor

2014-06-01

Drawing on documentary sources and 114 interviews with market participants, this and a companion article discuss the development and use in finance of the Gaussian copula family of models, which are employed to estimate the probability distribution of losses on a pool of loans or bonds, and which were centrally involved in the credit crisis. This article, which explores how and why the Gaussian copula family developed in the way it did, employs the concept of 'evaluation culture', a set of practices, preferences and beliefs concerning how to determine the economic value of financial instruments that is shared by members of multiple organizations. We identify an evaluation culture, dominant within the derivatives departments of investment banks, which we call the 'culture of no-arbitrage modelling', and explore its relation to the development of Gaussian copula models. The article suggests that two themes from the science and technology studies literature on models (modelling as 'impure' bricolage, and modelling as articulating with heterogeneous objectives and constraints) help elucidate the history of Gaussian copula models in finance.

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.

Robust detection, isolation and accommodation for sensor failures

NASA Technical Reports Server (NTRS)

Emami-Naeini, A.; Akhter, M. M.; Rock, S. M.

1986-01-01

The objective is to extend the recent advances in robust control system design of multivariable systems to sensor failure detection, isolation, and accommodation (DIA), and estimator design. This effort provides analysis tools to quantify the trade-off between performance robustness and DIA sensitivity, which are to be used to achieve higher levels of performance robustness for given levels of DIA sensitivity. An innovations-based DIA scheme is used. Estimators, which depend upon a model of the process and process inputs and outputs, are used to generate these innovations. Thresholds used to determine failure detection are computed based on bounds on modeling errors, noise properties, and the class of failures. The applicability of the newly developed tools are demonstrated on a multivariable aircraft turbojet engine example. A new concept call the threshold selector was developed. It represents a significant and innovative tool for the analysis and synthesis of DiA algorithms. The estimators were made robust by introduction of an internal model and by frequency shaping. The internal mode provides asymptotically unbiased filter estimates.The incorporation of frequency shaping of the Linear Quadratic Gaussian cost functional modifies the estimator design to make it suitable for sensor failure DIA. The results are compared with previous studies which used thresholds that were selcted empirically. Comparison of these two techniques on a nonlinear dynamic engine simulation shows improved performance of the new method compared to previous techniques

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.

A Copula-Based Conditional Probabilistic Forecast Model for Wind Power Ramps

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

Hodge, Brian S; Krishnan, Venkat K; Zhang, Jie

Efficient management of wind ramping characteristics can significantly reduce wind integration costs for balancing authorities. By considering the stochastic dependence of wind power ramp (WPR) features, this paper develops a conditional probabilistic wind power ramp forecast (cp-WPRF) model based on Copula theory. The WPRs dataset is constructed by extracting ramps from a large dataset of historical wind power. Each WPR feature (e.g., rate, magnitude, duration, and start-time) is separately forecasted by considering the coupling effects among different ramp features. To accurately model the marginal distributions with a copula, a Gaussian mixture model (GMM) is adopted to characterize the WPR uncertaintymore » and features. The Canonical Maximum Likelihood (CML) method is used to estimate parameters of the multivariable copula. The optimal copula model is chosen based on the Bayesian information criterion (BIC) from each copula family. Finally, the best conditions based cp-WPRF model is determined by predictive interval (PI) based evaluation metrics. Numerical simulations on publicly available wind power data show that the developed copula-based cp-WPRF model can predict WPRs with a high level of reliability and sharpness.« less

Diffusion weighted imaging in patients with rectal cancer: Comparison between Gaussian and non-Gaussian models

PubMed Central

Marias, Kostas; Lambregts, Doenja M. J.; Nikiforaki, Katerina; van Heeswijk, Miriam M.; Bakers, Frans C. H.; Beets-Tan, Regina G. H.

2017-01-01

Purpose The purpose of this study was to compare the performance of four diffusion models, including mono and bi-exponential both Gaussian and non-Gaussian models, in diffusion weighted imaging of rectal cancer. Material and methods Nineteen patients with rectal adenocarcinoma underwent MRI examination of the rectum before chemoradiation therapy including a 7 b-value diffusion sequence (0, 25, 50, 100, 500, 1000 and 2000 s/mm2) at a 1.5T scanner. Four different diffusion models including mono- and bi-exponential Gaussian (MG and BG) and non-Gaussian (MNG and BNG) were applied on whole tumor volumes of interest. Two different statistical criteria were recruited to assess their fitting performance, including the adjusted-R2 and Root Mean Square Error (RMSE). To decide which model better characterizes rectal cancer, model selection was relied on Akaike Information Criteria (AIC) and F-ratio. Results All candidate models achieved a good fitting performance with the two most complex models, the BG and the BNG, exhibiting the best fitting performance. However, both criteria for model selection indicated that the MG model performed better than any other model. In particular, using AIC Weights and F-ratio, the pixel-based analysis demonstrated that tumor areas better described by the simplest MG model in an average area of 53% and 33%, respectively. Non-Gaussian behavior was illustrated in an average area of 37% according to the F-ratio, and 7% using AIC Weights. However, the distributions of the pixels best fitted by each of the four models suggest that MG failed to perform better than any other model in all patients, and the overall tumor area. Conclusion No single diffusion model evaluated herein could accurately describe rectal tumours. These findings probably can be explained on the basis of increased tumour heterogeneity, where areas with high vascularity could be fitted better with bi-exponential models, and areas with necrosis would mostly follow mono-exponential behavior. PMID:28863161

Diffusion weighted imaging in patients with rectal cancer: Comparison between Gaussian and non-Gaussian models.

PubMed

Manikis, Georgios C; Marias, Kostas; Lambregts, Doenja M J; Nikiforaki, Katerina; van Heeswijk, Miriam M; Bakers, Frans C H; Beets-Tan, Regina G H; Papanikolaou, Nikolaos

2017-01-01

The purpose of this study was to compare the performance of four diffusion models, including mono and bi-exponential both Gaussian and non-Gaussian models, in diffusion weighted imaging of rectal cancer. Nineteen patients with rectal adenocarcinoma underwent MRI examination of the rectum before chemoradiation therapy including a 7 b-value diffusion sequence (0, 25, 50, 100, 500, 1000 and 2000 s/mm2) at a 1.5T scanner. Four different diffusion models including mono- and bi-exponential Gaussian (MG and BG) and non-Gaussian (MNG and BNG) were applied on whole tumor volumes of interest. Two different statistical criteria were recruited to assess their fitting performance, including the adjusted-R2 and Root Mean Square Error (RMSE). To decide which model better characterizes rectal cancer, model selection was relied on Akaike Information Criteria (AIC) and F-ratio. All candidate models achieved a good fitting performance with the two most complex models, the BG and the BNG, exhibiting the best fitting performance. However, both criteria for model selection indicated that the MG model performed better than any other model. In particular, using AIC Weights and F-ratio, the pixel-based analysis demonstrated that tumor areas better described by the simplest MG model in an average area of 53% and 33%, respectively. Non-Gaussian behavior was illustrated in an average area of 37% according to the F-ratio, and 7% using AIC Weights. However, the distributions of the pixels best fitted by each of the four models suggest that MG failed to perform better than any other model in all patients, and the overall tumor area. No single diffusion model evaluated herein could accurately describe rectal tumours. These findings probably can be explained on the basis of increased tumour heterogeneity, where areas with high vascularity could be fitted better with bi-exponential models, and areas with necrosis would mostly follow mono-exponential behavior.

Gaussian processes: a method for automatic QSAR modeling of ADME properties.

PubMed

Obrezanova, Olga; Csanyi, Gabor; Gola, Joelle M R; Segall, Matthew D

2007-01-01

In this article, we discuss the application of the Gaussian Process method for the prediction of absorption, distribution, metabolism, and excretion (ADME) properties. On the basis of a Bayesian probabilistic approach, the method is widely used in the field of machine learning but has rarely been applied in quantitative structure-activity relationship and ADME modeling. The method is suitable for modeling nonlinear relationships, does not require subjective determination of the model parameters, works for a large number of descriptors, and is inherently resistant to overtraining. The performance of Gaussian Processes compares well with and often exceeds that of artificial neural networks. Due to these features, the Gaussian Processes technique is eminently suitable for automatic model generation-one of the demands of modern drug discovery. Here, we describe the basic concept of the method in the context of regression problems and illustrate its application to the modeling of several ADME properties: blood-brain barrier, hERG inhibition, and aqueous solubility at pH 7.4. We also compare Gaussian Processes with other modeling techniques.

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.

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.

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.

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.

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.

Spatio-Temporal Data Analysis at Scale Using Models Based on Gaussian Processes

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

Stein, Michael

Gaussian processes are the most commonly used statistical model for spatial and spatio-temporal processes that vary continuously. They are broadly applicable in the physical sciences and engineering and are also frequently used to approximate the output of complex computer models, deterministic or stochastic. We undertook research related to theory, computation, and applications of Gaussian processes as well as some work on estimating extremes of distributions for which a Gaussian process assumption might be inappropriate. Our theoretical contributions include the development of new classes of spatial-temporal covariance functions with desirable properties and new results showing that certain covariance models lead tomore » predictions with undesirable properties. To understand how Gaussian process models behave when applied to deterministic computer models, we derived what we believe to be the first significant results on the large sample properties of estimators of parameters of Gaussian processes when the actual process is a simple deterministic function. Finally, we investigated some theoretical issues related to maxima of observations with varying upper bounds and found that, depending on the circumstances, standard large sample results for maxima may or may not hold. Our computational innovations include methods for analyzing large spatial datasets when observations fall on a partially observed grid and methods for estimating parameters of a Gaussian process model from observations taken by a polar-orbiting satellite. In our application of Gaussian process models to deterministic computer experiments, we carried out some matrix computations that would have been infeasible using even extended precision arithmetic by focusing on special cases in which all elements of the matrices under study are rational and using exact arithmetic. The applications we studied include total column ozone as measured from a polar-orbiting satellite, sea surface temperatures over the Pacific Ocean, and annual temperature extremes at a site in New York City. In each of these applications, our theoretical and computational innovations were directly motivated by the challenges posed by analyzing these and similar types of data.« less

Gstat: a program for geostatistical modelling, prediction and simulation

NASA Astrophysics Data System (ADS)

Pebesma, Edzer J.; Wesseling, Cees G.

1998-01-01

Gstat is a computer program for variogram modelling, and geostatistical prediction and simulation. It provides a generic implementation of the multivariable linear model with trends modelled as a linear function of coordinate polynomials or of user-defined base functions, and independent or dependent, geostatistically modelled, residuals. Simulation in gstat comprises conditional or unconditional (multi-) Gaussian sequential simulation of point values or block averages, or (multi-) indicator sequential simulation. Besides many of the popular options found in other geostatistical software packages, gstat offers the unique combination of (i) an interactive user interface for modelling variograms and generalized covariances (residual variograms), that uses the device-independent plotting program gnuplot for graphical display, (ii) support for several ascii and binary data and map file formats for input and output, (iii) a concise, intuitive and flexible command language, (iv) user customization of program defaults, (v) no built-in limits, and (vi) free, portable ANSI-C source code. This paper describes the class of problems gstat can solve, and addresses aspects of efficiency and implementation, managing geostatistical projects, and relevant technical details.

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.

Application of selection and estimation regular vine copula on go public company share

NASA Astrophysics Data System (ADS)

Hasna Afifah, R.; Noviyanti, Lienda; Bachrudin, Achmad

2018-03-01

The accuracy of financial risk management involving a large number of assets is needed, but information about dependencies among assets cannot be adequately analyzed. To analyze dependencies on a number of assets, several tools have been added to standard multivariate copula. However, these tools have not been adequately used in apps with higher dimensions. The bivariate parametric copula families can be used to solve it. The multivariate copula can be built from the bivariate parametric copula which is connected by a graphical representation to become Pair Copula Constructions (PCCs) or vine copula. The application of C-vine and D-vine copula have been used in some researches, but the use of C-vine and D-vine copula is more limited than R-vine copula. Therefore, this study used R-vine copula to provide flexibility for modeling complex dependencies on a high dimension. Since copula is a static model, while stock values change over time, then copula should be combined with the ARMA- GARCH model for modeling the movement of shares (volatility). The objective of this paper is to select and estimate R-vine copula which is used to analyze PT Jasa Marga (Persero) Tbk (JSMR), PT Waskita Karya (Persero) Tbk (WSKT), and PT Bank Mandiri (Persero) Tbk (BMRI) from august 31, 2014 to august 31, 2017. From the method it is obtained that the selected copulas for 2 edges at the first tree are survival Gumbel and the copula for edge at the second tree is Gaussian.

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.

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.

Fast genomic predictions via Bayesian G-BLUP and multilocus models of threshold traits including censored Gaussian data.

PubMed

Kärkkäinen, Hanni P; Sillanpää, Mikko J

2013-09-04

Because of the increased availability of genome-wide sets of molecular markers along with reduced cost of genotyping large samples of individuals, genomic estimated breeding values have become an essential resource in plant and animal breeding. Bayesian methods for breeding value estimation have proven to be accurate and efficient; however, the ever-increasing data sets are placing heavy demands on the parameter estimation algorithms. Although a commendable number of fast estimation algorithms are available for Bayesian models of continuous Gaussian traits, there is a shortage for corresponding models of discrete or censored phenotypes. In this work, we consider a threshold approach of binary, ordinal, and censored Gaussian observations for Bayesian multilocus association models and Bayesian genomic best linear unbiased prediction and present a high-speed generalized expectation maximization algorithm for parameter estimation under these models. We demonstrate our method with simulated and real data. Our example analyses suggest that the use of the extra information present in an ordered categorical or censored Gaussian data set, instead of dichotomizing the data into case-control observations, increases the accuracy of genomic breeding values predicted by Bayesian multilocus association models or by Bayesian genomic best linear unbiased prediction. Furthermore, the example analyses indicate that the correct threshold model is more accurate than the directly used Gaussian model with a censored Gaussian data, while with a binary or an ordinal data the superiority of the threshold model could not be confirmed.

Fast Genomic Predictions via Bayesian G-BLUP and Multilocus Models of Threshold Traits Including Censored Gaussian Data

PubMed Central

Kärkkäinen, Hanni P.; Sillanpää, Mikko J.

2013-01-01

Because of the increased availability of genome-wide sets of molecular markers along with reduced cost of genotyping large samples of individuals, genomic estimated breeding values have become an essential resource in plant and animal breeding. Bayesian methods for breeding value estimation have proven to be accurate and efficient; however, the ever-increasing data sets are placing heavy demands on the parameter estimation algorithms. Although a commendable number of fast estimation algorithms are available for Bayesian models of continuous Gaussian traits, there is a shortage for corresponding models of discrete or censored phenotypes. In this work, we consider a threshold approach of binary, ordinal, and censored Gaussian observations for Bayesian multilocus association models and Bayesian genomic best linear unbiased prediction and present a high-speed generalized expectation maximization algorithm for parameter estimation under these models. We demonstrate our method with simulated and real data. Our example analyses suggest that the use of the extra information present in an ordered categorical or censored Gaussian data set, instead of dichotomizing the data into case-control observations, increases the accuracy of genomic breeding values predicted by Bayesian multilocus association models or by Bayesian genomic best linear unbiased prediction. Furthermore, the example analyses indicate that the correct threshold model is more accurate than the directly used Gaussian model with a censored Gaussian data, while with a binary or an ordinal data the superiority of the threshold model could not be confirmed. PMID:23821618

The saccadic flow baseline: Accounting for image-independent biases in fixation behavior.

PubMed

Clarke, Alasdair D F; Stainer, Matthew J; Tatler, Benjamin W; Hunt, Amelia R

2017-09-01

Much effort has been made to explain eye guidance during natural scene viewing. However, a substantial component of fixation placement appears to be a set of consistent biases in eye movement behavior. We introduce the concept of saccadic flow, a generalization of the central bias that describes the image-independent conditional probability of making a saccade to (xi+1, yi+1), given a fixation at (xi, yi). We suggest that saccadic flow can be a useful prior when carrying out analyses of fixation locations, and can be used as a submodule in models of eye movements during scene viewing. We demonstrate the utility of this idea by presenting bias-weighted gaze landscapes, and show that there is a link between the likelihood of a saccade under the flow model, and the salience of the following fixation. We also present a minor improvement to our central bias model (based on using a multivariate truncated Gaussian), and investigate the leftwards and coarse-to-fine biases in scene viewing.

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.

Anomaly detection of microstructural defects in continuous fiber reinforced composites

NASA Astrophysics Data System (ADS)

Bricker, Stephen; Simmons, J. P.; Przybyla, Craig; Hardie, Russell

2015-03-01

Ceramic matrix composites (CMC) with continuous fiber reinforcements have the potential to enable the next generation of high speed hypersonic vehicles and/or significant improvements in gas turbine engine performance due to their exhibited toughness when subjected to high mechanical loads at extreme temperatures (2200F+). Reinforced fiber composites (RFC) provide increased fracture toughness, crack growth resistance, and strength, though little is known about how stochastic variation and imperfections in the material effect material properties. In this work, tools are developed for quantifying anomalies within the microstructure at several scales. The detection and characterization of anomalous microstructure is a critical step in linking production techniques to properties, as well as in accurate material simulation and property prediction for the integrated computation materials engineering (ICME) of RFC based components. It is desired to find statistical outliers for any number of material characteristics such as fibers, fiber coatings, and pores. Here, fiber orientation, or `velocity', and `velocity' gradient are developed and examined for anomalous behavior. Categorizing anomalous behavior in the CMC is approached by multivariate Gaussian mixture modeling. A Gaussian mixture is employed to estimate the probability density function (PDF) of the features in question, and anomalies are classified by their likelihood of belonging to the statistical normal behavior for that feature.

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.

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.

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

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.

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

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.

Spatiotemporal modelling of groundwater extraction in semi-arid central Queensland, Australia

NASA Astrophysics Data System (ADS)

Keir, Greg; Bulovic, Nevenka; McIntyre, Neil

2016-04-01

The semi-arid Surat Basin in central Queensland, Australia, forms part of the Great Artesian Basin, a groundwater resource of national significance. While this area relies heavily on groundwater supply bores to sustain agricultural industries and rural life in general, measurement of groundwater extraction rates is very limited. Consequently, regional groundwater extraction rates are not well known, which may have implications for regional numerical groundwater modelling. However, flows from a small number of bores are metered, and less precise anecdotal estimates of extraction are increasingly available. There is also an increasing number of other spatiotemporal datasets which may help predict extraction rates (e.g. rainfall, temperature, soils, stocking rates etc.). These can be used to construct spatial multivariate regression models to estimate extraction. The data exhibit complicated statistical features, such as zero-valued observations, non-Gaussianity, and non-stationarity, which limit the use of many classical estimation techniques, such as kriging. As well, water extraction histories may exhibit temporal autocorrelation. To account for these features, we employ a separable space-time model to predict bore extraction rates using the R-INLA package for computationally efficient Bayesian inference. A joint approach is used to model both the probability (using a binomial likelihood) and magnitude (using a gamma likelihood) of extraction. The correlation between extraction rates in space and time is modelled using a Gaussian Markov Random Field (GMRF) with a Matérn spatial covariance function which can evolve over time according to an autoregressive model. To reduce computational burden, we allow the GMRF to be evaluated at a relatively coarse temporal resolution, while still allowing predictions to be made at arbitrarily small time scales. We describe the process of model selection and inference using an information criterion approach, and present some preliminary results from the study area. We conclude by discussing issues related with upscaling of the modelling approach to the entire basin, including merging of extraction rate observations with different precision, temporal resolution, and even potentially different likelihoods.

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.

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.

Bayesian sensitivity analysis of bifurcating nonlinear models

NASA Astrophysics Data System (ADS)

Becker, W.; Worden, K.; Rowson, J.

2013-01-01

Sensitivity analysis allows one to investigate how changes in input parameters to a system affect the output. When computational expense is a concern, metamodels such as Gaussian processes can offer considerable computational savings over Monte Carlo methods, albeit at the expense of introducing a data modelling problem. In particular, Gaussian processes assume a smooth, non-bifurcating response surface. This work highlights a recent extension to Gaussian processes which uses a decision tree to partition the input space into homogeneous regions, and then fits separate Gaussian processes to each region. In this way, bifurcations can be modelled at region boundaries and different regions can have different covariance properties. To test this method, both the treed and standard methods were applied to the bifurcating response of a Duffing oscillator and a bifurcating FE model of a heart valve. It was found that the treed Gaussian process provides a practical way of performing uncertainty and sensitivity analysis on large, potentially-bifurcating models, which cannot be dealt with by using a single GP, although an open problem remains how to manage bifurcation boundaries that are not parallel to coordinate axes.

A Gaussian framework for modeling effects of frequency-dependent attenuation, frequency-dependent scattering, and gating.

PubMed

Wear, Keith A

2002-11-01

For a wide range of applications in medical ultrasound, power spectra of received signals are approximately Gaussian. It has been established previously that an ultrasound beam with a Gaussian spectrum propagating through a medium with linear attenuation remains Gaussian. In this paper, Gaussian transformations are derived to model the effects of scattering (according to a power law, as is commonly applicable in soft tissues, especially over limited frequency ranges) and gating (with a Hamming window, a commonly used gate function). These approximations are shown to be quite accurate even for relatively broad band systems with fractional bandwidths approaching 100%. The theory is validated by experiments in phantoms consisting of glass particles suspended in agar.

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

Simulation of the usage of Gaussian mixture models for the purpose of modelling virtual mass spectrometry data.

PubMed

Plechawska, Małgorzata; Polańska, Joanna

2009-01-01

This article presents the method of the processing of mass spectrometry data. Mass spectra are modelled with Gaussian Mixture Models. Every peak of the spectrum is represented by a single Gaussian. Its parameters describe the location, height and width of the corresponding peak of the spectrum. An authorial version of the Expectation Maximisation Algorithm was used to perform all calculations. Errors were estimated with a virtual mass spectrometer. The discussed tool was originally designed to generate a set of spectra within defined parameters.

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.

Revisiting non-Gaussianity from non-attractor inflation models

NASA Astrophysics Data System (ADS)

Cai, Yi-Fu; Chen, Xingang; Namjoo, Mohammad Hossein; Sasaki, Misao; Wang, Dong-Gang; Wang, Ziwei

2018-05-01

Non-attractor inflation is known as the only single field inflationary scenario that can violate non-Gaussianity consistency relation with the Bunch-Davies vacuum state and generate large local non-Gaussianity. However, it is also known that the non-attractor inflation by itself is incomplete and should be followed by a phase of slow-roll attractor. Moreover, there is a transition process between these two phases. In the past literature, this transition was approximated as instant and the evolution of non-Gaussianity in this phase was not fully studied. In this paper, we follow the detailed evolution of the non-Gaussianity through the transition phase into the slow-roll attractor phase, considering different types of transition. We find that the transition process has important effect on the size of the local non-Gaussianity. We first compute the net contribution of the non-Gaussianities at the end of inflation in canonical non-attractor models. If the curvature perturbations keep evolving during the transition—such as in the case of smooth transition or some sharp transition scenarios—the Script O(1) local non-Gaussianity generated in the non-attractor phase can be completely erased by the subsequent evolution, although the consistency relation remains violated. In extremal cases of sharp transition where the super-horizon modes freeze immediately right after the end of the non-attractor phase, the original non-attractor result can be recovered. We also study models with non-canonical kinetic terms, and find that the transition can typically contribute a suppression factor in the squeezed bispectrum, but the final local non-Gaussianity can still be made parametrically large.

Evolution of the frequency chirp of Gaussian pulses and beams when passing through a pulse compressor.

PubMed

Li, Derong; Lv, Xiaohua; Bowlan, Pamela; Du, Rui; Zeng, Shaoqun; Luo, Qingming

2009-09-14

The evolution of the frequency chirp of a laser pulse inside a classical pulse compressor is very different for plane waves and Gaussian beams, although after propagating through the last (4th) dispersive element, the two models give the same results. In this paper, we have analyzed the evolution of the frequency chirp of Gaussian pulses and beams using a method which directly obtains the spectral phase acquired by the compressor. We found the spatiotemporal couplings in the phase to be the fundamental reason for the difference in the frequency chirp acquired by a Gaussian beam and a plane wave. When the Gaussian beam propagates, an additional frequency chirp will be introduced if any spatiotemporal couplings (i.e. angular dispersion, spatial chirp or pulse front tilt) are present. However, if there are no couplings present, the chirp of the Gaussian beam is the same as that of a plane wave. When the Gaussian beam is well collimated, the introduced frequency chirp predicted by the plane wave and Gaussian beam models are in closer agreement. This work improves our understanding of pulse compressors and should be helpful for optimizing dispersion compensation schemes in many applications of femtosecond laser pulses.

Beyond a Gaussian Denoiser: Residual Learning of Deep CNN for Image Denoising.

