Seasonal Variability of Middle Latitude Ozone in the Lowermost Stratosphere Derived from Probability Distribution Functions

NASA Technical Reports Server (NTRS)

Cerniglia, M. C.; Douglass, A. R.; Rood, R. B.; Sparling, L. C.; Nielsen, J. E.

1999-01-01

We present a study of the distribution of ozone in the lowermost stratosphere with the goal of understanding the relative contribution to the observations of air of either distinctly tropospheric or stratospheric origin. The air in the lowermost stratosphere is divided into two population groups based on Ertel's potential vorticity at 300 hPa. High [low] potential vorticity at 300 hPa suggests that the tropopause is low [high], and the identification of the two groups helps to account for dynamic variability. Conditional probability distribution functions are used to define the statistics of the mix from both observations and model simulations. Two data sources are chosen. First, several years of ozonesonde observations are used to exploit the high vertical resolution. Second, observations made by the Halogen Occultation Experiment [HALOE) on the Upper Atmosphere Research Satellite [UARS] are used to understand the impact on the results of the spatial limitations of the ozonesonde network. The conditional probability distribution functions are calculated at a series of potential temperature surfaces spanning the domain from the midlatitude tropopause to surfaces higher than the mean tropical tropopause [approximately 380K]. Despite the differences in spatial and temporal sampling, the probability distribution functions are similar for the two data sources. Comparisons with the model demonstrate that the model maintains a mix of air in the lowermost stratosphere similar to the observations. The model also simulates a realistic annual cycle. By using the model, possible mechanisms for the maintenance of mix of air in the lowermost stratosphere are revealed. The relevance of the results to the assessment of the environmental impact of aircraft effluence is discussed.

Development and application of an empirical probability distribution for the prediction error of re-entry body maximum dynamic pressure

NASA Technical Reports Server (NTRS)

Lanzi, R. James; Vincent, Brett T.

1993-01-01

The relationship between actual and predicted re-entry maximum dynamic pressure is characterized using a probability density function and a cumulative distribution function derived from sounding rocket flight data. This paper explores the properties of this distribution and demonstrates applications of this data with observed sounding rocket re-entry body damage characteristics to assess probabilities of sustaining various levels of heating damage. The results from this paper effectively bridge the gap existing in sounding rocket reentry analysis between the known damage level/flight environment relationships and the predicted flight environment.

Hantavirus reservoir Oligoryzomys longicaudatus spatial distribution sensitivity to climate change scenarios in Argentine Patagonia

PubMed Central

Carbajo, Aníbal E; Vera, Carolina; González, Paula LM

2009-01-01

Background Oligoryzomys longicaudatus (colilargo) is the rodent responsible for hantavirus pulmonary syndrome (HPS) in Argentine Patagonia. In past decades (1967–1998), trends of precipitation reduction and surface air temperature increase have been observed in western Patagonia. We explore how the potential distribution of the hantavirus reservoir would change under different climate change scenarios based on the observed trends. Methods Four scenarios of potential climate change were constructed using temperature and precipitation changes observed in Argentine Patagonia between 1967 and 1998: Scenario 1 assumed no change in precipitation but a temperature trend as observed; scenario 2 assumed no changes in temperature but a precipitation trend as observed; Scenario 3 included changes in both temperature and precipitation trends as observed; Scenario 4 assumed changes in both temperature and precipitation trends as observed but doubled. We used a validated spatial distribution model of O. longicaudatus as a function of temperature and precipitation. From the model probability of the rodent presence was calculated for each scenario. Results If changes in precipitation follow previous trends, the probability of the colilargo presence would fall in the HPS transmission zone of northern Patagonia. If temperature and precipitation trends remain at current levels for 60 years or double in the future 30 years, the probability of the rodent presence and the associated total area of potential distribution would diminish throughout Patagonia; the areas of potential distribution for colilargos would shift eastwards. These results suggest that future changes in Patagonia climate may lower transmission risk through a reduction in the potential distribution of the rodent reservoir. Conclusion According to our model the rates of temperature and precipitation changes observed between 1967 and 1998 may produce significant changes in the rodent distribution in an equivalent period of time only in certain areas. Given that changes maintain for 60 years or double in 30 years, the hantavirus reservoir Oligoryzomys longicaudatus may contract its distribution in Argentine Patagonia extensively. PMID:19607707

Statistics of velocity gradients in two-dimensional Navier-Stokes and ocean turbulence.

PubMed

Schorghofer, Norbert; Gille, Sarah T

2002-02-01

Probability density functions and conditional averages of velocity gradients derived from upper ocean observations are compared with results from forced simulations of the two-dimensional Navier-Stokes equations. Ocean data are derived from TOPEX satellite altimeter measurements. The simulations use rapid forcing on large scales, characteristic of surface winds. The probability distributions of transverse velocity derivatives from the ocean observations agree with the forced simulations, although they differ from unforced simulations reported elsewhere. The distribution and cross correlation of velocity derivatives provide clear evidence that large coherent eddies play only a minor role in generating the observed statistics.

Power-law tail probabilities of drainage areas in river basins

USGS Publications Warehouse

Veitzer, S.A.; Troutman, B.M.; Gupta, V.K.

2003-01-01

The significance of power-law tail probabilities of drainage areas in river basins was discussed. The convergence to a power law was not observed for all underlying distributions, but for a large class of statistical distributions with specific limiting properties. The article also discussed about the scaling properties of topologic and geometric network properties in river basins.

Generating an Empirical Probability Distribution for the Andrews-Pregibon Statistic.

ERIC Educational Resources Information Center

Jarrell, Michele G.

A probability distribution was developed for the Andrews-Pregibon (AP) statistic. The statistic, developed by D. F. Andrews and D. Pregibon (1978), identifies multivariate outliers. It is a ratio of the determinant of the data matrix with an observation deleted to the determinant of the entire data matrix. Although the AP statistic has been used…

Estimation of distributional parameters for censored trace level water quality data: 1. Estimation techniques

USGS Publications Warehouse

Gilliom, Robert J.; Helsel, Dennis R.

1986-01-01

A recurring difficulty encountered in investigations of many metals and organic contaminants in ambient waters is that a substantial portion of water sample concentrations are below limits of detection established by analytical laboratories. Several methods were evaluated for estimating distributional parameters for such censored data sets using only uncensored observations. Their reliabilities were evaluated by a Monte Carlo experiment in which small samples were generated from a wide range of parent distributions and censored at varying levels. Eight methods were used to estimate the mean, standard deviation, median, and interquartile range. Criteria were developed, based on the distribution of uncensored observations, for determining the best performing parameter estimation method for any particular data set. The most robust method for minimizing error in censored-sample estimates of the four distributional parameters over all simulation conditions was the log-probability regression method. With this method, censored observations are assumed to follow the zero-to-censoring level portion of a lognormal distribution obtained by a least squares regression between logarithms of uncensored concentration observations and their z scores. When method performance was separately evaluated for each distributional parameter over all simulation conditions, the log-probability regression method still had the smallest errors for the mean and standard deviation, but the lognormal maximum likelihood method had the smallest errors for the median and interquartile range. When data sets were classified prior to parameter estimation into groups reflecting their probable parent distributions, the ranking of estimation methods was similar, but the accuracy of error estimates was markedly improved over those without classification.

Estimation of distributional parameters for censored trace level water quality data. 1. Estimation Techniques

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

Gilliom, R.J.; Helsel, D.R.

1986-02-01

A recurring difficulty encountered in investigations of many metals and organic contaminants in ambient waters is that a substantial portion of water sample concentrations are below limits of detection established by analytical laboratories. Several methods were evaluated for estimating distributional parameters for such censored data sets using only uncensored observations. Their reliabilities were evaluated by a Monte Carlo experiment in which small samples were generated from a wide range of parent distributions and censored at varying levels. Eight methods were used to estimate the mean, standard deviation, median, and interquartile range. Criteria were developed, based on the distribution of uncensoredmore » observations, for determining the best performing parameter estimation method for any particular data det. The most robust method for minimizing error in censored-sample estimates of the four distributional parameters over all simulation conditions was the log-probability regression method. With this method, censored observations are assumed to follow the zero-to-censoring level portion of a lognormal distribution obtained by a least squares regression between logarithms of uncensored concentration observations and their z scores. When method performance was separately evaluated for each distributional parameter over all simulation conditions, the log-probability regression method still had the smallest errors for the mean and standard deviation, but the lognormal maximum likelihood method had the smallest errors for the median and interquartile range. When data sets were classified prior to parameter estimation into groups reflecting their probable parent distributions, the ranking of estimation methods was similar, but the accuracy of error estimates was markedly improved over those without classification.« less

Estimation of distributional parameters for censored trace-level water-quality data

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

Gilliom, R.J.; Helsel, D.R.

1984-01-01

A recurring difficulty encountered in investigations of many metals and organic contaminants in ambient waters is that a substantial portion of water-sample concentrations are below limits of detection established by analytical laboratories. Several methods were evaluated for estimating distributional parameters for such censored data sets using only uncensored observations. Their reliabilities were evaluated by a Monte Carlo experiment in which small samples were generated from a wide range of parent distributions and censored at varying levels. Eight methods were used to estimate the mean, standard deviation, median, and interquartile range. Criteria were developed, based on the distribution of uncensored observations,more » for determining the best-performing parameter estimation method for any particular data set. The most robust method for minimizing error in censored-sample estimates of the four distributional parameters over all simulation conditions was the log-probability regression method. With this method, censored observations are assumed to follow the zero-to-censoring level portion of a lognormal distribution obtained by a least-squares regression between logarithms of uncensored concentration observations and their z scores. When method performance was separately evaluated for each distributional parameter over all simulation conditions, the log-probability regression method still had the smallest errors for the mean and standard deviation, but the lognormal maximum likelihood method had the smallest errors for the median and interquartile range. When data sets were classified prior to parameter estimation into groups reflecting their probable parent distributions, the ranking of estimation methods was similar, but the accuracy of error estimates was markedly improved over those without classification. 6 figs., 6 tabs.« less

Predicting the cosmological constant with the scale-factor cutoff measure

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

De Simone, Andrea; Guth, Alan H.; Salem, Michael P.

2008-09-15

It is well known that anthropic selection from a landscape with a flat prior distribution of cosmological constant {lambda} gives a reasonable fit to observation. However, a realistic model of the multiverse has a physical volume that diverges with time, and the predicted distribution of {lambda} depends on how the spacetime volume is regulated. A very promising method of regulation uses a scale-factor cutoff, which avoids a number of serious problems that arise in other approaches. In particular, the scale-factor cutoff avoids the 'youngness problem' (high probability of living in a much younger universe) and the 'Q and G catastrophes'more » (high probability for the primordial density contrast Q and gravitational constant G to have extremely large or small values). We apply the scale-factor cutoff measure to the probability distribution of {lambda}, considering both positive and negative values. The results are in good agreement with observation. In particular, the scale-factor cutoff strongly suppresses the probability for values of {lambda} that are more than about 10 times the observed value. We also discuss qualitatively the prediction for the density parameter {omega}, indicating that with this measure there is a possibility of detectable negative curvature.« less

The global impact distribution of Near-Earth objects

NASA Astrophysics Data System (ADS)

Rumpf, Clemens; Lewis, Hugh G.; Atkinson, Peter M.

2016-02-01

Asteroids that could collide with the Earth are listed on the publicly available Near-Earth object (NEO) hazard web sites maintained by the National Aeronautics and Space Administration (NASA) and the European Space Agency (ESA). The impact probability distribution of 69 potentially threatening NEOs from these lists that produce 261 dynamically distinct impact instances, or Virtual Impactors (VIs), were calculated using the Asteroid Risk Mitigation and Optimization Research (ARMOR) tool in conjunction with OrbFit. ARMOR projected the impact probability of each VI onto the surface of the Earth as a spatial probability distribution. The projection considers orbit solution accuracy and the global impact probability. The method of ARMOR is introduced and the tool is validated against two asteroid-Earth collision cases with objects 2008 TC3 and 2014 AA. In the analysis, the natural distribution of impact corridors is contrasted against the impact probability distribution to evaluate the distributions' conformity with the uniform impact distribution assumption. The distribution of impact corridors is based on the NEO population and orbital mechanics. The analysis shows that the distribution of impact corridors matches the common assumption of uniform impact distribution and the result extends the evidence base for the uniform assumption from qualitative analysis of historic impact events into the future in a quantitative way. This finding is confirmed in a parallel analysis of impact points belonging to a synthetic population of 10,006 VIs. Taking into account the impact probabilities introduced significant variation into the results and the impact probability distribution, consequently, deviates markedly from uniformity. The concept of impact probabilities is a product of the asteroid observation and orbit determination technique and, thus, represents a man-made component that is largely disconnected from natural processes. It is important to consider impact probabilities because such information represents the best estimate of where an impact might occur.

A general formula for computing maximum proportion correct scores in various psychophysical paradigms with arbitrary probability distributions of stimulus observations.

PubMed

Dai, Huanping; Micheyl, Christophe

2015-05-01

Proportion correct (Pc) is a fundamental measure of task performance in psychophysics. The maximum Pc score that can be achieved by an optimal (maximum-likelihood) observer in a given task is of both theoretical and practical importance, because it sets an upper limit on human performance. Within the framework of signal detection theory, analytical solutions for computing the maximum Pc score have been established for several common experimental paradigms under the assumption of Gaussian additive internal noise. However, as the scope of applications of psychophysical signal detection theory expands, the need is growing for psychophysicists to compute maximum Pc scores for situations involving non-Gaussian (internal or stimulus-induced) noise. In this article, we provide a general formula for computing the maximum Pc in various psychophysical experimental paradigms for arbitrary probability distributions of sensory activity. Moreover, easy-to-use MATLAB code implementing the formula is provided. Practical applications of the formula are illustrated, and its accuracy is evaluated, for two paradigms and two types of probability distributions (uniform and Gaussian). The results demonstrate that Pc scores computed using the formula remain accurate even for continuous probability distributions, as long as the conversion from continuous probability density functions to discrete probability mass functions is supported by a sufficiently high sampling resolution. We hope that the exposition in this article, and the freely available MATLAB code, facilitates calculations of maximum performance for a wider range of experimental situations, as well as explorations of the impact of different assumptions concerning internal-noise distributions on maximum performance in psychophysical experiments.

Markov Chain Monte Carlo estimation of species distributions: a case study of the swift fox in western Kansas

USGS Publications Warehouse

Sargeant, Glen A.; Sovada, Marsha A.; Slivinski, Christiane C.; Johnson, Douglas H.

2005-01-01

Accurate maps of species distributions are essential tools for wildlife research and conservation. Unfortunately, biologists often are forced to rely on maps derived from observed occurrences recorded opportunistically during observation periods of variable length. Spurious inferences are likely to result because such maps are profoundly affected by the duration and intensity of observation and by methods used to delineate distributions, especially when detection is uncertain. We conducted a systematic survey of swift fox (Vulpes velox) distribution in western Kansas, USA, and used Markov chain Monte Carlo (MCMC) image restoration to rectify these problems. During 1997–1999, we searched 355 townships (ca. 93 km) 1–3 times each for an average cost of $7,315 per year and achieved a detection rate (probability of detecting swift foxes, if present, during a single search) of = 0.69 (95% Bayesian confidence interval [BCI] = [0.60, 0.77]). Our analysis produced an estimate of the underlying distribution, rather than a map of observed occurrences, that reflected the uncertainty associated with estimates of model parameters. To evaluate our results, we analyzed simulated data with similar properties. Results of our simulations suggest negligible bias and good precision when probabilities of detection on ≥1 survey occasions (cumulative probabilities of detection) exceed 0.65. Although the use of MCMC image restoration has been limited by theoretical and computational complexities, alternatives do not possess the same advantages. Image models accommodate uncertain detection, do not require spatially independent data or a census of map units, and can be used to estimate species distributions directly from observations without relying on habitat covariates or parameters that must be estimated subjectively. These features facilitate economical surveys of large regions, the detection of temporal trends in distribution, and assessments of landscape-level relations between species and habitats. Requirements for the use of MCMC image restoration include study areas that can be partitioned into regular grids of mapping units, spatially contagious species distributions, reliable methods for identifying target species, and cumulative probabilities of detection ≥0.65.

Markov chain Monte Carlo estimation of species distributions: A case study of the swift fox in western Kansas

USGS Publications Warehouse

Sargeant, G.A.; Sovada, M.A.; Slivinski, C.C.; Johnson, D.H.

2005-01-01

Accurate maps of species distributions are essential tools for wildlife research and conservation. Unfortunately, biologists often are forced to rely on maps derived from observed occurrences recorded opportunistically during observation periods of variable length. Spurious inferences are likely to result because such maps are profoundly affected by the duration and intensity of observation and by methods used to delineate distributions, especially when detection is uncertain. We conducted a systematic survey of swift fox (Vulpes velox) distribution in western Kansas, USA, and used Markov chain Monte Carlo (MCMC) image restoration to rectify these problems. During 1997-1999, we searched 355 townships (ca. 93 km2) 1-3 times each for an average cost of $7,315 per year and achieved a detection rate (probability of detecting swift foxes, if present, during a single search) of ?? = 0.69 (95% Bayesian confidence interval [BCI] = [0.60, 0.77]). Our analysis produced an estimate of the underlying distribution, rather than a map of observed occurrences, that reflected the uncertainty associated with estimates of model parameters. To evaluate our results, we analyzed simulated data with similar properties. Results of our simulations suggest negligible bias and good precision when probabilities of detection on ???1 survey occasions (cumulative probabilities of detection) exceed 0.65. Although the use of MCMC image restoration has been limited by theoretical and computational complexities, alternatives do not possess the same advantages. Image models accommodate uncertain detection, do not require spatially independent data or a census of map units, and can be used to estimate species distributions directly from observations without relying on habitat covariates or parameters that must be estimated subjectively. These features facilitate economical surveys of large regions, the detection of temporal trends in distribution, and assessments of landscape-level relations between species and habitats. Requirements for the use of MCMC image restoration include study areas that can be partitioned into regular grids of mapping units, spatially contagious species distributions, reliable methods for identifying target species, and cumulative probabilities of detection ???0.65.

Learning probability distributions from smooth observables and the maximum entropy principle: some remarks

NASA Astrophysics Data System (ADS)

Obuchi, Tomoyuki; Monasson, Rémi

2015-09-01

The maximum entropy principle (MEP) is a very useful working hypothesis in a wide variety of inference problems, ranging from biological to engineering tasks. To better understand the reasons of the success of MEP, we propose a statistical-mechanical formulation to treat the space of probability distributions constrained by the measures of (experimental) observables. In this paper we first review the results of a detailed analysis of the simplest case of randomly chosen observables. In addition, we investigate by numerical and analytical means the case of smooth observables, which is of practical relevance. Our preliminary results are presented and discussed with respect to the efficiency of the MEP.

Force Density Function Relationships in 2-D Granular Media

NASA Technical Reports Server (NTRS)

Youngquist, Robert C.; Metzger, Philip T.; Kilts, Kelly N.

2004-01-01

An integral transform relationship is developed to convert between two important probability density functions (distributions) used in the study of contact forces in granular physics. Developing this transform has now made it possible to compare and relate various theoretical approaches with one another and with the experimental data despite the fact that one may predict the Cartesian probability density and another the force magnitude probability density. Also, the transforms identify which functional forms are relevant to describe the probability density observed in nature, and so the modified Bessel function of the second kind has been identified as the relevant form for the Cartesian probability density corresponding to exponential forms in the force magnitude distribution. Furthermore, it is shown that this transform pair supplies a sufficient mathematical framework to describe the evolution of the force magnitude distribution under shearing. Apart from the choice of several coefficients, whose evolution of values must be explained in the physics, this framework successfully reproduces the features of the distribution that are taken to be an indicator of jamming and unjamming in a granular packing. Key words. Granular Physics, Probability Density Functions, Fourier Transforms

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

NASA Astrophysics Data System (ADS)

Katz, Yuri A.; Tian, Li

2013-10-01

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

Gas Hydrate Formation Probability Distributions: The Effect of Shear and Comparisons with Nucleation Theory.

PubMed

May, Eric F; Lim, Vincent W; Metaxas, Peter J; Du, Jianwei; Stanwix, Paul L; Rowland, Darren; Johns, Michael L; Haandrikman, Gert; Crosby, Daniel; Aman, Zachary M

2018-03-13

Gas hydrate formation is a stochastic phenomenon of considerable significance for any risk-based approach to flow assurance in the oil and gas industry. In principle, well-established results from nucleation theory offer the prospect of predictive models for hydrate formation probability in industrial production systems. In practice, however, heuristics are relied on when estimating formation risk for a given flowline subcooling or when quantifying kinetic hydrate inhibitor (KHI) performance. Here, we present statistically significant measurements of formation probability distributions for natural gas hydrate systems under shear, which are quantitatively compared with theoretical predictions. Distributions with over 100 points were generated using low-mass, Peltier-cooled pressure cells, cycled in temperature between 40 and -5 °C at up to 2 K·min -1 and analyzed with robust algorithms that automatically identify hydrate formation and initial growth rates from dynamic pressure data. The application of shear had a significant influence on the measured distributions: at 700 rpm mass-transfer limitations were minimal, as demonstrated by the kinetic growth rates observed. The formation probability distributions measured at this shear rate had mean subcoolings consistent with theoretical predictions and steel-hydrate-water contact angles of 14-26°. However, the experimental distributions were substantially wider than predicted, suggesting that phenomena acting on macroscopic length scales are responsible for much of the observed stochastic formation. Performance tests of a KHI provided new insights into how such chemicals can reduce the risk of hydrate blockage in flowlines. Our data demonstrate that the KHI not only reduces the probability of formation (by both shifting and sharpening the distribution) but also reduces hydrate growth rates by a factor of 2.

Stylized facts in internal rates of return on stock index and its derivative transactions

NASA Astrophysics Data System (ADS)

Pichl, Lukáš; Kaizoji, Taisei; Yamano, Takuya

2007-08-01

Universal features in stock markets and their derivative markets are studied by means of probability distributions in internal rates of return on buy and sell transaction pairs. Unlike the stylized facts in normalized log returns, the probability distributions for such single asset encounters incorporate the time factor by means of the internal rate of return, defined as the continuous compound interest. Resulting stylized facts are shown in the probability distributions derived from the daily series of TOPIX, S & P 500 and FTSE 100 index close values. The application of the above analysis to minute-tick data of NIKKEI 225 and its futures market, respectively, reveals an interesting difference in the behavior of the two probability distributions, in case a threshold on the minimal duration of the long position is imposed. It is therefore suggested that the probability distributions of the internal rates of return could be used for causality mining between the underlying and derivative stock markets. The highly specific discrete spectrum, which results from noise trader strategies as opposed to the smooth distributions observed for fundamentalist strategies in single encounter transactions may be useful in deducing the type of investment strategy from trading revenues of small portfolio investors.

An Integrated Framework for Model-Based Distributed Diagnosis and Prognosis

DTIC Science & Technology

2012-09-01

0 : t) denotes all measurements observed up to time t. The goal of prognosis is to determine the end of (use- ful) life ( EOL ) of a system, and/or its...remaining useful life (RUL). For a given fault, f , using the fault estimate, p(xf (t),θf (t)|y(0 : t)), a probability distribution of EOL , p(EOLf (tP...is stochas- tic, EOL /RUL are random variables and we represent them by probability distributions. The acceptable behavior of the system is expressed

How to Assess the Existence of Competing Strategies in Cognitive Tasks: A Primer on the Fixed-Point Property

PubMed Central

van Maanen, Leendert; de Jong, Ritske; van Rijn, Hedderik

2014-01-01

When multiple strategies can be used to solve a type of problem, the observed response time distributions are often mixtures of multiple underlying base distributions each representing one of these strategies. For the case of two possible strategies, the observed response time distributions obey the fixed-point property. That is, there exists one reaction time that has the same probability of being observed irrespective of the actual mixture proportion of each strategy. In this paper we discuss how to compute this fixed-point, and how to statistically assess the probability that indeed the observed response times are generated by two competing strategies. Accompanying this paper is a free R package that can be used to compute and test the presence or absence of the fixed-point property in response time data, allowing for easy to use tests of strategic behavior. PMID:25170893

On Probability Domains IV

NASA Astrophysics Data System (ADS)

Frič, Roman; Papčo, Martin

2017-12-01

Stressing a categorical approach, we continue our study of fuzzified domains of probability, in which classical random events are replaced by measurable fuzzy random events. In operational probability theory (S. Bugajski) classical random variables are replaced by statistical maps (generalized distribution maps induced by random variables) and in fuzzy probability theory (S. Gudder) the central role is played by observables (maps between probability domains). We show that to each of the two generalized probability theories there corresponds a suitable category and the two resulting categories are dually equivalent. Statistical maps and observables become morphisms. A statistical map can send a degenerated (pure) state to a non-degenerated one —a quantum phenomenon and, dually, an observable can map a crisp random event to a genuine fuzzy random event —a fuzzy phenomenon. The dual equivalence means that the operational probability theory and the fuzzy probability theory coincide and the resulting generalized probability theory has two dual aspects: quantum and fuzzy. We close with some notes on products and coproducts in the dual categories.

A global logrank test for adaptive treatment strategies based on observational studies.

PubMed

Li, Zhiguo; Valenstein, Marcia; Pfeiffer, Paul; Ganoczy, Dara

2014-02-28

In studying adaptive treatment strategies, a natural question that is of paramount interest is whether there is any significant difference among all possible treatment strategies. When the outcome variable of interest is time-to-event, we propose an inverse probability weighted logrank test for testing the equivalence of a fixed set of pre-specified adaptive treatment strategies based on data from an observational study. The weights take into account both the possible selection bias in an observational study and the fact that the same subject may be consistent with more than one treatment strategy. The asymptotic distribution of the weighted logrank statistic under the null hypothesis is obtained. We show that, in an observational study where the treatment selection probabilities need to be estimated, the estimation of these probabilities does not have an effect on the asymptotic distribution of the weighted logrank statistic, as long as the estimation of the parameters in the models for these probabilities is n-consistent. Finite sample performance of the test is assessed via a simulation study. We also show in the simulation that the test can be pretty robust to misspecification of the models for the probabilities of treatment selection. The method is applied to analyze data on antidepressant adherence time from an observational database maintained at the Department of Veterans Affairs' Serious Mental Illness Treatment Research and Evaluation Center. Copyright © 2013 John Wiley & Sons, Ltd.