PubMed

Zhang, Kai; Zuo, Wangmeng; Chen, Yunjin; Meng, Deyu; Zhang, Lei

2017-07-01

The discriminative model learning for image denoising has been recently attracting considerable attentions due to its favorable denoising performance. In this paper, we take one step forward by investigating the construction of feed-forward denoising convolutional neural networks (DnCNNs) to embrace the progress in very deep architecture, learning algorithm, and regularization method into image denoising. Specifically, residual learning and batch normalization are utilized to speed up the training process as well as boost the denoising performance. Different from the existing discriminative denoising models which usually train a specific model for additive white Gaussian noise at a certain noise level, our DnCNN model is able to handle Gaussian denoising with unknown noise level (i.e., blind Gaussian denoising). With the residual learning strategy, DnCNN implicitly removes the latent clean image in the hidden layers. This property motivates us to train a single DnCNN model to tackle with several general image denoising tasks, such as Gaussian denoising, single image super-resolution, and JPEG image deblocking. Our extensive experiments demonstrate that our DnCNN model can not only exhibit high effectiveness in several general image denoising tasks, but also be efficiently implemented by benefiting from GPU computing.

Superdiffusion in a non-Markovian random walk model with a Gaussian memory profile

NASA Astrophysics Data System (ADS)

Borges, G. M.; Ferreira, A. S.; da Silva, M. A. A.; Cressoni, J. C.; Viswanathan, G. M.; Mariz, A. M.

2012-09-01

Most superdiffusive Non-Markovian random walk models assume that correlations are maintained at all time scales, e.g., fractional Brownian motion, Lévy walks, the Elephant walk and Alzheimer walk models. In the latter two models the random walker can always "remember" the initial times near t = 0. Assuming jump size distributions with finite variance, the question naturally arises: is superdiffusion possible if the walker is unable to recall the initial times? We give a conclusive answer to this general question, by studying a non-Markovian model in which the walker's memory of the past is weighted by a Gaussian centered at time t/2, at which time the walker had one half the present age, and with a standard deviation σt which grows linearly as the walker ages. For large widths we find that the model behaves similarly to the Elephant model, but for small widths this Gaussian memory profile model behaves like the Alzheimer walk model. We also report that the phenomenon of amnestically induced persistence, known to occur in the Alzheimer walk model, arises in the Gaussian memory profile model. We conclude that memory of the initial times is not a necessary condition for generating (log-periodic) superdiffusion. We show that the phenomenon of amnestically induced persistence extends to the case of a Gaussian memory profile.

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.

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.

Infrared maritime target detection using a probabilistic single Gaussian model of sea clutter in Fourier domain

NASA Astrophysics Data System (ADS)

Zhou, Anran; Xie, Weixin; Pei, Jihong; Chen, Yapei

2018-02-01

For ship targets detection in cluttered infrared image sequences, a robust detection method, based on the probabilistic single Gaussian model of sea background in Fourier domain, is put forward. The amplitude spectrum sequences at each frequency point of the pure seawater images in Fourier domain, being more stable than the gray value sequences of each background pixel in the spatial domain, are regarded as a Gaussian model. Next, a probability weighted matrix is built based on the stability of the pure seawater's total energy spectrum in the row direction, to make the Gaussian model more accurate. Then, the foreground frequency points are separated from the background frequency points by the model. Finally, the false-alarm points are removed utilizing ships' shape features. The performance of the proposed method is tested by visual and quantitative comparisons with others.

Similarity measure and domain adaptation in multiple mixture model clustering: An application to image processing.

PubMed

Leong, Siow Hoo; Ong, Seng Huat

2017-01-01

This paper considers three crucial issues in processing scaled down image, the representation of partial image, similarity measure and domain adaptation. Two Gaussian mixture model based algorithms are proposed to effectively preserve image details and avoids image degradation. Multiple partial images are clustered separately through Gaussian mixture model clustering with a scan and select procedure to enhance the inclusion of small image details. The local image features, represented by maximum likelihood estimates of the mixture components, are classified by using the modified Bayes factor (MBF) as a similarity measure. The detection of novel local features from MBF will suggest domain adaptation, which is changing the number of components of the Gaussian mixture model. The performance of the proposed algorithms are evaluated with simulated data and real images and it is shown to perform much better than existing Gaussian mixture model based algorithms in reproducing images with higher structural similarity index.

Similarity measure and domain adaptation in multiple mixture model clustering: An application to image processing

PubMed Central

Leong, Siow Hoo

2017-01-01

This paper considers three crucial issues in processing scaled down image, the representation of partial image, similarity measure and domain adaptation. Two Gaussian mixture model based algorithms are proposed to effectively preserve image details and avoids image degradation. Multiple partial images are clustered separately through Gaussian mixture model clustering with a scan and select procedure to enhance the inclusion of small image details. The local image features, represented by maximum likelihood estimates of the mixture components, are classified by using the modified Bayes factor (MBF) as a similarity measure. The detection of novel local features from MBF will suggest domain adaptation, which is changing the number of components of the Gaussian mixture model. The performance of the proposed algorithms are evaluated with simulated data and real images and it is shown to perform much better than existing Gaussian mixture model based algorithms in reproducing images with higher structural similarity index. PMID:28686634

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

Improved Gaussian Beam-Scattering Algorithm

NASA Technical Reports Server (NTRS)

Lock, James A.

1995-01-01

The localized model of the beam-shape coefficients for Gaussian beam-scattering theory by a spherical particle provides a great simplification in the numerical implementation of the theory. We derive an alternative form for the localized coefficients that is more convenient for computer computations and that provides physical insight into the details of the scattering process. We construct a FORTRAN program for Gaussian beam scattering with the localized model and compare its computer run time on a personal computer with that of a traditional Mie scattering program and with three other published methods for computing Gaussian beam scattering. We show that the analytical form of the beam-shape coefficients makes evident the fact that the excitation rate of morphology-dependent resonances is greatly enhanced for far off-axis incidence of the Gaussian beam.

A stochastic differential equation model of diurnal cortisol patterns

NASA Technical Reports Server (NTRS)

Brown, E. N.; Meehan, P. M.; Dempster, A. P.

2001-01-01

Circadian modulation of episodic bursts is recognized as the normal physiological pattern of diurnal variation in plasma cortisol levels. The primary physiological factors underlying these diurnal patterns are the ultradian timing of secretory events, circadian modulation of the amplitude of secretory events, infusion of the hormone from the adrenal gland into the plasma, and clearance of the hormone from the plasma by the liver. Each measured plasma cortisol level has an error arising from the cortisol immunoassay. We demonstrate that all of these three physiological principles can be succinctly summarized in a single stochastic differential equation plus measurement error model and show that physiologically consistent ranges of the model parameters can be determined from published reports. We summarize the model parameters in terms of the multivariate Gaussian probability density and establish the plausibility of the model with a series of simulation studies. Our framework makes possible a sensitivity analysis in which all model parameters are allowed to vary simultaneously. The model offers an approach for simultaneously representing cortisol's ultradian, circadian, and kinetic properties. Our modeling paradigm provides a framework for simulation studies and data analysis that should be readily adaptable to the analysis of other endocrine hormone systems.

Thermal regulation in multiple-source arc welding involving material transformations

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

Doumanidis, C.C.

1995-06-01

This article addresses regulation of the thermal field generated during arc welding, as the cause of solidification, heat-affected zone and cooling rate related metallurgical transformations affecting the final microstructure and mechanical properties of various welded materials. This temperature field is described by a dynamic real-time process model, consisting of an analytical composite conduction expression for the solid region, and a lumped-state, double-stream circulation model in the weld pool, integrated with a Gaussian heat input and calibrated experimentally through butt joint GMAW tests on plain steel plates. This model serves as the basis of an in-process thermal control system employing feedbackmore » of part surface temperatures measured by infrared pyrometry; and real-time identification of the model parameters with a multivariable adaptive control strategy. Multiple heat inputs and continuous power distributions are implemented by a single time-multiplexed torch, scanning the weld surface to ensure independent, decoupled control of several thermal characteristics. Their regulation is experimentally obtained in longitudinal GTAW of stainless steel pipes, despite the presence of several geometrical, thermal and process condition disturbances of arc welding.« less

Noninvasive prostate cancer screening based on serum surface-enhanced Raman spectroscopy and support vector machine

NASA Astrophysics Data System (ADS)

Li, Shaoxin; Zhang, Yanjiao; Xu, Junfa; Li, Linfang; Zeng, Qiuyao; Lin, Lin; Guo, Zhouyi; Liu, Zhiming; Xiong, Honglian; Liu, Songhao

2014-09-01

This study aims to present a noninvasive prostate cancer screening methods using serum surface-enhanced Raman scattering (SERS) and support vector machine (SVM) techniques through peripheral blood sample. SERS measurements are performed using serum samples from 93 prostate cancer patients and 68 healthy volunteers by silver nanoparticles. Three types of kernel functions including linear, polynomial, and Gaussian radial basis function (RBF) are employed to build SVM diagnostic models for classifying measured SERS spectra. For comparably evaluating the performance of SVM classification models, the standard multivariate statistic analysis method of principal component analysis (PCA) is also applied to classify the same datasets. The study results show that for the RBF kernel SVM diagnostic model, the diagnostic accuracy of 98.1% is acquired, which is superior to the results of 91.3% obtained from PCA methods. The receiver operating characteristic curve of diagnostic models further confirm above research results. This study demonstrates that label-free serum SERS analysis technique combined with SVM diagnostic algorithm has great potential for noninvasive prostate cancer screening.

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

PubMed

Adzhemyan, L Ts; Antonov, N V; Honkonen, J; Kim, T L

2005-01-01

The field theoretic renormalization group and operator-product expansion are applied to the model of a passive scalar quantity advected by a non-Gaussian velocity field with finite correlation time. The velocity is governed by the Navier-Stokes equation, subject to an external random stirring force with the correlation function proportional to delta(t- t')k(4-d-2epsilon). It is shown that the scalar field is intermittent already for small epsilon, its structure functions display anomalous scaling behavior, and the corresponding exponents can be systematically calculated as series in epsilon. The practical calculation is accomplished to order epsilon2 (two-loop approximation), including anisotropic sectors. As for the well-known Kraichnan rapid-change model, the anomalous scaling results from the existence in the model of composite fields (operators) with negative scaling dimensions, identified with the anomalous exponents. Thus the mechanism of the origin of anomalous scaling appears similar for the Gaussian model with zero correlation time and the non-Gaussian model with finite correlation time. It should be emphasized that, in contrast to Gaussian velocity ensembles with finite correlation time, the model and the perturbation theory discussed here are manifestly Galilean covariant. The relevance of these results for real passive advection and comparison with the Gaussian models and experiments are briefly discussed.

Soft Mixer Assignment in a Hierarchical Generative Model of Natural Scene Statistics

PubMed Central

Schwartz, Odelia; Sejnowski, Terrence J.; Dayan, Peter

2010-01-01

Gaussian scale mixture models offer a top-down description of signal generation that captures key bottom-up statistical characteristics of filter responses to images. However, the pattern of dependence among the filters for this class of models is prespecified. We propose a novel extension to the gaussian scale mixture model that learns the pattern of dependence from observed inputs and thereby induces a hierarchical representation of these inputs. Specifically, we propose that inputs are generated by gaussian variables (modeling local filter structure), multiplied by a mixer variable that is assigned probabilistically to each input from a set of possible mixers. We demonstrate inference of both components of the generative model, for synthesized data and for different classes of natural images, such as a generic ensemble and faces. For natural images, the mixer variable assignments show invariances resembling those of complex cells in visual cortex; the statistics of the gaussian components of the model are in accord with the outputs of divisive normalization models. We also show how our model helps interrelate a wide range of models of image statistics and cortical processing. PMID:16999575

Curvaton scenario within the minimal supersymmetric standard model and predictions for non-Gaussianity.

PubMed

Mazumdar, Anupam; Nadathur, Seshadri

2012-03-16

We provide a model in which both the inflaton and the curvaton are obtained from within the minimal supersymmetric standard model, with known gauge and Yukawa interactions. Since now both the inflaton and curvaton fields are successfully embedded within the same sector, their decay products thermalize very quickly before the electroweak scale. This results in two important features of the model: first, there will be no residual isocurvature perturbations, and second, observable non-Gaussianities can be generated with the non-Gaussianity parameter f(NL)~O(5-1000) being determined solely by the combination of weak-scale physics and the standard model Yukawa interactions.

An adaptive Hinfinity controller design for bank-to-turn missiles using ridge Gaussian neural networks.

PubMed

Lin, Chuan-Kai; Wang, Sheng-De

2004-11-01

A new autopilot design for bank-to-turn (BTT) missiles is presented. In the design of autopilot, a ridge Gaussian neural network with local learning capability and fewer tuning parameters than Gaussian neural networks is proposed to model the controlled nonlinear systems. We prove that the proposed ridge Gaussian neural network, which can be a universal approximator, equals the expansions of rotated and scaled Gaussian functions. Although ridge Gaussian neural networks can approximate the nonlinear and complex systems accurately, the small approximation errors may affect the tracking performance significantly. Therefore, by employing the Hinfinity control theory, it is easy to attenuate the effects of the approximation errors of the ridge Gaussian neural networks to a prescribed level. Computer simulation results confirm the effectiveness of the proposed ridge Gaussian neural networks-based autopilot with Hinfinity stabilization.

Non-Gaussian lineshapes and dynamics of time-resolved linear and nonlinear (correlation) spectra.

PubMed

Dinpajooh, Mohammadhasan; Matyushov, Dmitry V

2014-07-17

Signatures of nonlinear and non-Gaussian dynamics in time-resolved linear and nonlinear (correlation) 2D spectra are analyzed in a model considering a linear plus quadratic dependence of the spectroscopic transition frequency on a Gaussian nuclear coordinate of the thermal bath (quadratic coupling). This new model is contrasted to the commonly assumed linear dependence of the transition frequency on the medium nuclear coordinates (linear coupling). The linear coupling model predicts equality between the Stokes shift and equilibrium correlation functions of the transition frequency and time-independent spectral width. Both predictions are often violated, and we are asking here the question of whether a nonlinear solvent response and/or non-Gaussian dynamics are required to explain these observations. We find that correlation functions of spectroscopic observables calculated in the quadratic coupling model depend on the chromophore's electronic state and the spectral width gains time dependence, all in violation of the predictions of the linear coupling models. Lineshape functions of 2D spectra are derived assuming Ornstein-Uhlenbeck dynamics of the bath nuclear modes. The model predicts asymmetry of 2D correlation plots and bending of the center line. The latter is often used to extract two-point correlation functions from 2D spectra. The dynamics of the transition frequency are non-Gaussian. However, the effect of non-Gaussian dynamics is limited to the third-order (skewness) time correlation function, without affecting the time correlation functions of higher order. The theory is tested against molecular dynamics simulations of a model polar-polarizable chromophore dissolved in a force field water.

Gaussian signal relaxation around spin echoes: Implications for precise reversible transverse relaxation quantification of pulmonary tissue at 1.5 and 3 Tesla.

PubMed

Zapp, Jascha; Domsch, Sebastian; Weingärtner, Sebastian; Schad, Lothar R

2017-05-01

To characterize the reversible transverse relaxation in pulmonary tissue and to study the benefit of a quadratic exponential (Gaussian) model over the commonly used linear exponential model for increased quantification precision. A point-resolved spectroscopy sequence was used for comprehensive sampling of the relaxation around spin echoes. Measurements were performed in an ex vivo tissue sample and in healthy volunteers at 1.5 Tesla (T) and 3 T. The goodness of fit using χred2 and the precision of the fitted relaxation time by means of its confidence interval were compared between the two relaxation models. The Gaussian model provides enhanced descriptions of pulmonary relaxation with lower χred2 by average factors of 4 ex vivo and 3 in volunteers. The Gaussian model indicates higher sensitivity to tissue structure alteration with increased precision of reversible transverse relaxation time measurements also by average factors of 4 ex vivo and 3 in volunteers. The mean relaxation times of the Gaussian model in volunteers are T2,G' = (1.97 ± 0.27) msec at 1.5 T and T2,G' = (0.83 ± 0.21) msec at 3 T. Pulmonary signal relaxation was found to be accurately modeled as Gaussian, providing a potential biomarker T2,G' with high sensitivity. Magn Reson Med 77:1938-1945, 2017. © 2016 International Society for Magnetic Resonance in Medicine. © 2016 International Society for Magnetic Resonance in Medicine.

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.

Data from fitting Gaussian process models to various data sets using eight Gaussian process software packages.

PubMed

Erickson, Collin B; Ankenman, Bruce E; Sanchez, Susan M

2018-06-01

This data article provides the summary data from tests comparing various Gaussian process software packages. Each spreadsheet represents a single function or type of function using a particular input sample size. In each spreadsheet, a row gives the results for a particular replication using a single package. Within each spreadsheet there are the results from eight Gaussian process model-fitting packages on five replicates of the surface. There is also one spreadsheet comparing the results from two packages performing stochastic kriging. These data enable comparisons between the packages to determine which package will give users the best results.

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.

Smoothing the Marmousi Model

NASA Astrophysics Data System (ADS)

Žáček, K.

Summary- The only way to make an excessively complex velocity model suitable for application of ray-based methods, such as the Gaussian beam or Gaussian packet methods, is to smooth it. We have smoothed the Marmousi model by choosing a coarser grid and by minimizing the second spatial derivatives of the slowness. This was done by minimizing the relevant Sobolev norm of slowness. We show that minimizing the relevant Sobolev norm of slowness is a suitable technique for preparing the optimum models for asymptotic ray theory methods. However, the price we pay for a model suitable for ray tracing is an increase of the difference between the smoothed and original model. Similarly, the estimated error in the travel time also increases due to the difference between the models. In smoothing the Marmousi model, we have found the estimated error of travel times at the verge of acceptability. Due to the low frequencies in the wavefield of the original Marmousi data set, we have found the Gaussian beams and Gaussian packets at the verge of applicability even in models sufficiently smoothed for ray tracing.

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.

Unsupervised classification of multivariate geostatistical data: Two algorithms

NASA Astrophysics Data System (ADS)

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

2015-12-01

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

Discrimination of soft tissues using laser-induced breakdown spectroscopy in combination with k nearest neighbors (kNN) and support vector machine (SVM) classifiers

NASA Astrophysics Data System (ADS)

Li, Xiaohui; Yang, Sibo; Fan, Rongwei; Yu, Xin; Chen, Deying

2018-06-01

In this paper, discrimination of soft tissues using laser-induced breakdown spectroscopy (LIBS) in combination with multivariate statistical methods is presented. Fresh pork fat, skin, ham, loin and tenderloin muscle tissues are manually cut into slices and ablated using a 1064 nm pulsed Nd:YAG laser. Discrimination analyses between fat, skin and muscle tissues, and further between highly similar ham, loin and tenderloin muscle tissues, are performed based on the LIBS spectra in combination with multivariate statistical methods, including principal component analysis (PCA), k nearest neighbors (kNN) classification, and support vector machine (SVM) classification. Performances of the discrimination models, including accuracy, sensitivity and specificity, are evaluated using 10-fold cross validation. The classification models are optimized to achieve best discrimination performances. The fat, skin and muscle tissues can be definitely discriminated using both kNN and SVM classifiers, with accuracy of over 99.83%, sensitivity of over 0.995 and specificity of over 0.998. The highly similar ham, loin and tenderloin muscle tissues can also be discriminated with acceptable performances. The best performances are achieved with SVM classifier using Gaussian kernel function, with accuracy of 76.84%, sensitivity of over 0.742 and specificity of over 0.869. The results show that the LIBS technique assisted with multivariate statistical methods could be a powerful tool for online discrimination of soft tissues, even for tissues of high similarity, such as muscles from different parts of the animal body. This technique could be used for discrimination of tissues suffering minor clinical changes, thus may advance the diagnosis of early lesions and abnormalities.

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.

Simulation and analysis of scalable non-Gaussian statistically anisotropic random functions

NASA Astrophysics Data System (ADS)

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

2015-12-01

Many earth and environmental (as well as other) variables, Y, and their spatial or temporal increments, ΔY, exhibit non-Gaussian statistical scaling. Previously we were able to capture some key aspects of such scaling by treating Y or ΔY as standard sub-Gaussian random functions. We were however unable to reconcile two seemingly contradictory observations, namely that whereas sample frequency distributions of Y (or its logarithm) exhibit relatively mild non-Gaussian peaks and tails, those of ΔY display peaks that grow sharper and tails that become heavier with decreasing separation distance or lag. Recently we overcame this difficulty by developing a new generalized sub-Gaussian model which captures both behaviors in a unified and consistent manner, exploring it on synthetically generated random functions in one dimension (Riva et al., 2015). Here we extend our generalized sub-Gaussian model to multiple dimensions, present an algorithm to generate corresponding random realizations of statistically isotropic or anisotropic sub-Gaussian functions and illustrate it in two dimensions. We demonstrate the accuracy of our algorithm by comparing ensemble statistics of Y and ΔY (such as, mean, variance, variogram and probability density function) with those of Monte Carlo generated realizations. We end by exploring the feasibility of estimating all relevant parameters of our model by analyzing jointly spatial moments of Y and ΔY obtained from a single realization of Y.

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.

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.

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.

Two subgroups of antipsychotic-naive, first-episode schizophrenia patients identified with a Gaussian mixture model on cognition and electrophysiology

PubMed Central

Bak, N; Ebdrup, B H; Oranje, B; Fagerlund, B; Jensen, M H; Düring, S W; Nielsen, M Ø; Glenthøj, B Y; Hansen, L K

2017-01-01

Deficits in information processing and cognition are among the most robust findings in schizophrenia patients. Previous efforts to translate group-level deficits into clinically relevant and individualized information have, however, been non-successful, which is possibly explained by biologically different disease subgroups. We applied machine learning algorithms on measures of electrophysiology and cognition to identify potential subgroups of schizophrenia. Next, we explored subgroup differences regarding treatment response. Sixty-six antipsychotic-naive first-episode schizophrenia patients and sixty-five healthy controls underwent extensive electrophysiological and neurocognitive test batteries. Patients were assessed on the Positive and Negative Syndrome Scale (PANSS) before and after 6 weeks of monotherapy with the relatively selective D2 receptor antagonist, amisulpride (280.3±159 mg per day). A reduced principal component space based on 19 electrophysiological variables and 26 cognitive variables was used as input for a Gaussian mixture model to identify subgroups of patients. With support vector machines, we explored the relation between PANSS subscores and the identified subgroups. We identified two statistically distinct subgroups of patients. We found no significant baseline psychopathological differences between these subgroups, but the effect of treatment in the groups was predicted with an accuracy of 74.3% (P=0.003). In conclusion, electrophysiology and cognition data may be used to classify subgroups of schizophrenia patients. The two distinct subgroups, which we identified, were psychopathologically inseparable before treatment, yet their response to dopaminergic blockade was predicted with significant accuracy. This proof of principle encourages further endeavors to apply data-driven, multivariate and multimodal models to facilitate progress from symptom-based psychiatry toward individualized treatment regimens. PMID:28398342

Interactive Gaussian Graphical Models for Discovering Depth Trends in ChemCam Data

NASA Astrophysics Data System (ADS)

Oyen, D. A.; Komurlu, C.; Lanza, N. L.

2018-04-01

Interactive Gaussian graphical models discover surface compositional features on rocks in ChemCam targets. Our approach visualizes shot-to-shot relationships among LIBS observations, and identifies the wavelengths involved in the trend.

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.

Assimilating every-30-second 100-m-mesh radar observations for convective weather: implications to non-Gaussian PDF

NASA Astrophysics Data System (ADS)

Miyoshi, T.; Teramura, T.; Ruiz, J.; Kondo, K.; Lien, G. Y.

2016-12-01

Convective weather is known to be highly nonlinear and chaotic, and it is hard to predict their location and timing precisely. Our Big Data Assimilation (BDA) effort has been exploring to use dense and frequent observations to avoid non-Gaussian probability density function (PDF) and to apply an ensemble Kalman filter under the Gaussian error assumption. The phased array weather radar (PAWR) can observe a dense three-dimensional volume scan with 100-m range resolution and 100 elevation angles in only 30 seconds. The BDA system assimilates the PAWR reflectivity and Doppler velocity observations every 30 seconds into 100 ensemble members of storm-scale numerical weather prediction (NWP) model at 100-m grid spacing. The 30-second-update, 100-m-mesh BDA system has been quite successful in multiple case studies of local severe rainfall events. However, with 1000 ensemble members, the reduced-resolution BDA system at 1-km grid spacing showed significant non-Gaussian PDF with every-30-second updates. With a 10240-member ensemble Kalman filter with a global NWP model at 112-km grid spacing, we found roughly 1000 members satisfactory to capture the non-Gaussian error structures. With these in mind, we explore how the density of observations in space and time affects the non-Gaussianity in an ensemble Kalman filter with a simple toy model. In this presentation, we will present the most up-to-date results of the BDA research, as well as the investigation with the toy model on the non-Gaussianity with dense and frequent observations.

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.

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).

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

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

Experimental study of the focusing properties of a Gaussian Schell-model vortex beam

NASA Astrophysics Data System (ADS)

Wang, Fei; Zhu, Shijun; Cai, Yangjian

2011-08-01

We carry out an experimental and theoretical study of the focusing properties of a Gaussian Schell-model (GSM) vortex beam. It is found that we can shape the beam profile of the focused GSM vortex beam by varying its initial spatial coherence width. Focused dark hollow, flat-topped, and Gaussian beam spots can be obtained in our experiment, which will be useful for trapping particles. The experimental results agree well with the theoretical results.