Observation of non-classical correlations in sequential measurements of photon polarization

NASA Astrophysics Data System (ADS)

Suzuki, Yutaro; Iinuma, Masataka; Hofmann, Holger F.

2016-10-01

A sequential measurement of two non-commuting quantum observables results in a joint probability distribution for all output combinations that can be explained in terms of an initial joint quasi-probability of the non-commuting observables, modified by the resolution errors and back-action of the initial measurement. Here, we show that the error statistics of a sequential measurement of photon polarization performed at different measurement strengths can be described consistently by an imaginary correlation between the statistics of resolution and back-action. The experimental setup was designed to realize variable strength measurements with well-controlled imaginary correlation between the statistical errors caused by the initial measurement of diagonal polarizations, followed by a precise measurement of the horizontal/vertical polarization. We perform the experimental characterization of an elliptically polarized input state and show that the same complex joint probability distribution is obtained at any measurement strength.

Quasi-Bell inequalities from symmetrized products of noncommuting qubit observables

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

Gamel, Omar E.; Fleming, Graham R.

Noncommuting observables cannot be simultaneously measured; however, under local hidden variable models, they must simultaneously hold premeasurement values, implying the existence of a joint probability distribution. We study the joint distributions of noncommuting observables on qubits, with possible criteria of positivity and the Fréchet bounds limiting the joint probabilities, concluding that the latter may be negative. We use symmetrization, justified heuristically and then more carefully via the Moyal characteristic function, to find the quantum operator corresponding to the product of noncommuting observables. This is then used to construct Quasi-Bell inequalities, Bell inequalities containing products of noncommuting observables, on two qubits.more » These inequalities place limits on the local hidden variable models that define joint probabilities for noncommuting observables. We also found that the Quasi-Bell inequalities have a quantum to classical violation as high as 3/2 on two qubit, higher than conventional Bell inequalities. Our result demonstrates the theoretical importance of noncommutativity in the nonlocality of quantum mechanics and provides an insightful generalization of Bell inequalities.« less

Quasi-Bell inequalities from symmetrized products of noncommuting qubit observables

DOE PAGES

Gamel, Omar E.; Fleming, Graham R.

2017-05-01

Noncommuting observables cannot be simultaneously measured; however, under local hidden variable models, they must simultaneously hold premeasurement values, implying the existence of a joint probability distribution. We study the joint distributions of noncommuting observables on qubits, with possible criteria of positivity and the Fréchet bounds limiting the joint probabilities, concluding that the latter may be negative. We use symmetrization, justified heuristically and then more carefully via the Moyal characteristic function, to find the quantum operator corresponding to the product of noncommuting observables. This is then used to construct Quasi-Bell inequalities, Bell inequalities containing products of noncommuting observables, on two qubits.more » These inequalities place limits on the local hidden variable models that define joint probabilities for noncommuting observables. We also found that the Quasi-Bell inequalities have a quantum to classical violation as high as 3/2 on two qubit, higher than conventional Bell inequalities. Our result demonstrates the theoretical importance of noncommutativity in the nonlocality of quantum mechanics and provides an insightful generalization of Bell inequalities.« less

Time analysis of volcanic activity on Io by means of plasma observations

NASA Technical Reports Server (NTRS)

Mekler, Y.; Eviatar, A.

1980-01-01

A model of Io volcanism in which the probability of activity obeys a binomial distribution is presented. Observed values of the electron density obtained over a 3-year period by ground-based spectroscopy are fitted to such a distribution. The best fit is found for a total number of 15 volcanoes with a probability of individual activity at any time of 0.143. The Pioneer 10 ultraviolet observations are reinterpreted as emissions of sulfur and oxygen ions and are found to be consistent with a plasma much less dense than that observed by the Voyager spacecraft. Late 1978 and the first half of 1979 are shown to be periods of anomalous volcanicity. Rapid variations in electron density are related to enhanced radial diffusion.

Technology-enhanced Interactive Teaching of Marginal, Joint and Conditional Probabilities: The Special Case of Bivariate Normal Distribution

PubMed Central

Dinov, Ivo D.; Kamino, Scott; Bhakhrani, Bilal; Christou, Nicolas

2014-01-01

Summary Data analysis requires subtle probability reasoning to answer questions like What is the chance of event A occurring, given that event B was observed? This generic question arises in discussions of many intriguing scientific questions such as What is the probability that an adolescent weighs between 120 and 140 pounds given that they are of average height? and What is the probability of (monetary) inflation exceeding 4% and housing price index below 110? To address such problems, learning some applied, theoretical or cross-disciplinary probability concepts is necessary. Teaching such courses can be improved by utilizing modern information technology resources. Students’ understanding of multivariate distributions, conditional probabilities, correlation and causation can be significantly strengthened by employing interactive web-based science educational resources. Independent of the type of a probability course (e.g. majors, minors or service probability course, rigorous measure-theoretic, applied or statistics course) student motivation, learning experiences and knowledge retention may be enhanced by blending modern technological tools within the classical conceptual pedagogical models. We have designed, implemented and disseminated a portable open-source web-application for teaching multivariate distributions, marginal, joint and conditional probabilities using the special case of bivariate Normal distribution. A real adolescent height and weight dataset is used to demonstrate the classroom utilization of the new web-application to address problems of parameter estimation, univariate and multivariate inference. PMID:25419016

Technology-enhanced Interactive Teaching of Marginal, Joint and Conditional Probabilities: The Special Case of Bivariate Normal Distribution.

PubMed

Dinov, Ivo D; Kamino, Scott; Bhakhrani, Bilal; Christou, Nicolas

2013-01-01

Data analysis requires subtle probability reasoning to answer questions like What is the chance of event A occurring, given that event B was observed? This generic question arises in discussions of many intriguing scientific questions such as What is the probability that an adolescent weighs between 120 and 140 pounds given that they are of average height? and What is the probability of (monetary) inflation exceeding 4% and housing price index below 110? To address such problems, learning some applied, theoretical or cross-disciplinary probability concepts is necessary. Teaching such courses can be improved by utilizing modern information technology resources. Students' understanding of multivariate distributions, conditional probabilities, correlation and causation can be significantly strengthened by employing interactive web-based science educational resources. Independent of the type of a probability course (e.g. majors, minors or service probability course, rigorous measure-theoretic, applied or statistics course) student motivation, learning experiences and knowledge retention may be enhanced by blending modern technological tools within the classical conceptual pedagogical models. We have designed, implemented and disseminated a portable open-source web-application for teaching multivariate distributions, marginal, joint and conditional probabilities using the special case of bivariate Normal distribution. A real adolescent height and weight dataset is used to demonstrate the classroom utilization of the new web-application to address problems of parameter estimation, univariate and multivariate inference.

Exploring image data assimilation in the prospect of high-resolution satellite oceanic observations

NASA Astrophysics Data System (ADS)

Durán Moro, Marina; Brankart, Jean-Michel; Brasseur, Pierre; Verron, Jacques

2017-07-01

Satellite sensors increasingly provide high-resolution (HR) observations of the ocean. They supply observations of sea surface height (SSH) and of tracers of the dynamics such as sea surface salinity (SSS) and sea surface temperature (SST). In particular, the Surface Water Ocean Topography (SWOT) mission will provide measurements of the surface ocean topography at very high-resolution (HR) delivering unprecedented information on the meso-scale and submeso-scale dynamics. This study investigates the feasibility to use these measurements to reconstruct meso-scale features simulated by numerical models, in particular on the vertical dimension. A methodology to reconstruct three-dimensional (3D) multivariate meso-scale scenes is developed by using a HR numerical model of the Solomon Sea region. An inverse problem is defined in the framework of a twin experiment where synthetic observations are used. A true state is chosen among the 3D multivariate states which is considered as a reference state. In order to correct a first guess of this true state, a two-step analysis is carried out. A probability distribution of the first guess is defined and updated at each step of the analysis: (i) the first step applies the analysis scheme of a reduced-order Kalman filter to update the first guess probability distribution using SSH observation; (ii) the second step minimizes a cost function using observations of HR image structure and a new probability distribution is estimated. The analysis is extended to the vertical dimension using 3D multivariate empirical orthogonal functions (EOFs) and the probabilistic approach allows the update of the probability distribution through the two-step analysis. Experiments show that the proposed technique succeeds in correcting a multivariate state using meso-scale and submeso-scale information contained in HR SSH and image structure observations. It also demonstrates how the surface information can be used to reconstruct the ocean state below the surface.

Theoretical cratering rates on Ida, Mathilde, Eros and Gaspra

NASA Astrophysics Data System (ADS)

Jeffers, S. V.; Asher, D. J.; Bailey, M. E.

2002-11-01

We investigate the main influences on crater size distributions, by deriving results for the four example target objects, (951) Gaspra, (243) Ida, (253) Mathilde and (433) Eros. The dynamical history of each of these asteroids is modelled using the MERCURY (Chambers 1999) numerical integrator. The use of an efficient, Öpik-type, collision code enables the calculation of a velocity histogram and the probability of impact. This when combined with a crater scaling law and an impactor size distribution, through a Monte Carlo method, results in a crater size distribution. The resulting crater probability distributions are in good agreement with observed crater distributions on these asteroids.

Spatial Probability Distribution of Strata's Lithofacies and its Impacts on Land Subsidence in Huairou Emergency Water Resources Region of Beijing

NASA Astrophysics Data System (ADS)

Li, Y.; Gong, H.; Zhu, L.; Guo, L.; Gao, M.; Zhou, C.

2016-12-01

Continuous over-exploitation of groundwater causes dramatic drawdown, and leads to regional land subsidence in the Huairou Emergency Water Resources region, which is located in the up-middle part of the Chaobai river basin of Beijing. Owing to the spatial heterogeneity of strata's lithofacies of the alluvial fan, ground deformation has no significant positive correlation with groundwater drawdown, and one of the challenges ahead is to quantify the spatial distribution of strata's lithofacies. The transition probability geostatistics approach provides potential for characterizing the distribution of heterogeneous lithofacies in the subsurface. Combined the thickness of clay layer extracted from the simulation, with deformation field acquired from PS-InSAR technology, the influence of strata's lithofacies on land subsidence can be analyzed quantitatively. The strata's lithofacies derived from borehole data were generalized into four categories and their probability distribution in the observe space was mined by using the transition probability geostatistics, of which clay was the predominant compressible material. Geologically plausible realizations of lithofacies distribution were produced, accounting for complex heterogeneity in alluvial plain. At a particular probability level of more than 40 percent, the volume of clay defined was 55 percent of the total volume of strata's lithofacies. This level, equaling nearly the volume of compressible clay derived from the geostatistics, was thus chosen to represent the boundary between compressible and uncompressible material. The method incorporates statistical geological information, such as distribution proportions, average lengths and juxtaposition tendencies of geological types, mainly derived from borehole data and expert knowledge, into the Markov chain model of transition probability. Some similarities of patterns were indicated between the spatial distribution of deformation field and clay layer. In the area with roughly similar water table decline, locations in the subsurface having a higher probability for the existence of compressible material occur more than that in the location with a lower probability. Such estimate of spatial probability distribution is useful to analyze the uncertainty of land subsidence.

Universal laws of human society's income distribution

NASA Astrophysics Data System (ADS)

Tao, Yong

2015-10-01

General equilibrium equations in economics play the same role with many-body Newtonian equations in physics. Accordingly, each solution of the general equilibrium equations can be regarded as a possible microstate of the economic system. Since Arrow's Impossibility Theorem and Rawls' principle of social fairness will provide a powerful support for the hypothesis of equal probability, then the principle of maximum entropy is available in a just and equilibrium economy so that an income distribution will occur spontaneously (with the largest probability). Remarkably, some scholars have observed such an income distribution in some democratic countries, e.g. USA. This result implies that the hypothesis of equal probability may be only suitable for some "fair" systems (economic or physical systems). From this meaning, the non-equilibrium systems may be "unfair" so that the hypothesis of equal probability is unavailable.

Vacuum quantum stress tensor fluctuations: A diagonalization approach

NASA Astrophysics Data System (ADS)

Schiappacasse, Enrico D.; Fewster, Christopher J.; Ford, L. H.

2018-01-01

Large vacuum fluctuations of a quantum stress tensor can be described by the asymptotic behavior of its probability distribution. Here we focus on stress tensor operators which have been averaged with a sampling function in time. The Minkowski vacuum state is not an eigenstate of the time-averaged operator, but can be expanded in terms of its eigenstates. We calculate the probability distribution and the cumulative probability distribution for obtaining a given value in a measurement of the time-averaged operator taken in the vacuum state. In these calculations, we study a specific operator that contributes to the stress-energy tensor of a massless scalar field in Minkowski spacetime, namely, the normal ordered square of the time derivative of the field. We analyze the rate of decrease of the tail of the probability distribution for different temporal sampling functions, such as compactly supported functions and the Lorentzian function. We find that the tails decrease relatively slowly, as exponentials of fractional powers, in agreement with previous work using the moments of the distribution. Our results lend additional support to the conclusion that large vacuum stress tensor fluctuations are more probable than large thermal fluctuations, and may have observable effects.

p-adic stochastic hidden variable model

NASA Astrophysics Data System (ADS)

Khrennikov, Andrew

1998-03-01

We propose stochastic hidden variables model in which hidden variables have a p-adic probability distribution ρ(λ) and at the same time conditional probabilistic distributions P(U,λ), U=A,A',B,B', are ordinary probabilities defined on the basis of the Kolmogorov measure-theoretical axiomatics. A frequency definition of p-adic probability is quite similar to the ordinary frequency definition of probability. p-adic frequency probability is defined as the limit of relative frequencies νn but in the p-adic metric. We study a model with p-adic stochastics on the level of the hidden variables description. But, of course, responses of macroapparatuses have to be described by ordinary stochastics. Thus our model describes a mixture of p-adic stochastics of the microworld and ordinary stochastics of macroapparatuses. In this model probabilities for physical observables are the ordinary probabilities. At the same time Bell's inequality is violated.

Skill of Ensemble Seasonal Probability Forecasts

NASA Astrophysics Data System (ADS)

Smith, Leonard A.; Binter, Roman; Du, Hailiang; Niehoerster, Falk

2010-05-01

In operational forecasting, the computational complexity of large simulation models is, ideally, justified by enhanced performance over simpler models. We will consider probability forecasts and contrast the skill of ENSEMBLES-based seasonal probability forecasts of interest to the finance sector (specifically temperature forecasts for Nino 3.4 and the Atlantic Main Development Region (MDR)). The ENSEMBLES model simulations will be contrasted against forecasts from statistical models based on the observations (climatological distributions) and empirical dynamics based on the observations but conditioned on the current state (dynamical climatology). For some start dates, individual ENSEMBLES models yield significant skill even at a lead-time of 14 months. The nature of this skill is discussed, and chances of application are noted. Questions surrounding the interpretation of probability forecasts based on these multi-model ensemble simulations are then considered; the distributions considered are formed by kernel dressing the ensemble and blending with the climatology. The sources of apparent (RMS) skill in distributions based on multi-model simulations is discussed, and it is demonstrated that the inclusion of "zero-skill" models in the long range can improve Root-Mean-Square-Error scores, casting some doubt on the common justification for the claim that all models should be included in forming an operational probability forecast. It is argued that the rational response varies with lead time.

The concept of entropy in landscape evolution

USGS Publications Warehouse

Leopold, Luna Bergere; Langbein, Walter Basil

1962-01-01

The concept of entropy is expressed in terms of probability of various states. Entropy treats of the distribution of energy. The principle is introduced that the most probable condition exists when energy in a river system is as uniformly distributed as may be permitted by physical constraints. From these general considerations equations for the longitudinal profiles of rivers are derived that are mathematically comparable to those observed in the field. The most probable river profiles approach the condition in which the downstream rate of production of entropy per unit mass is constant. Hydraulic equations are insufficient to determine the velocity, depths, and slopes of rivers that are themselves authors of their own hydraulic geometries. A solution becomes possible by introducing the concept that the distribution of energy tends toward the most probable. This solution leads to a theoretical definition of the hydraulic geometry of river channels that agrees closely with field observations. The most probable state for certain physical systems can also be illustrated by random-walk models. Average longitudinal profiles and drainage networks were so derived and these have the properties implied by the theory. The drainage networks derived from random walks have some of the principal properties demonstrated by the Horton analysis; specifically, the logarithms of stream length and stream numbers are proportional to stream order.

Technology-Enhanced Interactive Teaching of Marginal, Joint and Conditional Probabilities: The Special Case of Bivariate Normal Distribution

ERIC Educational Resources Information Center

Dinov, Ivo D.; Kamino, Scott; Bhakhrani, Bilal; Christou, Nicolas

2013-01-01

Data analysis requires subtle probability reasoning to answer questions like "What is the chance of event A occurring, given that event B was observed?" This generic question arises in discussions of many intriguing scientific questions such as "What is the probability that an adolescent weighs between 120 and 140 pounds given that…

Probability theory for 3-layer remote sensing radiative transfer model: univariate case.

PubMed

Ben-David, Avishai; Davidson, Charles E

2012-04-23

A probability model for a 3-layer radiative transfer model (foreground layer, cloud layer, background layer, and an external source at the end of line of sight) has been developed. The 3-layer model is fundamentally important as the primary physical model in passive infrared remote sensing. The probability model is described by the Johnson family of distributions that are used as a fit for theoretically computed moments of the radiative transfer model. From the Johnson family we use the SU distribution that can address a wide range of skewness and kurtosis values (in addition to addressing the first two moments, mean and variance). In the limit, SU can also describe lognormal and normal distributions. With the probability model one can evaluate the potential for detecting a target (vapor cloud layer), the probability of observing thermal contrast, and evaluate performance (receiver operating characteristics curves) in clutter-noise limited scenarios. This is (to our knowledge) the first probability model for the 3-layer remote sensing geometry that treats all parameters as random variables and includes higher-order statistics. © 2012 Optical Society of America

Precipitation Cluster Distributions: Current Climate Storm Statistics and Projected Changes Under Global Warming

NASA Astrophysics Data System (ADS)

Quinn, Kevin Martin

The total amount of precipitation integrated across a precipitation cluster (contiguous precipitating grid cells exceeding a minimum rain rate) is a useful measure of the aggregate size of the disturbance, expressed as the rate of water mass lost or latent heat released, i.e. the power of the disturbance. Probability distributions of cluster power are examined during boreal summer (May-September) and winter (January-March) using satellite-retrieved rain rates from the Tropical Rainfall Measuring Mission (TRMM) 3B42 and Special Sensor Microwave Imager and Sounder (SSM/I and SSMIS) programs, model output from the High Resolution Atmospheric Model (HIRAM, roughly 0.25-0.5 0 resolution), seven 1-2° resolution members of the Coupled Model Intercomparison Project Phase 5 (CMIP5) experiment, and National Center for Atmospheric Research Large Ensemble (NCAR LENS). Spatial distributions of precipitation-weighted centroids are also investigated in observations (TRMM-3B42) and climate models during winter as a metric for changes in mid-latitude storm tracks. Observed probability distributions for both seasons are scale-free from the smallest clusters up to a cutoff scale at high cluster power, after which the probability density drops rapidly. When low rain rates are excluded by choosing a minimum rain rate threshold in defining clusters, the models accurately reproduce observed cluster power statistics and winter storm tracks. Changes in behavior in the tail of the distribution, above the cutoff, are important for impacts since these quantify the frequency of the most powerful storms. End-of-century cluster power distributions and storm track locations are investigated in these models under a "business as usual" global warming scenario. The probability of high cluster power events increases by end-of-century across all models, by up to an order of magnitude for the highest-power events for which statistics can be computed. For the three models in the suite with continuous time series of high resolution output, there is substantial variability on when these probability increases for the most powerful precipitation clusters become detectable, ranging from detectable within the observational period to statistically significant trends emerging only after 2050. A similar analysis of National Centers for Environmental Prediction (NCEP) Reanalysis 2 and SSM/I-SSMIS rain rate retrievals in the recent observational record does not yield reliable evidence of trends in high-power cluster probabilities at this time. Large impacts to mid-latitude storm tracks are projected over the West Coast and eastern North America, with no less than 8 of the 9 models examined showing large increases by end-of-century in the probability density of the most powerful storms, ranging up to a factor of 6.5 in the highest range bin for which historical statistics are computed. However, within these regional domains, there is considerable variation among models in pinpointing exactly where the largest increases will occur.

The effect of microscopic friction and size distributions on conditional probability distributions in soft particle packings

NASA Astrophysics Data System (ADS)

Saitoh, Kuniyasu; Magnanimo, Vanessa; Luding, Stefan

2017-10-01

Employing two-dimensional molecular dynamics (MD) simulations of soft particles, we study their non-affine responses to quasi-static isotropic compression where the effects of microscopic friction between the particles in contact and particle size distributions are examined. To quantify complicated restructuring of force-chain networks under isotropic compression, we introduce the conditional probability distributions (CPDs) of particle overlaps such that a master equation for distribution of overlaps in the soft particle packings can be constructed. From our MD simulations, we observe that the CPDs are well described by q-Gaussian distributions, where we find that the correlation for the evolution of particle overlaps is suppressed by microscopic friction, while it significantly increases with the increase of poly-dispersity.

Continuous-time random-walk model for financial distributions

NASA Astrophysics Data System (ADS)

Masoliver, Jaume; Montero, Miquel; Weiss, George H.

2003-02-01

We apply the formalism of the continuous-time random walk to the study of financial data. The entire distribution of prices can be obtained once two auxiliary densities are known. These are the probability densities for the pausing time between successive jumps and the corresponding probability density for the magnitude of a jump. We have applied the formalism to data on the U.S. dollar deutsche mark future exchange, finding good agreement between theory and the observed data.

Surveillance system and method having an adaptive sequential probability fault detection test

NASA Technical Reports Server (NTRS)

Herzog, James P. (Inventor); Bickford, Randall L. (Inventor)

2005-01-01

System and method providing surveillance of an asset such as a process and/or apparatus by providing training and surveillance procedures that numerically fit a probability density function to an observed residual error signal distribution that is correlative to normal asset operation and then utilizes the fitted probability density function in a dynamic statistical hypothesis test for providing improved asset surveillance.

Surveillance system and method having an adaptive sequential probability fault detection test

NASA Technical Reports Server (NTRS)

Bickford, Randall L. (Inventor); Herzog, James P. (Inventor)

2006-01-01

System and method providing surveillance of an asset such as a process and/or apparatus by providing training and surveillance procedures that numerically fit a probability density function to an observed residual error signal distribution that is correlative to normal asset operation and then utilizes the fitted probability density function in a dynamic statistical hypothesis test for providing improved asset surveillance.

Surveillance System and Method having an Adaptive Sequential Probability Fault Detection Test

NASA Technical Reports Server (NTRS)

Bickford, Randall L. (Inventor); Herzog, James P. (Inventor)

2008-01-01

System and method providing surveillance of an asset such as a process and/or apparatus by providing training and surveillance procedures that numerically fit a probability density function to an observed residual error signal distribution that is correlative to normal asset operation and then utilizes the fitted probability density function in a dynamic statistical hypothesis test for providing improved asset surveillance.

Size distribution of submarine landslides along the U.S. Atlantic margin

USGS Publications Warehouse

Chaytor, J.D.; ten Brink, Uri S.; Solow, A.R.; Andrews, B.D.

2009-01-01

Assessment of the probability for destructive landslide-generated tsunamis depends on the knowledge of the number, size, and frequency of large submarine landslides. This paper investigates the size distribution of submarine landslides along the U.S. Atlantic continental slope and rise using the size of the landslide source regions (landslide failure scars). Landslide scars along the margin identified in a detailed bathymetric Digital Elevation Model (DEM) have areas that range between 0.89??km2 and 2410??km2 and volumes between 0.002??km3 and 179??km3. The area to volume relationship of these failure scars is almost linear (inverse power-law exponent close to 1), suggesting a fairly uniform failure thickness of a few 10s of meters in each event, with only rare, deep excavating landslides. The cumulative volume distribution of the failure scars is very well described by a log-normal distribution rather than by an inverse power-law, the most commonly used distribution for both subaerial and submarine landslides. A log-normal distribution centered on a volume of 0.86??km3 may indicate that landslides preferentially mobilize a moderate amount of material (on the order of 1??km3), rather than large landslides or very small ones. Alternatively, the log-normal distribution may reflect an inverse power law distribution modified by a size-dependent probability of observing landslide scars in the bathymetry data. If the latter is the case, an inverse power-law distribution with an exponent of 1.3 ?? 0.3, modified by a size-dependent conditional probability of identifying more failure scars with increasing landslide size, fits the observed size distribution. This exponent value is similar to the predicted exponent of 1.2 ?? 0.3 for subaerial landslides in unconsolidated material. Both the log-normal and modified inverse power-law distributions of the observed failure scar volumes suggest that large landslides, which have the greatest potential to generate damaging tsunamis, occur infrequently along the margin. ?? 2008 Elsevier B.V.

Predictions from star formation in the multiverse

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

Bousso, Raphael; Leichenauer, Stefan

2010-03-15

We compute trivariate probability distributions in the landscape, scanning simultaneously over the cosmological constant, the primordial density contrast, and spatial curvature. We consider two different measures for regulating the divergences of eternal inflation, and three different models for observers. In one model, observers are assumed to arise in proportion to the entropy produced by stars; in the others, they arise at a fixed time (5 or 10x10{sup 9} years) after star formation. The star formation rate, which underlies all our observer models, depends sensitively on the three scanning parameters. We employ a recently developed model of star formation in themore » multiverse, a considerable refinement over previous treatments of the astrophysical and cosmological properties of different pocket universes. For each combination of observer model and measure, we display all single and bivariate probability distributions, both with the remaining parameter(s) held fixed and marginalized. Our results depend only weakly on the observer model but more strongly on the measure. Using the causal diamond measure, the observed parameter values (or bounds) lie within the central 2{sigma} of nearly all probability distributions we compute, and always within 3{sigma}. This success is encouraging and rather nontrivial, considering the large size and dimension of the parameter space. The causal patch measure gives similar results as long as curvature is negligible. If curvature dominates, the causal patch leads to a novel runaway: it prefers a negative value of the cosmological constant, with the smallest magnitude available in the landscape.« less

Inverse sequential procedures for the monitoring of time series

NASA Technical Reports Server (NTRS)

Radok, Uwe; Brown, Timothy

1993-01-01

Climate changes traditionally have been detected from long series of observations and long after they happened. The 'inverse sequential' monitoring procedure is designed to detect changes as soon as they occur. Frequency distribution parameters are estimated both from the most recent existing set of observations and from the same set augmented by 1,2,...j new observations. Individual-value probability products ('likelihoods') are then calculated which yield probabilities for erroneously accepting the existing parameter(s) as valid for the augmented data set and vice versa. A parameter change is signaled when these probabilities (or a more convenient and robust compound 'no change' probability) show a progressive decrease. New parameters are then estimated from the new observations alone to restart the procedure. The detailed algebra is developed and tested for Gaussian means and variances, Poisson and chi-square means, and linear or exponential trends; a comprehensive and interactive Fortran program is provided in the appendix.

Photon counting statistics analysis of biophotons from hands.

PubMed

Jung, Hyun-Hee; Woo, Won-Myung; Yang, Joon-Mo; Choi, Chunho; Lee, Jonghan; Yoon, Gilwon; Yang, Jong S; Soh, Kwang-Sup

2003-05-01

The photon counting statistics of biophotons emitted from hands is studied with a view to test its agreement with the Poisson distribution. The moments of observed probability up to seventh order have been evaluated. The moments of biophoton emission from hands are in good agreement while those of dark counts of photomultiplier tube show large deviations from the theoretical values of Poisson distribution. The present results are consistent with the conventional delta-value analysis of the second moment of probability.

Information retrieval from wide-band meteorological data - An example

NASA Technical Reports Server (NTRS)

Adelfang, S. I.; Smith, O. E.

1983-01-01

The methods proposed by Smith and Adelfang (1981) and Smith et al. (1982) are used to calculate probabilities over rectangles and sectors of the gust magnitude-gust length plane; probabilities over the same regions are also calculated from the observed distributions and a comparison is also presented to demonstrate the accuracy of the statistical model. These and other statistical results are calculated from samples of Jimsphere wind profiles at Cape Canaveral. The results are presented for a variety of wavelength bands, altitudes, and seasons. It is shown that wind perturbations observed in Jimsphere wind profiles in various wavelength bands can be analyzed by using digital filters. The relationship between gust magnitude and gust length is modeled with the bivariate gamma distribution. It is pointed out that application of the model to calculate probabilities over specific areas of the gust magnitude-gust length plane can be useful in aerospace design.

(abstract) Infrared Cirrus and Future Space Based Astronomy

NASA Technical Reports Server (NTRS)

Gautier, T. N.

1993-01-01

A review of the known properties of the distribution of infrared cirrus is followed by a discussion of the implications of cirrus on observations from space. Probable limitations on space observations due to IR cirrus.

Modeling pore corrosion in normally open gold- plated copper connectors.

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

Battaile, Corbett Chandler; Moffat, Harry K.; Sun, Amy Cha-Tien

2008-09-01

The goal of this study is to model the electrical response of gold plated copper electrical contacts exposed to a mixed flowing gas stream consisting of air containing 10 ppb H{sub 2}S at 30 C and a relative humidity of 70%. This environment accelerates the attack normally observed in a light industrial environment (essentially a simplified version of the Battelle Class 2 environment). Corrosion rates were quantified by measuring the corrosion site density, size distribution, and the macroscopic electrical resistance of the aged surface as a function of exposure time. A pore corrosion numerical model was used to predict bothmore » the growth of copper sulfide corrosion product which blooms through defects in the gold layer and the resulting electrical contact resistance of the aged surface. Assumptions about the distribution of defects in the noble metal plating and the mechanism for how corrosion blooms affect electrical contact resistance were needed to complete the numerical model. Comparisons are made to the experimentally observed number density of corrosion sites, the size distribution of corrosion product blooms, and the cumulative probability distribution of the electrical contact resistance. Experimentally, the bloom site density increases as a function of time, whereas the bloom size distribution remains relatively independent of time. These two effects are included in the numerical model by adding a corrosion initiation probability proportional to the surface area along with a probability for bloom-growth extinction proportional to the corrosion product bloom volume. The cumulative probability distribution of electrical resistance becomes skewed as exposure time increases. While the electrical contact resistance increases as a function of time for a fraction of the bloom population, the median value remains relatively unchanged. In order to model this behavior, the resistance calculated for large blooms has been weighted more heavily.« less

Continuous-Time Classical and Quantum Random Walk on Direct Product of Cayley Graphs

NASA Astrophysics Data System (ADS)

Salimi, S.; Jafarizadeh, M. A.

2009-06-01

In this paper we define direct product of graphs and give a recipe for obtaining probability of observing particle on vertices in the continuous-time classical and quantum random walk. In the recipe, the probability of observing particle on direct product of graph is obtained by multiplication of probability on the corresponding to sub-graphs, where this method is useful to determining probability of walk on complicated graphs. Using this method, we calculate the probability of continuous-time classical and quantum random walks on many of finite direct product Cayley graphs (complete cycle, complete Kn, charter and n-cube). Also, we inquire that the classical state the stationary uniform distribution is reached as t → ∞ but for quantum state is not always satisfied.

Probability distributions of continuous measurement results for conditioned quantum evolution

NASA Astrophysics Data System (ADS)

Franquet, A.; Nazarov, Yuli V.

2017-02-01

We address the statistics of continuous weak linear measurement on a few-state quantum system that is subject to a conditioned quantum evolution. For a conditioned evolution, both the initial and final states of the system are fixed: the latter is achieved by the postselection in the end of the evolution. The statistics may drastically differ from the nonconditioned case, and the interference between initial and final states can be observed in the probability distributions of measurement outcomes as well as in the average values exceeding the conventional range of nonconditioned averages. We develop a proper formalism to compute the distributions of measurement outcomes, and evaluate and discuss the distributions in experimentally relevant setups. We demonstrate the manifestations of the interference between initial and final states in various regimes. We consider analytically simple examples of nontrivial probability distributions. We reveal peaks (or dips) at half-quantized values of the measurement outputs. We discuss in detail the case of zero overlap between initial and final states demonstrating anomalously big average outputs and sudden jump in time-integrated output. We present and discuss the numerical evaluation of the probability distribution aiming at extending the analytical results and describing a realistic experimental situation of a qubit in the regime of resonant fluorescence.

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

Goldstein, Adam; Connaughton, Valerie; Briggs, Michael S.

We present a method to estimate the jet opening angles of long duration gamma-ray bursts (GRBs) using the prompt gamma-ray energetics and an inversion of the Ghirlanda relation, which is a correlation between the time-integrated peak energy of the GRB prompt spectrum and the collimation-corrected energy in gamma-rays. The derived jet opening angles using this method and detailed assumptions match well with the corresponding inferred jet opening angles obtained when a break in the afterglow is observed. Furthermore, using a model of the predicted long GRB redshift probability distribution observable by the Fermi Gamma-ray Burst Monitor (GBM), we estimate themore » probability distributions for the jet opening angle and rest-frame energetics for a large sample of GBM GRBs for which the redshifts have not been observed. Previous studies have only used a handful of GRBs to estimate these properties due to the paucity of observed afterglow jet breaks, spectroscopic redshifts, and comprehensive prompt gamma-ray observations, and we potentially expand the number of GRBs that can be used in this analysis by more than an order of magnitude. In this analysis, we also present an inferred distribution of jet breaks which indicates that a large fraction of jet breaks are not observable with current instrumentation and observing strategies. We present simple parameterizations for the jet angle, energetics, and jet break distributions so that they may be used in future studies.« less

The probability distribution model of air pollution index and its dominants in Kuala Lumpur

NASA Astrophysics Data System (ADS)

AL-Dhurafi, Nasr Ahmed; Razali, Ahmad Mahir; Masseran, Nurulkamal; Zamzuri, Zamira Hasanah

2016-11-01

This paper focuses on the statistical modeling for the distributions of air pollution index (API) and its sub-indexes data observed at Kuala Lumpur in Malaysia. Five pollutants or sub-indexes are measured including, carbon monoxide (CO); sulphur dioxide (SO2); nitrogen dioxide (NO2), and; particulate matter (PM10). Four probability distributions are considered, namely log-normal, exponential, Gamma and Weibull in search for the best fit distribution to the Malaysian air pollutants data. In order to determine the best distribution for describing the air pollutants data, five goodness-of-fit criteria's are applied. This will help in minimizing the uncertainty in pollution resource estimates and improving the assessment phase of planning. The conflict in criterion results for selecting the best distribution was overcome by using the weight of ranks method. We found that the Gamma distribution is the best distribution for the majority of air pollutants data in Kuala Lumpur.

Probabilistic sensitivity analysis for decision trees with multiple branches: use of the Dirichlet distribution in a Bayesian framework.

PubMed

Briggs, Andrew H; Ades, A E; Price, Martin J

2003-01-01

In structuring decision models of medical interventions, it is commonly recommended that only 2 branches be used for each chance node to avoid logical inconsistencies that can arise during sensitivity analyses if the branching probabilities do not sum to 1. However, information may be naturally available in an unconditional form, and structuring a tree in conditional form may complicate rather than simplify the sensitivity analysis of the unconditional probabilities. Current guidance emphasizes using probabilistic sensitivity analysis, and a method is required to provide probabilistic probabilities over multiple branches that appropriately represents uncertainty while satisfying the requirement that mutually exclusive event probabilities should sum to 1. The authors argue that the Dirichlet distribution, the multivariate equivalent of the beta distribution, is appropriate for this purpose and illustrate its use for generating a fully probabilistic transition matrix for a Markov model. Furthermore, they demonstrate that by adopting a Bayesian approach, the problem of observing zero counts for transitions of interest can be overcome.

Atom counting in HAADF STEM using a statistical model-based approach: methodology, possibilities, and inherent limitations.

PubMed

De Backer, A; Martinez, G T; Rosenauer, A; Van Aert, S

2013-11-01

In the present paper, a statistical model-based method to count the number of atoms of monotype crystalline nanostructures from high resolution high-angle annular dark-field (HAADF) scanning transmission electron microscopy (STEM) images is discussed in detail together with a thorough study on the possibilities and inherent limitations. In order to count the number of atoms, it is assumed that the total scattered intensity scales with the number of atoms per atom column. These intensities are quantitatively determined using model-based statistical parameter estimation theory. The distribution describing the probability that intensity values are generated by atomic columns containing a specific number of atoms is inferred on the basis of the experimental scattered intensities. Finally, the number of atoms per atom column is quantified using this estimated probability distribution. The number of atom columns available in the observed STEM image, the number of components in the estimated probability distribution, the width of the components of the probability distribution, and the typical shape of a criterion to assess the number of components in the probability distribution directly affect the accuracy and precision with which the number of atoms in a particular atom column can be estimated. It is shown that single atom sensitivity is feasible taking the latter aspects into consideration. © 2013 Elsevier B.V. All rights reserved.

Optimal methods for fitting probability distributions to propagule retention time in studies of zoochorous dispersal.

PubMed

Viana, Duarte S; Santamaría, Luis; Figuerola, Jordi

2016-02-01

Propagule retention time is a key factor in determining propagule dispersal distance and the shape of "seed shadows". Propagules dispersed by animal vectors are either ingested and retained in the gut until defecation or attached externally to the body until detachment. Retention time is a continuous variable, but it is commonly measured at discrete time points, according to pre-established sampling time-intervals. Although parametric continuous distributions have been widely fitted to these interval-censored data, the performance of different fitting methods has not been evaluated. To investigate the performance of five different fitting methods, we fitted parametric probability distributions to typical discretized retention-time data with known distribution using as data-points either the lower, mid or upper bounds of sampling intervals, as well as the cumulative distribution of observed values (using either maximum likelihood or non-linear least squares for parameter estimation); then compared the estimated and original distributions to assess the accuracy of each method. We also assessed the robustness of these methods to variations in the sampling procedure (sample size and length of sampling time-intervals). Fittings to the cumulative distribution performed better for all types of parametric distributions (lognormal, gamma and Weibull distributions) and were more robust to variations in sample size and sampling time-intervals. These estimated distributions had negligible deviations of up to 0.045 in cumulative probability of retention times (according to the Kolmogorov-Smirnov statistic) in relation to original distributions from which propagule retention time was simulated, supporting the overall accuracy of this fitting method. In contrast, fitting the sampling-interval bounds resulted in greater deviations that ranged from 0.058 to 0.273 in cumulative probability of retention times, which may introduce considerable biases in parameter estimates. We recommend the use of cumulative probability to fit parametric probability distributions to propagule retention time, specifically using maximum likelihood for parameter estimation. Furthermore, the experimental design for an optimal characterization of unimodal propagule retention time should contemplate at least 500 recovered propagules and sampling time-intervals not larger than the time peak of propagule retrieval, except in the tail of the distribution where broader sampling time-intervals may also produce accurate fits.

Probability Density Functions of Observed Rainfall in Montana

NASA Technical Reports Server (NTRS)

Larsen, Scott D.; Johnson, L. Ronald; Smith, Paul L.

1995-01-01

The question of whether a rain rate probability density function (PDF) can vary uniformly between precipitation events is examined. Image analysis on large samples of radar echoes is possible because of advances in technology. The data provided by such an analysis easily allow development of radar reflectivity factors (and by extension rain rate) distribution. Finding a PDF becomes a matter of finding a function that describes the curve approximating the resulting distributions. Ideally, one PDF would exist for all cases; or many PDF's that have the same functional form with only systematic variations in parameters (such as size or shape) exist. Satisfying either of theses cases will, validate the theoretical basis of the Area Time Integral (ATI). Using the method of moments and Elderton's curve selection criteria, the Pearson Type 1 equation was identified as a potential fit for 89 percent of the observed distributions. Further analysis indicates that the Type 1 curve does approximate the shape of the distributions but quantitatively does not produce a great fit. Using the method of moments and Elderton's curve selection criteria, the Pearson Type 1 equation was identified as a potential fit for 89% of the observed distributions. Further analysis indicates that the Type 1 curve does approximate the shape of the distributions but quantitatively does not produce a great fit.

How to model a negligible probability under the WTO sanitary and phytosanitary agreement?

PubMed

Powell, Mark R

2013-06-01

Since the 1997 EC--Hormones decision, World Trade Organization (WTO) Dispute Settlement Panels have wrestled with the question of what constitutes a negligible risk under the Sanitary and Phytosanitary Agreement. More recently, the 2010 WTO Australia--Apples Panel focused considerable attention on the appropriate quantitative model for a negligible probability in a risk assessment. The 2006 Australian Import Risk Analysis for Apples from New Zealand translated narrative probability statements into quantitative ranges. The uncertainty about a "negligible" probability was characterized as a uniform distribution with a minimum value of zero and a maximum value of 10(-6) . The Australia - Apples Panel found that the use of this distribution would tend to overestimate the likelihood of "negligible" events and indicated that a triangular distribution with a most probable value of zero and a maximum value of 10⁻⁶ would correct the bias. The Panel observed that the midpoint of the uniform distribution is 5 × 10⁻⁷ but did not consider that the triangular distribution has an expected value of 3.3 × 10⁻⁷. Therefore, if this triangular distribution is the appropriate correction, the magnitude of the bias found by the Panel appears modest. The Panel's detailed critique of the Australian risk assessment, and the conclusions of the WTO Appellate Body about the materiality of flaws found by the Panel, may have important implications for the standard of review for risk assessments under the WTO SPS Agreement. © 2012 Society for Risk Analysis.

The utility of Bayesian predictive probabilities for interim monitoring of clinical trials

PubMed Central

Connor, Jason T.; Ayers, Gregory D; Alvarez, JoAnn

2014-01-01

Background Bayesian predictive probabilities can be used for interim monitoring of clinical trials to estimate the probability of observing a statistically significant treatment effect if the trial were to continue to its predefined maximum sample size. Purpose We explore settings in which Bayesian predictive probabilities are advantageous for interim monitoring compared to Bayesian posterior probabilities, p-values, conditional power, or group sequential methods. Results For interim analyses that address prediction hypotheses, such as futility monitoring and efficacy monitoring with lagged outcomes, only predictive probabilities properly account for the amount of data remaining to be observed in a clinical trial and have the flexibility to incorporate additional information via auxiliary variables. Limitations Computational burdens limit the feasibility of predictive probabilities in many clinical trial settings. The specification of prior distributions brings additional challenges for regulatory approval. Conclusions The use of Bayesian predictive probabilities enables the choice of logical interim stopping rules that closely align with the clinical decision making process. PMID:24872363

Main Geomagnetic Field Models from Oersted and Magsat Data Via a Rigorous General Inverse Theory with Error Bounds

NASA Technical Reports Server (NTRS)

Backus, George E.

1999-01-01

The purpose of the grant was to study how prior information about the geomagnetic field can be used to interpret surface and satellite magnetic measurements, to generate quantitative descriptions of prior information that might be so used, and to use this prior information to obtain from satellite data a model of the core field with statistically justifiable error estimates. The need for prior information in geophysical inversion has long been recognized. Data sets are finite, and faithful descriptions of aspects of the earth almost always require infinite-dimensional model spaces. By themselves, the data can confine the correct earth model only to an infinite-dimensional subset of the model space. Earth properties other than direct functions of the observed data cannot be estimated from those data without prior information about the earth. Prior information is based on what the observer already knows before the data become available. Such information can be "hard" or "soft". Hard information is a belief that the real earth must lie in some known region of model space. For example, the total ohmic dissipation in the core is probably less that the total observed geothermal heat flow out of the earth's surface. (In principle, ohmic heat in the core can be recaptured to help drive the dynamo, but this effect is probably small.) "Soft" information is a probability distribution on the model space, a distribution that the observer accepts as a quantitative description of her/his beliefs about the earth. The probability distribution can be a subjective prior in the sense of Bayes or the objective result of a statistical study of previous data or relevant theories.

The Unevenly Distributed Nearest Brown Dwarfs

NASA Astrophysics Data System (ADS)

Bihain, Gabriel; Scholz, Ralf-Dieter

2016-08-01

To address the questions of how many brown dwarfs there are in the Milky Way, how do these objects relate to star formation, and whether the brown dwarf formation rate was different in the past, the star-to-brown dwarf number ratio can be considered. While main sequence stars are well known components of the solar neighborhood, lower mass, substellar objects increasingly add to the census of the nearest objects. The sky projection of the known objects at <6.5 pc shows that stars present a uniform distribution and brown dwarfs a non-uniform distribution, with about four times more brown dwarfs behind than ahead of the Sun relative to the direction of rotation of the Galaxy. Assuming that substellar objects distribute uniformly, their observed configuration has a probability of 0.1 %. The helio- and geocentricity of the configuration suggests that it probably results from an observational bias, which if compensated for by future discoveries, would bring the star-to-brown dwarf ratio in agreement with the average ratio found in star forming regions.

Probing the statistics of transport in the Hénon Map

NASA Astrophysics Data System (ADS)

Alus, O.; Fishman, S.; Meiss, J. D.

2016-09-01

The phase space of an area-preserving map typically contains infinitely many elliptic islands embedded in a chaotic sea. Orbits near the boundary of a chaotic region have been observed to stick for long times, strongly influencing their transport properties. The boundary is composed of invariant "boundary circles." We briefly report recent results of the distribution of rotation numbers of boundary circles for the Hénon quadratic map and show that the probability of occurrence of small integer entries of their continued fraction expansions is larger than would be expected for a number chosen at random. However, large integer entries occur with probabilities distributed proportionally to the random case. The probability distributions of ratios of fluxes through island chains is reported as well. These island chains are neighbours in the sense of the Meiss-Ott Markov-tree model. Two distinct universality families are found. The distributions of the ratio between the flux and orbital period are also presented. All of these results have implications for models of transport in mixed phase space.

Specifying the Probability Characteristics of Funnel Plot Control Limits: An Investigation of Three Approaches

PubMed Central

Manktelow, Bradley N.; Seaton, Sarah E.

2012-01-01

Background Emphasis is increasingly being placed on the monitoring and comparison of clinical outcomes between healthcare providers. Funnel plots have become a standard graphical methodology to identify outliers and comprise plotting an outcome summary statistic from each provider against a specified ‘target’ together with upper and lower control limits. With discrete probability distributions it is not possible to specify the exact probability that an observation from an ‘in-control’ provider will fall outside the control limits. However, general probability characteristics can be set and specified using interpolation methods. Guidelines recommend that providers falling outside such control limits should be investigated, potentially with significant consequences, so it is important that the properties of the limits are understood. Methods Control limits for funnel plots for the Standardised Mortality Ratio (SMR) based on the Poisson distribution were calculated using three proposed interpolation methods and the probability calculated of an ‘in-control’ provider falling outside of the limits. Examples using published data were shown to demonstrate the potential differences in the identification of outliers. Results The first interpolation method ensured that the probability of an observation of an ‘in control’ provider falling outside either limit was always less than a specified nominal probability (p). The second method resulted in such an observation falling outside either limit with a probability that could be either greater or less than p, depending on the expected number of events. The third method led to a probability that was always greater than, or equal to, p. Conclusion The use of different interpolation methods can lead to differences in the identification of outliers. This is particularly important when the expected number of events is small. We recommend that users of these methods be aware of the differences, and specify which interpolation method is to be used prior to any analysis. PMID:23029202

Unified nano-mechanics based probabilistic theory of quasibrittle and brittle structures: II. Fatigue crack growth, lifetime and scaling

NASA Astrophysics Data System (ADS)

Le, Jia-Liang; Bažant, Zdeněk P.

2011-07-01

This paper extends the theoretical framework presented in the preceding Part I to the lifetime distribution of quasibrittle structures failing at the fracture of one representative volume element under constant amplitude fatigue. The probability distribution of the critical stress amplitude is derived for a given number of cycles and a given minimum-to-maximum stress ratio. The physical mechanism underlying the Paris law for fatigue crack growth is explained under certain plausible assumptions about the damage accumulation in the cyclic fracture process zone at the tip of subcritical crack. This law is then used to relate the probability distribution of critical stress amplitude to the probability distribution of fatigue lifetime. The theory naturally yields a power-law relation for the stress-life curve (S-N curve), which agrees with Basquin's law. Furthermore, the theory indicates that, for quasibrittle structures, the S-N curve must be size dependent. Finally, physical explanation is provided to the experimentally observed systematic deviations of lifetime histograms of various ceramics and bones from the Weibull distribution, and their close fits by the present theory are demonstrated.

Estimation of distribution overlap of urn models.

PubMed

Hampton, Jerrad; Lladser, Manuel E

2012-01-01

A classical problem in statistics is estimating the expected coverage of a sample, which has had applications in gene expression, microbial ecology, optimization, and even numismatics. Here we consider a related extension of this problem to random samples of two discrete distributions. Specifically, we estimate what we call the dissimilarity probability of a sample, i.e., the probability of a draw from one distribution not being observed in [Formula: see text] draws from another distribution. We show our estimator of dissimilarity to be a [Formula: see text]-statistic and a uniformly minimum variance unbiased estimator of dissimilarity over the largest appropriate range of [Formula: see text]. Furthermore, despite the non-Markovian nature of our estimator when applied sequentially over [Formula: see text], we show it converges uniformly in probability to the dissimilarity parameter, and we present criteria when it is approximately normally distributed and admits a consistent jackknife estimator of its variance. As proof of concept, we analyze V35 16S rRNA data to discern between various microbial environments. Other potential applications concern any situation where dissimilarity of two discrete distributions may be of interest. For instance, in SELEX experiments, each urn could represent a random RNA pool and each draw a possible solution to a particular binding site problem over that pool. The dissimilarity of these pools is then related to the probability of finding binding site solutions in one pool that are absent in the other.

A Search Model for Imperfectly Detected Targets

NASA Technical Reports Server (NTRS)

Ahumada, Albert

2012-01-01

Under the assumptions that 1) the search region can be divided up into N non-overlapping sub-regions that are searched sequentially, 2) the probability of detection is unity if a sub-region is selected, and 3) no information is available to guide the search, there are two extreme case models. The search can be done perfectly, leading to a uniform distribution over the number of searches required, or the search can be done with no memory, leading to a geometric distribution for the number of searches required with a success probability of 1/N. If the probability of detection P is less than unity, but the search is done otherwise perfectly, the searcher will have to search the N regions repeatedly until detection occurs. The number of searches is thus the sum two random variables. One is N times the number of full searches (a geometric distribution with success probability P) and the other is the uniform distribution over the integers 1 to N. The first three moments of this distribution were computed, giving the mean, standard deviation, and the kurtosis of the distribution as a function of the two parameters. The model was fit to the data presented last year (Ahumada, Billington, & Kaiwi, 2 required to find a single pixel target on a simulated horizon. The model gave a good fit to the three moments for all three observers.

A multimodal detection model of dolphins to estimate abundance validated by field experiments.