Event rate and reaction time performance in ADHD: Testing predictions from the state regulation deficit hypothesis using an ex-Gaussian model.

PubMed

Metin, Baris; Wiersema, Jan R; Verguts, Tom; Gasthuys, Roos; van Der Meere, Jacob J; Roeyers, Herbert; Sonuga-Barke, Edmund

2016-01-01

According to the state regulation deficit (SRD) account, ADHD is associated with a problem using effort to maintain an optimal activation state under demanding task settings such as very fast or very slow event rates. This leads to a prediction of disrupted performance at event rate extremes reflected in higher Gaussian response variability that is a putative marker of activation during motor preparation. In the current study, we tested this hypothesis using ex-Gaussian modeling, which distinguishes Gaussian from non-Gaussian variability. Twenty-five children with ADHD and 29 typically developing controls performed a simple Go/No-Go task under four different event-rate conditions. There was an accentuated quadratic relationship between event rate and Gaussian variability in the ADHD group compared to the controls. The children with ADHD had greater Gaussian variability at very fast and very slow event rates but not at moderate event rates. The results provide evidence for the SRD account of ADHD. However, given that this effect did not explain all group differences (some of which were independent of event rate) other cognitive and/or motivational processes are also likely implicated in ADHD performance deficits.

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.

Geological modeling of submeter scale heterogeneity and its influence on tracer transport in a fluvial aquifer

NASA Astrophysics Data System (ADS)

Ronayne, Michael J.; Gorelick, Steven M.; Zheng, Chunmiao

2010-10-01

We developed a new model of aquifer heterogeneity to analyze data from a single-well injection-withdrawal tracer test conducted at the Macrodispersion Experiment (MADE) site on the Columbus Air Force Base in Mississippi (USA). The physical heterogeneity model is a hybrid that combines 3-D lithofacies to represent submeter scale, highly connected channels within a background matrix based on a correlated multivariate Gaussian hydraulic conductivity field. The modeled aquifer architecture is informed by a variety of field data, including geologic core sampling. Geostatistical properties of this hybrid heterogeneity model are consistent with the statistics of the hydraulic conductivity data set based on extensive borehole flowmeter testing at the MADE site. The representation of detailed, small-scale geologic heterogeneity allows for explicit simulation of local preferential flow and slow advection, processes that explain the complex tracer response from the injection-withdrawal test. Based on the new heterogeneity model, advective-dispersive transport reproduces key characteristics of the observed tracer recovery curve, including a delayed concentration peak and a low-concentration tail. Importantly, our results suggest that intrafacies heterogeneity is responsible for local-scale mass transfer.

INPUFF: A SINGLE SOURCE GAUSSIAN PUFF DISPERSION ALGORITHM. USER'S GUIDE

EPA Science Inventory

INPUFF is a Gaussian INtegrated PUFF model. The Gaussian puff diffusion equation is used to compute the contribution to the concentration at each receptor from each puff every time step. Computations in INPUFF can be made for a single point source at up to 25 receptor locations. ...

Sparse covariance estimation in heterogeneous samples*

PubMed Central

Rodríguez, Abel; Lenkoski, Alex; Dobra, Adrian

2015-01-01

Standard Gaussian graphical models implicitly assume that the conditional independence among variables is common to all observations in the sample. However, in practice, observations are usually collected from heterogeneous populations where such an assumption is not satisfied, leading in turn to nonlinear relationships among variables. To address such situations we explore mixtures of Gaussian graphical models; in particular, we consider both infinite mixtures and infinite hidden Markov models where the emission distributions correspond to Gaussian graphical models. Such models allow us to divide a heterogeneous population into homogenous groups, with each cluster having its own conditional independence structure. As an illustration, we study the trends in foreign exchange rate fluctuations in the pre-Euro era. PMID:26925189

SU-F-T-158: Experimental Characterization of Field Size Dependence of Dose and Lateral Beam Profiles of Scanning Proton and Carbon Ion Beams for Empirical Model in Air

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

Li, Y; Hsi, W; Zhao, J

2016-06-15

Purpose: The Gaussian model for the lateral profiles in air is crucial for an accurate treatment planning system. The field size dependence of dose and the lateral beam profiles of scanning proton and carbon ion beams are due mainly to particles undergoing multiple Coulomb scattering in the beam line components and secondary particles produced by nuclear interactions in the target, both of which depend upon the energy and species of the beam. In this work, lateral profile shape parameters were fitted to measurements of field size dependence dose at the center of field size in air. Methods: Previous studies havemore » employed empirical fits to measured profile data to significantly reduce the QA time required for measurements. From this approach to derive the weight and sigma of lateral profiles in air, empirical model formulations were simulated for three selected energies for both proton and carbon beams. Results: The 20%–80% lateral penumbras predicted by the double model for proton and single model for carbon with the error functions agreed with the measurements within 1 mm. The standard deviation between measured and fitted field size dependence of dose for empirical model in air has a maximum accuracy of 0.74% for proton with double Gaussian, and of 0.57% for carbon with single Gaussian. Conclusion: We have demonstrated that the double Gaussian model of lateral beam profiles is significantly better than the single Gaussian model for proton while a single Gaussian model is sufficient for carbon. The empirical equation may be used to double check the separately obtained model that is currently used by the planning system. The empirical model in air for dose of spot scanning proton and carbon ion beams cannot be directly used for irregular shaped patient fields, but can be to provide reference values for clinical use and quality assurance.« less

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.

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.

On the numbers of images of two stochastic gravitational lensing models

NASA Astrophysics Data System (ADS)

Wei, Ang

2017-02-01

We study two gravitational lensing models with Gaussian randomness: the continuous mass fluctuation model and the floating black hole model. The lens equations of these models are related to certain random harmonic functions. Using Rice's formula and Gaussian techniques, we obtain the expected numbers of zeros of these functions, which indicate the amounts of images in the corresponding lens systems.

An R2 statistic for fixed effects in the linear mixed model.

PubMed

Edwards, Lloyd J; Muller, Keith E; Wolfinger, Russell D; Qaqish, Bahjat F; Schabenberger, Oliver

2008-12-20

Statisticians most often use the linear mixed model to analyze Gaussian longitudinal data. The value and familiarity of the R(2) statistic in the linear univariate model naturally creates great interest in extending it to the linear mixed model. We define and describe how to compute a model R(2) statistic for the linear mixed model by using only a single model. The proposed R(2) statistic measures multivariate association between the repeated outcomes and the fixed effects in the linear mixed model. The R(2) statistic arises as a 1-1 function of an appropriate F statistic for testing all fixed effects (except typically the intercept) in a full model. The statistic compares the full model with a null model with all fixed effects deleted (except typically the intercept) while retaining exactly the same covariance structure. Furthermore, the R(2) statistic leads immediately to a natural definition of a partial R(2) statistic. A mixed model in which ethnicity gives a very small p-value as a longitudinal predictor of blood pressure (BP) compellingly illustrates the value of the statistic. In sharp contrast to the extreme p-value, a very small R(2) , a measure of statistical and scientific importance, indicates that ethnicity has an almost negligible association with the repeated BP outcomes for the study.

Solute Concentration at a Pumping Well in Non-Gaussian Random Aquifers under Time-Varying Operational Schedules

NASA Astrophysics Data System (ADS)

Libera, A.; de Barros, F.; Riva, M.; Guadagnini, A.

2016-12-01

Managing contaminated groundwater systems is an arduous task for multiple reasons. First, subsurface hydraulic properties are heterogeneous and the high costs associated with site characterization leads to data scarcity (therefore, model predictions are uncertain). Second, it is common for water agencies to schedule groundwater extraction through a temporal sequence of pumping rates to maximize the benefits to anthropogenic activities and minimize the environmental footprint of the withdrawal operations. The temporal variability in pumping rates and aquifer heterogeneity affect dilution rates of contaminant plumes and chemical concentration breakthrough curves (BTCs) at the well. While contaminant transport under steady-state pumping is widely studied, the manner in which a given time-varying pumping schedule affects contaminant plume behavior is tackled only marginally. At the same time, most studies focus on the impact of Gaussian random hydraulic conductivity (K) fields on transport. Here, we systematically analyze the significance of the random space function (RSF) model characterizing K in the presence of distinct pumping operations on the uncertainty of the concentration BTC at the operating well. We juxtapose Monte Carlo based numerical results associated with two models: (a) a recently proposed Generalized Sub-Gaussian model which allows capturing non-Gaussian statistical scaling features of RSFs such as hydraulic conductivity, and (b) the commonly used Gaussian field approximation. Our novel results include an appraisal of the coupled effect of (a) the model employed to depict the random spatial variability of K and (b) transient flow regime, as induced by a temporally varying pumping schedule, on the concentration BTC at the operating well. We systematically quantify the sensitivity of the uncertainty in the contaminant BTC to the RSF model adopted for K (non-Gaussian or Gaussian) in the presence of diverse well pumping schedules. Results contribute to determine conditions under which any of these two key factors prevails on the other.

Numerical modeling of Gaussian beam propagation and diffraction in inhomogeneous media based on the complex eikonal equation

NASA Astrophysics Data System (ADS)

Huang, Xingguo; Sun, Hui

2018-05-01

Gaussian beam is an important complex geometrical optical technology for modeling seismic wave propagation and diffraction in the subsurface with complex geological structure. Current methods for Gaussian beam modeling rely on the dynamic ray tracing and the evanescent wave tracking. However, the dynamic ray tracing method is based on the paraxial ray approximation and the evanescent wave tracking method cannot describe strongly evanescent fields. This leads to inaccuracy of the computed wave fields in the region with a strong inhomogeneous medium. To address this problem, we compute Gaussian beam wave fields using the complex phase by directly solving the complex eikonal equation. In this method, the fast marching method, which is widely used for phase calculation, is combined with Gauss-Newton optimization algorithm to obtain the complex phase at the regular grid points. The main theoretical challenge in combination of this method with Gaussian beam modeling is to address the irregular boundary near the curved central ray. To cope with this challenge, we present the non-uniform finite difference operator and a modified fast marching method. The numerical results confirm the proposed approach.

Stochastic inflation lattice simulations - Ultra-large scale structure of the universe

NASA Technical Reports Server (NTRS)

Salopek, D. S.

1991-01-01

Non-Gaussian fluctuations for structure formation may arise in inflation from the nonlinear interaction of long wavelength gravitational and scalar fields. Long wavelength fields have spatial gradients, a (exp -1), small compared to the Hubble radius, and they are described in terms of classical random fields that are fed by short wavelength quantum noise. Lattice Langevin calculations are given for a toy model with a scalar field interacting with an exponential potential where one can obtain exact analytic solutions of the Fokker-Planck equation. For single scalar field models that are consistent with current microwave background fluctuations, the fluctuations are Gaussian. However, for scales much larger than our observable Universe, one expects large metric fluctuations that are non-Gaussian. This example illuminates non-Gaussian models involving multiple scalar fields which are consistent with current microwave background limits.

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.

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.

Experimental study of the focusing properties of a Gaussian Schell-model vortex beam.

PubMed

Wang, Fei; Zhu, Shijun; Cai, Yangjian

2011-08-15

We carry out an experimental and theoretical study of the focusing properties of a Gaussian Schell-model (GSM) vortex beam. It is found that we can shape the beam profile of the focused GSM vortex beam by varying its initial spatial coherence width. Focused dark hollow, flat-topped, and Gaussian beam spots can be obtained in our experiment, which will be useful for trapping particles. The experimental results agree well with the theoretical results. © 2011 Optical Society of America

Study of Gaussian Doped Double Gate JunctionLess (GD-DG-JL) transistor including source drain depletion length: Model for sub-threshold behavior

NASA Astrophysics Data System (ADS)

Kumari, Vandana; Kumar, Ayush; Saxena, Manoj; Gupta, Mridula

2018-01-01

The sub-threshold model formulation of Gaussian Doped Double Gate JunctionLess (GD-DG-JL) FET including source/drain depletion length is reported in the present work under the assumption that the ungated regions are fully depleted. To provide deeper insight into the device performance, the impact of gaussian straggle, channel length, oxide and channel thickness and high-k gate dielectric has been studied using extensive TCAD device simulation.

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

Hyper-Fit: Fitting Linear Models to Multidimensional Data with Multivariate Gaussian Uncertainties

NASA Astrophysics Data System (ADS)

Robotham, A. S. G.; Obreschkow, D.

2015-09-01

Astronomical data is often uncertain with errors that are heteroscedastic (different for each data point) and covariant between different dimensions. Assuming that a set of D-dimensional data points can be described by a (D - 1)-dimensional plane with intrinsic scatter, we derive the general likelihood function to be maximised to recover the best fitting model. Alongside the mathematical description, we also release the hyper-fit package for the R statistical language (http://github.com/asgr/hyper.fit) and a user-friendly web interface for online fitting (http://hyperfit.icrar.org). The hyper-fit package offers access to a large number of fitting routines, includes visualisation tools, and is fully documented in an extensive user manual. Most of the hyper-fit functionality is accessible via the web interface. In this paper, we include applications to toy examples and to real astronomical data from the literature: the mass-size, Tully-Fisher, Fundamental Plane, and mass-spin-morphology relations. In most cases, the hyper-fit solutions are in good agreement with published values, but uncover more information regarding the fitted model.

Signal Partitioning Algorithm for Highly Efficient Gaussian Mixture Modeling in Mass Spectrometry

PubMed Central

Polanski, Andrzej; Marczyk, Michal; Pietrowska, Monika; Widlak, Piotr; Polanska, Joanna

2015-01-01

Mixture - modeling of mass spectra is an approach with many potential applications including peak detection and quantification, smoothing, de-noising, feature extraction and spectral signal compression. However, existing algorithms do not allow for automated analyses of whole spectra. Therefore, despite highlighting potential advantages of mixture modeling of mass spectra of peptide/protein mixtures and some preliminary results presented in several papers, the mixture modeling approach was so far not developed to the stage enabling systematic comparisons with existing software packages for proteomic mass spectra analyses. In this paper we present an efficient algorithm for Gaussian mixture modeling of proteomic mass spectra of different types (e.g., MALDI-ToF profiling, MALDI-IMS). The main idea is automated partitioning of protein mass spectral signal into fragments. The obtained fragments are separately decomposed into Gaussian mixture models. The parameters of the mixture models of fragments are then aggregated to form the mixture model of the whole spectrum. We compare the elaborated algorithm to existing algorithms for peak detection and we demonstrate improvements of peak detection efficiency obtained by using Gaussian mixture modeling. We also show applications of the elaborated algorithm to real proteomic datasets of low and high resolution. PMID:26230717

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.

The formation of cosmic structure in a texture-seeded cold dark matter cosmogony

NASA Technical Reports Server (NTRS)

Gooding, Andrew K.; Park, Changbom; Spergel, David N.; Turok, Neil; Gott, Richard, III

1992-01-01

The growth of density fluctuations induced by global texture in an Omega = 1 cold dark matter (CDM) cosmogony is calculated. The resulting power spectra are in good agreement with each other, with more power on large scales than in the standard inflation plus CDM model. Calculation of related statistics (two-point correlation functions, mass variances, cosmic Mach number) indicates that the texture plus CDM model compares more favorably than standard CDM with observations of large-scale structure. Texture produces coherent velocity fields on large scales, as observed. Excessive small-scale velocity dispersions, and voids less empty than those observed may be remedied by including baryonic physics. The topology of the cosmic structure agrees well with observation. The non-Gaussian texture induced density fluctuations lead to earlier nonlinear object formation than in Gaussian models and may also be more compatible with recent evidence that the galaxy density field is non-Gaussian on large scales. On smaller scales the density field is strongly non-Gaussian, but this appears to be primarily due to nonlinear gravitational clustering. The velocity field on smaller scales is surprisingly Gaussian.

Non-Gaussian microwave background fluctuations from nonlinear gravitational effects

NASA Technical Reports Server (NTRS)

Salopek, D. S.; Kunstatter, G. (Editor)

1991-01-01

Whether the statistics of primordial fluctuations for structure formation are Gaussian or otherwise may be determined if the Cosmic Background Explorer (COBE) Satellite makes a detection of the cosmic microwave-background temperature anisotropy delta T(sub CMB)/T(sub CMB). Non-Gaussian fluctuations may be generated in the chaotic inflationary model if two scalar fields interact nonlinearly with gravity. Theoretical contour maps are calculated for the resulting Sachs-Wolfe temperature fluctuations at large angular scales (greater than 3 degrees). In the long-wavelength approximation, one can confidently determine the nonlinear evolution of quantum noise with gravity during the inflationary epoch because: (1) different spatial points are no longer in causal contact; and (2) quantum gravity corrections are typically small-- it is sufficient to model the system using classical random fields. If the potential for two scalar fields V(phi sub 1, phi sub 2) possesses a sharp feature, then non-Gaussian fluctuations may arise. An explicit model is given where cold spots in delta T(sub CMB)/T(sub CMB) maps are suppressed as compared to the Gaussian case. The fluctuations are essentially scale-invariant.

Computational thermochemistry: Automated generation of scale factors for vibrational frequencies calculated by electronic structure model chemistries

NASA Astrophysics Data System (ADS)

Yu, Haoyu S.; Fiedler, Lucas J.; Alecu, I. M.; Truhlar, Donald G.

2017-01-01

We present a Python program, FREQ, for calculating the optimal scale factors for calculating harmonic vibrational frequencies, fundamental vibrational frequencies, and zero-point vibrational energies from electronic structure calculations. The program utilizes a previously published scale factor optimization model (Alecu et al., 2010) to efficiently obtain all three scale factors from a set of computed vibrational harmonic frequencies. In order to obtain the three scale factors, the user only needs to provide zero-point energies of 15 or 6 selected molecules. If the user has access to the Gaussian 09 or Gaussian 03 program, we provide the option for the user to run the program by entering the keywords for a certain method and basis set in the Gaussian 09 or Gaussian 03 program. Four other Python programs, input.py, input6, pbs.py, and pbs6.py, are also provided for generating Gaussian 09 or Gaussian 03 input and PBS files. The program can also be used with data from any other electronic structure package. A manual of how to use this program is included in the code package.

Infinite von Mises-Fisher Mixture Modeling of Whole Brain fMRI Data.

PubMed

Røge, Rasmus E; Madsen, Kristoffer H; Schmidt, Mikkel N; Mørup, Morten

2017-10-01

Cluster analysis of functional magnetic resonance imaging (fMRI) data is often performed using gaussian mixture models, but when the time series are standardized such that the data reside on a hypersphere, this modeling assumption is questionable. The consequences of ignoring the underlying spherical manifold are rarely analyzed, in part due to the computational challenges imposed by directional statistics. In this letter, we discuss a Bayesian von Mises-Fisher (vMF) mixture model for data on the unit hypersphere and present an efficient inference procedure based on collapsed Markov chain Monte Carlo sampling. Comparing the vMF and gaussian mixture models on synthetic data, we demonstrate that the vMF model has a slight advantage inferring the true underlying clustering when compared to gaussian-based models on data generated from both a mixture of vMFs and a mixture of gaussians subsequently normalized. Thus, when performing model selection, the two models are not in agreement. Analyzing multisubject whole brain resting-state fMRI data from healthy adult subjects, we find that the vMF mixture model is considerably more reliable than the gaussian mixture model when comparing solutions across models trained on different groups of subjects, and again we find that the two models disagree on the optimal number of components. The analysis indicates that the fMRI data support more than a thousand clusters, and we confirm this is not a result of overfitting by demonstrating better prediction on data from held-out subjects. Our results highlight the utility of using directional statistics to model standardized fMRI data and demonstrate that whole brain segmentation of fMRI data requires a very large number of functional units in order to adequately account for the discernible statistical patterns in the data.

Future constraints on angle-dependent non-Gaussianity from large radio surveys

NASA Astrophysics Data System (ADS)

Raccanelli, Alvise; Shiraishi, Maresuke; Bartolo, Nicola; Bertacca, Daniele; Liguori, Michele; Matarrese, Sabino; Norris, Ray P.; Parkinson, David

2017-03-01

We investigate how well future large-scale radio surveys could measure different shapes of primordial non-Gaussianity; in particular we focus on angle-dependent non-Gaussianity arising from primordial anisotropic sources, whose bispectrum has an angle dependence between the three wavevectors that is characterized by Legendre polynomials PL and expansion coefficients cL. We provide forecasts for measurements of galaxy power spectrum, finding that Large-Scale Structure (LSS) data could allow measurements of primordial non-Gaussianity that would be competitive with, or improve upon, current constraints set by CMB experiments, for all the shapes considered. We argue that the best constraints will come from the possibility to assign redshift information to radio galaxy surveys, and investigate a few possible scenarios for the EMU and SKA surveys. A realistic (futuristic) modeling could provide constraints of fNLloc ≈ 1(0 . 5) for the local shape, fNL of O(10) (O(1)) for the orthogonal, equilateral and folded shapes, and cL=1 ≈ 80(2) , cL=2 ≈ 400(10) for angle-dependent non-Gaussianity showing that only futuristic galaxy surveys will be able to set strong constraints on these models. Nevertheless, the more futuristic forecasts show the potential of LSS analyses to considerably improve current constraints on non-Gaussianity, and so on models of the primordial Universe. Finally, we find the minimum requirements that would be needed to reach σ(cL=1) = 10, which can be considered as a typical (lower) value predicted by some (inflationary) models.

Comparing fixed and variable-width Gaussian networks.

PubMed

Kůrková, Věra; Kainen, Paul C

2014-09-01

The role of width of Gaussians in two types of computational models is investigated: Gaussian radial-basis-functions (RBFs) where both widths and centers vary and Gaussian kernel networks which have fixed widths but varying centers. The effect of width on functional equivalence, universal approximation property, and form of norms in reproducing kernel Hilbert spaces (RKHS) is explored. It is proven that if two Gaussian RBF networks have the same input-output functions, then they must have the same numbers of units with the same centers and widths. Further, it is shown that while sets of input-output functions of Gaussian kernel networks with two different widths are disjoint, each such set is large enough to be a universal approximator. Embedding of RKHSs induced by "flatter" Gaussians into RKHSs induced by "sharper" Gaussians is described and growth of the ratios of norms on these spaces with increasing input dimension is estimated. Finally, large sets of argminima of error functionals in sets of input-output functions of Gaussian RBFs are described. Copyright © 2014 Elsevier Ltd. All rights reserved.

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

Lange, R.; Dickerson, M.A.; Peterson, K.R.

Two numerical models for the calculation of air concentration and ground deposition of airborne effluent releases are compared. The Particle-in-Cell (PIC) model and the Straight-Line Airflow Gaussian model were used for the simulation. Two sites were selected for comparison: the Hudson River Valley, New York, and the area around the Savannah River Plant, South Carolina. Input for the models was synthesized from meteorological data gathered in previous studies by various investigators. It was found that the PIC model more closely simulated the three-dimensional effects of the meteorology and topography. Overall, the Gaussian model calculated higher concentrations under stable conditions withmore » better agreement between the two methods during neutral to unstable conditions. In addition, because of its consideration of exposure from the returning plume after flow reversal, the PIC model calculated air concentrations over larger areas than did the Gaussian model.« less

Multiple Hypothesis Testing for Experimental Gingivitis Based on Wilcoxon Signed Rank Statistics

PubMed Central

Preisser, John S.; Sen, Pranab K.; Offenbacher, Steven

2011-01-01

Dental research often involves repeated multivariate outcomes on a small number of subjects for which there is interest in identifying outcomes that exhibit change in their levels over time as well as to characterize the nature of that change. In particular, periodontal research often involves the analysis of molecular mediators of inflammation for which multivariate parametric methods are highly sensitive to outliers and deviations from Gaussian assumptions. In such settings, nonparametric methods may be favored over parametric ones. Additionally, there is a need for statistical methods that control an overall error rate for multiple hypothesis testing. We review univariate and multivariate nonparametric hypothesis tests and apply them to longitudinal data to assess changes over time in 31 biomarkers measured from the gingival crevicular fluid in 22 subjects whereby gingivitis was induced by temporarily withholding tooth brushing. To identify biomarkers that can be induced to change, multivariate Wilcoxon signed rank tests for a set of four summary measures based upon area under the curve are applied for each biomarker and compared to their univariate counterparts. Multiple hypothesis testing methods with choice of control of the false discovery rate or strong control of the family-wise error rate are examined. PMID:21984957

New deconvolution method for microscopic images based on the continuous Gaussian radial basis function interpolation model.

PubMed

Chen, Zhaoxue; Chen, Hao

2014-01-01

A deconvolution method based on the Gaussian radial basis function (GRBF) interpolation is proposed. Both the original image and Gaussian point spread function are expressed as the same continuous GRBF model, thus image degradation is simplified as convolution of two continuous Gaussian functions, and image deconvolution is converted to calculate the weighted coefficients of two-dimensional control points. Compared with Wiener filter and Lucy-Richardson algorithm, the GRBF method has an obvious advantage in the quality of restored images. In order to overcome such a defect of long-time computing, the method of graphic processing unit multithreading or increasing space interval of control points is adopted, respectively, to speed up the implementation of GRBF method. The experiments show that based on the continuous GRBF model, the image deconvolution can be efficiently implemented by the method, which also has a considerable reference value for the study of three-dimensional microscopic image deconvolution.