PubMed

Akamatsu, Tomonari; Ura, Tamaki; Sugimatsu, Harumi; Bahl, Rajendar; Behera, Sandeep; Panda, Sudarsan; Khan, Muntaz; Kar, S K; Kar, C S; Kimura, Satoko; Sasaki-Yamamoto, Yukiko

2013-09-01

Abundance estimation of marine mammals requires matching of detection of an animal or a group of animal by two independent means. A multimodal detection model using visual and acoustic cues (surfacing and phonation) that enables abundance estimation of dolphins is proposed. The method does not require a specific time window to match the cues of both means for applying mark-recapture method. The proposed model was evaluated using data obtained in field observations of Ganges River dolphins and Irrawaddy dolphins, as examples of dispersed and condensed distributions of animals, respectively. The acoustic detection probability was approximately 80%, 20% higher than that of visual detection for both species, regardless of the distribution of the animals in present study sites. The abundance estimates of Ganges River dolphins and Irrawaddy dolphins fairly agreed with the numbers reported in previous monitoring studies. The single animal detection probability was smaller than that of larger cluster size, as predicted by the model and confirmed by field data. However, dense groups of Irrawaddy dolphins showed difference in cluster sizes observed by visual and acoustic methods. Lower detection probability of single clusters of this species seemed to be caused by the clumped distribution of this species.

Shape of growth-rate distribution determines the type of Non-Gibrat’s Property

NASA Astrophysics Data System (ADS)

Ishikawa, Atushi; Fujimoto, Shouji; Mizuno, Takayuki

2011-11-01

In this study, the authors examine exhaustive business data on Japanese firms, which cover nearly all companies in the mid- and large-scale ranges in terms of firm size, to reach several key findings on profits/sales distribution and business growth trends. Here, profits denote net profits. First, detailed balance is observed not only in profits data but also in sales data. Furthermore, the growth-rate distribution of sales has wider tails than the linear growth-rate distribution of profits in log-log scale. On the one hand, in the mid-scale range of profits, the probability of positive growth decreases and the probability of negative growth increases symmetrically as the initial value increases. This is called Non-Gibrat’s First Property. On the other hand, in the mid-scale range of sales, the probability of positive growth decreases as the initial value increases, while the probability of negative growth hardly changes. This is called Non-Gibrat’s Second Property. Under detailed balance, Non-Gibrat’s First and Second Properties are analytically derived from the linear and quadratic growth-rate distributions in log-log scale, respectively. In both cases, the log-normal distribution is inferred from Non-Gibrat’s Properties and detailed balance. These analytic results are verified by empirical data. Consequently, this clarifies the notion that the difference in shapes between growth-rate distributions of sales and profits is closely related to the difference between the two Non-Gibrat’s Properties in the mid-scale range.

Trending in Probability of Collision Measurements via a Bayesian Zero-Inflated Beta Mixed Model

NASA Technical Reports Server (NTRS)

Vallejo, Jonathon; Hejduk, Matt; Stamey, James

2015-01-01

We investigate the performance of a generalized linear mixed model in predicting the Probabilities of Collision (Pc) for conjunction events. Specifically, we apply this model to the log(sub 10) transformation of these probabilities and argue that this transformation yields values that can be considered bounded in practice. Additionally, this bounded random variable, after scaling, is zero-inflated. Consequently, we model these values using the zero-inflated Beta distribution, and utilize the Bayesian paradigm and the mixed model framework to borrow information from past and current events. This provides a natural way to model the data and provides a basis for answering questions of interest, such as what is the likelihood of observing a probability of collision equal to the effective value of zero on a subsequent observation.

In-situ observations of a bi-modal ion distribution in the outer coma of comet P/Halley

NASA Technical Reports Server (NTRS)

Thomsen, M. F.; Feldman, W. C.; Wilken, B.; Jockers, K.; Stuedemann, W.

1987-01-01

Observations obtained by the Johnstone Plasma Analyzer on the Giotto fly-by of comet Halley showed a fairly sudden decrease in the count rate of energetic (about 30 KeV) water-group ions inside about 500,000 km from the nucleus. This decrease was accompanied by the appearance of a new water-group ion population at slightly lower energies (less than 10 KeV). Close inspection reveals that this lower-energy peak was also present somewhat earlier in the postshock flow but only became prominent near the sudden transition just described. It is shown that the observed bimodal ion distribution is well explained in terms of the velocity history of the accreting solar wind flow in the outer coma. The decline in count rate of the energetic pick-up distribution is due to a relatively sudden slowing of the bulk flow there and not to a loss of particles. Hence, charge-exchange cooling of the flow is probably not important at these distances from the nucleus. The observations suggest that pitch-angle scattering is fairly efficient at least after the bow shock, but that energy diffusion is probably not very efficient.

A multistate dynamic site occupancy model for spatially aggregated sessile communities

USGS Publications Warehouse

Fukaya, Keiichi; Royle, J. Andrew; Okuda, Takehiro; Nakaoka, Masahiro; Noda, Takashi

2017-01-01

Estimation of transition probabilities of sessile communities seems easy in principle but may still be difficult in practice because resampling error (i.e. a failure to resample exactly the same location at fixed points) may cause significant estimation bias. Previous studies have developed novel analytical methods to correct for this estimation bias. However, they did not consider the local structure of community composition induced by the aggregated distribution of organisms that is typically observed in sessile assemblages and is very likely to affect observations.We developed a multistate dynamic site occupancy model to estimate transition probabilities that accounts for resampling errors associated with local community structure. The model applies a nonparametric multivariate kernel smoothing methodology to the latent occupancy component to estimate the local state composition near each observation point, which is assumed to determine the probability distribution of data conditional on the occurrence of resampling error.By using computer simulations, we confirmed that an observation process that depends on local community structure may bias inferences about transition probabilities. By applying the proposed model to a real data set of intertidal sessile communities, we also showed that estimates of transition probabilities and of the properties of community dynamics may differ considerably when spatial dependence is taken into account.Results suggest the importance of accounting for resampling error and local community structure for developing management plans that are based on Markovian models. Our approach provides a solution to this problem that is applicable to broad sessile communities. It can even accommodate an anisotropic spatial correlation of species composition, and may also serve as a basis for inferring complex nonlinear ecological dynamics.

Spatial distribution and occurrence probability of regional new particle formation events in eastern China

NASA Astrophysics Data System (ADS)

Shen, Xiaojing; Sun, Junying; Kivekäs, Niku; Kristensson, Adam; Zhang, Xiaoye; Zhang, Yangmei; Zhang, Lu; Fan, Ruxia; Qi, Xuefei; Ma, Qianli; Zhou, Huaigang

2018-01-01

In this work, the spatial extent of new particle formation (NPF) events and the relative probability of observing particles originating from different spatial origins around three rural sites in eastern China were investigated using the NanoMap method, using particle number size distribution (PNSD) data and air mass back trajectories. The length of the datasets used were 7, 1.5, and 3 years at rural sites Shangdianzi (SDZ) in the North China Plain (NCP), Mt. Tai (TS) in central eastern China, and Lin'an (LAN) in the Yangtze River Delta region in eastern China, respectively. Regional NPF events were observed to occur with the horizontal extent larger than 500 km at SDZ and TS, favoured by the fast transport of northwesterly air masses. At LAN, however, the spatial footprint of NPF events was mostly observed around the site within 100-200 km. Difference in the horizontal spatial distribution of new particle source areas at different sites was connected to typical meteorological conditions at the sites. Consecutive large-scale regional NPF events were observed at SDZ and TS simultaneously and were associated with a high surface pressure system dominating over this area. Simultaneous NPF events at SDZ and LAN were seldom observed. At SDZ the polluted air masses arriving over the NCP were associated with higher particle growth rate (GR) and new particle formation rate (J) than air masses from Inner Mongolia (IM). At TS the same phenomenon was observed for J, but GR was somewhat lower in air masses arriving over the NCP compared to those arriving from IM. The capability of NanoMap to capture the NPF occurrence probability depends on the length of the dataset of PNSD measurement but also on topography around the measurement site and typical air mass advection speed during NPF events. Thus the long-term measurements of PNSD in the planetary boundary layer are necessary in the further study of spatial extent and the probability of NPF events. The spatial extent, relative probability of occurrence, and typical evolution of PNSD during NPF events presented in this study provide valuable information to further understand the climate and air quality effects of new particle formation.

Combined statistical analysis of landslide release and propagation

NASA Astrophysics Data System (ADS)

Mergili, Martin; Rohmaneo, Mohammad; Chu, Hone-Jay

2016-04-01

Statistical methods - often coupled with stochastic concepts - are commonly employed to relate areas affected by landslides with environmental layers, and to estimate spatial landslide probabilities by applying these relationships. However, such methods only concern the release of landslides, disregarding their motion. Conceptual models for mass flow routing are used for estimating landslide travel distances and possible impact areas. Automated approaches combining release and impact probabilities are rare. The present work attempts to fill this gap by a fully automated procedure combining statistical and stochastic elements, building on the open source GRASS GIS software: (1) The landslide inventory is subset into release and deposition zones. (2) We employ a traditional statistical approach to estimate the spatial release probability of landslides. (3) We back-calculate the probability distribution of the angle of reach of the observed landslides, employing the software tool r.randomwalk. One set of random walks is routed downslope from each pixel defined as release area. Each random walk stops when leaving the observed impact area of the landslide. (4) The cumulative probability function (cdf) derived in (3) is used as input to route a set of random walks downslope from each pixel in the study area through the DEM, assigning the probability gained from the cdf to each pixel along the path (impact probability). The impact probability of a pixel is defined as the average impact probability of all sets of random walks impacting a pixel. Further, the average release probabilities of the release pixels of all sets of random walks impacting a given pixel are stored along with the area of the possible release zone. (5) We compute the zonal release probability by increasing the release probability according to the size of the release zone - the larger the zone, the larger the probability that a landslide will originate from at least one pixel within this zone. We quantify this relationship by a set of empirical curves. (6) Finally, we multiply the zonal release probability with the impact probability in order to estimate the combined impact probability for each pixel. We demonstrate the model with a 167 km² study area in Taiwan, using an inventory of landslides triggered by the typhoon Morakot. Analyzing the model results leads us to a set of key conclusions: (i) The average composite impact probability over the entire study area corresponds well to the density of observed landside pixels. Therefore we conclude that the method is valid in general, even though the concept of the zonal release probability bears some conceptual issues that have to be kept in mind. (ii) The parameters used as predictors cannot fully explain the observed distribution of landslides. The size of the release zone influences the composite impact probability to a larger degree than the pixel-based release probability. (iii) The prediction rate increases considerably when excluding the largest, deep-seated, landslides from the analysis. We conclude that such landslides are mainly related to geological features hardly reflected in the predictor layers used.

Delineating Hydrofacies Spatial Distribution by Integrating Ensemble Data Assimilation and Indicator Geostatistics

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

Song, Xuehang; Chen, Xingyuan; Ye, Ming

2015-07-01

This study develops a new framework of facies-based data assimilation for characterizing spatial distribution of hydrofacies and estimating their associated hydraulic properties. This framework couples ensemble data assimilation with transition probability-based geostatistical model via a parameterization based on a level set function. The nature of ensemble data assimilation makes the framework efficient and flexible to be integrated with various types of observation data. The transition probability-based geostatistical model keeps the updated hydrofacies distributions under geological constrains. The framework is illustrated by using a two-dimensional synthetic study that estimates hydrofacies spatial distribution and permeability in each hydrofacies from transient head data.more » Our results show that the proposed framework can characterize hydrofacies distribution and associated permeability with adequate accuracy even with limited direct measurements of hydrofacies. Our study provides a promising starting point for hydrofacies delineation in complex real problems.« less

A robust method to forecast volcanic ash clouds

USGS Publications Warehouse

Denlinger, Roger P.; Pavolonis, Mike; Sieglaff, Justin

2012-01-01

Ash clouds emanating from volcanic eruption columns often form trails of ash extending thousands of kilometers through the Earth's atmosphere, disrupting air traffic and posing a significant hazard to air travel. To mitigate such hazards, the community charged with reducing flight risk must accurately assess risk of ash ingestion for any flight path and provide robust forecasts of volcanic ash dispersal. In response to this need, a number of different transport models have been developed for this purpose and applied to recent eruptions, providing a means to assess uncertainty in forecasts. Here we provide a framework for optimal forecasts and their uncertainties given any model and any observational data. This involves random sampling of the probability distributions of input (source) parameters to a transport model and iteratively running the model with different inputs, each time assessing the predictions that the model makes about ash dispersal by direct comparison with satellite data. The results of these comparisons are embodied in a likelihood function whose maximum corresponds to the minimum misfit between model output and observations. Bayes theorem is then used to determine a normalized posterior probability distribution and from that a forecast of future uncertainty in ash dispersal. The nature of ash clouds in heterogeneous wind fields creates a strong maximum likelihood estimate in which most of the probability is localized to narrow ranges of model source parameters. This property is used here to accelerate probability assessment, producing a method to rapidly generate a prediction of future ash concentrations and their distribution based upon assimilation of satellite data as well as model and data uncertainties. Applying this method to the recent eruption of Eyjafjallajökull in Iceland, we show that the 3 and 6 h forecasts of ash cloud location probability encompassed the location of observed satellite-determined ash cloud loads, providing an efficient means to assess all of the hazards associated with these ash clouds.

Evolution of ion emission yield of alloys with the nature of the solute. 2: Interpretation

NASA Technical Reports Server (NTRS)

Blaise, G.; Slodzian, G.

1977-01-01

Solid solutions of transition elements in copper, nickel, cobalt, iron, and aluminum matrices were analyzed by observing secondary ion emissions under bombardment with 6.2-keV argon ions. Enchancement of the production of solute-element ions was observed. An ion emission model is proposed according to which the ion yield is governed by the probability of an atom leaving the metal in a preionized state. The energy distribution of the valence electrons of the solute atoms is the bases of the probability calculation.

Competency criteria and the class inclusion task: modeling judgments and justifications.

PubMed

Thomas, H; Horton, J J

1997-11-01

Preschool age children's class inclusion task responses were modeled as mixtures of different probability distributions. The main idea: Different response strategies are equivalent to different probability distributions. A child displays cognitive strategy s if P (child uses strategy s, given the child's observed score X = x) = p(s) is the most probable strategy. The general approach is widely applicable to many settings. Both judgment and justification questions were asked. Judgment response strategies identified were subclass comparison, guessing, and inclusion logic. Children's justifications lagged their judgments in development. Although justification responses may be useful, C. J. Brainerd was largely correct: If a single response variable is to be selected, a judgments variable is likely the preferable one. But the process must be modeled to identify cognitive strategies, as B. Hodkin has demonstrated.

Neural response to reward anticipation under risk is nonlinear in probabilities.

PubMed

Hsu, Ming; Krajbich, Ian; Zhao, Chen; Camerer, Colin F

2009-02-18

A widely observed phenomenon in decision making under risk is the apparent overweighting of unlikely events and the underweighting of nearly certain events. This violates standard assumptions in expected utility theory, which requires that expected utility be linear (objective) in probabilities. Models such as prospect theory have relaxed this assumption and introduced the notion of a "probability weighting function," which captures the key properties found in experimental data. This study reports functional magnetic resonance imaging (fMRI) data that neural response to expected reward is nonlinear in probabilities. Specifically, we found that activity in the striatum during valuation of monetary gambles are nonlinear in probabilities in the pattern predicted by prospect theory, suggesting that probability distortion is reflected at the level of the reward encoding process. The degree of nonlinearity reflected in individual subjects' decisions is also correlated with striatal activity across subjects. Our results shed light on the neural mechanisms of reward processing, and have implications for future neuroscientific studies of decision making involving extreme tails of the distribution, where probability weighting provides an explanation for commonly observed behavioral anomalies.

Maximum-likelihood fitting of data dominated by Poisson statistical uncertainties

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

Stoneking, M.R.; Den Hartog, D.J.

1996-06-01

The fitting of data by {chi}{sup 2}-minimization is valid only when the uncertainties in the data are normally distributed. When analyzing spectroscopic or particle counting data at very low signal level (e.g., a Thomson scattering diagnostic), the uncertainties are distributed with a Poisson distribution. The authors have developed a maximum-likelihood method for fitting data that correctly treats the Poisson statistical character of the uncertainties. This method maximizes the total probability that the observed data are drawn from the assumed fit function using the Poisson probability function to determine the probability for each data point. The algorithm also returns uncertainty estimatesmore » for the fit parameters. They compare this method with a {chi}{sup 2}-minimization routine applied to both simulated and real data. Differences in the returned fits are greater at low signal level (less than {approximately}20 counts per measurement). the maximum-likelihood method is found to be more accurate and robust, returning a narrower distribution of values for the fit parameters with fewer outliers.« less

Probabilistic attribution of individual unprecedented extreme events

NASA Astrophysics Data System (ADS)

Diffenbaugh, N. S.

2016-12-01

The last decade has seen a rapid increase in efforts to understand the influence of global warming on individual extreme climate events. Although trends in the distributions of climate observations have been thoroughly analyzed, rigorously quantifying the contribution of global-scale warming to individual events that are unprecedented in the observed record presents a particular challenge. This paper describes a method for leveraging observations and climate model ensembles to quantify the influence of historical global warming on the severity and probability of unprecedented events. This approach uses formal inferential techniques to quantify four metrics: (1) the contribution of the observed trend to the event magnitude, (2) the contribution of the observed trend to the event probability, (3) the probability of the observed trend in the current climate and a climate without human influence, and (4) the probability of the event magnitude in the current climate and a climate without human influence. Illustrative examples are presented, spanning a range of climate variables, timescales, and regions. These examples illustrate that global warming can influence the severity and probability of unprecedented extremes. In some cases - particularly high temperatures - this change is indicated by changes in the mean. However, changes in probability do not always arise from changes in the mean, suggesting that global warming can alter the frequency with which complex physical conditions co-occur. Because our framework is transparent and highly generalized, it can be readily applied to a range of climate events, regions, and levels of climate forcing.

Contrast statistics for foveated visual systems: fixation selection by minimizing contrast entropy

NASA Astrophysics Data System (ADS)

Raj, Raghu; Geisler, Wilson S.; Frazor, Robert A.; Bovik, Alan C.

2005-10-01

The human visual system combines a wide field of view with a high-resolution fovea and uses eye, head, and body movements to direct the fovea to potentially relevant locations in the visual scene. This strategy is sensible for a visual system with limited neural resources. However, for this strategy to be effective, the visual system needs sophisticated central mechanisms that efficiently exploit the varying spatial resolution of the retina. To gain insight into some of the design requirements of these central mechanisms, we have analyzed the effects of variable spatial resolution on local contrast in 300 calibrated natural images. Specifically, for each retinal eccentricity (which produces a certain effective level of blur), and for each value of local contrast observed at that eccentricity, we measured the probability distribution of the local contrast in the unblurred image. These conditional probability distributions can be regarded as posterior probability distributions for the ``true'' unblurred contrast, given an observed contrast at a given eccentricity. We find that these conditional probability distributions are adequately described by a few simple formulas. To explore how these statistics might be exploited by central perceptual mechanisms, we consider the task of selecting successive fixation points, where the goal on each fixation is to maximize total contrast information gained about the image (i.e., minimize total contrast uncertainty). We derive an entropy minimization algorithm and find that it performs optimally at reducing total contrast uncertainty and that it also works well at reducing the mean squared error between the original image and the image reconstructed from the multiple fixations. Our results show that measurements of local contrast alone could efficiently drive the scan paths of the eye when the goal is to gain as much information about the spatial structure of a scene as possible.

Applicability of AgMERRA Forcing Dataset to Fill Gaps in Historical in-situ Meteorological Data

NASA Astrophysics Data System (ADS)

Bannayan, M.; Lashkari, A.; Zare, H.; Asadi, S.; Salehnia, N.

2015-12-01

Integrated assessment studies of food production systems use crop models to simulate the effects of climate and socio-economic changes on food security. Climate forcing data is one of those key inputs of crop models. This study evaluated the performance of AgMERRA climate forcing dataset to fill gaps in historical in-situ meteorological data for different climatic regions of Iran. AgMERRA dataset intercompared with in- situ observational dataset for daily maximum and minimum temperature and precipitation during 1980-2010 periods via Root Mean Square error (RMSE), Mean Absolute Error (MAE) and Mean Bias Error (MBE) for 17 stations in four climatic regions included humid and moderate, cold, dry and arid, hot and humid. Moreover, probability distribution function and cumulative distribution function compared between model and observed data. The results of measures of agreement between AgMERRA data and observed data demonstrated that there are small errors in model data for all stations. Except for stations which are located in cold regions, model data in the other stations illustrated under-prediction for daily maximum temperature and precipitation. However, it was not significant. In addition, probability distribution function and cumulative distribution function showed the same trend for all stations between model and observed data. Therefore, the reliability of AgMERRA dataset is high to fill gaps in historical observations in different climatic regions of Iran as well as it could be applied as a basis for future climate scenarios.

Identifying early-warning signals of critical transitions with strong noise by dynamical network markers

PubMed Central

Liu, Rui; Chen, Pei; Aihara, Kazuyuki; Chen, Luonan

2015-01-01

Identifying early-warning signals of a critical transition for a complex system is difficult, especially when the target system is constantly perturbed by big noise, which makes the traditional methods fail due to the strong fluctuations of the observed data. In this work, we show that the critical transition is not traditional state-transition but probability distribution-transition when the noise is not sufficiently small, which, however, is a ubiquitous case in real systems. We present a model-free computational method to detect the warning signals before such transitions. The key idea behind is a strategy: “making big noise smaller” by a distribution-embedding scheme, which transforms the data from the observed state-variables with big noise to their distribution-variables with small noise, and thus makes the traditional criteria effective because of the significantly reduced fluctuations. Specifically, increasing the dimension of the observed data by moment expansion that changes the system from state-dynamics to probability distribution-dynamics, we derive new data in a higher-dimensional space but with much smaller noise. Then, we develop a criterion based on the dynamical network marker (DNM) to signal the impending critical transition using the transformed higher-dimensional data. We also demonstrate the effectiveness of our method in biological, ecological and financial systems. PMID:26647650

The 1996 Leonid shower as studied with a potassium lidar: Observations and inferred meteoroid sizes

NASA Astrophysics Data System (ADS)

Höffner, Josef; von Zahn, Ulf; McNeil, William J.; Murad, Edmond

1999-02-01

We report on the observation and analysis of meteor trails that are detected by ground-based lidar tuned to the D1 fine structure line of K. The lidar is located at Kühlungsborn, Germany. The echo profiles are analyzed with a temporal resolution of about 1 s and altitude resolution of 200 m. Identification of meteor trails in the large archive of raw data is performed with help of an automated computer search code. During the peak of the Lenoid meteor shower on the morning of November 17, 1996, we observed seven meteor trails between 0245 and 0445 UT. Their mean altitude was 89.0 km. The duration of observation of individual trails ranges from 3 s to ~30 min. We model the probability of observing a meteor trail by ground-based lidar as a function of both altitude distribution and duration of the trails. These distributions depend on the mass distribution, entry velocity, and entry angle of the meteoroids, on the altitude-dependent chemical and dynamical lifetimes of the released K atom, and on the absolute detection sensitivity of our lidar experiment. From the modeling, we derive the statistical likelihood of detection of trails from meteoroids of a particular size. These bracket quite well the observed trails. The model also gives estimates of the probable size of the meteoroids based on characteristics of individual trails.

Weak gravitational lensing effects on the determination of Omega_mega_m and Omega_mega Lambda from SNeIa

NASA Astrophysics Data System (ADS)

Valageas, P.

2000-02-01

In this article we present an analytical calculation of the probability distribution of the magnification of distant sources due to weak gravitational lensing from non-linear scales. We use a realistic description of the non-linear density field, which has already been compared with numerical simulations of structure formation within hierarchical scenarios. Then, we can directly express the probability distribution P(mu ) of the magnification in terms of the probability distribution of the density contrast realized on non-linear scales (typical of galaxies) where the local slope of the initial linear power-spectrum is n=-2. We recover the behaviour seen by numerical simulations: P(mu ) peaks at a value slightly smaller than the mean < mu >=1 and it shows an extended large mu tail (as described in another article our predictions also show a good quantitative agreement with results from N-body simulations for a finite smoothing angle). Then, we study the effects of weak lensing on the derivation of the cosmological parameters from SNeIa. We show that the inaccuracy introduced by weak lensing is not negligible: {cal D}lta Omega_mega_m >~ 0.3 for two observations at z_s=0.5 and z_s=1. However, observations can unambiguously discriminate between Omega_mega_m =0.3 and Omega_mega_m =1. Moreover, in the case of a low-density universe one can clearly distinguish an open model from a flat cosmology (besides, the error decreases as the number of observ ed SNeIa increases). Since distant sources are more likely to be ``demagnified'' the most probable value of the observed density parameter Omega_mega_m is slightly smaller than its actual value. On the other hand, one may obtain some valuable information on the properties of the underlying non-linear density field from the measure of weak lensing distortions.

Statistical Characteristics of the Gaussian-Noise Spikes Exceeding the Specified Threshold as Applied to Discharges in a Thundercloud

NASA Astrophysics Data System (ADS)

Klimenko, V. V.

2017-12-01

We obtain expressions for the probabilities of the normal-noise spikes with the Gaussian correlation function and for the probability density of the inter-spike intervals. As distinct from the delta-correlated noise, in which the intervals are distributed by the exponential law, the probability of the subsequent spike depends on the previous spike and the interval-distribution law deviates from the exponential one for a finite noise-correlation time (frequency-bandwidth restriction). This deviation is the most pronounced for a low detection threshold. Similarity of the behaviors of the distributions of the inter-discharge intervals in a thundercloud and the noise spikes for the varying repetition rate of the discharges/spikes, which is determined by the ratio of the detection threshold to the root-mean-square value of noise, is observed. The results of this work can be useful for the quantitative description of the statistical characteristics of the noise spikes and studying the role of fluctuations for the discharge emergence in a thundercloud.