Bayesian spatial transformation models with applications in neuroimaging data

PubMed Central

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

2013-01-01

Summary The aim of this paper is to develop a class of spatial transformation models (STM) to spatially model the varying association between imaging measures in a three-dimensional (3D) volume (or 2D surface) and a set of covariates. Our STMs include a varying Box-Cox transformation model for dealing with the issue of non-Gaussian distributed imaging data and a Gaussian Markov Random Field model for incorporating spatial smoothness of the imaging data. Posterior computation proceeds via an efficient Markov chain Monte Carlo algorithm. Simulations and real data analysis demonstrate that the STM significantly outperforms the voxel-wise linear model with Gaussian noise in recovering meaningful geometric patterns. Our STM is able to reveal important brain regions with morphological changes in children with attention deficit hyperactivity disorder. PMID:24128143

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.

Pyrcca: Regularized Kernel Canonical Correlation Analysis in Python and Its Applications to Neuroimaging.

PubMed

Bilenko, Natalia Y; Gallant, Jack L

2016-01-01

In this article we introduce Pyrcca, an open-source Python package for performing canonical correlation analysis (CCA). CCA is a multivariate analysis method for identifying relationships between sets of variables. Pyrcca supports CCA with or without regularization, and with or without linear, polynomial, or Gaussian kernelization. We first use an abstract example to describe Pyrcca functionality. We then demonstrate how Pyrcca can be used to analyze neuroimaging data. Specifically, we use Pyrcca to implement cross-subject comparison in a natural movie functional magnetic resonance imaging (fMRI) experiment by finding a data-driven set of functional response patterns that are similar across individuals. We validate this cross-subject comparison method in Pyrcca by predicting responses to novel natural movies across subjects. Finally, we show how Pyrcca can reveal retinotopic organization in brain responses to natural movies without the need for an explicit model.

Pyrcca: Regularized Kernel Canonical Correlation Analysis in Python and Its Applications to Neuroimaging

PubMed Central

Bilenko, Natalia Y.; Gallant, Jack L.

2016-01-01

In this article we introduce Pyrcca, an open-source Python package for performing canonical correlation analysis (CCA). CCA is a multivariate analysis method for identifying relationships between sets of variables. Pyrcca supports CCA with or without regularization, and with or without linear, polynomial, or Gaussian kernelization. We first use an abstract example to describe Pyrcca functionality. We then demonstrate how Pyrcca can be used to analyze neuroimaging data. Specifically, we use Pyrcca to implement cross-subject comparison in a natural movie functional magnetic resonance imaging (fMRI) experiment by finding a data-driven set of functional response patterns that are similar across individuals. We validate this cross-subject comparison method in Pyrcca by predicting responses to novel natural movies across subjects. Finally, we show how Pyrcca can reveal retinotopic organization in brain responses to natural movies without the need for an explicit model. PMID:27920675

Vision-Based Real-Time Traversable Region Detection for Mobile Robot in the Outdoors.

PubMed

Deng, Fucheng; Zhu, Xiaorui; He, Chao

2017-09-13

Environment perception is essential for autonomous mobile robots in human-robot coexisting outdoor environments. One of the important tasks for such intelligent robots is to autonomously detect the traversable region in an unstructured 3D real world. The main drawback of most existing methods is that of high computational complexity. Hence, this paper proposes a binocular vision-based, real-time solution for detecting traversable region in the outdoors. In the proposed method, an appearance model based on multivariate Gaussian is quickly constructed from a sample region in the left image adaptively determined by the vanishing point and dominant borders. Then, a fast, self-supervised segmentation scheme is proposed to classify the traversable and non-traversable regions. The proposed method is evaluated on public datasets as well as a real mobile robot. Implementation on the mobile robot has shown its ability in the real-time navigation applications.

Weakly anomalous diffusion with non-Gaussian propagators

NASA Astrophysics Data System (ADS)

Cressoni, J. C.; Viswanathan, G. M.; Ferreira, A. S.; da Silva, M. A. A.

2012-08-01

A poorly understood phenomenon seen in complex systems is diffusion characterized by Hurst exponent H≈1/2 but with non-Gaussian statistics. Motivated by such empirical findings, we report an exact analytical solution for a non-Markovian random walk model that gives rise to weakly anomalous diffusion with H=1/2 but with a non-Gaussian propagator.

Moving vehicles segmentation based on Gaussian motion model

NASA Astrophysics Data System (ADS)

Zhang, Wei; Fang, Xiang Z.; Lin, Wei Y.

2005-07-01

Moving objects segmentation is a challenge in computer vision. This paper focuses on the segmentation of moving vehicles in dynamic scene. We analyses the psychology of human vision and present a framework for segmenting moving vehicles in the highway. The proposed framework consists of two parts. Firstly, we propose an adaptive background update method in which the background is updated according to the change of illumination conditions and thus can adapt to the change of illumination sensitively. Secondly, we construct a Gaussian motion model to segment moving vehicles, in which the motion vectors of the moving pixels are modeled as a Gaussian model and an on-line EM algorithm is used to update the model. The Gaussian distribution of the adaptive model is elevated to determine which moving vectors result from moving vehicles and which from other moving objects such as waving trees. Finally, the pixels with motion vector result from the moving vehicles are segmented. Experimental results of several typical scenes show that the proposed model can detect the moving vehicles correctly and is immune from influence of the moving objects caused by the waving trees and the vibration of camera.

Diffusion of Super-Gaussian Profiles

ERIC Educational Resources Information Center

Rosenberg, C.-J.; Anderson, D.; Desaix, M.; Johannisson, P.; Lisak, M.

2007-01-01

The present analysis describes an analytically simple and systematic approximation procedure for modelling the free diffusive spreading of initially super-Gaussian profiles. The approach is based on a self-similar ansatz for the evolution of the diffusion profile, and the parameter functions involved in the modelling are determined by suitable…

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.

Estimation of High-Dimensional Graphical Models Using Regularized Score Matching

PubMed Central

Lin, Lina; Drton, Mathias; Shojaie, Ali

2017-01-01

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

Geographically weighted regression model on poverty indicator

NASA Astrophysics Data System (ADS)

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

2017-12-01

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

Robust Linear Models for Cis-eQTL Analysis.

PubMed

Rantalainen, Mattias; Lindgren, Cecilia M; Holmes, Christopher C

2015-01-01

Expression Quantitative Trait Loci (eQTL) analysis enables characterisation of functional genetic variation influencing expression levels of individual genes. In outbread populations, including humans, eQTLs are commonly analysed using the conventional linear model, adjusting for relevant covariates, assuming an allelic dosage model and a Gaussian error term. However, gene expression data generally have noise that induces heavy-tailed errors relative to the Gaussian distribution and often include atypical observations, or outliers. Such departures from modelling assumptions can lead to an increased rate of type II errors (false negatives), and to some extent also type I errors (false positives). Careful model checking can reduce the risk of type-I errors but often not type II errors, since it is generally too time-consuming to carefully check all models with a non-significant effect in large-scale and genome-wide studies. Here we propose the application of a robust linear model for eQTL analysis to reduce adverse effects of deviations from the assumption of Gaussian residuals. We present results from a simulation study as well as results from the analysis of real eQTL data sets. Our findings suggest that in many situations robust models have the potential to provide more reliable eQTL results compared to conventional linear models, particularly in respect to reducing type II errors due to non-Gaussian noise. Post-genomic data, such as that generated in genome-wide eQTL studies, are often noisy and frequently contain atypical observations. Robust statistical models have the potential to provide more reliable results and increased statistical power under non-Gaussian conditions. The results presented here suggest that robust models should be considered routinely alongside other commonly used methodologies for eQTL analysis.

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.

Speech Enhancement Using Gaussian Scale Mixture Models

PubMed Central

Hao, Jiucang; Lee, Te-Won; Sejnowski, Terrence J.

2011-01-01

This paper presents a novel probabilistic approach to speech enhancement. Instead of a deterministic logarithmic relationship, we assume a probabilistic relationship between the frequency coefficients and the log-spectra. The speech model in the log-spectral domain is a Gaussian mixture model (GMM). The frequency coefficients obey a zero-mean Gaussian whose covariance equals to the exponential of the log-spectra. This results in a Gaussian scale mixture model (GSMM) for the speech signal in the frequency domain, since the log-spectra can be regarded as scaling factors. The probabilistic relation between frequency coefficients and log-spectra allows these to be treated as two random variables, both to be estimated from the noisy signals. Expectation-maximization (EM) was used to train the GSMM and Bayesian inference was used to compute the posterior signal distribution. Because exact inference of this full probabilistic model is computationally intractable, we developed two approaches to enhance the efficiency: the Laplace method and a variational approximation. The proposed methods were applied to enhance speech corrupted by Gaussian noise and speech-shaped noise (SSN). For both approximations, signals reconstructed from the estimated frequency coefficients provided higher signal-to-noise ratio (SNR) and those reconstructed from the estimated log-spectra produced lower word recognition error rate because the log-spectra fit the inputs to the recognizer better. Our algorithms effectively reduced the SSN, which algorithms based on spectral analysis were not able to suppress. PMID:21359139

Theory and generation of conditional, scalable sub-Gaussian random fields

NASA Astrophysics Data System (ADS)

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

2016-03-01

Many earth and environmental (as well as a host of other) variables, Y, and their spatial (or temporal) increments, ΔY, exhibit non-Gaussian statistical scaling. Previously we were able to capture key aspects of such non-Gaussian scaling by treating Y and/or ΔY as sub-Gaussian random fields (or processes). This however left unaddressed the empirical finding that whereas sample frequency distributions of Y tend to display relatively mild non-Gaussian peaks and tails, those of ΔY often reveal peaks that grow sharper and tails that become heavier with decreasing separation distance or lag. Recently we proposed a generalized sub-Gaussian model (GSG) which resolves this apparent inconsistency between the statistical scaling behaviors of observed variables and their increments. We presented an algorithm to generate unconditional random realizations of statistically isotropic or anisotropic GSG functions and illustrated it in two dimensions. Most importantly, we demonstrated the feasibility of estimating all parameters of a GSG model underlying a single realization of Y by analyzing jointly spatial moments of Y data and corresponding increments, ΔY. Here, we extend our GSG model to account for noisy measurements of Y at a discrete set of points in space (or time), present an algorithm to generate conditional realizations of corresponding isotropic or anisotropic random fields, introduce two approximate versions of this algorithm to reduce CPU time, and explore them on one and two-dimensional synthetic test cases.

Determination of glucose in a biological matrix by multivariate analysis of multiple band-pass-filtered Fourier transform near-infrared interferograms.

PubMed

Mattu, M J; Small, G W; Arnold, M A

1997-11-15

A multivariate calibration method is described in which Fourier transform near-infrared interferogram data are used to determine clinically relevant levels of glucose in an aqueous matrix of bovine serum albumin (BSA) and triacetin. BSA and triacetin are used to model the protein and triglycerides in blood, respectively, and are present in levels spanning the normal human physiological range. A full factorial experimental design is constructed for the data collection, with glucose at 10 levels, BSA at 4 levels, and triacetin at 4 levels. Gaussian-shaped band-pass digital filters are applied to the interferogram data to extract frequencies associated with an absorption band of interest. Separate filters of various widths are positioned on the glucose band at 4400 cm-1, the BSA band at 4606 cm-1, and the triacetin band at 4446 cm-1. Each filter is applied to the raw interferogram, producing one, two, or three filtered interferograms, depending on the number of filters used. Segments of these filtered interferograms are used together in a partial least-squares regression analysis to build glucose calibration models. The optimal calibration model is realized by use of separate segments of interferograms filtered with three filters centered on the glucose, BSA, and triacetin bands. Over the physiological range of 1-20 mM glucose, this 17-term model exhibits values of R2, standard error of calibration, and standard error of prediction of 98.85%, 0.631 mM, and 0.677 mM, respectively. These results are comparable to those obtained in a conventional analysis of spectral data. The interferogram-based method operates without the use of a separate background measurement and employs only a short section of the interferogram.

Stable radiation pressure acceleration of ions by suppressing transverse Rayleigh-Taylor instability with multiple Gaussian pulses

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

Zhou, M. L.; Liu, B.; Hu, R. H.

In the case of a thin plasma slab accelerated by the radiation pressure of an ultra-intense laser pulse, the development of Rayleigh-Taylor instability (RTI) will destroy the acceleration structure and terminate the acceleration process much sooner than theoretical limit. In this paper, a new scheme using multiple Gaussian pulses for ion acceleration in a radiation pressure acceleration regime is investigated with particle-in-cell simulation. We found that with multiple Gaussian pulses, the instability could be efficiently suppressed and the divergence of the ion bunch is greatly reduced, resulting in a longer acceleration time and much more collimated ion bunch with highermore » energy than using a single Gaussian pulse. An analytical model is developed to describe the suppression of RTI at the laser-plasma interface. The model shows that the suppression of RTI is due to the introduction of the long wavelength mode RTI by the multiple Gaussian pulses.« less

An unbiased risk estimator for image denoising in the presence of mixed poisson-gaussian noise.

PubMed

Le Montagner, Yoann; Angelini, Elsa D; Olivo-Marin, Jean-Christophe

2014-03-01

The behavior and performance of denoising algorithms are governed by one or several parameters, whose optimal settings depend on the content of the processed image and the characteristics of the noise, and are generally designed to minimize the mean squared error (MSE) between the denoised image returned by the algorithm and a virtual ground truth. In this paper, we introduce a new Poisson-Gaussian unbiased risk estimator (PG-URE) of the MSE applicable to a mixed Poisson-Gaussian noise model that unifies the widely used Gaussian and Poisson noise models in fluorescence bioimaging applications. We propose a stochastic methodology to evaluate this estimator in the case when little is known about the internal machinery of the considered denoising algorithm, and we analyze both theoretically and empirically the characteristics of the PG-URE estimator. Finally, we evaluate the PG-URE-driven parametrization for three standard denoising algorithms, with and without variance stabilizing transforms, and different characteristics of the Poisson-Gaussian noise mixture.

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

Modeling of dispersion near roadways based on the vehicle-induced turbulence concept

NASA Astrophysics Data System (ADS)

Sahlodin, Ali M.; Sotudeh-Gharebagh, Rahmat; Zhu, Yifang

A mathematical model is developed for dispersion near roadways by incorporating vehicle-induced turbulence (VIT) into Gaussian dispersion modeling using computational fluid dynamics (CFD). The model is based on the Gaussian plume equation in which roadway is regarded as a series of point sources. The Gaussian dispersion parameters are modified by simulation of the roadway using CFD in order to evaluate turbulent kinetic energy (TKE) as a measure of VIT. The model was evaluated against experimental carbon monoxide concentrations downwind of two major freeways reported in the literature. Good agreements were achieved between model results and the literature data. A significant difference was observed between the model results with and without considering VIT. The difference is rather high for data very close to the freeways. This model, after evaluation with additional data, may be used as a framework for predicting dispersion and deposition from any roadway for different traffic (vehicle type and speed) conditions.

Brownian motion under dynamic disorder: effects of memory on the decay of the non-Gaussianity parameter

NASA Astrophysics Data System (ADS)

Tyagi, Neha; Cherayil, Binny J.

2018-03-01

The increasingly widespread occurrence in complex fluids of particle motion that is both Brownian and non-Gaussian has recently been found to be successfully modeled by a process (frequently referred to as ‘diffusing diffusivity’) in which the white noise that governs Brownian diffusion is itself stochastically modulated by either Ornstein–Uhlenbeck dynamics or by two-state noise. But the model has so far not been able to account for an aspect of non-Gaussian Brownian motion that is also commonly observed: a non-monotonic decay of the parameter that quantifies the extent of deviation from Gaussian behavior. In this paper, we show that the inclusion of memory effects in the model—via a generalized Langevin equation—can rationalise this phenomenon.

Cosmic microwave background power asymmetry from non-Gaussian modulation.

PubMed

Schmidt, Fabian; Hui, Lam

2013-01-04

Non-Gaussianity in the inflationary perturbations can couple observable scales to modes of much longer wavelength (even superhorizon), leaving as a signature a large-angle modulation of the observed cosmic microwave background power spectrum. This provides an alternative origin for a power asymmetry that is otherwise often ascribed to a breaking of statistical isotropy. The non-Gaussian modulation effect can be significant even for typical ~10(-5) perturbations while respecting current constraints on non-Gaussianity if the squeezed limit of the bispectrum is sufficiently infrared divergent. Just such a strongly infrared-divergent bispectrum has been claimed for inflation models with a non-Bunch-Davies initial state, for instance. Upper limits on the observed cosmic microwave background power asymmetry place stringent constraints on the duration of inflation in such models.

Degeneracy of energy levels of pseudo-Gaussian oscillators

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

Iacob, Theodor-Felix; Iacob, Felix, E-mail: felix@physics.uvt.ro; Lute, Marina

2015-12-07

We study the main features of the isotropic radial pseudo-Gaussian oscillators spectral properties. This study is made upon the energy levels degeneracy with respect to orbital angular momentum quantum number. In a previous work [6] we have shown that the pseudo-Gaussian oscillators belong to the class of quasi-exactly solvable models and an exact solution has been found.

Bayesian spatial transformation models with applications in neuroimaging data.

PubMed

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

2013-12-01

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

Testing for the Gaussian nature of cosmological density perturbations through the three-point temperature correlation function

NASA Technical Reports Server (NTRS)

Luo, Xiaochun; Schramm, David N.

1993-01-01

One of the crucial aspects of density perturbations that are produced by the standard inflation scenario is that they are Gaussian where seeds produced by topological defects tend to be non-Gaussian. The three-point correlation function of the temperature anisotropy of the cosmic microwave background radiation (CBR) provides a sensitive test of this aspect of the primordial density field. In this paper, this function is calculated in the general context of various allowed non-Gaussian models. It is shown that the Cosmic Background Explorer and the forthcoming South Pole and balloon CBR anisotropy data may be able to provide a crucial test of the Gaussian nature of the perturbations.

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.

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

MIDAS, prototype Multivariate Interactive Digital Analysis System, phase 1. Volume 1: System description

NASA Technical Reports Server (NTRS)

Kriegler, F. J.

1974-01-01

The MIDAS System is described as a third-generation fast multispectral recognition system able to keep pace with the large quantity and high rates of data acquisition from present and projected sensors. A principal objective of the MIDAS program is to provide a system well interfaced with the human operator and thus to obtain large overall reductions in turnaround time and significant gains in throughput. The hardware and software are described. The system contains a mini-computer to control the various high-speed processing elements in the data path, and a classifier which implements an all-digital prototype multivariate-Gaussian maximum likelihood decision algorithm operating at 200,000 pixels/sec. Sufficient hardware was developed to perform signature extraction from computer-compatible tapes, compute classifier coefficients, control the classifier operation, and diagnose operation.

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.

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.

A Non-Gaussian Stock Price Model: Options, Credit and a Multi-Timescale Memory

NASA Astrophysics Data System (ADS)

Borland, L.

We review a recently proposed model of stock prices, based on astatistical feedback model that results in a non-Gaussian distribution of price changes. Applications to option pricing and the pricing of debt is discussed. A generalization to account for feedback effects over multiple timescales is also presented. This model reproduces most of the stylized facts (ie statistical anomalies) observed in real financial markets.

Mean First Passage Time and Stochastic Resonance in a Transcriptional Regulatory System with Non-Gaussian Noise

NASA Astrophysics Data System (ADS)

Kang, Yan-Mei; Chen, Xi; Lin, Xu-Dong; Tan, Ning

The mean first passage time (MFPT) in a phenomenological gene transcriptional regulatory model with non-Gaussian noise is analytically investigated based on the singular perturbation technique. The effect of the non-Gaussian noise on the phenomenon of stochastic resonance (SR) is then disclosed based on a new combination of adiabatic elimination and linear response approximation. Compared with the results in the Gaussian noise case, it is found that bounded non-Gaussian noise inhibits the transition between different concentrations of protein, while heavy-tailed non-Gaussian noise accelerates the transition. It is also found that the optimal noise intensity for SR in the heavy-tailed noise case is smaller, while the optimal noise intensity in the bounded noise case is larger. These observations can be explained by the heavy-tailed noise easing random transitions.

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

NASA Astrophysics Data System (ADS)

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

2014-05-01

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

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

PubMed

Yu, Wenxi; Liu, Yang; Ma, Zongwei; Bi, Jun

2017-08-01

Using satellite-based aerosol optical depth (AOD) measurements and statistical models to estimate ground-level PM 2.5 is a promising way to fill the areas that are not covered by ground PM 2.5 monitors. The statistical models used in previous studies are primarily Linear Mixed Effects (LME) and Geographically Weighted Regression (GWR) models. In this study, we developed a new regression model between PM 2.5 and AOD using Gaussian processes in a Bayesian hierarchical setting. Gaussian processes model the stochastic nature of the spatial random effects, where the mean surface and the covariance function is specified. The spatial stochastic process is incorporated under the Bayesian hierarchical framework to explain the variation of PM 2.5 concentrations together with other factors, such as AOD, spatial and non-spatial random effects. We evaluate the results of our model and compare them with those of other, conventional statistical models (GWR and LME) by within-sample model fitting and out-of-sample validation (cross validation, CV). The results show that our model possesses a CV result (R 2  = 0.81) that reflects higher accuracy than that of GWR and LME (0.74 and 0.48, respectively). Our results indicate that Gaussian process models have the potential to improve the accuracy of satellite-based PM 2.5 estimates.

Pattern classification of fMRI data: applications for analysis of spatially distributed cortical networks.

PubMed

Yourganov, Grigori; Schmah, Tanya; Churchill, Nathan W; Berman, Marc G; Grady, Cheryl L; Strother, Stephen C

2014-08-01

The field of fMRI data analysis is rapidly growing in sophistication, particularly in the domain of multivariate pattern classification. However, the interaction between the properties of the analytical model and the parameters of the BOLD signal (e.g. signal magnitude, temporal variance and functional connectivity) is still an open problem. We addressed this problem by evaluating a set of pattern classification algorithms on simulated and experimental block-design fMRI data. The set of classifiers consisted of linear and quadratic discriminants, linear support vector machine, and linear and nonlinear Gaussian naive Bayes classifiers. For linear discriminant, we used two methods of regularization: principal component analysis, and ridge regularization. The classifiers were used (1) to classify the volumes according to the behavioral task that was performed by the subject, and (2) to construct spatial maps that indicated the relative contribution of each voxel to classification. Our evaluation metrics were: (1) accuracy of out-of-sample classification and (2) reproducibility of spatial maps. In simulated data sets, we performed an additional evaluation of spatial maps with ROC analysis. We varied the magnitude, temporal variance and connectivity of simulated fMRI signal and identified the optimal classifier for each simulated environment. Overall, the best performers were linear and quadratic discriminants (operating on principal components of the data matrix) and, in some rare situations, a nonlinear Gaussian naïve Bayes classifier. The results from the simulated data were supported by within-subject analysis of experimental fMRI data, collected in a study of aging. This is the first study that systematically characterizes interactions between analysis model and signal parameters (such as magnitude, variance and correlation) on the performance of pattern classifiers for fMRI. Copyright © 2014 Elsevier Inc. All rights reserved.

Improvement on Exoplanet Detection Methods and Analysis via Gaussian Process Fitting Techniques

NASA Astrophysics Data System (ADS)

Van Ross, Bryce; Teske, Johanna

2018-01-01

Planetary signals in radial velocity (RV) data are often accompanied by signals coming solely from stellar photo- or chromospheric variation. Such variation can reduce the precision of planet detection and mass measurements, and cause misidentification of planetary signals. Recently, several authors have demonstrated the utility of Gaussian Process (GP) regression for disentangling planetary signals in RV observations (Aigrain et al. 2012; Angus et al. 2017; Czekala et al. 2017; Faria et al. 2016; Gregory 2015; Haywood et al. 2014; Rajpaul et al. 2015; Foreman-Mackey et al. 2017). GP models the covariance of multivariate data to make predictions about likely underlying trends in the data, which can be applied to regions where there are no existing observations. The potency of GP has been used to infer stellar rotation periods; to model and disentangle time series spectra; and to determine physical aspects, populations, and detection of exoplanets, among other astrophysical applications. Here, we implement similar analysis techniques to times series of the Ca-2 H and K activity indicator measured simultaneously with RVs in a small sample of stars from the large Keck/HIRES RV planet search program. Our goal is to characterize the pattern(s) of non-planetary variation to be able to know what is/ is not a planetary signal. We investigated ten different GP kernels and their respective hyperparameters to determine the optimal combination (e.g., the lowest Bayesian Information Criterion value) in each stellar data set. To assess the hyperparameters’ error, we sampled their posterior distributions using Markov chain Monte Carlo (MCMC) analysis on the optimized kernels. Our results demonstrate how GP analysis of stellar activity indicators alone can contribute to exoplanet detection in RV data, and highlight the challenges in applying GP analysis to relatively small, irregularly sampled time series.

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.