A Statistical Framework for Microbial Source Attribution

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

Velsko, S P; Allen, J E; Cunningham, C T

2009-04-28

This report presents a general approach to inferring transmission and source relationships among microbial isolates from their genetic sequences. The outbreak transmission graph (also called the transmission tree or transmission network) is the fundamental structure which determines the statistical distributions relevant to source attribution. The nodes of this graph are infected individuals or aggregated sub-populations of individuals in which transmitted bacteria or viruses undergo clonal expansion, leading to a genetically heterogeneous population. Each edge of the graph represents a transmission event in which one or a small number of bacteria or virions infects another node thus increasing the size ofmore » the transmission network. Recombination and re-assortment events originate in nodes which are common to two distinct networks. In order to calculate the probability that one node was infected by another, given the observed genetic sequences of microbial isolates sampled from them, we require two fundamental probability distributions. The first is the probability of obtaining the observed mutational differences between two isolates given that they are separated by M steps in a transmission network. The second is the probability that two nodes sampled randomly from an outbreak transmission network are separated by M transmission events. We show how these distributions can be obtained from the genetic sequences of isolates obtained by sampling from past outbreaks combined with data from contact tracing studies. Realistic examples are drawn from the SARS outbreak of 2003, the FMDV outbreak in Great Britain in 2001, and HIV transmission cases. The likelihood estimators derived in this report, and the underlying probability distribution functions required to calculate them possess certain compelling general properties in the context of microbial forensics. These include the ability to quantify the significance of a sequence 'match' or 'mismatch' between two isolates; the ability to capture non-intuitive effects of network structure on inferential power, including the 'small world' effect; the insensitivity of inferences to uncertainties in the underlying distributions; and the concept of rescaling, i.e. ability to collapse sub-networks into single nodes and examine transmission inferences on the rescaled network.« less

The 6dFGS Peculiar Velocity Field

NASA Astrophysics Data System (ADS)

Springob, Chris M.; Magoulas, C.; Colless, M.; Mould, J.; Erdogdu, P.; Jones, D. H.; Lucey, J.; Campbell, L.; Merson, A.; Jarrett, T.

2012-01-01

The 6dF Galaxy Survey (6dFGS) is an all southern sky galaxy survey, including 125,000 redshifts and a Fundamental Plane (FP) subsample of 10,000 peculiar velocities, making it the largest peculiar velocity sample to date. We have fit the FP using a maximum likelihood fit to a tri-variate Gaussian. We subsequently compute a Bayesian probability distribution for every possible peculiar velocity for each of the 10,000 galaxies, derived from the tri-variate Gaussian probability density distribution, accounting for our selection effects and measurement errors. We construct a predicted peculiar velocity field from the 2MASS redshift survey, and compare our observed 6dFGS velocity field to the predicted field. We discuss the resulting agreement between the observed and predicted fields, and the implications for measurements of the bias parameter and bulk flow.

The rates and time-delay distribution of multiply imaged supernovae behind lensing clusters

NASA Astrophysics Data System (ADS)

Li, Xue; Hjorth, Jens; Richard, Johan

2012-11-01

Time delays of gravitationally lensed sources can be used to constrain the mass model of a deflector and determine cosmological parameters. We here present an analysis of the time-delay distribution of multiply imaged sources behind 17 strong lensing galaxy clusters with well-calibrated mass models. We find that for time delays less than 1000 days, at z = 3.0, their logarithmic probability distribution functions are well represented by P(log Δt) = 5.3 × 10-4Δttilde beta/M2502tilde beta, with tilde beta = 0.77, where M250 is the projected cluster mass inside 250 kpc (in 1014M⊙), and tilde beta is the power-law slope of the distribution. The resultant probability distribution function enables us to estimate the time-delay distribution in a lensing cluster of known mass. For a cluster with M250 = 2 × 1014M⊙, the fraction of time delays less than 1000 days is approximately 3%. Taking Abell 1689 as an example, its dark halo and brightest galaxies, with central velocity dispersions σ>=500kms-1, mainly produce large time delays, while galaxy-scale mass clumps are responsible for generating smaller time delays. We estimate the probability of observing multiple images of a supernova in the known images of Abell 1689. A two-component model of estimating the supernova rate is applied in this work. For a magnitude threshold of mAB = 26.5, the yearly rate of Type Ia (core-collapse) supernovae with time delays less than 1000 days is 0.004±0.002 (0.029±0.001). If the magnitude threshold is lowered to mAB ~ 27.0, the rate of core-collapse supernovae suitable for time delay observation is 0.044±0.015 per year.

A superstatistical model of metastasis and cancer survival

NASA Astrophysics Data System (ADS)

Leon Chen, L.; Beck, Christian

2008-05-01

We introduce a superstatistical model for the progression statistics of malignant cancer cells. The metastatic cascade is modeled as a complex nonequilibrium system with several macroscopic pathways and inverse-chi-square distributed parameters of the underlying Poisson processes. The predictions of the model are in excellent agreement with observed survival-time probability distributions of breast cancer patients.

A removal model for estimating detection probabilities from point-count surveys

USGS Publications Warehouse

Farnsworth, G.L.; Pollock, K.H.; Nichols, J.D.; Simons, T.R.; Hines, J.E.; Sauer, J.R.

2002-01-01

Use of point-count surveys is a popular method for collecting data on abundance and distribution of birds. However, analyses of such data often ignore potential differences in detection probability. We adapted a removal model to directly estimate detection probability during point-count surveys. The model assumes that singing frequency is a major factor influencing probability of detection when birds are surveyed using point counts. This may be appropriate for surveys in which most detections are by sound. The model requires counts to be divided into several time intervals. Point counts are often conducted for 10 min, where the number of birds recorded is divided into those first observed in the first 3 min, the subsequent 2 min, and the last 5 min. We developed a maximum-likelihood estimator for the detectability of birds recorded during counts divided into those intervals. This technique can easily be adapted to point counts divided into intervals of any length. We applied this method to unlimited-radius counts conducted in Great Smoky Mountains National Park. We used model selection criteria to identify whether detection probabilities varied among species, throughout the morning, throughout the season, and among different observers. We found differences in detection probability among species. Species that sing frequently such as Winter Wren (Troglodytes troglodytes) and Acadian Flycatcher (Empidonax virescens) had high detection probabilities (∼90%) and species that call infrequently such as Pileated Woodpecker (Dryocopus pileatus) had low detection probability (36%). We also found detection probabilities varied with the time of day for some species (e.g. thrushes) and between observers for other species. We used the same approach to estimate detection probability and density for a subset of the observations with limited-radius point counts.

Noise deconvolution based on the L1-metric and decomposition of discrete distributions of postsynaptic responses.

PubMed

Astrelin, A V; Sokolov, M V; Behnisch, T; Reymann, K G; Voronin, L L

1997-04-25

A statistical approach to analysis of amplitude fluctuations of postsynaptic responses is described. This includes (1) using a L1-metric in the space of distribution functions for minimisation with application of linear programming methods to decompose amplitude distributions into a convolution of Gaussian and discrete distributions; (2) deconvolution of the resulting discrete distribution with determination of the release probabilities and the quantal amplitude for cases with a small number (< 5) of discrete components. The methods were tested against simulated data over a range of sample sizes and signal-to-noise ratios which mimicked those observed in physiological experiments. In computer simulation experiments, comparisons were made with other methods of 'unconstrained' (generalized) and constrained reconstruction of discrete components from convolutions. The simulation results provided additional criteria for improving the solutions to overcome 'over-fitting phenomena' and to constrain the number of components with small probabilities. Application of the programme to recordings from hippocampal neurones demonstrated its usefulness for the analysis of amplitude distributions of postsynaptic responses.

Representation of complex probabilities and complex Gibbs sampling

NASA Astrophysics Data System (ADS)

Salcedo, Lorenzo Luis

2018-03-01

Complex weights appear in Physics which are beyond a straightforward importance sampling treatment, as required in Monte Carlo calculations. This is the wellknown sign problem. The complex Langevin approach amounts to effectively construct a positive distribution on the complexified manifold reproducing the expectation values of the observables through their analytical extension. Here we discuss the direct construction of such positive distributions paying attention to their localization on the complexified manifold. Explicit localized representations are obtained for complex probabilities defined on Abelian and non Abelian groups. The viability and performance of a complex version of the heat bath method, based on such representations, is analyzed.

Analytical tools and isolation of TOF events

NASA Technical Reports Server (NTRS)

Wolf, H.

1974-01-01

Analytical tools are presented in two reports. The first is a probability analysis of the orbital distribution of events in relation to dust flux density observed in Pioneer 8 and 9 distributions. A distinction is drawn between asymmetries caused by random fluctuations and systematic variations, by calculating the probability of any particular asymmetry. The second article discusses particle trajectories for a repulsive force field. The force on a particle due to solar radiation pressure is directed along the particle's radius vector, from the sun, and is inversely proportional to its distance from the sun. Equations of motion which describe both solar radiation pressure and gravitational attraction are presented.

Bragg-cell receiver study

NASA Technical Reports Server (NTRS)

Wilson, Lonnie A.

1987-01-01

Bragg-cell receivers are employed in specialized Electronic Warfare (EW) applications for the measurement of frequency. Bragg-cell receiver characteristics are fully characterized for simple RF emitter signals. This receiver is early in its development cycle when compared to the IFM receiver. Functional mathematical models are derived and presented in this report for the Bragg-cell receiver. Theoretical analysis is presented and digital computer signal processing results are presented for the Bragg-cell receiver. Probability density function analysis are performed for output frequency. Probability density function distributions are observed to depart from assumed distributions for wideband and complex RF signals. This analysis is significant for high resolution and fine grain EW Bragg-cell receiver systems.

Normal probability plots with confidence.

PubMed

Chantarangsi, Wanpen; Liu, Wei; Bretz, Frank; Kiatsupaibul, Seksan; Hayter, Anthony J; Wan, Fang

2015-01-01

Normal probability plots are widely used as a statistical tool for assessing whether an observed simple random sample is drawn from a normally distributed population. The users, however, have to judge subjectively, if no objective rule is provided, whether the plotted points fall close to a straight line. In this paper, we focus on how a normal probability plot can be augmented by intervals for all the points so that, if the population distribution is normal, then all the points should fall into the corresponding intervals simultaneously with probability 1-α. These simultaneous 1-α probability intervals provide therefore an objective mean to judge whether the plotted points fall close to the straight line: the plotted points fall close to the straight line if and only if all the points fall into the corresponding intervals. The powers of several normal probability plot based (graphical) tests and the most popular nongraphical Anderson-Darling and Shapiro-Wilk tests are compared by simulation. Based on this comparison, recommendations are given in Section 3 on which graphical tests should be used in what circumstances. An example is provided to illustrate the methods. © 2014 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim.

A New Bond Albedo for Performing Orbital Debris Brightness to Size Transformations

NASA Technical Reports Server (NTRS)

Mulrooney, Mark K.; Matney, Mark J.

2008-01-01

We have developed a technique for estimating the intrinsic size distribution of orbital debris objects via optical measurements alone. The process is predicated on the empirically observed power-law size distribution of debris (as indicated by radar RCS measurements) and the log-normal probability distribution of optical albedos as ascertained from phase (Lambertian) and range-corrected telescopic brightness measurements. Since the observed distribution of optical brightness is the product integral of the size distribution of the parent [debris] population with the albedo probability distribution, it is a straightforward matter to transform a given distribution of optical brightness back to a size distribution by the appropriate choice of a single albedo value. This is true because the integration of a powerlaw with a log-normal distribution (Fredholm Integral of the First Kind) yields a Gaussian-blurred power-law distribution with identical power-law exponent. Application of a single albedo to this distribution recovers a simple power-law [in size] which is linearly offset from the original distribution by a constant whose value depends on the choice of the albedo. Significantly, there exists a unique Bond albedo which, when applied to an observed brightness distribution, yields zero offset and therefore recovers the original size distribution. For physically realistic powerlaws of negative slope, the proper choice of albedo recovers the parent size distribution by compensating for the observational bias caused by the large number of small objects that appear anomalously large (bright) - and thereby skew the small population upward by rising above the detection threshold - and the lower number of large objects that appear anomalously small (dim). Based on this comprehensive analysis, a value of 0.13 should be applied to all orbital debris albedo-based brightness-to-size transformations regardless of data source. Its prima fascia genesis, derived and constructed from the current RCS to size conversion methodology (SiBAM Size-Based Estimation Model) and optical data reduction standards, assures consistency in application with the prior canonical value of 0.1. Herein we present the empirical and mathematical arguments for this approach and by example apply it to a comprehensive set of photometric data acquired via NASA's Liquid Mirror Telescopes during the 2000-2001 observing season.

Value assignment and uncertainty evaluation for single-element reference solutions

NASA Astrophysics Data System (ADS)

Possolo, Antonio; Bodnar, Olha; Butler, Therese A.; Molloy, John L.; Winchester, Michael R.

2018-06-01

A Bayesian statistical procedure is proposed for value assignment and uncertainty evaluation for the mass fraction of the elemental analytes in single-element solutions distributed as NIST standard reference materials. The principal novelty that we describe is the use of information about relative differences observed historically between the measured values obtained via gravimetry and via high-performance inductively coupled plasma optical emission spectrometry, to quantify the uncertainty component attributable to between-method differences. This information is encapsulated in a prior probability distribution for the between-method uncertainty component, and it is then used, together with the information provided by current measurement data, to produce a probability distribution for the value of the measurand from which an estimate and evaluation of uncertainty are extracted using established statistical procedures.

One-dimensional soil temperature assimilation experiment based on unscented particle filter and Common Land Model

NASA Astrophysics Data System (ADS)

Fu, Xiao Lei; Jin, Bao Ming; Jiang, Xiao Lei; Chen, Cheng

2018-06-01

Data assimilation is an efficient way to improve the simulation/prediction accuracy in many fields of geosciences especially in meteorological and hydrological applications. This study takes unscented particle filter (UPF) as an example to test its performance at different two probability distribution, Gaussian and Uniform distributions with two different assimilation frequencies experiments (1) assimilating hourly in situ soil surface temperature, (2) assimilating the original Moderate Resolution Imaging Spectroradiometer (MODIS) Land Surface Temperature (LST) once per day. The numerical experiment results show that the filter performs better when increasing the assimilation frequency. In addition, UPF is efficient for improving the soil variables (e.g., soil temperature) simulation/prediction accuracy, though it is not sensitive to the probability distribution for observation error in soil temperature assimilation.

Failure-probability driven dose painting

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

Vogelius, Ivan R.; Håkansson, Katrin; Due, Anne K.

Purpose: To demonstrate a data-driven dose-painting strategy based on the spatial distribution of recurrences in previously treated patients. The result is a quantitative way to define a dose prescription function, optimizing the predicted local control at constant treatment intensity. A dose planning study using the optimized dose prescription in 20 patients is performed.Methods: Patients treated at our center have five tumor subvolumes from the center of the tumor (PET positive volume) and out delineated. The spatial distribution of 48 failures in patients with complete clinical response after (chemo)radiation is used to derive a model for tumor control probability (TCP). Themore » total TCP is fixed to the clinically observed 70% actuarial TCP at five years. Additionally, the authors match the distribution of failures between the five subvolumes to the observed distribution. The steepness of the dose–response is extracted from the literature and the authors assume 30% and 20% risk of subclinical involvement in the elective volumes. The result is a five-compartment dose response model matching the observed distribution of failures. The model is used to optimize the distribution of dose in individual patients, while keeping the treatment intensity constant and the maximum prescribed dose below 85 Gy.Results: The vast majority of failures occur centrally despite the small volumes of the central regions. Thus, optimizing the dose prescription yields higher doses to the central target volumes and lower doses to the elective volumes. The dose planning study shows that the modified prescription is clinically feasible. The optimized TCP is 89% (range: 82%–91%) as compared to the observed TCP of 70%.Conclusions: The observed distribution of locoregional failures was used to derive an objective, data-driven dose prescription function. The optimized dose is predicted to result in a substantial increase in local control without increasing the predicted risk of toxicity.« less

On the emergence of a generalised Gamma distribution. Application to traded volume in financial markets

NASA Astrophysics Data System (ADS)

Duarte Queirós, S. M.

2005-08-01

This letter reports on a stochastic dynamical scenario whose associated stationary probability density function is exactly a generalised form, with a power law instead of exponencial decay, of the ubiquitous Gamma distribution. This generalisation, also known as F-distribution, was empirically proposed for the first time to adjust for high-frequency stock traded volume distributions in financial markets and verified in experiments with granular material. The dynamical assumption presented herein is based on local temporal fluctuations of the average value of the observable under study. This proposal is related to superstatistics and thus to the current nonextensive statistical mechanics framework. For the specific case of stock traded volume, we connect the local fluctuations in the mean stock traded volume with the typical herding behaviour presented by financial traders. Last of all, NASDAQ 1 and 2 minute stock traded volume sequences and probability density functions are numerically reproduced.

Scale Dependence of Spatiotemporal Intermittence of Rain

NASA Technical Reports Server (NTRS)

Kundu, Prasun K.; Siddani, Ravi K.

2011-01-01

It is a common experience that rainfall is intermittent in space and time. This is reflected by the fact that the statistics of area- and/or time-averaged rain rate is described by a mixed distribution with a nonzero probability of having a sharp value zero. In this paper we have explored the dependence of the probability of zero rain on the averaging space and time scales in large multiyear data sets based on radar and rain gauge observations. A stretched exponential fannula fits the observed scale dependence of the zero-rain probability. The proposed formula makes it apparent that the space-time support of the rain field is not quite a set of measure zero as is sometimes supposed. We also give an ex.planation of the observed behavior in tenus of a simple probabilistic model based on the premise that rainfall process has an intrinsic memory.

Weak values of a quantum observable and the cross-Wigner distribution.

PubMed

de Gosson, Maurice A; de Gosson, Serge M

2012-01-09

We study the weak values of a quantum observable from the point of view of the Wigner formalism. The main actor here is the cross-Wigner transform of two functions, which is in disguise the cross-ambiguity function familiar from radar theory and time-frequency analysis. It allows us to express weak values using a complex probability distribution. We suggest that our approach seems to confirm that the weak value of an observable is, as conjectured by several authors, due to the interference of two wavefunctions, one coming from the past, and the other from the future.

Zipf 's law and the effect of ranking on probability distributions

NASA Astrophysics Data System (ADS)

Günther, R.; Levitin, L.; Schapiro, B.; Wagner, P.

1996-02-01

Ranking procedures are widely used in the description of many different types of complex systems. Zipf's law is one of the most remarkable frequency-rank relationships and has been observed independently in physics, linguistics, biology, demography, etc. We show that ranking plays a crucial role in making it possible to detect empirical relationships in systems that exist in one realization only, even when the statistical ensemble to which the systems belong has a very broad probability distribution. Analytical results and numerical simulations are presented which clarify the relations between the probability distributions and the behavior of expected values for unranked and ranked random variables. This analysis is performed, in particular, for the evolutionary model presented in our previous papers which leads to Zipf's law and reveals the underlying mechanism of this phenomenon in terms of a system with interdependent and interacting components as opposed to the “ideal gas” models suggested by previous researchers. The ranking procedure applied to this model leads to a new, unexpected phenomenon: a characteristic “staircase” behavior of the mean values of the ranked variables (ranked occupation numbers). This result is due to the broadness of the probability distributions for the occupation numbers and does not follow from the “ideal gas” model. Thus, it provides an opportunity, by comparison with empirical data, to obtain evidence as to which model relates to reality.

Probabilistic properties of wavelets in kinetic surface roughening

NASA Astrophysics Data System (ADS)

Bershadskii, A.

2001-08-01

Using the data of a recent numerical simulation [M. Ahr and M. Biehl, Phys. Rev. E 62, 1773 (2000)] of homoepitaxial growth it is shown that the observed probability distribution of a wavelet based measure of the growing surface roughness is consistent with a stretched log-normal distribution and the corresponding branching dimension depends on the level of particle desorption.

Estimation of descriptive statistics for multiply censored water quality data

USGS Publications Warehouse

Helsel, Dennis R.; Cohn, Timothy A.

1988-01-01

This paper extends the work of Gilliom and Helsel (1986) on procedures for estimating descriptive statistics of water quality data that contain “less than” observations. Previously, procedures were evaluated when only one detection limit was present. Here we investigate the performance of estimators for data that have multiple detection limits. Probability plotting and maximum likelihood methods perform substantially better than simple substitution procedures now commonly in use. Therefore simple substitution procedures (e.g., substitution of the detection limit) should be avoided. Probability plotting methods are more robust than maximum likelihood methods to misspecification of the parent distribution and their use should be encouraged in the typical situation where the parent distribution is unknown. When utilized correctly, less than values frequently contain nearly as much information for estimating population moments and quantiles as would the same observations had the detection limit been below them.

An information measure for class discrimination. [in remote sensing of crop observation

NASA Technical Reports Server (NTRS)

Shen, S. S.; Badhwar, G. D.

1986-01-01

This article describes a separability measure for class discrimination. This measure is based on the Fisher information measure for estimating the mixing proportion of two classes. The Fisher information measure not only provides a means to assess quantitatively the information content in the features for separating classes, but also gives the lower bound for the variance of any unbiased estimate of the mixing proportion based on observations of the features. Unlike most commonly used separability measures, this measure is not dependent on the form of the probability distribution of the features and does not imply a specific estimation procedure. This is important because the probability distribution function that describes the data for a given class does not have simple analytic forms, such as a Gaussian. Results of applying this measure to compare the information content provided by three Landsat-derived feature vectors for the purpose of separating small grains from other crops are presented.

Count distribution for mixture of two exponentials as renewal process duration with applications

NASA Astrophysics Data System (ADS)

Low, Yeh Ching; Ong, Seng Huat

2016-06-01

A count distribution is presented by considering a renewal process where the distribution of the duration is a finite mixture of exponential distributions. This distribution is able to model over dispersion, a feature often found in observed count data. The computation of the probabilities and renewal function (expected number of renewals) are examined. Parameter estimation by the method of maximum likelihood is considered with applications of the count distribution to real frequency count data exhibiting over dispersion. It is shown that the mixture of exponentials count distribution fits over dispersed data better than the Poisson process and serves as an alternative to the gamma count distribution.

Testing option pricing with the Edgeworth expansion

NASA Astrophysics Data System (ADS)

Balieiro Filho, Ruy Gabriel; Rosenfeld, Rogerio

2004-12-01

There is a well-developed framework, the Black-Scholes theory, for the pricing of contracts based on the future prices of certain assets, called options. This theory assumes that the probability distribution of the returns of the underlying asset is a Gaussian distribution. However, it is observed in the market that this hypothesis is flawed, leading to the introduction of a fudge factor, the so-called volatility smile. Therefore, it would be interesting to explore extensions of the Black-Scholes theory to non-Gaussian distributions. In this paper, we provide an explicit formula for the price of an option when the distributions of the returns of the underlying asset is parametrized by an Edgeworth expansion, which allows for the introduction of higher independent moments of the probability distribution, namely skewness and kurtosis. We test our formula with options in the Brazilian and American markets, showing that the volatility smile can be reduced. We also check whether our approach leads to more efficient hedging strategies of these instruments.

Development and application of a probability distribution retrieval scheme to the remote sensing of clouds and precipitation

NASA Astrophysics Data System (ADS)

McKague, Darren Shawn

2001-12-01

The statistical properties of clouds and precipitation on a global scale are important to our understanding of climate. Inversion methods exist to retrieve the needed cloud and precipitation properties from satellite data pixel-by-pixel that can then be summarized over large data sets to obtain the desired statistics. These methods can be quite computationally expensive, and typically don't provide errors on the statistics. A new method is developed to directly retrieve probability distributions of parameters from the distribution of measured radiances. The method also provides estimates of the errors on the retrieved distributions. The method can retrieve joint distributions of parameters that allows for the study of the connection between parameters. A forward radiative transfer model creates a mapping from retrieval parameter space to radiance space. A Monte Carlo procedure uses the mapping to transform probability density from the observed radiance histogram to a two- dimensional retrieval property probability distribution function (PDF). An estimate of the uncertainty in the retrieved PDF is calculated from random realizations of the radiance to retrieval parameter PDF transformation given the uncertainty of the observed radiances, the radiance PDF, the forward radiative transfer, the finite number of prior state vectors, and the non-unique mapping to retrieval parameter space. The retrieval method is also applied to the remote sensing of precipitation from SSM/I microwave data. A method of stochastically generating hydrometeor fields based on the fields from a numerical cloud model is used to create the precipitation parameter radiance space transformation. The impact of vertical and horizontal variability within the hydrometeor fields has a significant impact on algorithm performance. Beamfilling factors are computed from the simulated hydrometeor fields. The beamfilling factors vary quite a bit depending upon the horizontal structure of the rain. The algorithm is applied to SSM/I images from the eastern tropical Pacific and is compared to PDFs of rain rate computed using pixel-by-pixel retrievals from Wilheit and from Liu and Curry. Differences exist between the three methods, but good general agreement is seen between the PDF retrieval algorithm and the algorithm of Liu and Curry. (Abstract shortened by UMI.)

Relating Tropical Cyclone Track Forecast Error Distributions with Measurements of Forecast Uncertainty

DTIC Science & Technology

2016-03-01

cyclone THORPEX The Observing System Research and Predictability Experiment TIGGE THORPEX Interactive Grand Global Ensemble TS tropical storm ...forecast possible, but also relay the level of uncertainty unique to a given storm . This will better inform decision makers to help protect all assets at...for any given storm . Thus, the probabilities may 4 increase or decrease (and the probability swath may widen or narrow) to provide a more

Metocean design parameter estimation for fixed platform based on copula functions

NASA Astrophysics Data System (ADS)

Zhai, Jinjin; Yin, Qilin; Dong, Sheng

2017-08-01

Considering the dependent relationship among wave height, wind speed, and current velocity, we construct novel trivariate joint probability distributions via Archimedean copula functions. Total 30-year data of wave height, wind speed, and current velocity in the Bohai Sea are hindcast and sampled for case study. Four kinds of distributions, namely, Gumbel distribution, lognormal distribution, Weibull distribution, and Pearson Type III distribution, are candidate models for marginal distributions of wave height, wind speed, and current velocity. The Pearson Type III distribution is selected as the optimal model. Bivariate and trivariate probability distributions of these environmental conditions are established based on four bivariate and trivariate Archimedean copulas, namely, Clayton, Frank, Gumbel-Hougaard, and Ali-Mikhail-Haq copulas. These joint probability models can maximize marginal information and the dependence among the three variables. The design return values of these three variables can be obtained by three methods: univariate probability, conditional probability, and joint probability. The joint return periods of different load combinations are estimated by the proposed models. Platform responses (including base shear, overturning moment, and deck displacement) are further calculated. For the same return period, the design values of wave height, wind speed, and current velocity obtained by the conditional and joint probability models are much smaller than those by univariate probability. Considering the dependence among variables, the multivariate probability distributions provide close design parameters to actual sea state for ocean platform design.