Gaussian-Beam Laser-Resonator Program

NASA Technical Reports Server (NTRS)

Cross, Patricia L.; Bair, Clayton H.; Barnes, Norman

1989-01-01

Gaussian Beam Laser Resonator Program models laser resonators by use of Gaussian-beam-propagation techniques. Used to determine radii of beams as functions of position in laser resonators. Algorithm used in program has three major components. First, ray-transfer matrix for laser resonator must be calculated. Next, initial parameters of beam calculated. Finally, propagation of beam through optical elements computed. Written in Microsoft FORTRAN (Version 4.01).

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.

Period Estimation for Sparsely-sampled Quasi-periodic Light Curves Applied to Miras

NASA Astrophysics Data System (ADS)

He, Shiyuan; Yuan, Wenlong; Huang, Jianhua Z.; Long, James; Macri, Lucas M.

2016-12-01

We develop a nonlinear semi-parametric Gaussian process model to estimate periods of Miras with sparsely sampled light curves. The model uses a sinusoidal basis for the periodic variation and a Gaussian process for the stochastic changes. We use maximum likelihood to estimate the period and the parameters of the Gaussian process, while integrating out the effects of other nuisance parameters in the model with respect to a suitable prior distribution obtained from earlier studies. Since the likelihood is highly multimodal for period, we implement a hybrid method that applies the quasi-Newton algorithm for Gaussian process parameters and search the period/frequency parameter space over a dense grid. A large-scale, high-fidelity simulation is conducted to mimic the sampling quality of Mira light curves obtained by the M33 Synoptic Stellar Survey. The simulated data set is publicly available and can serve as a testbed for future evaluation of different period estimation methods. The semi-parametric model outperforms an existing algorithm on this simulated test data set as measured by period recovery rate and quality of the resulting period-luminosity relations.

Efficient Stochastic Inversion Using Adjoint Models and Kernel-PCA

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

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

2017-10-18

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

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.

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

PubMed

Räth, C; Morfill, G E; Rossmanith, G; Banday, A J; Górski, K M

2009-04-03

We present a model-independent method to test for scale-dependent non-Gaussianities in combination with scaling indices as test statistics. Therefore, surrogate data sets are generated, in which the power spectrum of the original data is preserved, while the higher order correlations are partly randomized by applying a scale-dependent shuffling procedure to the Fourier phases. We apply this method to the Wilkinson Microwave Anisotropy Probe data of the cosmic microwave background and find signatures for non-Gaussianities on large scales. Further tests are required to elucidate the origin of the detected anomalies.

Probing the cosmological initial conditions using the CMB

NASA Astrophysics Data System (ADS)

Yadav, Amit P. S.

In the last few decades, advances in observational cosmology have given us a standard model of cosmology. The basic cosmological parameters have been laid out to high precision. Cosmologists have started asking questions about the nature of the cosmological initial conditions. Many ambitious experiments such as Planck satellite, EBEX, ACT, CAPMAP, QUaD, BICEP, SPIDER, QUIET, and GEM are underway. Experiments like these will provide us with a wealth of information about CMB polarization, CMB lensing, and polarization foregrounds. These experiments will be complemented with great observational campaigns to map the 3D structure in the Universe and new particle physics constraints from the Large Hadron Collider. In my graduate work I have made explicit how observations of the CMB temperature and E-polarization anisotropies can be combined to provide optimal constraints on models of the early universe at the highest energies. I have developed new ways of constraining models of the early universe using CMB temperature and polarization data. Inflation is one of the most promising theories of the early universe. Different inflationary models predict different amounts of non-Gaussian perturbations. Although any non-Gaussianity predicted by the canonical inflation model is very small, there exist models which can generate significant amounts of non-Gaussianities. Hence any characterization of non-Gaussianity of the primordial perturbations constrains the models of inflation. The information in the bispectrum (or higher order moments) is completely independent of the power spectrum constraints on the amplitude of primordial power spectrum (A), the scalar spectral index of the primordial power spectrum ns, and the running of the primordial power spectrum. My work has made it possible to extract the bispectrum information from large, high resolution CMB temperature and polarization data. We have demonstrated that the primordial adiabatic perturbations can be reconstructed using CMB temperature and E-polarization information (Yadav and Wandelt 2005). One of the main motivations of reconstructing the primordial perturbations is to study the primordial non-Gaussianities. Since the amplitude of primordial non-Gaussianity is very small, any enhancement in sensitivity to the primordial features is useful because it improves the characterization of the primordial non-Gaussianity. Our reconstruction allows us to be more sensitive to the primordial features, whereas most of the current probes of non-Gaussianity do not specifically select for them. We have also developed a fast cubic (bispectrum) estimator of non-Gaussianity f NL of local type, using combined temperature and E-polarization data (Yadavet al. 2007). The estimator is computationally efficient, scaling as O( N 3/2 ) compared to the O( N 5/2 ) scaling of the brute force bispectrum calculation for sky maps with N pixels. For the Planck satellite, this translates into a speed-up by factors of millions, reducing the required computing time from thousands of years to just hours and thus making f NL estimation feasible. The speed of our estimator allows us to study its statistical properties using Monte Carlo simulations. Our estimator in its original form was optimal for homogeneous noise. In order to apply our estimator to realistic data, the estimator needed to be able to deal with inhomogeneous noise. We have generalized the fast polarized estimator to deal with inhomogeneous noise. The generalized estimator is also computationally efficient, scaling as O( N 3/2 ). Furthermore, we have studied and characterized our estimators in the presence of realistic noise, finite resolution, incomplete sky-coverage, and using non-Gaussian CMB maps (Yadavet al. 2008a). We have also developed a numerical code to generate CMB temperature and polarization non-Gaussian maps starting from a given primordial non-Gaussianity (f NL ) (Liguori et al. 2007). In the process of non-Gaussian CMB map making, the code also generates corresponding non-Gaussian primordial curvature perturbations. We use these curvature perturbations to quantify the quality of the tomographic reconstruction method described in (Yadav and Wandelt 2005). We check whether the tomographic reconstruction method preserves the non-Gaussian features, especially the phase information, in the reconstructed curvature perturbations (Yadav et al. in preparation). Finally, using our estimator we found (Yadav and Wandelt 2008) evidence for primordial non-Gaussianity of the local type (f NL ) in the temperature anisotropy of the Cosmic Microwave Background. Analyzing the bispectrum of the WMAP 3-year data up to l max =750 we find 27< f NL <147 (95% CL). This amounts to a rejection of f NL =0 at 2.8s, disfavoring canonical single field slow-roll inflation. The signal is robust to variations in l max , frequency, and masks. No known foreground, instrument systematic, or secondary anisotropy explains it. We explore the impact of several analysis choices on the quoted significance and find 2.5s to be conservative.

Investigating the relation between the geometric properties of river basins and the filtering parameters for regional land hydrology applications using GRACE models

NASA Astrophysics Data System (ADS)

Piretzidis, Dimitrios; Sideris, Michael G.

2016-04-01

This study investigates the possibilities of local hydrology signal extraction using GRACE data and conventional filtering techniques. The impact of the basin shape has also been studied in order to derive empirical rules for tuning the GRACE filter parameters. GRACE CSR Release 05 monthly solutions were used from April 2002 to August 2015 (161 monthly solutions in total). SLR data were also used to replace the GRACE C2,0 coefficient, and a de-correlation filter with optimal parameters for CSR Release 05 data was applied to attenuate the correlation errors of monthly mass differences. For basins located at higher latitudes, the effect of Glacial Isostatic Adjustment (GIA) was taken into account using the ICE-6G model. The study focuses on three geometric properties, i.e., the area, the convexity and the width in the longitudinal direction, of 100 basins with global distribution. Two experiments have been performed. The first one deals with the determination of the Gaussian smoothing radius that minimizes the gaussianity of GRACE equivalent water height (EWH) over the selected basins. The EWH kurtosis was selected as a metric of gaussianity. The second experiment focuses on the derivation of the Gaussian smoothing radius that minimizes the RMS difference between GRACE data and a hydrology model. The GLDAS 1.0 Noah hydrology model was chosen, which shows good agreement with GRACE data according to previous studies. Early results show that there is an apparent relation between the geometric attributes of the basins examined and the Gaussian radius derived from the two experiments. The kurtosis analysis experiment tends to underestimate the optimal Gaussian radius, which is close to 200-300 km in many cases. Empirical rules for the selection of the Gaussian radius have been also developed for sub-regional scale basins.

Gaussian solitary waves and compactons in Fermi–Pasta–Ulam lattices with Hertzian potentials

PubMed Central

James, Guillaume; Pelinovsky, Dmitry

2014-01-01

We consider a class of fully nonlinear Fermi–Pasta–Ulam (FPU) lattices, consisting of a chain of particles coupled by fractional power nonlinearities of order α>1. This class of systems incorporates a classical Hertzian model describing acoustic wave propagation in chains of touching beads in the absence of precompression. We analyse the propagation of localized waves when α is close to unity. Solutions varying slowly in space and time are searched with an appropriate scaling, and two asymptotic models of the chain of particles are derived consistently. The first one is a logarithmic Korteweg–de Vries (KdV) equation and possesses linearly orbitally stable Gaussian solitary wave solutions. The second model consists of a generalized KdV equation with Hölder-continuous fractional power nonlinearity and admits compacton solutions, i.e. solitary waves with compact support. When , we numerically establish the asymptotically Gaussian shape of exact FPU solitary waves with near-sonic speed and analytically check the pointwise convergence of compactons towards the limiting Gaussian profile. PMID:24808748

Ewald Summation Approach to Potential Models of Aqueous Electrolytes Involving Gaussian Charges and Induced Dipoles: Formal and Simulation Results

DOE PAGES

Chialvo, Ariel A.; Vlcek, Lukas

2014-11-01

We present a detailed derivation of the complete set of expressions required for the implementation of an Ewald summation approach to handle the long-range electrostatic interactions of polar and ionic model systems involving Gaussian charges and induced dipole moments with a particular application to the isobaricisothermal molecular dynamics simulation of our Gaussian Charge Polarizable (GCP) water model and its extension to aqueous electrolytes solutions. The set comprises the individual components of the potential energy, electrostatic potential, electrostatic field and gradient, the electrostatic force and the corresponding virial. Moreover, we show how the derived expressions converge to known point-based electrostatic counterpartsmore » when the parameters, defining the Gaussian charge and induced-dipole distributions, are extrapolated to their limiting point values. Finally, we illustrate the Ewald implementation against the current reaction field approach by isothermal-isobaric molecular dynamics of ambient GCP water for which we compared the outcomes of the thermodynamic, microstructural, and polarization behavior.« less

Sensitivity analysis of pulse pileup model parameter in photon counting detectors

NASA Astrophysics Data System (ADS)

Shunhavanich, Picha; Pelc, Norbert J.

2017-03-01

Photon counting detectors (PCDs) may provide several benefits over energy-integrating detectors (EIDs), including spectral information for tissue characterization and the elimination of electronic noise. PCDs, however, suffer from pulse pileup, which distorts the detected spectrum and degrades the accuracy of material decomposition. Several analytical models have been proposed to address this problem. The performance of these models are dependent on the assumptions used, including the estimated pulse shape whose parameter values could differ from the actual physical ones. As the incident flux increases and the corrections become more significant the needed parameter value accuracy may be more crucial. In this work, the sensitivity of model parameter accuracies is analyzed for the pileup model of Taguchi et al. The spectra distorted by pileup at different count rates are simulated using either the model or Monte Carlo simulations, and the basis material thicknesses are estimated by minimizing the negative log-likelihood with Poisson or multivariate Gaussian distributions. From simulation results, we find that the accuracy of the deadtime, the height of pulse negative tail, and the timing to the end of the pulse are more important than most other parameters, and they matter more with increasing count rate. This result can help facilitate further work on parameter calibrations.

Noise effects in nonlinear biochemical signaling

NASA Astrophysics Data System (ADS)

Bostani, Neda; Kessler, David A.; Shnerb, Nadav M.; Rappel, Wouter-Jan; Levine, Herbert

2012-01-01

It has been generally recognized that stochasticity can play an important role in the information processing accomplished by reaction networks in biological cells. Most treatments of that stochasticity employ Gaussian noise even though it is a priori obvious that this approximation can violate physical constraints, such as the positivity of chemical concentrations. Here, we show that even when such nonphysical fluctuations are rare, an exact solution of the Gaussian model shows that the model can yield unphysical results. This is done in the context of a simple incoherent-feedforward model which exhibits perfect adaptation in the deterministic limit. We show how one can use the natural separation of time scales in this model to yield an approximate model, that is analytically solvable, including its dynamical response to an environmental change. Alternatively, one can employ a cutoff procedure to regularize the Gaussian result.

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

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.

Robust Gaussian Graphical Modeling via l1 Penalization

PubMed Central

Sun, Hokeun; Li, Hongzhe

2012-01-01

Summary Gaussian graphical models have been widely used as an effective method for studying the conditional independency structure among genes and for constructing genetic networks. However, gene expression data typically have heavier tails or more outlying observations than the standard Gaussian distribution. Such outliers in gene expression data can lead to wrong inference on the dependency structure among the genes. We propose a l1 penalized estimation procedure for the sparse Gaussian graphical models that is robustified against possible outliers. The likelihood function is weighted according to how the observation is deviated, where the deviation of the observation is measured based on its own likelihood. An efficient computational algorithm based on the coordinate gradient descent method is developed to obtain the minimizer of the negative penalized robustified-likelihood, where nonzero elements of the concentration matrix represents the graphical links among the genes. After the graphical structure is obtained, we re-estimate the positive definite concentration matrix using an iterative proportional fitting algorithm. Through simulations, we demonstrate that the proposed robust method performs much better than the graphical Lasso for the Gaussian graphical models in terms of both graph structure selection and estimation when outliers are present. We apply the robust estimation procedure to an analysis of yeast gene expression data and show that the resulting graph has better biological interpretation than that obtained from the graphical Lasso. PMID:23020775

Gaussian process inference for estimating pharmacokinetic parameters of dynamic contrast-enhanced MR images.

PubMed

Wang, Shijun; Liu, Peter; Turkbey, Baris; Choyke, Peter; Pinto, Peter; Summers, Ronald M

2012-01-01

In this paper, we propose a new pharmacokinetic model for parameter estimation of dynamic contrast-enhanced (DCE) MRI by using Gaussian process inference. Our model is based on the Tofts dual-compartment model for the description of tracer kinetics and the observed time series from DCE-MRI is treated as a Gaussian stochastic process. The parameter estimation is done through a maximum likelihood approach and we propose a variant of the coordinate descent method to solve this likelihood maximization problem. The new model was shown to outperform a baseline method on simulated data. Parametric maps generated on prostate DCE data with the new model also provided better enhancement of tumors, lower intensity on false positives, and better boundary delineation when compared with the baseline method. New statistical parameter maps from the process model were also found to be informative, particularly when paired with the PK parameter maps.

Tests for Gaussianity of the MAXIMA-1 cosmic microwave background map.

PubMed

Wu, J H; Balbi, A; Borrill, J; Ferreira, P G; Hanany, S; Jaffe, A H; Lee, A T; Rabii, B; Richards, P L; Smoot, G F; Stompor, R; Winant, C D

2001-12-17

Gaussianity of the cosmological perturbations is one of the key predictions of standard inflation, but it is violated by other models of structure formation such as cosmic defects. We present the first test of the Gaussianity of the cosmic microwave background (CMB) on subdegree angular scales, where deviations from Gaussianity are most likely to occur. We apply the methods of moments, cumulants, the Kolmogorov test, the chi(2) test, and Minkowski functionals in eigen, real, Wiener-filtered, and signal-whitened spaces, to the MAXIMA-1 CMB anisotropy data. We find that the data, which probe angular scales between 10 arcmin and 5 deg, are consistent with Gaussianity. These results show consistency with the standard inflation and place constraints on the existence of cosmic defects.

Genomic Prediction of Genotype × Environment Interaction Kernel Regression Models.

PubMed

Cuevas, Jaime; Crossa, José; Soberanis, Víctor; Pérez-Elizalde, Sergio; Pérez-Rodríguez, Paulino; Campos, Gustavo de Los; Montesinos-López, O A; Burgueño, Juan

2016-11-01

In genomic selection (GS), genotype × environment interaction (G × E) can be modeled by a marker × environment interaction (M × E). The G × E may be modeled through a linear kernel or a nonlinear (Gaussian) kernel. In this study, we propose using two nonlinear Gaussian kernels: the reproducing kernel Hilbert space with kernel averaging (RKHS KA) and the Gaussian kernel with the bandwidth estimated through an empirical Bayesian method (RKHS EB). We performed single-environment analyses and extended to account for G × E interaction (GBLUP-G × E, RKHS KA-G × E and RKHS EB-G × E) in wheat ( L.) and maize ( L.) data sets. For single-environment analyses of wheat and maize data sets, RKHS EB and RKHS KA had higher prediction accuracy than GBLUP for all environments. For the wheat data, the RKHS KA-G × E and RKHS EB-G × E models did show up to 60 to 68% superiority over the corresponding single environment for pairs of environments with positive correlations. For the wheat data set, the models with Gaussian kernels had accuracies up to 17% higher than that of GBLUP-G × E. For the maize data set, the prediction accuracy of RKHS EB-G × E and RKHS KA-G × E was, on average, 5 to 6% higher than that of GBLUP-G × E. The superiority of the Gaussian kernel models over the linear kernel is due to more flexible kernels that accounts for small, more complex marker main effects and marker-specific interaction effects. Copyright © 2016 Crop Science Society of America.

Gaussian States Minimize the Output Entropy of One-Mode Quantum Gaussian Channels

NASA Astrophysics Data System (ADS)

De Palma, Giacomo; Trevisan, Dario; Giovannetti, Vittorio

2017-04-01

We prove the long-standing conjecture stating that Gaussian thermal input states minimize the output von Neumann entropy of one-mode phase-covariant quantum Gaussian channels among all the input states with a given entropy. Phase-covariant quantum Gaussian channels model the attenuation and the noise that affect any electromagnetic signal in the quantum regime. Our result is crucial to prove the converse theorems for both the triple trade-off region and the capacity region for broadcast communication of the Gaussian quantum-limited amplifier. Our result extends to the quantum regime the entropy power inequality that plays a key role in classical information theory. Our proof exploits a completely new technique based on the recent determination of the p →q norms of the quantum-limited amplifier [De Palma et al., arXiv:1610.09967]. This technique can be applied to any quantum channel.

Gaussian States Minimize the Output Entropy of One-Mode Quantum Gaussian Channels.

PubMed

De Palma, Giacomo; Trevisan, Dario; Giovannetti, Vittorio

2017-04-21

We prove the long-standing conjecture stating that Gaussian thermal input states minimize the output von Neumann entropy of one-mode phase-covariant quantum Gaussian channels among all the input states with a given entropy. Phase-covariant quantum Gaussian channels model the attenuation and the noise that affect any electromagnetic signal in the quantum regime. Our result is crucial to prove the converse theorems for both the triple trade-off region and the capacity region for broadcast communication of the Gaussian quantum-limited amplifier. Our result extends to the quantum regime the entropy power inequality that plays a key role in classical information theory. Our proof exploits a completely new technique based on the recent determination of the p→q norms of the quantum-limited amplifier [De Palma et al., arXiv:1610.09967]. This technique can be applied to any quantum channel.

Flexible link functions in nonparametric binary regression with Gaussian process priors.

PubMed

Li, Dan; Wang, Xia; Lin, Lizhen; Dey, Dipak K

2016-09-01

In many scientific fields, it is a common practice to collect a sequence of 0-1 binary responses from a subject across time, space, or a collection of covariates. Researchers are interested in finding out how the expected binary outcome is related to covariates, and aim at better prediction in the future 0-1 outcomes. Gaussian processes have been widely used to model nonlinear systems; in particular to model the latent structure in a binary regression model allowing nonlinear functional relationship between covariates and the expectation of binary outcomes. A critical issue in modeling binary response data is the appropriate choice of link functions. Commonly adopted link functions such as probit or logit links have fixed skewness and lack the flexibility to allow the data to determine the degree of the skewness. To address this limitation, we propose a flexible binary regression model which combines a generalized extreme value link function with a Gaussian process prior on the latent structure. Bayesian computation is employed in model estimation. Posterior consistency of the resulting posterior distribution is demonstrated. The flexibility and gains of the proposed model are illustrated through detailed simulation studies and two real data examples. Empirical results show that the proposed model outperforms a set of alternative models, which only have either a Gaussian process prior on the latent regression function or a Dirichlet prior on the link function. © 2015, The International Biometric Society.

Flexible Link Functions in Nonparametric Binary Regression with Gaussian Process Priors

PubMed Central

Li, Dan; Lin, Lizhen; Dey, Dipak K.

2015-01-01

Summary In many scientific fields, it is a common practice to collect a sequence of 0-1 binary responses from a subject across time, space, or a collection of covariates. Researchers are interested in finding out how the expected binary outcome is related to covariates, and aim at better prediction in the future 0-1 outcomes. Gaussian processes have been widely used to model nonlinear systems; in particular to model the latent structure in a binary regression model allowing nonlinear functional relationship between covariates and the expectation of binary outcomes. A critical issue in modeling binary response data is the appropriate choice of link functions. Commonly adopted link functions such as probit or logit links have fixed skewness and lack the flexibility to allow the data to determine the degree of the skewness. To address this limitation, we propose a flexible binary regression model which combines a generalized extreme value link function with a Gaussian process prior on the latent structure. Bayesian computation is employed in model estimation. Posterior consistency of the resulting posterior distribution is demonstrated. The flexibility and gains of the proposed model are illustrated through detailed simulation studies and two real data examples. Empirical results show that the proposed model outperforms a set of alternative models, which only have either a Gaussian process prior on the latent regression function or a Dirichlet prior on the link function. PMID:26686333

Loop corrections to primordial non-Gaussianity

NASA Astrophysics Data System (ADS)

Boran, Sibel; Kahya, E. O.

2018-02-01

We discuss quantum gravitational loop effects to observable quantities such as curvature power spectrum and primordial non-Gaussianity of cosmic microwave background (CMB) radiation. We first review the previously shown case where one gets a time dependence for zeta-zeta correlator due to loop corrections. Then we investigate the effect of loop corrections to primordial non-Gaussianity of CMB. We conclude that, even with a single scalar inflaton, one might get a huge value for non-Gaussianity which would exceed the observed value by at least 30 orders of magnitude. Finally we discuss the consequences of this result for scalar driven inflationary models.

Accounting for Non-Gaussian Sources of Spatial Correlation in Parametric Functional Magnetic Resonance Imaging Paradigms I: Revisiting Cluster-Based Inferences.

PubMed

Gopinath, Kaundinya; Krishnamurthy, Venkatagiri; Sathian, K

2018-02-01

In a recent study, Eklund et al. employed resting-state functional magnetic resonance imaging data as a surrogate for null functional magnetic resonance imaging (fMRI) datasets and posited that cluster-wise family-wise error (FWE) rate-corrected inferences made by using parametric statistical methods in fMRI studies over the past two decades may have been invalid, particularly for cluster defining thresholds less stringent than p < 0.001; this was principally because the spatial autocorrelation functions (sACF) of fMRI data had been modeled incorrectly to follow a Gaussian form, whereas empirical data suggested otherwise. Here, we show that accounting for non-Gaussian signal components such as those arising from resting-state neural activity as well as physiological responses and motion artifacts in the null fMRI datasets yields first- and second-level general linear model analysis residuals with nearly uniform and Gaussian sACF. Further comparison with nonparametric permutation tests indicates that cluster-based FWE corrected inferences made with Gaussian spatial noise approximations are valid.

Blended particle filters for large-dimensional chaotic dynamical systems

PubMed Central

Majda, Andrew J.; Qi, Di; Sapsis, Themistoklis P.

2014-01-01

A major challenge in contemporary data science is the development of statistically accurate particle filters to capture non-Gaussian features in large-dimensional chaotic dynamical systems. Blended particle filters that capture non-Gaussian features in an adaptively evolving low-dimensional subspace through particles interacting with evolving Gaussian statistics on the remaining portion of phase space are introduced here. These blended particle filters are constructed in this paper through a mathematical formalism involving conditional Gaussian mixtures combined with statistically nonlinear forecast models compatible with this structure developed recently with high skill for uncertainty quantification. Stringent test cases for filtering involving the 40-dimensional Lorenz 96 model with a 5-dimensional adaptive subspace for nonlinear blended filtering in various turbulent regimes with at least nine positive Lyapunov exponents are used here. These cases demonstrate the high skill of the blended particle filter algorithms in capturing both highly non-Gaussian dynamical features as well as crucial nonlinear statistics for accurate filtering in extreme filtering regimes with sparse infrequent high-quality observations. The formalism developed here is also useful for multiscale filtering of turbulent systems and a simple application is sketched below. PMID:24825886

A 2D Gaussian-Beam-Based Method for Modeling the Dichroic Surfaces of Quasi-Optical Systems

NASA Astrophysics Data System (ADS)

Elis, Kevin; Chabory, Alexandre; Sokoloff, Jérôme; Bolioli, Sylvain

2016-08-01

In this article, we propose an approach in the spectral domain to treat the interaction of a field with a dichroic surface in two dimensions. For a Gaussian beam illumination of the surface, the reflected and transmitted fields are approximated by one reflected and one transmitted Gaussian beams. Their characteristics are determined by means of a matching in the spectral domain, which requires a second-order approximation of the dichroic surface response when excited by plane waves. This approximation is of the same order as the one used in Gaussian beam shooting algorithm to model curved interfaces associated with lenses, reflector, etc. The method uses general analytical formulations for the GBs that depend either on a paraxial or far-field approximation. Numerical experiments are led to test the efficiency of the method in terms of accuracy and computation time. They include a parametric study and a case for which the illumination is provided by a horn antenna. For the latter, the incident field is firstly expressed as a sum of Gaussian beams by means of Gabor frames.