Models of multidimensional discrete distribution of probabilities of random variables in information systems

NASA Astrophysics Data System (ADS)

Gromov, Yu Yu; Minin, Yu V.; Ivanova, O. G.; Morozova, O. N.

2018-03-01

Multidimensional discrete distributions of probabilities of independent random values were received. Their one-dimensional distribution is widely used in probability theory. Producing functions of those multidimensional distributions were also received.

On the dependence on inclination of capture probability of short-period comets

NASA Astrophysics Data System (ADS)

Yabushita, S.; Tsujii, T.

1990-06-01

Calculation is made of probability of capture whereby a nearly parabolic comet with perihelion near the Jovian orbit comes to have a perihelion distance less than 2.5 AU and a period less than 200 yr. The probability is found to depend strongly on the inclination, in accordance with earlier results of Everhart and of Stagg and Bailey. It is large for orbits close to the ecliptic but decreases drastically for large inclinations. The overall probability of capture from randomly distributed orbits is 0.00044, which shows that either the presently observed short-period comets are not in a steady state or the source flux may be in the Uranus-Neptune zone.

Estimating the Probability of Traditional Copying, Conditional on Answer-Copying Statistics.

PubMed

Allen, Jeff; Ghattas, Andrew

2016-06-01

Statistics for detecting copying on multiple-choice tests produce p values measuring the probability of a value at least as large as that observed, under the null hypothesis of no copying. The posterior probability of copying is arguably more relevant than the p value, but cannot be derived from Bayes' theorem unless the population probability of copying and probability distribution of the answer-copying statistic under copying are known. In this article, the authors develop an estimator for the posterior probability of copying that is based on estimable quantities and can be used with any answer-copying statistic. The performance of the estimator is evaluated via simulation, and the authors demonstrate how to apply the formula using actual data. Potential uses, generalizability to other types of cheating, and limitations of the approach are discussed.

A Method for Evaluating Tuning Functions of Single Neurons based on Mutual Information Maximization

NASA Astrophysics Data System (ADS)

Brostek, Lukas; Eggert, Thomas; Ono, Seiji; Mustari, Michael J.; Büttner, Ulrich; Glasauer, Stefan

2011-03-01

We introduce a novel approach for evaluation of neuronal tuning functions, which can be expressed by the conditional probability of observing a spike given any combination of independent variables. This probability can be estimated out of experimentally available data. By maximizing the mutual information between the probability distribution of the spike occurrence and that of the variables, the dependence of the spike on the input variables is maximized as well. We used this method to analyze the dependence of neuronal activity in cortical area MSTd on signals related to movement of the eye and retinal image movement.

Modeling Invasion Dynamics with Spatial Random-Fitness Due to Micro-Environment

PubMed Central

Manem, V. S. K.; Kaveh, K.; Kohandel, M.; Sivaloganathan, S.

2015-01-01

Numerous experimental studies have demonstrated that the microenvironment is a key regulator influencing the proliferative and migrative potentials of species. Spatial and temporal disturbances lead to adverse and hazardous microenvironments for cellular systems that is reflected in the phenotypic heterogeneity within the system. In this paper, we study the effect of microenvironment on the invasive capability of species, or mutants, on structured grids (in particular, square lattices) under the influence of site-dependent random proliferation in addition to a migration potential. We discuss both continuous and discrete fitness distributions. Our results suggest that the invasion probability is negatively correlated with the variance of fitness distribution of mutants (for both advantageous and neutral mutants) in the absence of migration of both types of cells. A similar behaviour is observed even in the presence of a random fitness distribution of host cells in the system with neutral fitness rate. In the case of a bimodal distribution, we observe zero invasion probability until the system reaches a (specific) proportion of advantageous phenotypes. Also, we find that the migrative potential amplifies the invasion probability as the variance of fitness of mutants increases in the system, which is the exact opposite in the absence of migration. Our computational framework captures the harsh microenvironmental conditions through quenched random fitness distributions and migration of cells, and our analysis shows that they play an important role in the invasion dynamics of several biological systems such as bacterial micro-habitats, epithelial dysplasia, and metastasis. We believe that our results may lead to more experimental studies, which can in turn provide further insights into the role and impact of heterogeneous environments on invasion dynamics. PMID:26509572

Intra-Urban Human Mobility and Activity Transition: Evidence from Social Media Check-In Data

PubMed Central

Wu, Lun; Zhi, Ye; Sui, Zhengwei; Liu, Yu

2014-01-01

Most existing human mobility literature focuses on exterior characteristics of movements but neglects activities, the driving force that underlies human movements. In this research, we combine activity-based analysis with a movement-based approach to model the intra-urban human mobility observed from about 15 million check-in records during a yearlong period in Shanghai, China. The proposed model is activity-based and includes two parts: the transition of travel demands during a specific time period and the movement between locations. For the first part, we find the transition probability between activities varies over time, and then we construct a temporal transition probability matrix to represent the transition probability of travel demands during a time interval. For the second part, we suggest that the travel demands can be divided into two classes, locationally mandatory activity (LMA) and locationally stochastic activity (LSA), according to whether the demand is associated with fixed location or not. By judging the combination of predecessor activity type and successor activity type we determine three trip patterns, each associated with a different decay parameter. To validate the model, we adopt the mechanism of an agent-based model and compare the simulated results with the observed pattern from the displacement distance distribution, the spatio-temporal distribution of activities, and the temporal distribution of travel demand transitions. The results show that the simulated patterns fit the observed data well, indicating that these findings open new directions for combining activity-based analysis with a movement-based approach using social media check-in data. PMID:24824892

The proton and helium anomalies in the light of the Myriad model

NASA Astrophysics Data System (ADS)

Salati, Pierre; Génolini, Yoann; Serpico, Pasquale; Taillet, Richard

2017-03-01

A hardening of the proton and helium fluxes is observed above a few hundreds of GeV/nuc. The distribution of local sources of primary cosmic rays has been suggested as a potential solution to this puzzling behavior. Some authors even claim that a single source is responsible for the observed anomalies. But how probable these explanations are? To answer that question, our current description of cosmic ray Galactic propagation needs to be replaced by the Myriad model. In the former approach, sources of protons and helium nuclei are treated as a jelly continuously spread over space and time. A more accurate description is provided by the Myriad model where sources are considered as point-like events. This leads to a probabilistic derivation of the fluxes of primary species, and opens the possibility that larger-than-average values may be observed at the Earth. For a long time though, a major obstacle has been the infinite variance associated to the probability distribution function which the fluxes follow. Several suggestions have been made to cure this problem but none is entirely satisfactory. We go a step further here and solve the infinite variance problem of the Myriad model by making use of the generalized central limit theorem. We find that primary fluxes are distributed according to a stable law with heavy tail, well-known to financial analysts. The probability that the proton and helium anomalies are sourced by local SNR can then be calculated. The p-values associated to the CREAM measurements turn out to be small, unless somewhat unrealistic propagation parameters are assumed.

Maximum entropy analysis of NMR data of flexible multirotor molecules partially oriented in nematic solution: 2,2':5',2″-terthiophene, 2,2'- and 3,3'-dithiophene

NASA Astrophysics Data System (ADS)

Caldarelli, Stefano; Catalano, Donata; Di Bari, Lorenzo; Lumetti, Marco; Ciofalo, Maurizio; Alberto Veracini, Carlo

1994-07-01

The dipolar couplings observed by NMR spectroscopy of solutes in nematic solvents (LX-NMR) are used to build up the maximum entropy (ME) probability distribution function of the variables describing the orientational and internal motion of the molecule. The ME conformational distributions of 2,2'- and 3,3'-dithiophene and 2,2':5',2″-terthiophene (α-terthienyl)thus obtained are compared with the results of previous studies. The 2,2'- and 3,3'-dithiophene molecules exhibit equilibria among cisoid and transoid forms; the probability maxima correspond to planar and twisted conformers for 2,2'- or 3,3'-dithiophene, respectively, 2,2':5',2″-Terthiophene has two internal degrees of freedom; the ME approach indicates that the trans, trans and cis, trans planar conformations are the most probable. The correlation between the two intramolecular rotations is also discussed.

Emergence and stability of intermediate open vesicles in disk-to-vesicle transitions.

PubMed

Li, Jianfeng; Zhang, Hongdong; Qiu, Feng; Shi, An-Chang

2013-07-01

The transition between two basic structures, a disk and an enclosed vesicle, of a finite membrane is studied by examining the minimum energy path (MEP) connecting these two states. The MEP is constructed using the string method applied to continuum elastic membrane models. The results reveal that, besides the commonly observed disk and vesicle, open vesicles (bowl-shaped vesicles or vesicles with a pore) can become stable or metastable shapes. The emergence, stability, and probability distribution of these open vesicles are analyzed. It is demonstrated that open vesicles can be stabilized by higher-order elastic energies. The estimated probability distribution of the different structures is in good agreement with available experiments.

Volume-weighted measure for eternal inflation

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

Winitzki, Sergei

2008-08-15

I propose a new volume-weighted probability measure for cosmological 'multiverse' scenarios involving eternal inflation. The 'reheating-volume (RV) cutoff' calculates the distribution of observable quantities on a portion of the reheating hypersurface that is conditioned to be finite. The RV measure is gauge-invariant, does not suffer from the 'youngness paradox', and is independent of initial conditions at the beginning of inflation. In slow-roll inflationary models with a scalar inflaton, the RV-regulated probability distributions can be obtained by solving nonlinear diffusion equations. I discuss possible applications of the new measure to 'landscape' scenarios with bubble nucleation. As an illustration, I compute themore » predictions of the RV measure in a simple toy landscape.« less

Statistical tests for whether a given set of independent, identically distributed draws comes from a specified probability density.

PubMed

Tygert, Mark

2010-09-21

We discuss several tests for determining whether a given set of independent and identically distributed (i.i.d.) draws does not come from a specified probability density function. The most commonly used are Kolmogorov-Smirnov tests, particularly Kuiper's variant, which focus on discrepancies between the cumulative distribution function for the specified probability density and the empirical cumulative distribution function for the given set of i.i.d. draws. Unfortunately, variations in the probability density function often get smoothed over in the cumulative distribution function, making it difficult to detect discrepancies in regions where the probability density is small in comparison with its values in surrounding regions. We discuss tests without this deficiency, complementing the classical methods. The tests of the present paper are based on the plain fact that it is unlikely to draw a random number whose probability is small, provided that the draw is taken from the same distribution used in calculating the probability (thus, if we draw a random number whose probability is small, then we can be confident that we did not draw the number from the same distribution used in calculating the probability).

Nonlinear Spatial Inversion Without Monte Carlo Sampling

NASA Astrophysics Data System (ADS)

Curtis, A.; Nawaz, A.

2017-12-01

High-dimensional, nonlinear inverse or inference problems usually have non-unique solutions. The distribution of solutions are described by probability distributions, and these are usually found using Monte Carlo (MC) sampling methods. These take pseudo-random samples of models in parameter space, calculate the probability of each sample given available data and other information, and thus map out high or low probability values of model parameters. However, such methods would converge to the solution only as the number of samples tends to infinity; in practice, MC is found to be slow to converge, convergence is not guaranteed to be achieved in finite time, and detection of convergence requires the use of subjective criteria. We propose a method for Bayesian inversion of categorical variables such as geological facies or rock types in spatial problems, which requires no sampling at all. The method uses a 2-D Hidden Markov Model over a grid of cells, where observations represent localized data constraining the model in each cell. The data in our example application are seismic properties such as P- and S-wave impedances or rock density; our model parameters are the hidden states and represent the geological rock types in each cell. The observations at each location are assumed to depend on the facies at that location only - an assumption referred to as `localized likelihoods'. However, the facies at a location cannot be determined solely by the observation at that location as it also depends on prior information concerning its correlation with the spatial distribution of facies elsewhere. Such prior information is included in the inversion in the form of a training image which represents a conceptual depiction of the distribution of local geologies that might be expected, but other forms of prior information can be used in the method as desired. The method provides direct (pseudo-analytic) estimates of posterior marginal probability distributions over each variable, so these do not need to be estimated from samples as is required in MC methods. On a 2-D test example the method is shown to outperform previous methods significantly, and at a fraction of the computational cost. In many foreseeable applications there are therefore no serious impediments to extending the method to 3-D spatial models.

Statistical physics of medical diagnostics: Study of a probabilistic model.

PubMed

Mashaghi, Alireza; Ramezanpour, Abolfazl

2018-03-01

We study a diagnostic strategy which is based on the anticipation of the diagnostic process by simulation of the dynamical process starting from the initial findings. We show that such a strategy could result in more accurate diagnoses compared to a strategy that is solely based on the direct implications of the initial observations. We demonstrate this by employing the mean-field approximation of statistical physics to compute the posterior disease probabilities for a given subset of observed signs (symptoms) in a probabilistic model of signs and diseases. A Monte Carlo optimization algorithm is then used to maximize an objective function of the sequence of observations, which favors the more decisive observations resulting in more polarized disease probabilities. We see how the observed signs change the nature of the macroscopic (Gibbs) states of the sign and disease probability distributions. The structure of these macroscopic states in the configuration space of the variables affects the quality of any approximate inference algorithm (so the diagnostic performance) which tries to estimate the sign-disease marginal probabilities. In particular, we find that the simulation (or extrapolation) of the diagnostic process is helpful when the disease landscape is not trivial and the system undergoes a phase transition to an ordered phase.

Statistical physics of medical diagnostics: Study of a probabilistic model

NASA Astrophysics Data System (ADS)

Mashaghi, Alireza; Ramezanpour, Abolfazl

2018-03-01

We study a diagnostic strategy which is based on the anticipation of the diagnostic process by simulation of the dynamical process starting from the initial findings. We show that such a strategy could result in more accurate diagnoses compared to a strategy that is solely based on the direct implications of the initial observations. We demonstrate this by employing the mean-field approximation of statistical physics to compute the posterior disease probabilities for a given subset of observed signs (symptoms) in a probabilistic model of signs and diseases. A Monte Carlo optimization algorithm is then used to maximize an objective function of the sequence of observations, which favors the more decisive observations resulting in more polarized disease probabilities. We see how the observed signs change the nature of the macroscopic (Gibbs) states of the sign and disease probability distributions. The structure of these macroscopic states in the configuration space of the variables affects the quality of any approximate inference algorithm (so the diagnostic performance) which tries to estimate the sign-disease marginal probabilities. In particular, we find that the simulation (or extrapolation) of the diagnostic process is helpful when the disease landscape is not trivial and the system undergoes a phase transition to an ordered phase.

GOSSIP: SED fitting code

NASA Astrophysics Data System (ADS)

Franzetti, Paolo; Scodeggio, Marco

2012-10-01

GOSSIP fits the electro-magnetic emission of an object (the SED, Spectral Energy Distribution) against synthetic models to find the simulated one that best reproduces the observed data. It builds-up the observed SED of an object (or a large sample of objects) combining magnitudes in different bands and eventually a spectrum; then it performs a chi-square minimization fitting procedure versus a set of synthetic models. The fitting results are used to estimate a number of physical parameters like the Star Formation History, absolute magnitudes, stellar mass and their Probability Distribution Functions.

Dynamic probability control limits for risk-adjusted Bernoulli CUSUM charts.

PubMed

Zhang, Xiang; Woodall, William H

2015-11-10

The risk-adjusted Bernoulli cumulative sum (CUSUM) chart developed by Steiner et al. (2000) is an increasingly popular tool for monitoring clinical and surgical performance. In practice, however, the use of a fixed control limit for the chart leads to a quite variable in-control average run length performance for patient populations with different risk score distributions. To overcome this problem, we determine simulation-based dynamic probability control limits (DPCLs) patient-by-patient for the risk-adjusted Bernoulli CUSUM charts. By maintaining the probability of a false alarm at a constant level conditional on no false alarm for previous observations, our risk-adjusted CUSUM charts with DPCLs have consistent in-control performance at the desired level with approximately geometrically distributed run lengths. Our simulation results demonstrate that our method does not rely on any information or assumptions about the patients' risk distributions. The use of DPCLs for risk-adjusted Bernoulli CUSUM charts allows each chart to be designed for the corresponding particular sequence of patients for a surgeon or hospital. Copyright © 2015 John Wiley & Sons, Ltd.

Distribution of tsunami interevent times

NASA Astrophysics Data System (ADS)

Geist, Eric L.; Parsons, Tom

2008-01-01

The distribution of tsunami interevent times is analyzed using global and site-specific (Hilo, Hawaii) tsunami catalogs. An empirical probability density distribution is determined by binning the observed interevent times during a period in which the observation rate is approximately constant. The empirical distributions for both catalogs exhibit non-Poissonian behavior in which there is an abundance of short interevent times compared to an exponential distribution. Two types of statistical distributions are used to model this clustering behavior: (1) long-term clustering described by a universal scaling law, and (2) Omori law decay of aftershocks and triggered sources. The empirical and theoretical distributions all imply an increased hazard rate after a tsunami, followed by a gradual decrease with time approaching a constant hazard rate. Examination of tsunami sources suggests that many of the short interevent times are caused by triggered earthquakes, though the triggered events are not necessarily on the same fault.

Quantum probabilistic logic programming

NASA Astrophysics Data System (ADS)

Balu, Radhakrishnan

2015-05-01

We describe a quantum mechanics based logic programming language that supports Horn clauses, random variables, and covariance matrices to express and solve problems in probabilistic logic. The Horn clauses of the language wrap random variables, including infinite valued, to express probability distributions and statistical correlations, a powerful feature to capture relationship between distributions that are not independent. The expressive power of the language is based on a mechanism to implement statistical ensembles and to solve the underlying SAT instances using quantum mechanical machinery. We exploit the fact that classical random variables have quantum decompositions to build the Horn clauses. We establish the semantics of the language in a rigorous fashion by considering an existing probabilistic logic language called PRISM with classical probability measures defined on the Herbrand base and extending it to the quantum context. In the classical case H-interpretations form the sample space and probability measures defined on them lead to consistent definition of probabilities for well formed formulae. In the quantum counterpart, we define probability amplitudes on Hinterpretations facilitating the model generations and verifications via quantum mechanical superpositions and entanglements. We cast the well formed formulae of the language as quantum mechanical observables thus providing an elegant interpretation for their probabilities. We discuss several examples to combine statistical ensembles and predicates of first order logic to reason with situations involving uncertainty.

A hydroclimatological approach to predicting regional landslide probability using Landlab

NASA Astrophysics Data System (ADS)

Strauch, Ronda; Istanbulluoglu, Erkan; Nudurupati, Sai Siddhartha; Bandaragoda, Christina; Gasparini, Nicole M.; Tucker, Gregory E.

2018-02-01

We develop a hydroclimatological approach to the modeling of regional shallow landslide initiation that integrates spatial and temporal dimensions of parameter uncertainty to estimate an annual probability of landslide initiation based on Monte Carlo simulations. The physically based model couples the infinite-slope stability model with a steady-state subsurface flow representation and operates in a digital elevation model. Spatially distributed gridded data for soil properties and vegetation classification are used for parameter estimation of probability distributions that characterize model input uncertainty. Hydrologic forcing to the model is through annual maximum daily recharge to subsurface flow obtained from a macroscale hydrologic model. We demonstrate the model in a steep mountainous region in northern Washington, USA, over 2700 km2. The influence of soil depth on the probability of landslide initiation is investigated through comparisons among model output produced using three different soil depth scenarios reflecting the uncertainty of soil depth and its potential long-term variability. We found elevation-dependent patterns in probability of landslide initiation that showed the stabilizing effects of forests at low elevations, an increased landslide probability with forest decline at mid-elevations (1400 to 2400 m), and soil limitation and steep topographic controls at high alpine elevations and in post-glacial landscapes. These dominant controls manifest themselves in a bimodal distribution of spatial annual landslide probability. Model testing with limited observations revealed similarly moderate model confidence for the three hazard maps, suggesting suitable use as relative hazard products. The model is available as a component in Landlab, an open-source, Python-based landscape earth systems modeling environment, and is designed to be easily reproduced utilizing HydroShare cyberinfrastructure.

The return period analysis of natural disasters with statistical modeling of bivariate joint probability distribution.

PubMed

Li, Ning; Liu, Xueqin; Xie, Wei; Wu, Jidong; Zhang, Peng

2013-01-01

New features of natural disasters have been observed over the last several years. The factors that influence the disasters' formation mechanisms, regularity of occurrence and main characteristics have been revealed to be more complicated and diverse in nature than previously thought. As the uncertainty involved increases, the variables need to be examined further. This article discusses the importance and the shortage of multivariate analysis of natural disasters and presents a method to estimate the joint probability of the return periods and perform a risk analysis. Severe dust storms from 1990 to 2008 in Inner Mongolia were used as a case study to test this new methodology, as they are normal and recurring climatic phenomena on Earth. Based on the 79 investigated events and according to the dust storm definition with bivariate, the joint probability distribution of severe dust storms was established using the observed data of maximum wind speed and duration. The joint return periods of severe dust storms were calculated, and the relevant risk was analyzed according to the joint probability. The copula function is able to simulate severe dust storm disasters accurately. The joint return periods generated are closer to those observed in reality than the univariate return periods and thus have more value in severe dust storm disaster mitigation, strategy making, program design, and improvement of risk management. This research may prove useful in risk-based decision making. The exploration of multivariate analysis methods can also lay the foundation for further applications in natural disaster risk analysis. © 2012 Society for Risk Analysis.

A critical analysis of high-redshift, massive, galaxy clusters. Part I

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

Hoyle, Ben; Jimenez, Raul; Verde, Licia

2012-02-01

We critically investigate current statistical tests applied to high redshift clusters of galaxies in order to test the standard cosmological model and describe their range of validity. We carefully compare a sample of high-redshift, massive, galaxy clusters with realistic Poisson sample simulations of the theoretical mass function, which include the effect of Eddington bias. We compare the observations and simulations using the following statistical tests: the distributions of ensemble and individual existence probabilities (in the > M, > z sense), the redshift distributions, and the 2d Kolmogorov-Smirnov test. Using seemingly rare clusters from Hoyle et al. (2011), and Jee etmore » al. (2011) and assuming the same survey geometry as in Jee et al. (2011, which is less conservative than Hoyle et al. 2011), we find that the ( > M, > z) existence probabilities of all clusters are fully consistent with ΛCDM. However assuming the same survey geometry, we use the 2d K-S test probability to show that the observed clusters are not consistent with being the least probable clusters from simulations at > 95% confidence, and are also not consistent with being a random selection of clusters, which may be caused by the non-trivial selection function and survey geometry. Tension can be removed if we examine only a X-ray selected sub sample, with simulations performed assuming a modified survey geometry.« less

Winter movement dynamics of Black Brant

USGS Publications Warehouse

Lindberg, Mark S.; Ward, David H.; Tibbitts, T. Lee; Roser, John

2007-01-01

Although North American geese are managed based on their breeding distributions, the dynamics of those breeding populations may be affected by events that occur during the winter. Birth rates of capital breeding geese may be influenced by wintering conditions, mortality may be influenced by timing of migration and wintering distribution, and immigration and emigration among breeding populations may depend on winter movement and timing of pair formation. We examined factors affecting movements of black brant (Branta bernicla nigricans) among their primary wintering sites in Mexico and southern California, USA, (Mar 1998-Mar 2000) using capture-recapture models. Although brant exhibited high probability (>0.85) of monthly and annual fidelity to the wintering sites we sampled, we observed movements among all wintering sites. Movement probabilities both within and among winters were negatively related to distance between sites. We observed a higher probability both of southward movement between winters (Mar to Dec) and northward movement between months within winters. Between-winter movements were probably most strongly affected by spatial and temporal variation in habitat quality as we saw movement patterns consistent with contrasting environmental conditions (e.g., La Niña and El Niño southern oscillation cycles). Month-to-month movements were related to migration patterns and may also have been affected by differences in habitat conditions among sites. Patterns of winter movements indicate that a network of wintering sites may be necessary for effective conservation of brant.

Winter movement dynamics of black brant

USGS Publications Warehouse

Lindberg, Mark S.; Ward, David H.; Tibbitts, T. Lee; Roser, John

2007-01-01

Although North American geese are managed based on their breeding distributions, the dynamics of those breeding populations may be affected by events that occur during the winter. Birth rates of capital breeding geese may be influenced by wintering conditions, mortality may be influenced by timing of migration and wintering distribution, and immigration and emigration among breeding populations may depend on winter movement and timing of pair formation. We examined factors affecting movements of black brant (Branta bernicla nigricans) among their primary wintering sites in Mexico and southern California, USA, (Mar 1998–Mar 2000) using capture–recapture models. Although brant exhibited high probability (>0.85) of monthly and annual fidelity to the wintering sites we sampled, we observed movements among all wintering sites. Movement probabilities both within and among winters were negatively related to distance between sites. We observed a higher probability both of southward movement between winters (Mar to Dec) and northward movement between months within winters. Between-winter movements were probably most strongly affected by spatial and temporal variation in habitat quality as we saw movement patterns consistent with contrasting environmental conditions (e.g., La Niña and El Niño southern oscillation cycles). Month-to-month movements were related to migration patterns and may also have been affected by differences in habitat conditions among sites. Patterns of winter movements indicate that a network of wintering sites may be necessary for effective conservation of brant.