Time-domain least-squares migration using the Gaussian beam summation method

NASA Astrophysics Data System (ADS)

Yang, Jidong; Zhu, Hejun; McMechan, George; Yue, Yubo

2018-04-01

With a finite recording aperture, a limited source spectrum and unbalanced illumination, traditional imaging methods are insufficient to generate satisfactory depth profiles with high resolution and high amplitude fidelity. This is because traditional migration uses the adjoint operator of the forward modeling rather than the inverse operator. We propose a least-squares migration approach based on the time-domain Gaussian beam summation, which helps to balance subsurface illumination and improve image resolution. Based on the Born approximation for the isotropic acoustic wave equation, we derive a linear time-domain Gaussian beam modeling operator, which significantly reduces computational costs in comparison with the spectral method. Then, we formulate the corresponding adjoint Gaussian beam migration, as the gradient of an L2-norm waveform misfit function. An L1-norm regularization is introduced to the inversion to enhance the robustness of least-squares migration, and an approximated diagonal Hessian is used as a preconditioner to speed convergence. Synthetic and field data examples demonstrate that the proposed approach improves imaging resolution and amplitude fidelity in comparison with traditional Gaussian beam migration.

Time-domain least-squares migration using the Gaussian beam summation method

NASA Astrophysics Data System (ADS)

Yang, Jidong; Zhu, Hejun; McMechan, George; Yue, Yubo

2018-07-01

With a finite recording aperture, a limited source spectrum and unbalanced illumination, traditional imaging methods are insufficient to generate satisfactory depth profiles with high resolution and high amplitude fidelity. This is because traditional migration uses the adjoint operator of the forward modelling rather than the inverse operator. We propose a least-squares migration approach based on the time-domain Gaussian beam summation, which helps to balance subsurface illumination and improve image resolution. Based on the Born approximation for the isotropic acoustic wave equation, we derive a linear time-domain Gaussian beam modelling operator, which significantly reduces computational costs in comparison with the spectral method. Then, we formulate the corresponding adjoint Gaussian beam migration, as the gradient of an L2-norm waveform misfit function. An L1-norm regularization is introduced to the inversion to enhance the robustness of least-squares migration, and an approximated diagonal Hessian is used as a pre-conditioner to speed convergence. Synthetic and field data examples demonstrate that the proposed approach improves imaging resolution and amplitude fidelity in comparison with traditional Gaussian beam migration.

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.

Triadic Non-Gaussian teleconnections in the Sea Surface Temperature Field: a source of interannual predictability coming from triadic wave resonances

NASA Astrophysics Data System (ADS)

Pires, Carlos; Trigo, Ricardo; Perdigão, Rui

2015-04-01

Analysis of centennial (1910-2012) time-series of the monthly Sea Surface Temperature anomalies (SSTAs) around the global ocean (extracted from the NOAA ERSST v3b dataset) shows clear evidence of non-Gaussian multivariate PDFs on certain projections, as an indication of both nonlinear correlations and nonlinear teleconnections. Beyond that, we still get statistical non-Gaussian relationships involving sets of three pair-wise uncorrelated variables through the occurrence of statistically significant and cross-validated triadic correlations (TCs),reaching ~30% in certain cases, i.e. non-null third-order cross cumulants between three standardized principal components (PCs) of the SSTA field, which would vanish under multivariate Gaussianity. Further enhanced TCs are obtained in the space of orthogonally rotated standardized PCs by expressing them as a function of the generalized Euler rotation angles and then maximized by gradient-descent methods. There are multiple triads depending of the embedding space of PCs where triads are sought. Furthermore they have no preferred order due to non-unique solutions of the non-linear matricial equations to be solved in the optimization. Triadic correlation is a particular form of the triadic interaction information, defined as the parcel of the mutual information (an Information-Theoretic measure of statistical dependency) which is atributed to triadic statistical synergies, not explained by pair-wise relationships. Spatial patterns of the triad's components generally exhibit wave-like structures in spatial quadrature and satisfying the triadic wave resonance condition. Examples of triads are given in spaces spanned by the leading EOFs of the SSTA field and projecting mostly in the Pacific Ocean (e.g. El Niño, Pacific Decadal Oscillation, North-Pacific Gyre Oscillation and pattrens of waves crossing the Pacific basin). A triadic correlation means a non-null Pearson correlation between the product of any two variables and the remaining third one. This nonlinear correlation may exhibit memory extending to months or years and may even be responsible for some skill recovery at the decadal scale. The triadic cumulant may de decomposed into Fourier cross bi-spectrum terms relying on components satisfying the triadic wave resonance. This holds when the frequency (in cycles per century) of a Fourier component is the sum of frequencies of the other two Fourier components. Therefore, dominant resonances between components interacting constructively, i.e. satisfying the appropriate phase relationship, can be considered as nonlinear sources of predictability on scales ranging from months to decades. The triads and indices derived from them can be used in schemes of long-range forecasting and downscaling.

Direct Importance Estimation with Gaussian Mixture Models

NASA Astrophysics Data System (ADS)

Yamada, Makoto; Sugiyama, Masashi

The ratio of two probability densities is called the importance and its estimation has gathered a great deal of attention these days since the importance can be used for various data processing purposes. In this paper, we propose a new importance estimation method using Gaussian mixture models (GMMs). Our method is an extention of the Kullback-Leibler importance estimation procedure (KLIEP), an importance estimation method using linear or kernel models. An advantage of GMMs is that covariance matrices can also be learned through an expectation-maximization procedure, so the proposed method — which we call the Gaussian mixture KLIEP (GM-KLIEP) — is expected to work well when the true importance function has high correlation. Through experiments, we show the validity of the proposed approach.

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.

Spatio-temporal modelling of wind speed variations and extremes in the Caribbean and the Gulf of Mexico

NASA Astrophysics Data System (ADS)

Rychlik, Igor; Mao, Wengang

2018-02-01

The wind speed variability in the North Atlantic has been successfully modelled using a spatio-temporal transformed Gaussian field. However, this type of model does not correctly describe the extreme wind speeds attributed to tropical storms and hurricanes. In this study, the transformed Gaussian model is further developed to include the occurrence of severe storms. In this new model, random components are added to the transformed Gaussian field to model rare events with extreme wind speeds. The resulting random field is locally stationary and homogeneous. The localized dependence structure is described by time- and space-dependent parameters. The parameters have a natural physical interpretation. To exemplify its application, the model is fitted to the ECMWF ERA-Interim reanalysis data set. The model is applied to compute long-term wind speed distributions and return values, e.g., 100- or 1000-year extreme wind speeds, and to simulate random wind speed time series at a fixed location or spatio-temporal wind fields around that location.

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

Assessment of the non-Gaussianity and non-linearity levels of simulated sEMG signals on stationary segments.

PubMed

Messaoudi, Noureddine; Bekka, Raïs El'hadi; Ravier, Philippe; Harba, Rachid

2017-02-01

The purpose of this paper was to evaluate the effects of the longitudinal single differential (LSD), the longitudinal double differential (LDD) and the normal double differential (NDD) spatial filters, the electrode shape, the inter-electrode distance (IED) on non-Gaussianity and non-linearity levels of simulated surface EMG (sEMG) signals when the maximum voluntary contraction (MVC) varied from 10% to 100% by a step of 10%. The effects of recruitment range thresholds (RR), the firing rate (FR) strategy and the peak firing rate (PFR) of motor units were also considered. A cylindrical multilayer model of the volume conductor and a model of motor unit (MU) recruitment and firing rate were used to simulate sEMG signals in a pool of 120 MUs for 5s. Firstly, the stationarity of sEMG signals was tested by the runs, the reverse arrangements (RA) and the modified reverse arrangements (MRA) tests. Then the non-Gaussianity was characterised with bicoherence and kurtosis, and non-linearity levels was evaluated with linearity test. The kurtosis analysis showed that the sEMG signals detected by the LSD filter were the most Gaussian and those detected by the NDD filter were the least Gaussian. In addition, the sEMG signals detected by the LSD filter were the most linear. For a given filter, the sEMG signals detected by using rectangular electrodes were more Gaussian and more linear than that detected with circular electrodes. Moreover, the sEMG signals are less non-Gaussian and more linear with reverse onion-skin firing rate strategy than those with onion-skin strategy. The levels of sEMG signal Gaussianity and linearity increased with the increase of the IED, RR and PFR. Copyright © 2016 Elsevier Ltd. All rights reserved.

Probabilistic postprocessing models for flow forecasts for a system of catchments and several lead times

NASA Astrophysics Data System (ADS)

Engeland, Kolbjorn; Steinsland, Ingelin

2014-05-01

This study introduces a methodology for the construction of probabilistic inflow forecasts for multiple catchments and lead times, and investigates criterions for evaluation of multi-variate forecasts. A post-processing approach is used, and a Gaussian model is applied for transformed variables. The post processing model has two main components, the mean model and the dependency model. The mean model is used to estimate the marginal distributions for forecasted inflow for each catchment and lead time, whereas the dependency models was used to estimate the full multivariate distribution of forecasts, i.e. co-variances between catchments and lead times. In operational situations, it is a straightforward task to use the models to sample inflow ensembles which inherit the dependencies between catchments and lead times. The methodology was tested and demonstrated in the river systems linked to the Ulla-Førre hydropower complex in southern Norway, where simultaneous probabilistic forecasts for five catchments and ten lead times were constructed. The methodology exhibits sufficient flexibility to utilize deterministic flow forecasts from a numerical hydrological model as well as statistical forecasts such as persistent forecasts and sliding window climatology forecasts. It also deals with variation in the relative weights of these forecasts with both catchment and lead time. When evaluating predictive performance in original space using cross validation, the case study found that it is important to include the persistent forecast for the initial lead times and the hydrological forecast for medium-term lead times. Sliding window climatology forecasts become more important for the latest lead times. Furthermore, operationally important features in this case study such as heteroscedasticity, lead time varying between lead time dependency and lead time varying between catchment dependency are captured. Two criterions were used for evaluating the added value of the dependency model. The first one was the Energy score (ES) that is a multi-dimensional generalization of continuous rank probability score (CRPS). ES was calculated for all lead-times and catchments together, for each catchment across all lead times and for each lead time across all catchments. The second criterion was to use CRPS for forecasted inflows accumulated over several lead times and catchments. The results showed that ES was not very sensitive to correct covariance structure, whereas CRPS for accumulated flows where more suitable for evaluating the dependency model. This indicates that it is more appropriate to evaluate relevant univariate variables that depends on the dependency structure then to evaluate the multivariate forecast directly.

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.

MIDAS, prototype Multivariate Interactive Digital Analysis System, phase 1. Volume 3: Wiring diagrams

NASA Technical Reports Server (NTRS)

Kriegler, F. J.; Christenson, D.; Gordon, M.; Kistler, R.; Lampert, S.; Marshall, R.; Mclaughlin, R.

1974-01-01

The Midas System is a third-generation, fast, multispectral recognition system able to keep pace with the large quantity and high rates of data acquisition from present and projected sensors. A principal objective of the MIDAS Program is to provide a system well interfaced with the human operator and thus to obtain large overall reductions in turn-around time and significant gains in throughput. The hardware and software generated in Phase I of the overall program are described. The system contains a mini-computer to control the various high-speed processing elements in the data path and a classifier which implements an all-digital prototype multivariate-Gaussian maximum likelihood decision algorithm operating at 2 x 100,000 pixels/sec. Sufficient hardware was developed to perform signature extraction from computer-compatible tapes, compute classifier coefficients, control the classifier operation, and diagnose operation. The MIDAS construction and wiring diagrams are given.

MIDAS, prototype Multivariate Interactive Digital Analysis System, Phase 1. Volume 2: Diagnostic system

NASA Technical Reports Server (NTRS)

Kriegler, F. J.; Christenson, D.; Gordon, M.; Kistler, R.; Lampert, S.; Marshall, R.; Mclaughlin, R.

1974-01-01

The MIDAS System is a third-generation, fast, multispectral recognition system able to keep pace with the large quantity and high rates of data acquisition from present and projected sensors. A principal objective of the MIDAS Program is to provide a system well interfaced with the human operator and thus to obtain large overall reductions in turn-around time and significant gains in throughout. The hardware and software generated in Phase I of the over-all program are described. The system contains a mini-computer to control the various high-speed processing elements in the data path and a classifier which implements an all-digital prototype multivariate-Gaussian maximum likelihood decision algorithm operating 2 x 105 pixels/sec. Sufficient hardware was developed to perform signature extraction from computer-compatible tapes, compute classifier coefficients, control the classifier operation, and diagnose operation. Diagnostic programs used to test MIDAS' operations are presented.

Multivariate spatio-temporal modelling for assessing Antarctica's present-day contribution to sea-level rise

PubMed Central

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

2015-01-01

Antarctica is the world's largest fresh-water reservoir, with the potential to raise sea levels by about 60 m. An ice sheet contributes to sea-level rise (SLR) when its rate of ice discharge and/or surface melting exceeds accumulation through snowfall. Constraining the contribution of the ice sheets to present-day SLR is vital both for coastal development and planning, and climate projections. Information on various ice sheet processes is available from several remote sensing data sets, as well as in situ data such as global positioning system data. These data have differing coverage, spatial support, temporal sampling and sensing characteristics, and thus, it is advantageous to combine them all in a single framework for estimation of the SLR contribution and the assessment of processes controlling mass exchange with the ocean. In this paper, we predict the rate of height change due to salient geophysical processes in Antarctica and use these to provide estimates of SLR contribution with associated uncertainties. We employ a multivariate spatio-temporal model, approximated as a Gaussian Markov random field, to take advantage of differing spatio-temporal properties of the processes to separate the causes of the observed change. The process parameters are estimated from geophysical models, while the remaining parameters are estimated using a Markov chain Monte Carlo scheme, designed to operate in a high-performance computing environment across multiple nodes. We validate our methods against a separate data set and compare the results to those from studies that invariably employ numerical model outputs directly. We conclude that it is possible, and insightful, to assess Antarctica's contribution without explicit use of numerical models. Further, the results obtained here can be used to test the geophysical numerical models for which in situ data are hard to obtain. © 2015 The Authors. Environmetrics published by John Wiley & Sons Ltd. PMID:25937792

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

PubMed

Li, Bing; Chun, Hyonho; Zhao, Hongyu

2014-09-01

We introduce a nonparametric method for estimating non-gaussian graphical models based on a new statistical relation called additive conditional independence, which is a three-way relation among random vectors that resembles the logical structure of conditional independence. Additive conditional independence allows us to use one-dimensional kernel regardless of the dimension of the graph, which not only avoids the curse of dimensionality but also simplifies computation. It also gives rise to a parallel structure to the gaussian graphical model that replaces the precision matrix by an additive precision operator. The estimators derived from additive conditional independence cover the recently introduced nonparanormal graphical model as a special case, but outperform it when the gaussian copula assumption is violated. We compare the new method with existing ones by simulations and in genetic pathway analysis.

Vapor–Liquid Equilibrium and Polarization Behavior of the GCP Water Model: Gaussian Charge-on-Spring versus Dipole Self-Consistent Field Approaches to Induced Polarization

DOE PAGES

Chialvo, Ariel A.; Moucka, Filip; Vlcek, Lukas; ...

2015-03-24

Here we implemented the Gaussian charge-on-spring (GCOS) version of the original self-consistent field implementation of the Gaussian Charge Polarizable water model and test its accuracy to represent the polarization behavior of the original model involving smeared charges and induced dipole moments. Moreover, for that purpose we adapted the recently developed multiple-particle-move (MPM) within the Gibbs and isochoric-isothermal ensembles Monte Carlo methods for the efficient simulation of polarizable fluids. We also assessed the accuracy of the GCOS representation by a direct comparison of the resulting vapor-liquid phase envelope, microstructure, and relevant microscopic descriptors of water polarization along the orthobaric curve againstmore » the corresponding quantities from the actual GCP water model.« less

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

NASA Astrophysics Data System (ADS)

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

2017-02-01

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

Mixed-effects Gaussian process functional regression models with application to dose-response curve prediction.

PubMed

Shi, J Q; Wang, B; Will, E J; West, R M

2012-11-20

We propose a new semiparametric model for functional regression analysis, combining a parametric mixed-effects model with a nonparametric Gaussian process regression model, namely a mixed-effects Gaussian process functional regression model. The parametric component can provide explanatory information between the response and the covariates, whereas the nonparametric component can add nonlinearity. We can model the mean and covariance structures simultaneously, combining the information borrowed from other subjects with the information collected from each individual subject. We apply the model to dose-response curves that describe changes in the responses of subjects for differing levels of the dose of a drug or agent and have a wide application in many areas. We illustrate the method for the management of renal anaemia. An individual dose-response curve is improved when more information is included by this mechanism from the subject/patient over time, enabling a patient-specific treatment regime. Copyright © 2012 John Wiley & Sons, Ltd.

Bayesian Analysis of Non-Gaussian Long-Range Dependent Processes

NASA Astrophysics Data System (ADS)

Graves, T.; Franzke, C.; Gramacy, R. B.; Watkins, N. W.

2012-12-01

Recent studies have strongly suggested that surface temperatures exhibit long-range dependence (LRD). The presence of LRD would hamper the identification of deterministic trends and the quantification of their significance. It is well established that LRD processes exhibit stochastic trends over rather long periods of time. Thus, accurate methods for discriminating between physical processes that possess long memory and those that do not are an important adjunct to climate modeling. We have used Markov Chain Monte Carlo algorithms to perform a Bayesian analysis of Auto-Regressive Fractionally-Integrated Moving-Average (ARFIMA) processes, which are capable of modeling LRD. Our principal aim is to obtain inference about the long memory parameter, d,with secondary interest in the scale and location parameters. We have developed a reversible-jump method enabling us to integrate over different model forms for the short memory component. We initially assume Gaussianity, and have tested the method on both synthetic and physical time series such as the Central England Temperature. Many physical processes, for example the Faraday time series from Antarctica, are highly non-Gaussian. We have therefore extended this work by weakening the Gaussianity assumption. Specifically, we assume a symmetric α -stable distribution for the innovations. Such processes provide good, flexible, initial models for non-Gaussian processes with long memory. We will present a study of the dependence of the posterior variance σ d of the memory parameter d on the length of the time series considered. This will be compared with equivalent error diagnostics for other measures of d.

PERIOD ESTIMATION FOR SPARSELY SAMPLED QUASI-PERIODIC LIGHT CURVES APPLIED TO MIRAS

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

He, Shiyuan; Huang, Jianhua Z.; Long, James

2016-12-01

We develop a nonlinear semi-parametric Gaussian process model to estimate periods of Miras with sparsely sampled light curves. The model uses a sinusoidal basis for the periodic variation and a Gaussian process for the stochastic changes. We use maximum likelihood to estimate the period and the parameters of the Gaussian process, while integrating out the effects of other nuisance parameters in the model with respect to a suitable prior distribution obtained from earlier studies. Since the likelihood is highly multimodal for period, we implement a hybrid method that applies the quasi-Newton algorithm for Gaussian process parameters and search the period/frequencymore » parameter space over a dense grid. A large-scale, high-fidelity simulation is conducted to mimic the sampling quality of Mira light curves obtained by the M33 Synoptic Stellar Survey. The simulated data set is publicly available and can serve as a testbed for future evaluation of different period estimation methods. The semi-parametric model outperforms an existing algorithm on this simulated test data set as measured by period recovery rate and quality of the resulting period–luminosity relations.« less

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.

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.

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.

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

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.

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.

Generalized seasonal autoregressive integrated moving average models for count data with application to malaria time series with low case numbers.

PubMed

Briët, Olivier J T; Amerasinghe, Priyanie H; Vounatsou, Penelope

2013-01-01

With the renewed drive towards malaria elimination, there is a need for improved surveillance tools. While time series analysis is an important tool for surveillance, prediction and for measuring interventions' impact, approximations by commonly used Gaussian methods are prone to inaccuracies when case counts are low. Therefore, statistical methods appropriate for count data are required, especially during "consolidation" and "pre-elimination" phases. Generalized autoregressive moving average (GARMA) models were extended to generalized seasonal autoregressive integrated moving average (GSARIMA) models for parsimonious observation-driven modelling of non Gaussian, non stationary and/or seasonal time series of count data. The models were applied to monthly malaria case time series in a district in Sri Lanka, where malaria has decreased dramatically in recent years. The malaria series showed long-term changes in the mean, unstable variance and seasonality. After fitting negative-binomial Bayesian models, both a GSARIMA and a GARIMA deterministic seasonality model were selected based on different criteria. Posterior predictive distributions indicated that negative-binomial models provided better predictions than Gaussian models, especially when counts were low. The G(S)ARIMA models were able to capture the autocorrelation in the series. G(S)ARIMA models may be particularly useful in the drive towards malaria elimination, since episode count series are often seasonal and non-stationary, especially when control is increased. Although building and fitting GSARIMA models is laborious, they may provide more realistic prediction distributions than do Gaussian methods and may be more suitable when counts are low.

Generalized Seasonal Autoregressive Integrated Moving Average Models for Count Data with Application to Malaria Time Series with Low Case Numbers

PubMed Central

Briët, Olivier J. T.; Amerasinghe, Priyanie H.; Vounatsou, Penelope

2013-01-01

Introduction With the renewed drive towards malaria elimination, there is a need for improved surveillance tools. While time series analysis is an important tool for surveillance, prediction and for measuring interventions’ impact, approximations by commonly used Gaussian methods are prone to inaccuracies when case counts are low. Therefore, statistical methods appropriate for count data are required, especially during “consolidation” and “pre-elimination” phases. Methods Generalized autoregressive moving average (GARMA) models were extended to generalized seasonal autoregressive integrated moving average (GSARIMA) models for parsimonious observation-driven modelling of non Gaussian, non stationary and/or seasonal time series of count data. The models were applied to monthly malaria case time series in a district in Sri Lanka, where malaria has decreased dramatically in recent years. Results The malaria series showed long-term changes in the mean, unstable variance and seasonality. After fitting negative-binomial Bayesian models, both a GSARIMA and a GARIMA deterministic seasonality model were selected based on different criteria. Posterior predictive distributions indicated that negative-binomial models provided better predictions than Gaussian models, especially when counts were low. The G(S)ARIMA models were able to capture the autocorrelation in the series. Conclusions G(S)ARIMA models may be particularly useful in the drive towards malaria elimination, since episode count series are often seasonal and non-stationary, especially when control is increased. Although building and fitting GSARIMA models is laborious, they may provide more realistic prediction distributions than do Gaussian methods and may be more suitable when counts are low. PMID:23785448

Hunting high and low: disentangling primordial and late-time non-Gaussianity with cosmic densities in spheres

NASA Astrophysics Data System (ADS)

Uhlemann, C.; Pajer, E.; Pichon, C.; Nishimichi, T.; Codis, S.; Bernardeau, F.

2018-03-01

Non-Gaussianities of dynamical origin are disentangled from primordial ones using the formalism of large deviation statistics with spherical collapse dynamics. This is achieved by relying on accurate analytical predictions for the one-point probability distribution function and the two-point clustering of spherically averaged cosmic densities (sphere bias). Sphere bias extends the idea of halo bias to intermediate density environments and voids as underdense regions. In the presence of primordial non-Gaussianity, sphere bias displays a strong scale dependence relevant for both high- and low-density regions, which is predicted analytically. The statistics of densities in spheres are built to model primordial non-Gaussianity via an initial skewness with a scale dependence that depends on the bispectrum of the underlying model. The analytical formulas with the measured non-linear dark matter variance as input are successfully tested against numerical simulations. For local non-Gaussianity with a range from fNL = -100 to +100, they are found to agree within 2 per cent or better for densities ρ ∈ [0.5, 3] in spheres of radius 15 Mpc h-1 down to z = 0.35. The validity of the large deviation statistics formalism is thereby established for all observationally relevant local-type departures from perfectly Gaussian initial conditions. The corresponding estimators for the amplitude of the non-linear variance σ8 and primordial skewness fNL are validated using a fiducial joint maximum likelihood experiment. The influence of observational effects and the prospects for a future detection of primordial non-Gaussianity from joint one- and two-point densities-in-spheres statistics are discussed.

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.

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.

Improved Scheme of Modified Gaussian Deconvolution for Reflectance Spectra of Lunar Soils

NASA Technical Reports Server (NTRS)

Hiroi, T.; Pieters, C. M.; Noble, S. K.

2000-01-01

In our continuing effort for deconvolving reflectance spectra of lunar soils using the modified Gaussian model, a new scheme has been developed, including a new form of continuum. All the parameters are optimized with certain constraints.