A distribution method for analysing the baseline of pulsatile endocrine signals as exemplified by 24-hour growth hormone profiles.

PubMed

Matthews, D R; Hindmarsh, P C; Pringle, P J; Brook, C G

1991-09-01

To develop a method for quantifying the distribution of concentrations present in hormone profiles, which would allow an observer-unbiased estimate of the time concentration attribute and to make an assessment of the baseline. The log-transformed concentrations (regardless of their temporal attribute) are sorted and allocated to class intervals. The number of observations in each interval are then determined and expressed as a percentage of the total number of samples drawn in the study period. The data may be displayed as a frequency distribution or as a cumulative distribution. Cumulative distributions may be plotted as sigmoidal ogives or can be transformed into discrete probabilities (linear probits), which are then linear, and amenable to regression analysis. Probability analysis gives estimates of the mean (the value below which 50% of the observed concentrations lie, which we term 'OC50'). 'Baseline' can be defined in terms of percentage occupancy--the 'Observed Concentration for 5%' (which we term 'OC5') which is the threshold at or below which the hormone concentrations are measured 5% of the time. We report the use of applying this method to 24-hour growth hormone (GH) profiles from 63 children, 26 adults and one giant. We demonstrate that GH effects (growth or gigantism) in these groups are more related to the baseline OC5 concentration than peak concentration (OC5 +/- 95% confidence limits: adults 0.05 +/- 0.04, peak-height-velocity pubertal 0.39 +/- 0.22, giant 8.9 mU/l). Pulsatile hormone profiles can be analysed using this method in order to assess baseline and other concentration domains.

The impacts of precipitation amount simulation on hydrological modeling in Nordic watersheds

NASA Astrophysics Data System (ADS)

Li, Zhi; Brissette, Fancois; Chen, Jie

2013-04-01

Stochastic modeling of daily precipitation is very important for hydrological modeling, especially when no observed data are available. Precipitation is usually modeled by two component model: occurrence generation and amount simulation. For occurrence simulation, the most common method is the first-order two-state Markov chain due to its simplification and good performance. However, various probability distributions have been reported to simulate precipitation amount, and spatiotemporal differences exist in the applicability of different distribution models. Therefore, assessing the applicability of different distribution models is necessary in order to provide more accurate precipitation information. Six precipitation probability distributions (exponential, Gamma, Weibull, skewed normal, mixed exponential, and hybrid exponential/Pareto distributions) are directly and indirectly evaluated on their ability to reproduce the original observed time series of precipitation amount. Data from 24 weather stations and two watersheds (Chute-du-Diable and Yamaska watersheds) in the province of Quebec (Canada) are used for this assessment. Various indices or statistics, such as the mean, variance, frequency distribution and extreme values are used to quantify the performance in simulating the precipitation and discharge. Performance in reproducing key statistics of the precipitation time series is well correlated to the number of parameters of the distribution function, and the three-parameter precipitation models outperform the other models, with the mixed exponential distribution being the best at simulating daily precipitation. The advantage of using more complex precipitation distributions is not as clear-cut when the simulated time series are used to drive a hydrological model. While the advantage of using functions with more parameters is not nearly as obvious, the mixed exponential distribution appears nonetheless as the best candidate for hydrological modeling. The implications of choosing a distribution function with respect to hydrological modeling and climate change impact studies are also discussed.

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.

Estimation from incomplete multinomial data. Ph.D. Thesis - Harvard Univ.

NASA Technical Reports Server (NTRS)

Credeur, K. R.

1978-01-01

The vector of multinomial cell probabilities was estimated from incomplete data, incomplete in that it contains partially classified observations. Each such partially classified observation was observed to fall in one of two or more selected categories but was not classified further into a single category. The data were assumed to be incomplete at random. The estimation criterion was minimization of risk for quadratic loss. The estimators were the classical maximum likelihood estimate, the Bayesian posterior mode, and the posterior mean. An approximation was developed for the posterior mean. The Dirichlet, the conjugate prior for the multinomial distribution, was assumed for the prior distribution.

Predicting structures in the Zone of Avoidance

NASA Astrophysics Data System (ADS)

Sorce, Jenny G.; Colless, Matthew; Kraan-Korteweg, Renée C.; Gottlöber, Stefan

2017-11-01

The Zone of Avoidance (ZOA), whose emptiness is an artefact of our Galaxy dust, has been challenging observers as well as theorists for many years. Multiple attempts have been made on the observational side to map this region in order to better understand the local flows. On the theoretical side, however, this region is often simply statistically populated with structures but no real attempt has been made to confront theoretical and observed matter distributions. This paper takes a step forward using constrained realizations (CRs) of the local Universe shown to be perfect substitutes of local Universe-like simulations for smoothed high-density peak studies. Far from generating completely `random' structures in the ZOA, the reconstruction technique arranges matter according to the surrounding environment of this region. More precisely, the mean distributions of structures in a series of constrained and random realizations (RRs) differ: while densities annihilate each other when averaging over 200 RRs, structures persist when summing 200 CRs. The probability distribution function of ZOA grid cells to be highly overdense is a Gaussian with a 15 per cent mean in the random case, while that of the constrained case exhibits large tails. This implies that areas with the largest probabilities host most likely a structure. Comparisons between these predictions and observations, like those of the Puppis 3 cluster, show a remarkable agreement and allow us to assert the presence of the, recently highlighted by observations, Vela supercluster at about 180 h-1 Mpc, right behind the thickest dust layers of our Galaxy.

Anomalous yet Brownian.

PubMed

Wang, Bo; Anthony, Stephen M; Bae, Sung Chul; Granick, Steve

2009-09-08

We describe experiments using single-particle tracking in which mean-square displacement is simply proportional to time (Fickian), yet the distribution of displacement probability is not Gaussian as should be expected of a classical random walk but, instead, is decidedly exponential for large displacements, the decay length of the exponential being proportional to the square root of time. The first example is when colloidal beads diffuse along linear phospholipid bilayer tubes whose radius is the same as that of the beads. The second is when beads diffuse through entangled F-actin networks, bead radius being less than one-fifth of the actin network mesh size. We explore the relevance to dynamic heterogeneity in trajectory space, which has been extensively discussed regarding glassy systems. Data for the second system might suggest activated diffusion between pores in the entangled F-actin networks, in the same spirit as activated diffusion and exponential tails observed in glassy systems. But the first system shows exceptionally rapid diffusion, nearly as rapid as for identical colloids in free suspension, yet still displaying an exponential probability distribution as in the second system. Thus, although the exponential tail is reminiscent of glassy systems, in fact, these dynamics are exceptionally rapid. We also compare with particle trajectories that are at first subdiffusive but Fickian at the longest measurement times, finding that displacement probability distributions fall onto the same master curve in both regimes. The need is emphasized for experiments, theory, and computer simulation to allow definitive interpretation of this simple and clean exponential probability distribution.

Investigation of Dielectric Breakdown Characteristics for Double-break Vacuum Interrupter and Dielectric Breakdown Probability Distribution in Vacuum Interrupter

NASA Astrophysics Data System (ADS)

Shioiri, Tetsu; Asari, Naoki; Sato, Junichi; Sasage, Kosuke; Yokokura, Kunio; Homma, Mitsutaka; Suzuki, Katsumi

To investigate the reliability of equipment of vacuum insulation, a study was carried out to clarify breakdown probability distributions in vacuum gap. Further, a double-break vacuum circuit breaker was investigated for breakdown probability distribution. The test results show that the breakdown probability distribution of the vacuum gap can be represented by a Weibull distribution using a location parameter, which shows the voltage that permits a zero breakdown probability. The location parameter obtained from Weibull plot depends on electrode area. The shape parameter obtained from Weibull plot of vacuum gap was 10∼14, and is constant irrespective non-uniform field factor. The breakdown probability distribution after no-load switching can be represented by Weibull distribution using a location parameter. The shape parameter after no-load switching was 6∼8.5, and is constant, irrespective of gap length. This indicates that the scatter of breakdown voltage was increased by no-load switching. If the vacuum circuit breaker uses a double break, breakdown probability at low voltage becomes lower than single-break probability. Although potential distribution is a concern in the double-break vacuum cuicuit breaker, its insulation reliability is better than that of the single-break vacuum interrupter even if the bias of the vacuum interrupter's sharing voltage is taken into account.

Applications of Extreme Value Theory in Public Health.

PubMed

Thomas, Maud; Lemaitre, Magali; Wilson, Mark L; Viboud, Cécile; Yordanov, Youri; Wackernagel, Hans; Carrat, Fabrice

2016-01-01

We present how Extreme Value Theory (EVT) can be used in public health to predict future extreme events. We applied EVT to weekly rates of Pneumonia and Influenza (P&I) deaths over 1979-2011. We further explored the daily number of emergency department visits in a network of 37 hospitals over 2004-2014. Maxima of grouped consecutive observations were fitted to a generalized extreme value distribution. The distribution was used to estimate the probability of extreme values in specified time periods. An annual P&I death rate of 12 per 100,000 (the highest maximum observed) should be exceeded once over the next 30 years and each year, there should be a 3% risk that the P&I death rate will exceed this value. Over the past 10 years, the observed maximum increase in the daily number of visits from the same weekday between two consecutive weeks was 1133. We estimated at 0.37% the probability of exceeding a daily increase of 1000 on each month. The EVT method can be applied to various topics in epidemiology thus contributing to public health planning for extreme events.

Using a Betabinomial distribution to estimate the prevalence of adherence to physical activity guidelines among children and youth.

PubMed

Garriguet, Didier

2016-04-01

Estimates of the prevalence of adherence to physical activity guidelines in the population are generally the result of averaging individual probability of adherence based on the number of days people meet the guidelines and the number of days they are assessed. Given this number of active and inactive days (days assessed minus days active), the conditional probability of meeting the guidelines that has been used in the past is a Beta (1 + active days, 1 + inactive days) distribution assuming the probability p of a day being active is bounded by 0 and 1 and averages 50%. A change in the assumption about the distribution of p is required to better match the discrete nature of the data and to better assess the probability of adherence when the percentage of active days in the population differs from 50%. Using accelerometry data from the Canadian Health Measures Survey, the probability of adherence to physical activity guidelines is estimated using a conditional probability given the number of active and inactive days distributed as a Betabinomial(n, a + active days , β + inactive days) assuming that p is randomly distributed as Beta(a, β) where the parameters a and β are estimated by maximum likelihood. The resulting Betabinomial distribution is discrete. For children aged 6 or older, the probability of meeting physical activity guidelines 7 out of 7 days is similar to published estimates. For pre-schoolers, the Betabinomial distribution yields higher estimates of adherence to the guidelines than the Beta distribution, in line with the probability of being active on any given day. In estimating the probability of adherence to physical activity guidelines, the Betabinomial distribution has several advantages over the previously used Beta distribution. It is a discrete distribution and maximizes the richness of accelerometer data.

Stochastic Growth Theory of Spatially-Averaged Distributions of Langmuir Fields in Earth's Foreshock

NASA Technical Reports Server (NTRS)

Boshuizen, Christopher R.; Cairns, Iver H.; Robinson, P. A.

2001-01-01

Langmuir-like waves in the foreshock of Earth are characteristically bursty and irregular, and are the subject of a number of recent studies. Averaged over the foreshock, it is observed that the probability distribution is power-law P(bar)(log E) in the wave field E with the bar denoting this averaging over position, In this paper it is shown that stochastic growth theory (SGT) can explain a power-law spatially-averaged distributions P(bar)(log E), when the observed power-law variations of the mean and standard deviation of log E with position are combined with the log normal statistics predicted by SGT at each location.

Changes in tropical precipitation cluster size distributions under global warming

NASA Astrophysics Data System (ADS)

Neelin, J. D.; Quinn, K. M.

2016-12-01

The total amount of precipitation integrated across a tropical storm or other precipitation feature (contiguous clusters of precipitation exceeding a minimum rain rate) is a useful measure of the aggregate size of the disturbance. To establish baseline behavior in current climate, the probability distribution of cluster sizes from multiple satellite retrievals and National Center for Environmental Prediction (NCEP) reanalysis is compared to those from Coupled Model Intercomparison Project (CMIP5) models and the Geophysical Fluid Dynamics Laboratory high-resolution atmospheric model (HIRAM-360 and -180). With the caveat that a minimum rain rate threshold is important in the models (which tend to overproduce low rain rates), the models agree well with observations in leading properties. In particular, scale-free power law ranges in which the probability drops slowly with increasing cluster size are well modeled, followed by a rapid drop in probability of the largest clusters above a cutoff scale. Under the RCP 8.5 global warming scenario, the models indicate substantial increases in probability (up to an order of magnitude) of the largest clusters by the end of century. For models with continuous time series of high resolution output, there is substantial spread on when these probability increases for the largest precipitation clusters should be detectable, ranging from detectable within the observational period to statistically significant trends emerging only in the second half of the century. Examination of NCEP reanalysis and SSMI/SSMIS series of satellite retrievals from 1979 to present does not yield reliable evidence of trends at this time. The results suggest improvements in inter-satellite calibration of the SSMI/SSMIS retrievals could aid future detection.

High-precision simulation of the height distribution for the KPZ equation

NASA Astrophysics Data System (ADS)

Hartmann, Alexander K.; Le Doussal, Pierre; Majumdar, Satya N.; Rosso, Alberto; Schehr, Gregory

2018-03-01

The one-point distribution of the height for the continuum Kardar-Parisi-Zhang (KPZ) equation is determined numerically using the mapping to the directed polymer in a random potential at high temperature. Using an importance sampling approach, the distribution is obtained over a large range of values, down to a probability density as small as 10-1000 in the tails. Both short and long times are investigated and compared with recent analytical predictions for the large-deviation forms of the probability of rare fluctuations. At short times the agreement with the analytical expression is spectacular. We observe that the far left and right tails, with exponents 5/2 and 3/2, respectively, are preserved also in the region of long times. We present some evidence for the predicted non-trivial crossover in the left tail from the 5/2 tail exponent to the cubic tail of the Tracy-Widom distribution, although the details of the full scaling form remain beyond reach.

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.

On the objective identification of flood seasons

NASA Astrophysics Data System (ADS)

Cunderlik, Juraj M.; Ouarda, Taha B. M. J.; BobéE, Bernard

2004-01-01

The determination of seasons of high and low probability of flood occurrence is a task with many practical applications in contemporary hydrology and water resources management. Flood seasons are generally identified subjectively by visually assessing the temporal distribution of flood occurrences and, then at a regional scale, verified by comparing the temporal distribution with distributions obtained at hydrologically similar neighboring sites. This approach is subjective, time consuming, and potentially unreliable. The main objective of this study is therefore to introduce a new, objective, and systematic method for the identification of flood seasons. The proposed method tests the significance of flood seasons by comparing the observed variability of flood occurrences with the theoretical flood variability in a nonseasonal model. The method also addresses the uncertainty resulting from sampling variability by quantifying the probability associated with the identified flood seasons. The performance of the method was tested on an extensive number of samples with different record lengths generated from several theoretical models of flood seasonality. The proposed approach was then applied on real data from a large set of sites with different flood regimes across Great Britain. The results show that the method can efficiently identify flood seasons from both theoretical and observed distributions of flood occurrence. The results were used for the determination of the main flood seasonality types in Great Britain.

Naima: a Python package for inference of particle distribution properties from nonthermal spectra

NASA Astrophysics Data System (ADS)

Zabalza, V.

2015-07-01

The ultimate goal of the observation of nonthermal emission from astrophysical sources is to understand the underlying particle acceleration and evolution processes, and few tools are publicly available to infer the particle distribution properties from the observed photon spectra from X-ray to VHE gamma rays. Here I present naima, an open source Python package that provides models for nonthermal radiative emission from homogeneous distribution of relativistic electrons and protons. Contributions from synchrotron, inverse Compton, nonthermal bremsstrahlung, and neutral-pion decay can be computed for a series of functional shapes of the particle energy distributions, with the possibility of using user-defined particle distribution functions. In addition, naima provides a set of functions that allow to use these models to fit observed nonthermal spectra through an MCMC procedure, obtaining probability distribution functions for the particle distribution parameters. Here I present the models and methods available in naima and an example of their application to the understanding of a galactic nonthermal source. naima's documentation, including how to install the package, is available at http://naima.readthedocs.org.

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

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

In the landscape perspective, our Universe begins with a quantum tunneling from an eternally-inflating parent vacuum, followed by a period of slow-roll inflation. We investigate the tunneling process and calculate the probability distribution for the initial conditions and for the number of e-folds of slow-roll inflation, modeling the landscape by a small-field one-dimensional random Gaussian potential. We find that such a landscape is fully consistent with observations, but the probability for future detection of spatial curvature is rather low, P ∼ 10{sup −3}.

Technical report. The application of probability-generating functions to linear-quadratic radiation survival curves.

PubMed

Kendal, W S

2000-04-01

To illustrate how probability-generating functions (PGFs) can be employed to derive a simple probabilistic model for clonogenic survival after exposure to ionizing irradiation. Both repairable and irreparable radiation damage to DNA were assumed to occur by independent (Poisson) processes, at intensities proportional to the irradiation dose. Also, repairable damage was assumed to be either repaired or further (lethally) injured according to a third (Bernoulli) process, with the probability of lethal conversion being directly proportional to dose. Using the algebra of PGFs, these three processes were combined to yield a composite PGF that described the distribution of lethal DNA lesions in irradiated cells. The composite PGF characterized a Poisson distribution with mean, chiD+betaD2, where D was dose and alpha and beta were radiobiological constants. This distribution yielded the conventional linear-quadratic survival equation. To test the composite model, the derived distribution was used to predict the frequencies of multiple chromosomal aberrations in irradiated human lymphocytes. The predictions agreed well with observation. This probabilistic model was consistent with single-hit mechanisms, but it was not consistent with binary misrepair mechanisms. A stochastic model for radiation survival has been constructed from elementary PGFs that exactly yields the linear-quadratic relationship. This approach can be used to investigate other simple probabilistic survival models.

The Generalized Quantum Episodic Memory Model.

PubMed

Trueblood, Jennifer S; Hemmer, Pernille

2017-11-01

Recent evidence suggests that experienced events are often mapped to too many episodic states, including those that are logically or experimentally incompatible with one another. For example, episodic over-distribution patterns show that the probability of accepting an item under different mutually exclusive conditions violates the disjunction rule. A related example, called subadditivity, occurs when the probability of accepting an item under mutually exclusive and exhaustive instruction conditions sums to a number >1. Both the over-distribution effect and subadditivity have been widely observed in item and source-memory paradigms. These phenomena are difficult to explain using standard memory frameworks, such as signal-detection theory. A dual-trace model called the over-distribution (OD) model (Brainerd & Reyna, 2008) can explain the episodic over-distribution effect, but not subadditivity. Our goal is to develop a model that can explain both effects. In this paper, we propose the Generalized Quantum Episodic Memory (GQEM) model, which extends the Quantum Episodic Memory (QEM) model developed by Brainerd, Wang, and Reyna (2013). We test GQEM by comparing it to the OD model using data from a novel item-memory experiment and a previously published source-memory experiment (Kellen, Singmann, & Klauer, 2014) examining the over-distribution effect. Using the best-fit parameters from the over-distribution experiments, we conclude by showing that the GQEM model can also account for subadditivity. Overall these results add to a growing body of evidence suggesting that quantum probability theory is a valuable tool in modeling recognition memory. Copyright © 2016 Cognitive Science Society, Inc.

Method for removing atomic-model bias in macromolecular crystallography

DOEpatents

Terwilliger, Thomas C [Santa Fe, NM

2006-08-01

Structure factor bias in an electron density map for an unknown crystallographic structure is minimized by using information in a first electron density map to elicit expected structure factor information. Observed structure factor amplitudes are combined with a starting set of crystallographic phases to form a first set of structure factors. A first electron density map is then derived and features of the first electron density map are identified to obtain expected distributions of electron density. Crystallographic phase probability distributions are established for possible crystallographic phases of reflection k, and the process is repeated as k is indexed through all of the plurality of reflections. An updated electron density map is derived from the crystallographic phase probability distributions for each one of the reflections. The entire process is then iterated to obtain a final set of crystallographic phases with minimum bias from known electron density maps.

Anomalous transport in fluid field with random waiting time depending on the preceding jump length

NASA Astrophysics Data System (ADS)

Zhang, Hong; Li, Guo-Hua

2016-11-01

Anomalous (or non-Fickian) transport behaviors of particles have been widely observed in complex porous media. To capture the energy-dependent characteristics of non-Fickian transport of a particle in flow fields, in the present paper a generalized continuous time random walk model whose waiting time probability distribution depends on the preceding jump length is introduced, and the corresponding master equation in Fourier-Laplace space for the distribution of particles is derived. As examples, two generalized advection-dispersion equations for Gaussian distribution and lévy flight with the probability density function of waiting time being quadratic dependent on the preceding jump length are obtained by applying the derived master equation. Project supported by the Foundation for Young Key Teachers of Chengdu University of Technology, China (Grant No. KYGG201414) and the Opening Foundation of Geomathematics Key Laboratory of Sichuan Province, China (Grant No. scsxdz2013009).

The bingo model of survivorship: 1. probabilistic aspects.

PubMed

Murphy, E A; Trojak, J E; Hou, W; Rohde, C A

1981-01-01

A "bingo" model is one in which the pattern of survival of a system is determined by whichever of several components, each with its own particular distribution for survival, fails first. The model is motivated by the study of lifespan in animals. A number of properties of such systems are discussed in general. They include the use of a special criterion of skewness that probably corresponds more closely than traditional measures to what the eye observes in casually inspecting data. This criterion is the ratio, r(h), of the probability density at a point an arbitrary distance, h, above the mode to that an equal distance below the mode. If this ratio is positive for all positive arguments, the distribution is considered positively asymmetrical and conversely. Details of the bingo model are worked out for several types of base distributions: the rectangular, the triangular, the logistic, and by numerical methods, the normal, lognormal, and gamma.

Effects of the financial crisis on the wealth distribution of Korea's companies

NASA Astrophysics Data System (ADS)

Lim, Kyuseong; Kim, Soo Yong; Swanson, Todd; Kim, Jooyun

2017-02-01

We investigated the distribution functions of Korea's top-rated companies during two financial crises. A power-law scaling for rank distribution, as well as cumulative probability distribution, was found and observed as a general pattern. Similar distributions can be shown in other studies of wealth and income distributions. In our study, the Pareto exponents designating the distribution differed before and after the crisis. The companies covered in this research are divided into two subgroups during a period when the subprime mortgage crisis occurred. Various industrial sectors of Korea's companies were found to respond differently during the two financial crises, especially the construction sector, financial sectors, and insurance groups.

On the use of the energy probability distribution zeros in the study of phase transitions

NASA Astrophysics Data System (ADS)

Mól, L. A. S.; Rodrigues, R. G. M.; Stancioli, R. A.; Rocha, J. C. S.; Costa, B. V.

2018-04-01

This contribution is devoted to cover some technical aspects related to the use of the recently proposed energy probability distribution zeros in the study of phase transitions. This method is based on the partial knowledge of the partition function zeros and has been shown to be extremely efficient to precisely locate phase transition temperatures. It is based on an iterative method in such a way that the transition temperature can be approached at will. The iterative method will be detailed and some convergence issues that has been observed in its application to the 2D Ising model and to an artificial spin ice model will be shown, together with ways to circumvent them.

Fossil preservation and the stratigraphic ranges of taxa

NASA Technical Reports Server (NTRS)

Foote, M.; Raup, D. M.

1996-01-01

The incompleteness of the fossil record hinders the inference of evolutionary rates and patterns. Here, we derive relationships among true taxonomic durations, preservation probability, and observed taxonomic ranges. We use these relationships to estimate original distributions of taxonomic durations, preservation probability, and completeness (proportion of taxa preserved), given only the observed ranges. No data on occurrences within the ranges of taxa are required. When preservation is random and the original distribution of durations is exponential, the inference of durations, preservability, and completeness is exact. However, reasonable approximations are possible given non-exponential duration distributions and temporal and taxonomic variation in preservability. Thus, the approaches we describe have great potential in studies of taphonomy, evolutionary rates and patterns, and genealogy. Analyses of Upper Cambrian-Lower Ordovician trilobite species, Paleozoic crinoid genera, Jurassic bivalve species, and Cenozoic mammal species yield the following results: (1) The preservation probability inferred from stratigraphic ranges alone agrees with that inferred from the analysis of stratigraphic gaps when data on the latter are available. (2) Whereas median durations based on simple tabulations of observed ranges are biased by stratigraphic resolution, our estimates of median duration, extinction rate, and completeness are not biased.(3) The shorter geologic ranges of mammalian species relative to those of bivalves cannot be attributed to a difference in preservation potential. However, we cannot rule out the contribution of taxonomic practice to this difference. (4) In the groups studied, completeness (proportion of species [trilobites, bivalves, mammals] or genera [crinoids] preserved) ranges from 60% to 90%. The higher estimates of completeness at smaller geographic scales support previous suggestions that the incompleteness of the fossil record reflects loss of fossiliferous rock more than failure of species to enter the fossil record in the first place.