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.

Kinect Posture Reconstruction Based on a Local Mixture of Gaussian Process Models.

PubMed

Liu, Zhiguang; Zhou, Liuyang; Leung, Howard; Shum, Hubert P H

2016-11-01

Depth sensor based 3D human motion estimation hardware such as Kinect has made interactive applications more popular recently. However, it is still challenging to accurately recognize postures from a single depth camera due to the inherently noisy data derived from depth images and self-occluding action performed by the user. In this paper, we propose a new real-time probabilistic framework to enhance the accuracy of live captured postures that belong to one of the action classes in the database. We adopt the Gaussian Process model as a prior to leverage the position data obtained from Kinect and marker-based motion capture system. We also incorporate a temporal consistency term into the optimization framework to constrain the velocity variations between successive frames. To ensure that the reconstructed posture resembles the accurate parts of the observed posture, we embed a set of joint reliability measurements into the optimization framework. A major drawback of Gaussian Process is its cubic learning complexity when dealing with a large database due to the inverse of a covariance matrix. To solve the problem, we propose a new method based on a local mixture of Gaussian Processes, in which Gaussian Processes are defined in local regions of the state space. Due to the significantly decreased sample size in each local Gaussian Process, the learning time is greatly reduced. At the same time, the prediction speed is enhanced as the weighted mean prediction for a given sample is determined by the nearby local models only. Our system also allows incrementally updating a specific local Gaussian Process in real time, which enhances the likelihood of adapting to run-time postures that are different from those in the database. Experimental results demonstrate that our system can generate high quality postures even under severe self-occlusion situations, which is beneficial for real-time applications such as motion-based gaming and sport training.

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.

Semisupervised Gaussian Process for Automated Enzyme Search.

PubMed

Mellor, Joseph; Grigoras, Ioana; Carbonell, Pablo; Faulon, Jean-Loup

2016-06-17

Synthetic biology is today harnessing the design of novel and greener biosynthesis routes for the production of added-value chemicals and natural products. The design of novel pathways often requires a detailed selection of enzyme sequences to import into the chassis at each of the reaction steps. To address such design requirements in an automated way, we present here a tool for exploring the space of enzymatic reactions. Given a reaction and an enzyme the tool provides a probability estimate that the enzyme catalyzes the reaction. Our tool first considers the similarity of a reaction to known biochemical reactions with respect to signatures around their reaction centers. Signatures are defined based on chemical transformation rules by using extended connectivity fingerprint descriptors. A semisupervised Gaussian process model associated with the similar known reactions then provides the probability estimate. The Gaussian process model uses information about both the reaction and the enzyme in providing the estimate. These estimates were validated experimentally by the application of the Gaussian process model to a newly identified metabolite in Escherichia coli in order to search for the enzymes catalyzing its associated reactions. Furthermore, we show with several pathway design examples how such ability to assign probability estimates to enzymatic reactions provides the potential to assist in bioengineering applications, providing experimental validation to our proposed approach. To the best of our knowledge, the proposed approach is the first application of Gaussian processes dealing with biological sequences and chemicals, the use of a semisupervised Gaussian process framework is also novel in the context of machine learning applied to bioinformatics. However, the ability of an enzyme to catalyze a reaction depends on the affinity between the substrates of the reaction and the enzyme. This affinity is generally quantified by the Michaelis constant KM. Therefore, we also demonstrate using Gaussian process regression to predict KM given a substrate-enzyme pair.

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

Gaussian noise and time-reversal symmetry in nonequilibrium Langevin models.

PubMed

Vainstein, M H; Rubí, J M

2007-03-01

We show that in driven systems the Gaussian nature of the fluctuating force and time reversibility are equivalent properties. This result together with the potential condition of the external force drastically restricts the form of the probability distribution function, which can be shown to satisfy time-independent relations. We have corroborated this feature by explicitly analyzing a model for the stretching of a polymer and a model for a suspension of noninteracting Brownian particles in steady flow.

Development and application of a non-Gaussian atmospheric turbulence model for use in flight simulators

NASA Technical Reports Server (NTRS)

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

1974-01-01

A method is described for generating time histories which model the frequency content and certain non-Gaussian probability characteristics of atmospheric turbulence including the large gusts and patchy nature of turbulence. Methods for time histories using either analog or digital computation are described. A STOL airplane was programmed into a 6-degree-of-freedom flight simulator, and turbulence time histories from several atmospheric turbulence models were introduced. The pilots' reactions are described.

Fitted Hanbury-Brown Twiss radii versus space-time variances in flow-dominated models

NASA Astrophysics Data System (ADS)

Frodermann, Evan; Heinz, Ulrich; Lisa, Michael Annan

2006-04-01

The inability of otherwise successful dynamical models to reproduce the Hanbury-Brown Twiss (HBT) radii extracted from two-particle correlations measured at the Relativistic Heavy Ion Collider (RHIC) is known as the RHIC HBT Puzzle. Most comparisons between models and experiment exploit the fact that for Gaussian sources the HBT radii agree with certain combinations of the space-time widths of the source that can be directly computed from the emission function without having to evaluate, at significant expense, the two-particle correlation function. We here study the validity of this approach for realistic emission function models, some of which exhibit significant deviations from simple Gaussian behavior. By Fourier transforming the emission function, we compute the two-particle correlation function, and fit it with a Gaussian to partially mimic the procedure used for measured correlation functions. We describe a novel algorithm to perform this Gaussian fit analytically. We find that for realistic hydrodynamic models the HBT radii extracted from this procedure agree better with the data than the values previously extracted from the space-time widths of the emission function. Although serious discrepancies between the calculated and the measured HBT radii remain, we show that a more apples-to-apples comparison of models with data can play an important role in any eventually successful theoretical description of RHIC HBT data.

Fitted Hanbury-Brown-Twiss radii versus space-time variances in flow-dominated models

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

Frodermann, Evan; Heinz, Ulrich; Lisa, Michael Annan

2006-04-15

The inability of otherwise successful dynamical models to reproduce the Hanbury-Brown-Twiss (HBT) radii extracted from two-particle correlations measured at the Relativistic Heavy Ion Collider (RHIC) is known as the RHIC HBT Puzzle. Most comparisons between models and experiment exploit the fact that for Gaussian sources the HBT radii agree with certain combinations of the space-time widths of the source that can be directly computed from the emission function without having to evaluate, at significant expense, the two-particle correlation function. We here study the validity of this approach for realistic emission function models, some of which exhibit significant deviations from simplemore » Gaussian behavior. By Fourier transforming the emission function, we compute the two-particle correlation function, and fit it with a Gaussian to partially mimic the procedure used for measured correlation functions. We describe a novel algorithm to perform this Gaussian fit analytically. We find that for realistic hydrodynamic models the HBT radii extracted from this procedure agree better with the data than the values previously extracted from the space-time widths of the emission function. Although serious discrepancies between the calculated and the measured HBT radii remain, we show that a more apples-to-apples comparison of models with data can play an important role in any eventually successful theoretical description of RHIC HBT data.« less

A Gaussian beam method for ultrasonic non-destructive evaluation modeling

NASA Astrophysics Data System (ADS)

Jacquet, O.; Leymarie, N.; Cassereau, D.

2018-05-01

The propagation of high-frequency ultrasonic body waves can be efficiently estimated with a semi-analytic Dynamic Ray Tracing approach using paraxial approximation. Although this asymptotic field estimation avoids the computational cost of numerical methods, it may encounter several limitations in reproducing identified highly interferential features. Nevertheless, some can be managed by allowing paraxial quantities to be complex-valued. This gives rise to localized solutions, known as paraxial Gaussian beams. Whereas their propagation and transmission/reflection laws are well-defined, the fact remains that the adopted complexification introduces additional initial conditions. While their choice is usually performed according to strategies specifically tailored to limited applications, a Gabor frame method has been implemented to indiscriminately initialize a reasonable number of paraxial Gaussian beams. Since this method can be applied for an usefully wide range of ultrasonic transducers, the typical case of the time-harmonic piston radiator is investigated. Compared to the commonly used Multi-Gaussian Beam model [1], a better agreement is obtained throughout the radiated field between the results of numerical integration (or analytical on-axis solution) and the resulting Gaussian beam superposition. Sparsity of the proposed solution is also discussed.

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

Wang, Yi; Xue, Wei, E-mail: yw366@cam.ac.uk, E-mail: wei.xue@sissa.it

We study the tilt of the primordial gravitational waves spectrum. A hint of blue tilt is shown from analyzing the BICEP2 and POLARBEAR data. Motivated by this, we explore the possibilities of blue tensor spectra from the very early universe cosmology models, including null energy condition violating inflation, inflation with general initial conditions, and string gas cosmology, etc. For the simplest G-inflation, blue tensor spectrum also implies blue scalar spectrum. In general, the inflation models with blue tensor spectra indicate large non-Gaussianities. On the other hand, string gas cosmology predicts blue tensor spectrum with highly Gaussian fluctuations. If further experimentsmore » do confirm the blue tensor spectrum, non-Gaussianity becomes a distinguishing test between inflation and alternatives.« less

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.

Generating synthetic wave climates for coastal modelling: a linear mixed modelling approach

NASA Astrophysics Data System (ADS)

Thomas, C.; Lark, R. M.

2013-12-01

Numerical coastline morphological evolution models require wave climate properties to drive morphological change through time. Wave climate properties (typically wave height, period and direction) may be temporally fixed, culled from real wave buoy data, or allowed to vary in some way defined by a Gaussian or other pdf. However, to examine sensitivity of coastline morphologies to wave climate change, it seems desirable to be able to modify wave climate time series from a current to some new state along a trajectory, but in a way consistent with, or initially conditioned by, the properties of existing data, or to generate fully synthetic data sets with realistic time series properties. For example, mean or significant wave height time series may have underlying periodicities, as revealed in numerous analyses of wave data. Our motivation is to develop a simple methodology to generate synthetic wave climate time series that can change in some stochastic way through time. We wish to use such time series in a coastline evolution model to test sensitivities of coastal landforms to changes in wave climate over decadal and centennial scales. We have worked initially on time series of significant wave height, based on data from a Waverider III buoy located off the coast of Yorkshire, England. The statistical framework for the simulation is the linear mixed model. The target variable, perhaps after transformation (Box-Cox), is modelled as a multivariate Gaussian, the mean modelled as a function of a fixed effect, and two random components, one of which is independently and identically distributed (iid) and the second of which is temporally correlated. The model was fitted to the data by likelihood methods. We considered the option of a periodic mean, the period either fixed (e.g. at 12 months) or estimated from the data. We considered two possible correlation structures for the second random effect. In one the correlation decays exponentially with time. In the second (spherical) model, it cuts off at a temporal range. Having fitted the model, multiple realisations were generated; the random effects were simulated by specifying a covariance matrix for the simulated values, with the estimated parameters. The Cholesky factorisation of the covariance matrix was computed and realizations of the random component of the model generated by pre-multiplying a vector of iid standard Gaussian variables by the lower triangular factor. The resulting random variate was added to the mean value computed from the fixed effects, and the result back-transformed to the original scale of the measurement. Realistic simulations result from approach described above. Background exploratory data analysis was undertaken on 20-day sets of 30-minute buoy data, selected from days 5-24 of months January, April, July, October, 2011, to elucidate daily to weekly variations, and to keep numerical analysis tractable computationally. Work remains to be undertaken to develop suitable models for synthetic directional data. We suggest that the general principles of the method will have applications in other geomorphological modelling endeavours requiring time series of stochastically variable environmental parameters.

S/G-1: an ab initio force-field blending frozen Hermite Gaussian densities and distributed multipoles. Proof of concept and first applications to metal cations.

PubMed

Chaudret, Robin; Gresh, Nohad; Narth, Christophe; Lagardère, Louis; Darden, Thomas A; Cisneros, G Andrés; Piquemal, Jean-Philip

2014-09-04

We demonstrate as a proof of principle the capabilities of a novel hybrid MM'/MM polarizable force field to integrate short-range quantum effects in molecular mechanics (MM) through the use of Gaussian electrostatics. This lead to a further gain in accuracy in the representation of the first coordination shell of metal ions. It uses advanced electrostatics and couples two point dipole polarizable force fields, namely, the Gaussian electrostatic model (GEM), a model based on density fitting, which uses fitted electronic densities to evaluate nonbonded interactions, and SIBFA (sum of interactions between fragments ab initio computed), which resorts to distributed multipoles. To understand the benefits of the use of Gaussian electrostatics, we evaluate first the accuracy of GEM, which is a pure density-based Gaussian electrostatics model on a test Ca(II)-H2O complex. GEM is shown to further improve the agreement of MM polarization with ab initio reference results. Indeed, GEM introduces nonclassical effects by modeling the short-range quantum behavior of electric fields and therefore enables a straightforward (and selective) inclusion of the sole overlap-dependent exchange-polarization repulsive contribution by means of a Gaussian damping function acting on the GEM fields. The S/G-1 scheme is then introduced. Upon limiting the use of Gaussian electrostatics to metal centers only, it is shown to be able to capture the dominant quantum effects at play on the metal coordination sphere. S/G-1 is able to accurately reproduce ab initio total interaction energies within closed-shell metal complexes regarding each individual contribution including the separate contributions of induction, polarization, and charge-transfer. Applications of the method are provided for various systems including the HIV-1 NCp7-Zn(II) metalloprotein. S/G-1 is then extended to heavy metal complexes. Tested on Hg(II) water complexes, S/G-1 is shown to accurately model polarization up to quadrupolar response level. This opens up the possibility of embodying explicit scalar relativistic effects in molecular mechanics thanks to the direct transferability of ab initio pseudopotentials. Therefore, incorporating GEM-like electron density for a metal cation enable the introduction of nonambiguous short-range quantum effects within any point-dipole based polarizable force field without the need of an extensive parametrization.

Errors associated with fitting Gaussian profiles to noisy emission-line spectra

NASA Technical Reports Server (NTRS)

Lenz, Dawn D.; Ayres, Thomas R.

1992-01-01

Landman et al. (1982) developed prescriptions to predict profile fitting errors for Gaussian emission lines perturbed by white noise. We show that their scaling laws can be generalized to more complicated signal-dependent 'noise models' of common astronomical detector systems.

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.

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.

Detection of content adaptive LSB matching: a game theory approach

NASA Astrophysics Data System (ADS)

Denemark, Tomáš; Fridrich, Jessica

2014-02-01

This paper is an attempt to analyze the interaction between Alice and Warden in Steganography using the Game Theory. We focus on the modern steganographic embedding paradigm based on minimizing an additive distortion function. The strategies of both players comprise of the probabilistic selection channel. The Warden is granted the knowledge of the payload and the embedding costs, and detects embedding using the likelihood ratio. In particular, the Warden is ignorant about the embedding probabilities chosen by Alice. When adopting a simple multivariate Gaussian model for the cover, the payoff function in the form of the Warden's detection error can be numerically evaluated for a mutually independent embedding operation. We demonstrate on the example of a two-pixel cover that the Nash equilibrium is different from the traditional Alice's strategy that minimizes the KL divergence between cover and stego objects under an omnipotent Warden. Practical implications of this case study include computing the loss per pixel of Warden's ability to detect embedding due to her ignorance about the selection channel.

Evaluation of regional and local atmospheric dispersion models for the analysis of traffic-related air pollution in urban areas

NASA Astrophysics Data System (ADS)

Fallah-Shorshani, Masoud; Shekarrizfard, Maryam; Hatzopoulou, Marianne

2017-10-01

Dispersion of road transport emissions in urban metropolitan areas is typically simulated using Gaussian models that ignore the turbulence and drag induced by buildings, which are especially relevant for areas with dense downtown cores. To consider the effect of buildings, street canyon models are used but often at the level of single urban corridors and small road networks. In this paper, we compare and validate two dispersion models with widely varying algorithms, across a modelling domain consisting of the City of Montreal, Canada accounting for emissions of more 40,000 roads. The first dispersion model is based on flow decomposition into the urban canopy sub-flow as well as overlying airflow. It takes into account the specific height and geometry of buildings along each road. The second model is a Gaussian puff dispersion model, which handles complex terrain and incorporates three-dimensional meteorology, but accounts for buildings only through variations in the initial vertical mixing coefficient. Validation against surface observations indicated that both models under-predicted measured concentrations. Average weekly exposure surfaces derived from both models were found to be reasonably correlated (r = 0.8) although the Gaussian dispersion model tended to underestimate concentrations around the roadways compared to the street canyon model. In addition, both models were used to estimate exposures of a representative sample of the Montreal population composed of 1319 individuals. Large differences were noted whereby exposures derived from the Gaussian puff model were significantly lower than exposures derived from the street canyon model, an expected result considering the concentration of population around roadways. These differences have large implications for the analyses of health effects associated with NO2 exposure.

CFHTLenS: a Gaussian likelihood is a sufficient approximation for a cosmological analysis of third-order cosmic shear statistics

NASA Astrophysics Data System (ADS)

Simon, P.; Semboloni, E.; van Waerbeke, L.; Hoekstra, H.; Erben, T.; Fu, L.; Harnois-Déraps, J.; Heymans, C.; Hildebrandt, H.; Kilbinger, M.; Kitching, T. D.; Miller, L.; Schrabback, T.

2015-05-01

We study the correlations of the shear signal between triplets of sources in the Canada-France-Hawaii Telescope Lensing Survey (CFHTLenS) to probe cosmological parameters via the matter bispectrum. In contrast to previous studies, we adopt a non-Gaussian model of the data likelihood which is supported by our simulations of the survey. We find that for state-of-the-art surveys, similar to CFHTLenS, a Gaussian likelihood analysis is a reasonable approximation, albeit small differences in the parameter constraints are already visible. For future surveys we expect that a Gaussian model becomes inaccurate. Our algorithm for a refined non-Gaussian analysis and data compression is then of great utility especially because it is not much more elaborate if simulated data are available. Applying this algorithm to the third-order correlations of shear alone in a blind analysis, we find a good agreement with the standard cosmological model: Σ _8=σ _8(Ω _m/0.27)^{0.64}=0.79^{+0.08}_{-0.11} for a flat Λ cold dark matter cosmology with h = 0.7 ± 0.04 (68 per cent credible interval). Nevertheless our models provide only moderately good fits as indicated by χ2/dof = 2.9, including a 20 per cent rms uncertainty in the predicted signal amplitude. The models cannot explain a signal drop on scales around 15 arcmin, which may be caused by systematics. It is unclear whether the discrepancy can be fully explained by residual point spread function systematics of which we find evidence at least on scales of a few arcmin. Therefore we need a better understanding of higher order correlations of cosmic shear and their systematics to confidently apply them as cosmological probes.

Predicting complex traits using a diffusion kernel on genetic markers with an application to dairy cattle and wheat data

PubMed Central

2013-01-01

Background Arguably, genotypes and phenotypes may be linked in functional forms that are not well addressed by the linear additive models that are standard in quantitative genetics. Therefore, developing statistical learning models for predicting phenotypic values from all available molecular information that are capable of capturing complex genetic network architectures is of great importance. Bayesian kernel ridge regression is a non-parametric prediction model proposed for this purpose. Its essence is to create a spatial distance-based relationship matrix called a kernel. Although the set of all single nucleotide polymorphism genotype configurations on which a model is built is finite, past research has mainly used a Gaussian kernel. Results We sought to investigate the performance of a diffusion kernel, which was specifically developed to model discrete marker inputs, using Holstein cattle and wheat data. This kernel can be viewed as a discretization of the Gaussian kernel. The predictive ability of the diffusion kernel was similar to that of non-spatial distance-based additive genomic relationship kernels in the Holstein data, but outperformed the latter in the wheat data. However, the difference in performance between the diffusion and Gaussian kernels was negligible. Conclusions It is concluded that the ability of a diffusion kernel to capture the total genetic variance is not better than that of a Gaussian kernel, at least for these data. Although the diffusion kernel as a choice of basis function may have potential for use in whole-genome prediction, our results imply that embedding genetic markers into a non-Euclidean metric space has very small impact on prediction. Our results suggest that use of the black box Gaussian kernel is justified, given its connection to the diffusion kernel and its similar predictive performance. PMID:23763755

ENSO's non-stationary and non-Gaussian character: the role of climate shifts

NASA Astrophysics Data System (ADS)

Boucharel, J.; Dewitte, B.; Garel, B.; Du Penhoat, Y.

2009-07-01

El Niño Southern Oscillation (ENSO) is the dominant mode of climate variability in the Pacific, having socio-economic impacts on surrounding regions. ENSO exhibits significant modulation on decadal to inter-decadal time scales which is related to changes in its characteristics (onset, amplitude, frequency, propagation, and predictability). Some of these characteristics tend to be overlooked in ENSO studies, such as its asymmetry (the number and amplitude of warm and cold events are not equal) and the deviation of its statistics from those of the Gaussian distribution. These properties could be related to the ability of the current generation of coupled models to predict ENSO and its modulation. Here, ENSO's non-Gaussian nature and asymmetry are diagnosed from in situ data and a variety of models (from intermediate complexity models to full-physics coupled general circulation models (CGCMs)) using robust statistical tools initially designed for financial mathematics studies. In particular α-stable laws are used as theoretical background material to measure (and quantify) the non-Gaussian character of ENSO time series and to estimate the skill of ``naïve'' statistical models in producing deviation from Gaussian laws and asymmetry. The former are based on non-stationary processes dominated by abrupt changes in mean state and empirical variance. It is shown that the α-stable character of ENSO may result from the presence of climate shifts in the time series. Also, cool (warm) periods are associated with ENSO statistics having a stronger (weaker) tendency towards Gaussianity and lower (greater) asymmetry. This supports the hypothesis of ENSO being rectified by changes in mean state through nonlinear processes. The relationship between changes in mean state and nonlinearity (skewness) is further investigated both in the Zebiak and Cane (1987)'s model and the models of the Intergovernmental Panel for Climate Change (IPCC). Whereas there is a clear relationship in all models between ENSO asymmetry (as measured by skewness or nonlinear advection) and changes in mean state, they exhibit a variety of behaviour with regard to α-stability. This suggests that the dynamics associated with climate shifts and the occurrence of extreme events involve higher-order statistical moments that cannot be accounted for solely by nonlinear advection.

Model-independent analyses of non-Gaussianity in Planck CMB maps using Minkowski functionals

NASA Astrophysics Data System (ADS)

Buchert, Thomas; France, Martin J.; Steiner, Frank

2017-05-01

Despite the wealth of Planck results, there are difficulties in disentangling the primordial non-Gaussianity of the Cosmic Microwave Background (CMB) from the secondary and the foreground non-Gaussianity (NG). For each of these forms of NG the lack of complete data introduces model-dependences. Aiming at detecting the NGs of the CMB temperature anisotropy δ T , while paying particular attention to a model-independent quantification of NGs, our analysis is based upon statistical and morphological univariate descriptors, respectively: the probability density function P(δ T) , related to v0, the first Minkowski Functional (MF), and the two other MFs, v1 and v2. From their analytical Gaussian predictions we build the discrepancy functions {{ Δ }k} (k  =  P, 0, 1, 2) which are applied to an ensemble of 105 CMB realization maps of the Λ CDM model and to the Planck CMB maps. In our analysis we use general Hermite expansions of the {{ Δ }k} up to the 12th order, where the coefficients are explicitly given in terms of cumulants. Assuming hierarchical ordering of the cumulants, we obtain the perturbative expansions generalizing the second order expansions of Matsubara to arbitrary order in the standard deviation {σ0} for P(δ T) and v0, where the perturbative expansion coefficients are explicitly given in terms of complete Bell polynomials. The comparison of the Hermite expansions and the perturbative expansions is performed for the Λ CDM map sample and the Planck data. We confirm the weak level of non-Gaussianity (1-2)σ of the foreground corrected masked Planck 2015 maps.

The Topology of Large-Scale Structure in the 1.2 Jy IRAS Redshift Survey

NASA Astrophysics Data System (ADS)

Protogeros, Zacharias A. M.; Weinberg, David H.

1997-11-01

We measure the topology (genus) of isodensity contour surfaces in volume-limited subsets of the 1.2 Jy IRAS redshift survey, for smoothing scales λ = 4, 7, and 12 h-1 Mpc. At 12 h-1 Mpc, the observed genus curve has a symmetric form similar to that predicted for a Gaussian random field. At the shorter smoothing lengths, the observed genus curve shows a modest shift in the direction of an isolated cluster or ``meatball'' topology. We use mock catalogs drawn from cosmological N-body simulations to investigate the systematic biases that affect topology measurements in samples of this size and to determine the full covariance matrix of the expected random errors. We incorporate the error correlations into our evaluations of theoretical models, obtaining both frequentist assessments of absolute goodness of fit and Bayesian assessments of models' relative likelihoods. We compare the observed topology of the 1.2 Jy survey to the predictions of dynamically evolved, unbiased, gravitational instability models that have Gaussian initial conditions. The model with an n = -1 power-law initial power spectrum achieves the best overall agreement with the data, though models with a low-density cold dark matter power spectrum and an n = 0 power-law spectrum are also consistent. The observed topology is inconsistent with an initially Gaussian model that has n = -2, and it is strongly inconsistent with a Voronoi foam model, which has a non-Gaussian, bubble topology.

Action detection by double hierarchical multi-structure space-time statistical matching model

NASA Astrophysics Data System (ADS)

Han, Jing; Zhu, Junwei; Cui, Yiyin; Bai, Lianfa; Yue, Jiang

2018-03-01

Aimed at the complex information in videos and low detection efficiency, an actions detection model based on neighboring Gaussian structure and 3D LARK features is put forward. We exploit a double hierarchical multi-structure space-time statistical matching model (DMSM) in temporal action localization. First, a neighboring Gaussian structure is presented to describe the multi-scale structural relationship. Then, a space-time statistical matching method is proposed to achieve two similarity matrices on both large and small scales, which combines double hierarchical structural constraints in model by both the neighboring Gaussian structure and the 3D LARK local structure. Finally, the double hierarchical similarity is fused and analyzed to detect actions. Besides, the multi-scale composite template extends the model application into multi-view. Experimental results of DMSM on the complex visual tracker benchmark data sets and THUMOS 2014 data sets show the promising performance. Compared with other state-of-the-art algorithm, DMSM achieves superior performances.

Hierarchical Nearest-Neighbor Gaussian Process Models for Large Geostatistical Datasets.

PubMed

Datta, Abhirup; Banerjee, Sudipto; Finley, Andrew O; Gelfand, Alan E

2016-01-01

Spatial process models for analyzing geostatistical data entail computations that become prohibitive as the number of spatial locations become large. This article develops a class of highly scalable nearest-neighbor Gaussian process (NNGP) models to provide fully model-based inference for large geostatistical datasets. We establish that the NNGP is a well-defined spatial process providing legitimate finite-dimensional Gaussian densities with sparse precision matrices. We embed the NNGP as a sparsity-inducing prior within a rich hierarchical modeling framework and outline how computationally efficient Markov chain Monte Carlo (MCMC) algorithms can be executed without storing or decomposing large matrices. The floating point operations (flops) per iteration of this algorithm is linear in the number of spatial locations, thereby rendering substantial scalability. We illustrate the computational and inferential benefits of the NNGP over competing methods using simulation studies and also analyze forest biomass from a massive U.S. Forest Inventory dataset at a scale that precludes alternative dimension-reducing methods. Supplementary materials for this article are available online.

Hierarchical Nearest-Neighbor Gaussian Process Models for Large Geostatistical Datasets

PubMed Central

Datta, Abhirup; Banerjee, Sudipto; Finley, Andrew O.; Gelfand, Alan E.

2018-01-01

Spatial process models for analyzing geostatistical data entail computations that become prohibitive as the number of spatial locations become large. This article develops a class of highly scalable nearest-neighbor Gaussian process (NNGP) models to provide fully model-based inference for large geostatistical datasets. We establish that the NNGP is a well-defined spatial process providing legitimate finite-dimensional Gaussian densities with sparse precision matrices. We embed the NNGP as a sparsity-inducing prior within a rich hierarchical modeling framework and outline how computationally efficient Markov chain Monte Carlo (MCMC) algorithms can be executed without storing or decomposing large matrices. The floating point operations (flops) per iteration of this algorithm is linear in the number of spatial locations, thereby rendering substantial scalability. We illustrate the computational and inferential benefits of the NNGP over competing methods using simulation studies and also analyze forest biomass from a massive U.S. Forest Inventory dataset at a scale that precludes alternative dimension-reducing methods. Supplementary materials for this article are available online. PMID:29720777

Action detection by double hierarchical multi-structure space–time statistical matching model

NASA Astrophysics Data System (ADS)

Han, Jing; Zhu, Junwei; Cui, Yiyin; Bai, Lianfa; Yue, Jiang

2018-06-01

Aimed at the complex information in videos and low detection efficiency, an actions detection model based on neighboring Gaussian structure and 3D LARK features is put forward. We exploit a double hierarchical multi-structure space-time statistical matching model (DMSM) in temporal action localization. First, a neighboring Gaussian structure is presented to describe the multi-scale structural relationship. Then, a space-time statistical matching method is proposed to achieve two similarity matrices on both large and small scales, which combines double hierarchical structural constraints in model by both the neighboring Gaussian structure and the 3D LARK local structure. Finally, the double hierarchical similarity is fused and analyzed to detect actions. Besides, the multi-scale composite template extends the model application into multi-view. Experimental results of DMSM on the complex visual tracker benchmark data sets and THUMOS 2014 data sets show the promising performance. Compared with other state-of-the-art algorithm, DMSM achieves superior performances.

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.

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.

Integrating a street-canyon model with a regional Gaussian dispersion model for improved characterisation of near-road air pollution

NASA Astrophysics Data System (ADS)

Fallah-Shorshani, Masoud; Shekarrizfard, Maryam; Hatzopoulou, Marianne

2017-03-01

The development and use of dispersion models that simulate traffic-related air pollution in urban areas has risen significantly in support of air pollution exposure research. In order to accurately estimate population exposure, it is important to generate concentration surfaces that take into account near-road concentrations as well as the transport of pollutants throughout an urban region. In this paper, an integrated modelling chain was developed to simulate ambient Nitrogen Dioxide (NO2) in a dense urban neighbourhood while taking into account traffic emissions, the regional background, and the transport of pollutants within the urban canopy. For this purpose, we developed a hybrid configuration including 1) a street canyon model, which simulates pollutant transfer along streets and intersections, taking into account the geometry of buildings and other obstacles, and 2) a Gaussian puff model, which resolves the transport of contaminants at the top of the urban canopy and accounts for regional meteorology. Each dispersion model was validated against measured concentrations and compared against the hybrid configuration. Our results demonstrate that the hybrid approach significantly improves the output of each model on its own. An underestimation appears clearly for the Gaussian model and street-canyon model compared to observed data. This is due to ignoring the building effect by the Gaussian model and undermining the contribution of other roads by the canyon model. The hybrid approach reduced the RMSE (of observed vs. predicted concentrations) by 16%-25% compared to each model on its own, and increased FAC2 (fraction of predictions within a factor of two of the observations) by 10%-34%.

Charged particle dynamics in the presence of non-Gaussian Lévy electrostatic fluctuations

DOE PAGES

Del-Castillo-Negrete, Diego B.; Moradi, Sara; Anderson, Johan

2016-09-01

Full orbit dynamics of charged particles in a 3-dimensional helical magnetic field in the presence of -stable Levy electrostatic fluctuations and linear friction modeling collisional Coulomb drag is studied via Monte Carlo numerical simulations. The Levy fluctuations are introduced to model the effect of non-local transport due to fractional diffusion in velocity space resulting from intermittent electrostatic turbulence. The probability distribution functions of energy, particle displacements, and Larmor radii are computed and showed to exhibit a transition from exponential decay, in the case of Gaussian fluctuations, to power law decay in the case of Levy fluctuations. The absolute value ofmore » the power law decay exponents are linearly proportional to the Levy index. Furthermore, the observed anomalous non-Gaussian statistics of the particles' Larmor radii (resulting from outlier transport events) indicate that, when electrostatic turbulent fluctuations exhibit non-Gaussian Levy statistics, gyro-averaging and guiding centre approximations might face limitations and full particle orbit effects should be taken into account.« less

Charged particle dynamics in the presence of non-Gaussian Lévy electrostatic fluctuations

NASA Astrophysics Data System (ADS)

Moradi, Sara; del-Castillo-Negrete, Diego; Anderson, Johan

2016-09-01

Full orbit dynamics of charged particles in a 3-dimensional helical magnetic field in the presence of α-stable Lévy electrostatic fluctuations and linear friction modeling collisional Coulomb drag is studied via Monte Carlo numerical simulations. The Lévy fluctuations are introduced to model the effect of non-local transport due to fractional diffusion in velocity space resulting from intermittent electrostatic turbulence. The probability distribution functions of energy, particle displacements, and Larmor radii are computed and showed to exhibit a transition from exponential decay, in the case of Gaussian fluctuations, to power law decay in the case of Lévy fluctuations. The absolute value of the power law decay exponents is linearly proportional to the Lévy index α. The observed anomalous non-Gaussian statistics of the particles' Larmor radii (resulting from outlier transport events) indicate that, when electrostatic turbulent fluctuations exhibit non-Gaussian Lévy statistics, gyro-averaging and guiding centre approximations might face limitations and full particle orbit effects should be taken into account.

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

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

Ruban, V. P., E-mail: ruban@itp.ac.ru

2015-05-15

The nonlinear dynamics of an obliquely oriented wave packet on a sea surface is analyzed analytically and numerically for various initial parameters of the packet in relation to the problem of the so-called rogue waves. Within the Gaussian variational ansatz applied to the corresponding (1+2)-dimensional hyperbolic nonlinear Schrödinger equation (NLSE), a simplified Lagrangian system of differential equations is derived that describes the evolution of the coefficients of the real and imaginary quadratic forms appearing in the Gaussian. This model provides a semi-quantitative description of the process of nonlinear spatiotemporal focusing, which is one of the most probable mechanisms of roguemore » wave formation in random wave fields. The system of equations is integrated in quadratures, which allows one to better understand the qualitative differences between linear and nonlinear focusing regimes of a wave packet. Predictions of the Gaussian model are compared with the results of direct numerical simulation of fully nonlinear long-crested waves.« less

Generalised and Fractional Langevin Equations-Implications for Energy Balance Models

NASA Astrophysics Data System (ADS)

Watkins, N. W.; Chapman, S. C.; Chechkin, A.; Ford, I.; Klages, R.; Stainforth, D. A.

2017-12-01

Energy Balance Models (EBMs) have a long heritage in climate science, including their use in modelling anomalies in global mean temperature. Many types of EBM have now been studied, and this presentation concerns the stochastic EBMs, which allow direct treatment of climate fluctuations and noise. Some recent stochastic EBMs (e.g. [1]) map on to Langevin's original form of his equation, with temperature anomaly replacing velocity, and other corresponding replacements being made. Considerable sophistication has now been reached in the application of multivariate stochastic Langevin modelling in many areas of climate. Our work is complementary in intent and investigates the Mori-Kubo "Generalised Langevin Equation" (GLE) which incorporates non-Markovian noise and response in a univariate framework, as a tool for modelling GMT [2]. We show how, if it is present, long memory simplifies the GLE to a fractional Langevin equation (FLE). Evidence for long range memory in global temperature, and the success of fractional Gaussian noise in its prediction [5] has already motivated investigation of a power law response model [3,4,5]. We go beyond this work to ask whether an EBM of FLE-type exists, and what its solutions would be. [l] Padilla et al, J. Climate (2011); [2] Watkins, GRL (2013); [3] Rypdal, JGR (2012); [4] Rypdal and Rypdal, J. Climate (2014); [5] Lovejoy et al, ESDD (2015).

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.

Optimal modeling of 1D azimuth correlations in the context of Bayesian inference

NASA Astrophysics Data System (ADS)

De Kock, Michiel B.; Eggers, Hans C.; Trainor, Thomas A.

2015-09-01

Analysis and interpretation of spectrum and correlation data from high-energy nuclear collisions is currently controversial because two opposing physics narratives derive contradictory implications from the same data, one narrative claiming collision dynamics is dominated by dijet production and projectile-nucleon fragmentation, the other claiming collision dynamics is dominated by a dense, flowing QCD medium. Opposing interpretations seem to be supported by alternative data models, and current model-comparison schemes are unable to distinguish between them. There is clearly need for a convincing new methodology to break the deadlock. In this study we introduce Bayesian inference (BI) methods applied to angular correlation data as a basis to evaluate competing data models. For simplicity the data considered are projections of two-dimensional (2D) angular correlations onto a 1D azimuth from three centrality classes of 200-GeV Au-Au collisions. We consider several data models typical of current model choices, including Fourier series (FS) and a Gaussian plus various combinations of individual cosine components. We evaluate model performance with BI methods and with power-spectrum analysis. We find that FS-only models are rejected in all cases by Bayesian analysis, which always prefers a Gaussian. A cylindrical quadrupole cos(2 ϕ ) is required in some cases but rejected for 0%-5%-central Au-Au collisions. Given a Gaussian centered at the azimuth origin, "higher harmonics" cos(m ϕ ) for m >2 are rejected. A model consisting of Gaussian +dipole cos(ϕ )+quadrupole cos(2 ϕ ) provides good 1D data descriptions in all cases.

The Mass-dependent Star Formation Histories of Disk Galaxies: Infall Model Versus Observations

NASA Astrophysics Data System (ADS)

Chang, R. X.; Hou, J. L.; Shen, S. Y.; Shu, C. G.

2010-10-01

We introduce a simple model to explore the star formation histories of disk galaxies. We assume that the disk originate and grows by continuous gas infall. The gas infall rate is parameterized by the Gaussian formula with one free parameter: the infall-peak time tp . The Kennicutt star formation law is adopted to describe how much cold gas turns into stars. The gas outflow process is also considered in our model. We find that, at a given galactic stellar mass M *, the model adopting a late infall-peak time tp results in blue colors, low-metallicity, high specific star formation rate (SFR), and high gas fraction, while the gas outflow rate mainly influences the gas-phase metallicity and star formation efficiency mainly influences the gas fraction. Motivated by the local observed scaling relations, we "construct" a mass-dependent model by assuming that the low-mass galaxy has a later infall-peak time tp and a larger gas outflow rate than massive systems. It is shown that this model can be in agreement with not only the local observations, but also with the observed correlations between specific SFR and galactic stellar mass SFR/M * ~ M * at intermediate redshifts z < 1. Comparison between the Gaussian-infall model and the exponential-infall model is also presented. It shows that the exponential-infall model predicts a higher SFR at early stage and a lower SFR later than that of Gaussian infall. Our results suggest that the Gaussian infall rate may be more reasonable in describing the gas cooling process than the exponential infall rate, especially for low-mass systems.

XDGMM: eXtreme Deconvolution Gaussian Mixture Modeling

NASA Astrophysics Data System (ADS)

Holoien, Thomas W.-S.; Marshall, Philip J.; Wechsler, Risa H.

2017-08-01

XDGMM uses Gaussian mixtures to do density estimation of noisy, heterogenous, and incomplete data using extreme deconvolution (XD) algorithms which is compatible with the scikit-learn machine learning methods. It implements both the astroML and Bovy et al. (2011) algorithms, and extends the BaseEstimator class from scikit-learn so that cross-validation methods work. It allows the user to produce a conditioned model if values of some parameters are known.

A non-Gaussian option pricing model based on Kaniadakis exponential deformation

NASA Astrophysics Data System (ADS)

Moretto, Enrico; Pasquali, Sara; Trivellato, Barbara

2017-09-01

A way to make financial models effective is by letting them to represent the so called "fat tails", i.e., extreme changes in stock prices that are regarded as almost impossible by the standard Gaussian distribution. In this article, the Kaniadakis deformation of the usual exponential function is used to define a random noise source in the dynamics of price processes capable of capturing such real market phenomena.

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.

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.

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.

Revisiting Gaussian Process Regression Modeling for Localization in Wireless Sensor Networks

PubMed Central

Richter, Philipp; Toledano-Ayala, Manuel

2015-01-01

Signal strength-based positioning in wireless sensor networks is a key technology for seamless, ubiquitous localization, especially in areas where Global Navigation Satellite System (GNSS) signals propagate poorly. To enable wireless local area network (WLAN) location fingerprinting in larger areas while maintaining accuracy, methods to reduce the effort of radio map creation must be consolidated and automatized. Gaussian process regression has been applied to overcome this issue, also with auspicious results, but the fit of the model was never thoroughly assessed. Instead, most studies trained a readily available model, relying on the zero mean and squared exponential covariance function, without further scrutinization. This paper studies the Gaussian process regression model selection for WLAN fingerprinting in indoor and outdoor environments. We train several models for indoor/outdoor- and combined areas; we evaluate them quantitatively and compare them by means of adequate model measures, hence assessing the fit of these models directly. To illuminate the quality of the model fit, the residuals of the proposed model are investigated, as well. Comparative experiments on the positioning performance verify and conclude the model selection. In this way, we show that the standard model is not the most appropriate, discuss alternatives and present our best candidate. PMID:26370996

Beating the curse of dimension with accurate statistics for the Fokker-Planck equation in complex turbulent systems.

PubMed

Chen, Nan; Majda, Andrew J

2017-12-05

Solving the Fokker-Planck equation for high-dimensional complex dynamical systems is an important issue. Recently, the authors developed efficient statistically accurate algorithms for solving the Fokker-Planck equations associated with high-dimensional nonlinear turbulent dynamical systems with conditional Gaussian structures, which contain many strong non-Gaussian features such as intermittency and fat-tailed probability density functions (PDFs). The algorithms involve a hybrid strategy with a small number of samples [Formula: see text], where a conditional Gaussian mixture in a high-dimensional subspace via an extremely efficient parametric method is combined with a judicious Gaussian kernel density estimation in the remaining low-dimensional subspace. In this article, two effective strategies are developed and incorporated into these algorithms. The first strategy involves a judicious block decomposition of the conditional covariance matrix such that the evolutions of different blocks have no interactions, which allows an extremely efficient parallel computation due to the small size of each individual block. The second strategy exploits statistical symmetry for a further reduction of [Formula: see text] The resulting algorithms can efficiently solve the Fokker-Planck equation with strongly non-Gaussian PDFs in much higher dimensions even with orders in the millions and thus beat the curse of dimension. The algorithms are applied to a [Formula: see text]-dimensional stochastic coupled FitzHugh-Nagumo model for excitable media. An accurate recovery of both the transient and equilibrium non-Gaussian PDFs requires only [Formula: see text] samples! In addition, the block decomposition facilitates the algorithms to efficiently capture the distinct non-Gaussian features at different locations in a [Formula: see text]-dimensional two-layer inhomogeneous Lorenz 96 model, using only [Formula: see text] samples. Copyright © 2017 the Author(s). Published by PNAS.

An ensemble Kalman filter for statistical estimation of physics constrained nonlinear regression models

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

Harlim, John, E-mail: jharlim@psu.edu; Mahdi, Adam, E-mail: amahdi@ncsu.edu; Majda, Andrew J., E-mail: jonjon@cims.nyu.edu

2014-01-15

A central issue in contemporary science is the development of nonlinear data driven statistical–dynamical models for time series of noisy partial observations from nature or a complex model. It has been established recently that ad-hoc quadratic multi-level regression models can have finite-time blow-up of statistical solutions and/or pathological behavior of their invariant measure. Recently, a new class of physics constrained nonlinear regression models were developed to ameliorate this pathological behavior. Here a new finite ensemble Kalman filtering algorithm is developed for estimating the state, the linear and nonlinear model coefficients, the model and the observation noise covariances from available partialmore » noisy observations of the state. Several stringent tests and applications of the method are developed here. In the most complex application, the perfect model has 57 degrees of freedom involving a zonal (east–west) jet, two topographic Rossby waves, and 54 nonlinearly interacting Rossby waves; the perfect model has significant non-Gaussian statistics in the zonal jet with blocked and unblocked regimes and a non-Gaussian skewed distribution due to interaction with the other 56 modes. We only observe the zonal jet contaminated by noise and apply the ensemble filter algorithm for estimation. Numerically, we find that a three dimensional nonlinear stochastic model with one level of memory mimics the statistical effect of the other 56 modes on the zonal jet in an accurate fashion, including the skew non-Gaussian distribution and autocorrelation decay. On the other hand, a similar stochastic model with zero memory levels fails to capture the crucial non-Gaussian behavior of the zonal jet from the perfect 57-mode model.« less

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.

Non-Gaussian bias: insights from discrete density peaks

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

Desjacques, Vincent; Riotto, Antonio; Gong, Jinn-Ouk, E-mail: Vincent.Desjacques@unige.ch, E-mail: jinn-ouk.gong@apctp.org, E-mail: Antonio.Riotto@unige.ch

2013-09-01

Corrections induced by primordial non-Gaussianity to the linear halo bias can be computed from a peak-background split or the widespread local bias model. However, numerical simulations clearly support the prediction of the former, in which the non-Gaussian amplitude is proportional to the linear halo bias. To understand better the reasons behind the failure of standard Lagrangian local bias, in which the halo overdensity is a function of the local mass overdensity only, we explore the effect of a primordial bispectrum on the 2-point correlation of discrete density peaks. We show that the effective local bias expansion to peak clustering vastlymore » simplifies the calculation. We generalize this approach to excursion set peaks and demonstrate that the resulting non-Gaussian amplitude, which is a weighted sum of quadratic bias factors, precisely agrees with the peak-background split expectation, which is a logarithmic derivative of the halo mass function with respect to the normalisation amplitude. We point out that statistics of thresholded regions can be computed using the same formalism. Our results suggest that halo clustering statistics can be modelled consistently (in the sense that the Gaussian and non-Gaussian bias factors agree with peak-background split expectations) from a Lagrangian bias relation only if the latter is specified as a set of constraints imposed on the linear density field. This is clearly not the case of standard Lagrangian local bias. Therefore, one is led to consider additional variables beyond the local mass overdensity.« less

Multi-resolution analysis for region of interest extraction in thermographic nondestructive evaluation

NASA Astrophysics Data System (ADS)

Ortiz-Jaramillo, B.; Fandiño Toro, H. A.; Benitez-Restrepo, H. D.; Orjuela-Vargas, S. A.; Castellanos-Domínguez, G.; Philips, W.

2012-03-01

Infrared Non-Destructive Testing (INDT) is known as an effective and rapid method for nondestructive inspection. It can detect a broad range of near-surface structuring flaws in metallic and composite components. Those flaws are modeled as a smooth contour centered at peaks of stored thermal energy, termed Regions of Interest (ROI). Dedicated methodologies must detect the presence of those ROIs. In this paper, we present a methodology for ROI extraction in INDT tasks. The methodology deals with the difficulties due to the non-uniform heating. The non-uniform heating affects low spatial/frequencies and hinders the detection of relevant points in the image. In this paper, a methodology for ROI extraction in INDT using multi-resolution analysis is proposed, which is robust to ROI low contrast and non-uniform heating. The former methodology includes local correlation, Gaussian scale analysis and local edge detection. In this methodology local correlation between image and Gaussian window provides interest points related to ROIs. We use a Gaussian window because thermal behavior is well modeled by Gaussian smooth contours. Also, the Gaussian scale is used to analyze details in the image using multi-resolution analysis avoiding low contrast, non-uniform heating and selection of the Gaussian window size. Finally, local edge detection is used to provide a good estimation of the boundaries in the ROI. Thus, we provide a methodology for ROI extraction based on multi-resolution analysis that is better or equal compared with the other dedicate algorithms proposed in the state of art.

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.

Theoretical analysis of non-Gaussian heterogeneity effects on subsurface flow and transport

NASA Astrophysics Data System (ADS)

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

2017-04-01

Much of the stochastic groundwater literature is devoted to the analysis of flow and transport in Gaussian or multi-Gaussian log hydraulic conductivity (or transmissivity) fields, Y(x)=ln\\func K(x) (x being a position vector), characterized by one or (less frequently) a multiplicity of spatial correlation scales. Yet Y and many other variables and their (spatial or temporal) increments, ΔY, are known to be generally non-Gaussian. One common manifestation of non-Gaussianity is that whereas frequency distributions of Y often exhibit mild peaks and light tails, those of increments ΔY are generally symmetric with peaks that grow sharper, and tails that become heavier, as separation scale or lag between pairs of Y values decreases. A statistical model that captures these disparate, scale-dependent distributions of Y and ΔY in a unified and consistent manner has been recently proposed by us. This new "generalized sub-Gaussian (GSG)" model has the form Y(x)=U(x)G(x) where G(x) is (generally, but not necessarily) a multiscale Gaussian random field and U(x) is a nonnegative subordinator independent of G. The purpose of this paper is to explore analytically, in an elementary manner, lead-order effects that non-Gaussian heterogeneity described by the GSG model have on the stochastic description of flow and transport. Recognizing that perturbation expansion of hydraulic conductivity K=eY diverges when Y is sub-Gaussian, we render the expansion convergent by truncating Y's domain of definition. We then demonstrate theoretically and illustrate by way of numerical examples that, as the domain of truncation expands, (a) the variance of truncated Y (denoted by Yt) approaches that of Y and (b) the pdf (and thereby moments) of Yt increments approach those of Y increments and, as a consequence, the variogram of Yt approaches that of Y. This in turn guarantees that perturbing Kt=etY to second order in σYt (the standard deviation of Yt) yields results which approach those we obtain upon perturbing K=eY to second order in σY even as the corresponding series diverges. Our analysis is rendered mathematically tractable by considering mean-uniform steady state flow in an unbounded, two-dimensional domain of mildly heterogeneous Y with a single-scale function G having an isotropic exponential covariance. Results consist of expressions for (a) lead-order autocovariance and cross-covariance functions of hydraulic head, velocity, and advective particle displacement and (b) analogues of preasymptotic as well as asymptotic Fickian dispersion coefficients. We compare these theoretically and graphically with corresponding expressions developed in the literature for Gaussian Y. We find the former to differ from the latter by a factor k = /2 ( <> denoting ensemble expectation) and the GSG covariance of longitudinal velocity to contain an additional nugget term depending on this same factor. In the limit as Y becomes Gaussian, k reduces to one and the nugget term drops out.