Testing typicality in multiverse cosmology

NASA Astrophysics Data System (ADS)

Azhar, Feraz

2015-05-01

In extracting predictions from theories that describe a multiverse, we face the difficulty that we must assess probability distributions over possible observations prescribed not just by an underlying theory, but by a theory together with a conditionalization scheme that allows for (anthropic) selection effects. This means we usually need to compare distributions that are consistent with a broad range of possible observations with actual experimental data. One controversial means of making this comparison is by invoking the "principle of mediocrity": that is, the principle that we are typical of the reference class implicit in the conjunction of the theory and the conditionalization scheme. In this paper, we quantitatively assess the principle of mediocrity in a range of cosmological settings, employing "xerographic distributions" to impose a variety of assumptions regarding typicality. We find that for a fixed theory, the assumption that we are typical gives rise to higher likelihoods for our observations. If, however, one allows both the underlying theory and the assumption of typicality to vary, then the assumption of typicality does not always provide the highest likelihoods. Interpreted from a Bayesian perspective, these results support the claim that when one has the freedom to consider different combinations of theories and xerographic distributions (or different "frameworks"), one should favor the framework that has the highest posterior probability; and then from this framework one can infer, in particular, how typical we are. In this way, the invocation of the principle of mediocrity is more questionable than has been recently claimed.

A fully traits-based approach to modeling global vegetation distribution.

PubMed

van Bodegom, Peter M; Douma, Jacob C; Verheijen, Lieneke M

2014-09-23

Dynamic Global Vegetation Models (DGVMs) are indispensable for our understanding of climate change impacts. The application of traits in DGVMs is increasingly refined. However, a comprehensive analysis of the direct impacts of trait variation on global vegetation distribution does not yet exist. Here, we present such analysis as proof of principle. We run regressions of trait observations for leaf mass per area, stem-specific density, and seed mass from a global database against multiple environmental drivers, making use of findings of global trait convergence. This analysis explained up to 52% of the global variation of traits. Global trait maps, generated by coupling the regression equations to gridded soil and climate maps, showed up to orders of magnitude variation in trait values. Subsequently, nine vegetation types were characterized by the trait combinations that they possess using Gaussian mixture density functions. The trait maps were input to these functions to determine global occurrence probabilities for each vegetation type. We prepared vegetation maps, assuming that the most probable (and thus, most suited) vegetation type at each location will be realized. This fully traits-based vegetation map predicted 42% of the observed vegetation distribution correctly. Our results indicate that a major proportion of the predictive ability of DGVMs with respect to vegetation distribution can be attained by three traits alone if traits like stem-specific density and seed mass are included. We envision that our traits-based approach, our observation-driven trait maps, and our vegetation maps may inspire a new generation of powerful traits-based DGVMs.

Reasoning and choice in the Monty Hall Dilemma (MHD): implications for improving Bayesian reasoning

PubMed Central

Tubau, Elisabet; Aguilar-Lleyda, David; Johnson, Eric D.

2015-01-01

The Monty Hall Dilemma (MHD) is a two-step decision problem involving counterintuitive conditional probabilities. The first choice is made among three equally probable options, whereas the second choice takes place after the elimination of one of the non-selected options which does not hide the prize. Differing from most Bayesian problems, statistical information in the MHD has to be inferred, either by learning outcome probabilities or by reasoning from the presented sequence of events. This often leads to suboptimal decisions and erroneous probability judgments. Specifically, decision makers commonly develop a wrong intuition that final probabilities are equally distributed, together with a preference for their first choice. Several studies have shown that repeated practice enhances sensitivity to the different reward probabilities, but does not facilitate correct Bayesian reasoning. However, modest improvements in probability judgments have been observed after guided explanations. To explain these dissociations, the present review focuses on two types of causes producing the observed biases: Emotional-based choice biases and cognitive limitations in understanding probabilistic information. Among the latter, we identify a crucial cause for the universal difficulty in overcoming the equiprobability illusion: Incomplete representation of prior and conditional probabilities. We conclude that repeated practice and/or high incentives can be effective for overcoming choice biases, but promoting an adequate partitioning of possibilities seems to be necessary for overcoming cognitive illusions and improving Bayesian reasoning. PMID:25873906

The heliolongitudinal distribution of solar flares associated with solar proton events.

PubMed

Smart, D F; Shea, M A

1996-01-01

We find that the heliolongitudinal distribution of solar flares associated with earth-observed solar proton events is a function of the particle measurement energy. For solar proton events containing fluxes with energies exceeding 1 GeV, we find a Gaussian distribution about the probable root of the Archimedean spiral favorable propagation path leading from the earth to the sun. This distribution is modified as the detection threshold is lowered. For > 100 MeV solar proton events with fluxes > or = 10 protons (cm2-sec-ster)-1 we find the distribution becomes wider with a secondary peak near the solar central meridian. When the threshold is lowered to 10 MeV the distribution further evolves. For > 10 MeV solar proton events having a flux threshold at 10 protons (cm2-sec-ster)-1 the distribution can be considered to be a composite of two Gaussians. One distribution is centered about the probable root of the Archimedean spiral favorable propagation path leading from the earth to the sun, and the other is centered about the solar central meridian. For large flux solar proton events, those with flux threshold of 1000 (cm2-sec-ster)-1 at energies > 10 MeV, we find the distribution is rather flat for about 40 degrees either side of central meridian.

Distributed Synchronization in Networks of Agent Systems With Nonlinearities and Random Switchings.

PubMed

Tang, Yang; Gao, Huijun; Zou, Wei; Kurths, Jürgen

2013-02-01

In this paper, the distributed synchronization problem of networks of agent systems with controllers and nonlinearities subject to Bernoulli switchings is investigated. Controllers and adaptive updating laws injected in each vertex of networks depend on the state information of its neighborhood. Three sets of Bernoulli stochastic variables are introduced to describe the occurrence probabilities of distributed adaptive controllers, updating laws and nonlinearities, respectively. By the Lyapunov functions method, we show that the distributed synchronization of networks composed of agent systems with multiple randomly occurring nonlinearities, multiple randomly occurring controllers, and multiple randomly occurring updating laws can be achieved in mean square under certain criteria. The conditions derived in this paper can be solved by semi-definite programming. Moreover, by mathematical analysis, we find that the coupling strength, the probabilities of the Bernoulli stochastic variables, and the form of nonlinearities have great impacts on the convergence speed and the terminal control strength. The synchronization criteria and the observed phenomena are demonstrated by several numerical simulation examples. In addition, the advantage of distributed adaptive controllers over conventional adaptive controllers is illustrated.

Interpolating Non-Parametric Distributions of Hourly Rainfall Intensities Using Random Mixing

NASA Astrophysics Data System (ADS)

Mosthaf, Tobias; Bárdossy, András; Hörning, Sebastian

2015-04-01

The correct spatial interpolation of hourly rainfall intensity distributions is of great importance for stochastical rainfall models. Poorly interpolated distributions may lead to over- or underestimation of rainfall and consequently to wrong estimates of following applications, like hydrological or hydraulic models. By analyzing the spatial relation of empirical rainfall distribution functions, a persistent order of the quantile values over a wide range of non-exceedance probabilities is observed. As the order remains similar, the interpolation weights of quantile values for one certain non-exceedance probability can be applied to the other probabilities. This assumption enables the use of kernel smoothed distribution functions for interpolation purposes. Comparing the order of hourly quantile values over different gauges with the order of their daily quantile values for equal probabilities, results in high correlations. The hourly quantile values also show high correlations with elevation. The incorporation of these two covariates into the interpolation is therefore tested. As only positive interpolation weights for the quantile values assure a monotonically increasing distribution function, the use of geostatistical methods like kriging is problematic. Employing kriging with external drift to incorporate secondary information is not applicable. Nonetheless, it would be fruitful to make use of covariates. To overcome this shortcoming, a new random mixing approach of spatial random fields is applied. Within the mixing process hourly quantile values are considered as equality constraints and correlations with elevation values are included as relationship constraints. To profit from the dependence of daily quantile values, distribution functions of daily gauges are used to set up lower equal and greater equal constraints at their locations. In this way the denser daily gauge network can be included in the interpolation of the hourly distribution functions. The applicability of this new interpolation procedure will be shown for around 250 hourly rainfall gauges in the German federal state of Baden-Württemberg. The performance of the random mixing technique within the interpolation is compared to applicable kriging methods. Additionally, the interpolation of kernel smoothed distribution functions is compared with the interpolation of fitted parametric distributions.

Probability cueing of distractor locations: both intertrial facilitation and statistical learning mediate interference reduction.

PubMed

Goschy, Harriet; Bakos, Sarolta; Müller, Hermann J; Zehetleitner, Michael

2014-01-01

Targets in a visual search task are detected faster if they appear in a probable target region as compared to a less probable target region, an effect which has been termed "probability cueing." The present study investigated whether probability cueing cannot only speed up target detection, but also minimize distraction by distractors in probable distractor regions as compared to distractors in less probable distractor regions. To this end, three visual search experiments with a salient, but task-irrelevant, distractor ("additional singleton") were conducted. Experiment 1 demonstrated that observers can utilize uneven spatial distractor distributions to selectively reduce interference by distractors in frequent distractor regions as compared to distractors in rare distractor regions. Experiments 2 and 3 showed that intertrial facilitation, i.e., distractor position repetitions, and statistical learning (independent of distractor position repetitions) both contribute to the probability cueing effect for distractor locations. Taken together, the present results demonstrate that probability cueing of distractor locations has the potential to serve as a strong attentional cue for the shielding of likely distractor locations.

Objectified quantification of uncertainties in Bayesian atmospheric inversions

NASA Astrophysics Data System (ADS)

Berchet, A.; Pison, I.; Chevallier, F.; Bousquet, P.; Bonne, J.-L.; Paris, J.-D.

2015-05-01

Classical Bayesian atmospheric inversions process atmospheric observations and prior emissions, the two being connected by an observation operator picturing mainly the atmospheric transport. These inversions rely on prescribed errors in the observations, the prior emissions and the observation operator. When data pieces are sparse, inversion results are very sensitive to the prescribed error distributions, which are not accurately known. The classical Bayesian framework experiences difficulties in quantifying the impact of mis-specified error distributions on the optimized fluxes. In order to cope with this issue, we rely on recent research results to enhance the classical Bayesian inversion framework through a marginalization on a large set of plausible errors that can be prescribed in the system. The marginalization consists in computing inversions for all possible error distributions weighted by the probability of occurrence of the error distributions. The posterior distribution of the fluxes calculated by the marginalization is not explicitly describable. As a consequence, we carry out a Monte Carlo sampling based on an approximation of the probability of occurrence of the error distributions. This approximation is deduced from the well-tested method of the maximum likelihood estimation. Thus, the marginalized inversion relies on an automatic objectified diagnosis of the error statistics, without any prior knowledge about the matrices. It robustly accounts for the uncertainties on the error distributions, contrary to what is classically done with frozen expert-knowledge error statistics. Some expert knowledge is still used in the method for the choice of an emission aggregation pattern and of a sampling protocol in order to reduce the computation cost. The relevance and the robustness of the method is tested on a case study: the inversion of methane surface fluxes at the mesoscale with virtual observations on a realistic network in Eurasia. Observing system simulation experiments are carried out with different transport patterns, flux distributions and total prior amounts of emitted methane. The method proves to consistently reproduce the known "truth" in most cases, with satisfactory tolerance intervals. Additionally, the method explicitly provides influence scores and posterior correlation matrices. An in-depth interpretation of the inversion results is then possible. The more objective quantification of the influence of the observations on the fluxes proposed here allows us to evaluate the impact of the observation network on the characterization of the surface fluxes. The explicit correlations between emission aggregates reveal the mis-separated regions, hence the typical temporal and spatial scales the inversion can analyse. These scales are consistent with the chosen aggregation patterns.

Diminishing incidence of Internet child pornographic images.

PubMed

Bagley, Christopher

2003-08-01

Indecent images of children posted to web sites and newsgroups over a 4-yr. period were sampled. A significant decline in the number of such images posted was observed, probably accounted for by the pressure of groups opposed to the distribution of such exploitive material.

Relating centrality to impact parameter in nucleus-nucleus collisions

NASA Astrophysics Data System (ADS)

Das, Sruthy Jyothi; Giacalone, Giuliano; Monard, Pierre-Amaury; Ollitrault, Jean-Yves

2018-01-01

In ultrarelativistic heavy-ion experiments, one estimates the centrality of a collision by using a single observable, say n , typically given by the transverse energy or the number of tracks observed in a dedicated detector. The correlation between n and the impact parameter b of the collision is then inferred by fitting a specific model of the collision dynamics, such as the Glauber model, to experimental data. The goal of this paper is to assess precisely which information about b can be extracted from data without any specific model of the collision. Under the sole assumption that the probability distribution of n for a fixed b is Gaussian, we show that the probability distribution of the impact parameter in a narrow centrality bin can be accurately reconstructed up to 5 % centrality. We apply our methodology to data from the Relativistic Heavy Ion Collider and the Large Hadron Collider. We propose a simple measure of the precision of the centrality determination, which can be used to compare different experiments.

Beating the odds: The poisson distribution of all input cells during limiting dilution grossly underestimates whether a cell line is clonally-derived or not.

PubMed

Zhou, Yizhou; Shaw, David; Lam, Cynthia; Tsukuda, Joni; Yim, Mandy; Tang, Danming; Louie, Salina; Laird, Michael W; Snedecor, Brad; Misaghi, Shahram

2017-09-23

Establishing that a cell line was derived from a single cell progenitor and defined as clonally-derived for the production of clinical and commercial therapeutic protein drugs has been the subject of increased emphasis in cell line development (CLD). Several regulatory agencies have expressed that the prospective probability of clonality for CHO cell lines is assumed to follow the Poisson distribution based on the input cell count. The probability of obtaining monoclonal progenitors based on the Poisson distribution of all cells suggests that one round of limiting dilution may not be sufficient to assure the resulting cell lines are clonally-derived. We experimentally analyzed clonal derivatives originating from single cell cloning (SCC) via one round of limiting dilution, following our standard legacy cell line development practice. Two cell populations with stably integrated DNA spacers were mixed and subjected to SCC via limiting dilution. Cells were cultured in the presence of selection agent, screened, and ranked based on product titer. Post-SCC, the growing cell lines were screened by PCR analysis for the presence of identifying spacers. We observed that the percentage of nonclonal populations was below 9%, which is considerably lower than the determined probability based on the Poisson distribution of all cells. These results were further confirmed using fluorescence imaging of clonal derivatives originating from SCC via limiting dilution of mixed cell populations expressing GFP or RFP. Our results demonstrate that in the presence of selection agent, the Poisson distribution of all cells clearly underestimates the probability of obtaining clonally-derived cell lines. © 2017 American Institute of Chemical Engineers Biotechnol. Prog., 2017. © 2017 American Institute of Chemical Engineers.

A Bayesian Method for Identifying Contaminated Detectors in Low-Level Alpha Spectrometers

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

Maclellan, Jay A.; Strom, Daniel J.; Joyce, Kevin E.

2011-11-02

Analyses used for radiobioassay and other radiochemical tests are normally designed to meet specified quality objectives, such relative bias, precision, and minimum detectable activity (MDA). In the case of radiobioassay analyses for alpha emitting radionuclides, a major determiner of the process MDA is the instrument background. Alpha spectrometry detectors are often restricted to only a few counts over multi-day periods in order to meet required MDAs for nuclides such as plutonium-239 and americium-241. A detector background criterion is often set empirically based on experience, or frequentist or classical statistics are applied to the calculated background count necessary to meet amore » required MDA. An acceptance criterion for the detector background is set at the multiple of the estimated background standard deviation above the assumed mean that provides an acceptably small probability of observation if the mean and standard deviation estimate are correct. The major problem with this method is that the observed background counts used to estimate the mean, and thereby the standard deviation when a Poisson distribution is assumed, are often in the range of zero to three counts. At those expected count levels it is impossible to obtain a good estimate of the true mean from a single measurement. As an alternative, Bayesian statistical methods allow calculation of the expected detector background count distribution based on historical counts from new, uncontaminated detectors. This distribution can then be used to identify detectors showing an increased probability of contamination. The effect of varying the assumed range of background counts (i.e., the prior probability distribution) from new, uncontaminated detectors will be is discussed.« less

Probability Distributome: A Web Computational Infrastructure for Exploring the Properties, Interrelations, and Applications of Probability Distributions.

PubMed

Dinov, Ivo D; Siegrist, Kyle; Pearl, Dennis K; Kalinin, Alexandr; Christou, Nicolas

2016-06-01

Probability distributions are useful for modeling, simulation, analysis, and inference on varieties of natural processes and physical phenomena. There are uncountably many probability distributions. However, a few dozen families of distributions are commonly defined and are frequently used in practice for problem solving, experimental applications, and theoretical studies. In this paper, we present a new computational and graphical infrastructure, the Distributome , which facilitates the discovery, exploration and application of diverse spectra of probability distributions. The extensible Distributome infrastructure provides interfaces for (human and machine) traversal, search, and navigation of all common probability distributions. It also enables distribution modeling, applications, investigation of inter-distribution relations, as well as their analytical representations and computational utilization. The entire Distributome framework is designed and implemented as an open-source, community-built, and Internet-accessible infrastructure. It is portable, extensible and compatible with HTML5 and Web2.0 standards (http://Distributome.org). We demonstrate two types of applications of the probability Distributome resources: computational research and science education. The Distributome tools may be employed to address five complementary computational modeling applications (simulation, data-analysis and inference, model-fitting, examination of the analytical, mathematical and computational properties of specific probability distributions, and exploration of the inter-distributional relations). Many high school and college science, technology, engineering and mathematics (STEM) courses may be enriched by the use of modern pedagogical approaches and technology-enhanced methods. The Distributome resources provide enhancements for blended STEM education by improving student motivation, augmenting the classical curriculum with interactive webapps, and overhauling the learning assessment protocols.

Probability Distributome: A Web Computational Infrastructure for Exploring the Properties, Interrelations, and Applications of Probability Distributions

PubMed Central

Dinov, Ivo D.; Siegrist, Kyle; Pearl, Dennis K.; Kalinin, Alexandr; Christou, Nicolas

2015-01-01

Probability distributions are useful for modeling, simulation, analysis, and inference on varieties of natural processes and physical phenomena. There are uncountably many probability distributions. However, a few dozen families of distributions are commonly defined and are frequently used in practice for problem solving, experimental applications, and theoretical studies. In this paper, we present a new computational and graphical infrastructure, the Distributome, which facilitates the discovery, exploration and application of diverse spectra of probability distributions. The extensible Distributome infrastructure provides interfaces for (human and machine) traversal, search, and navigation of all common probability distributions. It also enables distribution modeling, applications, investigation of inter-distribution relations, as well as their analytical representations and computational utilization. The entire Distributome framework is designed and implemented as an open-source, community-built, and Internet-accessible infrastructure. It is portable, extensible and compatible with HTML5 and Web2.0 standards (http://Distributome.org). We demonstrate two types of applications of the probability Distributome resources: computational research and science education. The Distributome tools may be employed to address five complementary computational modeling applications (simulation, data-analysis and inference, model-fitting, examination of the analytical, mathematical and computational properties of specific probability distributions, and exploration of the inter-distributional relations). Many high school and college science, technology, engineering and mathematics (STEM) courses may be enriched by the use of modern pedagogical approaches and technology-enhanced methods. The Distributome resources provide enhancements for blended STEM education by improving student motivation, augmenting the classical curriculum with interactive webapps, and overhauling the learning assessment protocols. PMID:27158191

Random Partition Distribution Indexed by Pairwise Information

PubMed Central

Dahl, David B.; Day, Ryan; Tsai, Jerry W.

2017-01-01

We propose a random partition distribution indexed by pairwise similarity information such that partitions compatible with the similarities are given more probability. The use of pairwise similarities, in the form of distances, is common in some clustering algorithms (e.g., hierarchical clustering), but we show how to use this type of information to define a prior partition distribution for flexible Bayesian modeling. A defining feature of the distribution is that it allocates probability among partitions within a given number of subsets, but it does not shift probability among sets of partitions with different numbers of subsets. Our distribution places more probability on partitions that group similar items yet keeps the total probability of partitions with a given number of subsets constant. The distribution of the number of subsets (and its moments) is available in closed-form and is not a function of the similarities. Our formulation has an explicit probability mass function (with a tractable normalizing constant) so the full suite of MCMC methods may be used for posterior inference. We compare our distribution with several existing partition distributions, showing that our formulation has attractive properties. We provide three demonstrations to highlight the features and relative performance of our distribution. PMID:29276318

Time-Varying Transition Probability Matrix Estimation and Its Application to Brand Share Analysis.

PubMed

Chiba, Tomoaki; Hino, Hideitsu; Akaho, Shotaro; Murata, Noboru

2017-01-01

In a product market or stock market, different products or stocks compete for the same consumers or purchasers. We propose a method to estimate the time-varying transition matrix of the product share using a multivariate time series of the product share. The method is based on the assumption that each of the observed time series of shares is a stationary distribution of the underlying Markov processes characterized by transition probability matrices. We estimate transition probability matrices for every observation under natural assumptions. We demonstrate, on a real-world dataset of the share of automobiles, that the proposed method can find intrinsic transition of shares. The resulting transition matrices reveal interesting phenomena, for example, the change in flows between TOYOTA group and GM group for the fiscal year where TOYOTA group's sales beat GM's sales, which is a reasonable scenario.

Time-Varying Transition Probability Matrix Estimation and Its Application to Brand Share Analysis

PubMed Central

Chiba, Tomoaki; Akaho, Shotaro; Murata, Noboru

2017-01-01

In a product market or stock market, different products or stocks compete for the same consumers or purchasers. We propose a method to estimate the time-varying transition matrix of the product share using a multivariate time series of the product share. The method is based on the assumption that each of the observed time series of shares is a stationary distribution of the underlying Markov processes characterized by transition probability matrices. We estimate transition probability matrices for every observation under natural assumptions. We demonstrate, on a real-world dataset of the share of automobiles, that the proposed method can find intrinsic transition of shares. The resulting transition matrices reveal interesting phenomena, for example, the change in flows between TOYOTA group and GM group for the fiscal year where TOYOTA group’s sales beat GM’s sales, which is a reasonable scenario. PMID:28076383

Generalized Arcsine Laws for Fractional Brownian Motion

NASA Astrophysics Data System (ADS)

Sadhu, Tridib; Delorme, Mathieu; Wiese, Kay Jörg

2018-01-01

The three arcsine laws for Brownian motion are a cornerstone of extreme-value statistics. For a Brownian Bt starting from the origin, and evolving during time T , one considers the following three observables: (i) the duration t+ the process is positive, (ii) the time tlast the process last visits the origin, and (iii) the time tmax when it achieves its maximum (or minimum). All three observables have the same cumulative probability distribution expressed as an arcsine function, thus the name arcsine laws. We show how these laws change for fractional Brownian motion Xt, a non-Markovian Gaussian process indexed by the Hurst exponent H . It generalizes standard Brownian motion (i.e., H =1/2 ). We obtain the three probabilities using a perturbative expansion in ɛ =H -1/2 . While all three probabilities are different, this distinction can only be made at second order in ɛ . Our results are confirmed to high precision by extensive numerical simulations.

The Approximate Bayesian Computation methods in the localization of the atmospheric contamination source

NASA Astrophysics Data System (ADS)

Kopka, P.; Wawrzynczak, A.; Borysiewicz, M.

2015-09-01

In many areas of application, a central problem is a solution to the inverse problem, especially estimation of the unknown model parameters to model the underlying dynamics of a physical system precisely. In this situation, the Bayesian inference is a powerful tool to combine observed data with prior knowledge to gain the probability distribution of searched parameters. We have applied the modern methodology named Sequential Approximate Bayesian Computation (S-ABC) to the problem of tracing the atmospheric contaminant source. The ABC is technique commonly used in the Bayesian analysis of complex models and dynamic system. Sequential methods can significantly increase the efficiency of the ABC. In the presented algorithm, the input data are the on-line arriving concentrations of released substance registered by distributed sensor network from OVER-LAND ATMOSPHERIC DISPERSION (OLAD) experiment. The algorithm output are the probability distributions of a contamination source parameters i.e. its particular location, release rate, speed and direction of the movement, start time and duration. The stochastic approach presented in this paper is completely general and can be used in other fields where the parameters of the model bet fitted to the observable data should be found.

Rain attenuation measurements: Variability and data quality assessment

NASA Technical Reports Server (NTRS)

Crane, Robert K.

1989-01-01

Year to year variations in the cumulative distributions of rain rate or rain attenuation are evident in any of the published measurements for a single propagation path that span a period of several years of observation. These variations must be described by models for the prediction of rain attenuation statistics. Now that a large measurement data base has been assembled by the International Radio Consultative Committee, the information needed to assess variability is available. On the basis of 252 sample cumulative distribution functions for the occurrence of attenuation by rain, the expected year to year variation in attenuation at a fixed probability level in the 0.1 to 0.001 percent of a year range is estimated to be 27 percent. The expected deviation from an attenuation model prediction for a single year of observations is estimated to exceed 33 percent when any of the available global rain climate model are employed to estimate the rain rate statistics. The probability distribution for the variation in attenuation or rain rate at a fixed fraction of a year is lognormal. The lognormal behavior of the variate was used to compile the statistics for variability.

Statistics of voids in hierarchical universes

NASA Technical Reports Server (NTRS)

Fry, J. N.

1986-01-01

As one alternative to the N-point galaxy correlation function statistics, the distribution of holes or the probability that a volume of given size and shape be empty of galaxies can be considered. The probability of voids resulting from a variety of hierarchical patterns of clustering is considered, and these are compared with the results of numerical simulations and with observations. A scaling relation required by the hierarchical pattern of higher order correlation functions is seen to be obeyed in the simulations, and the numerical results show a clear difference between neutrino models and cold-particle models; voids are more likely in neutrino universes. Observational data do not yet distinguish but are close to being able to distinguish between models.

A brief introduction to probability.

PubMed

Di Paola, Gioacchino; Bertani, Alessandro; De Monte, Lavinia; Tuzzolino, Fabio

2018-02-01

The theory of probability has been debated for centuries: back in 1600, French mathematics used the rules of probability to place and win bets. Subsequently, the knowledge of probability has significantly evolved and is now an essential tool for statistics. In this paper, the basic theoretical principles of probability will be reviewed, with the aim of facilitating the comprehension of statistical inference. After a brief general introduction on probability, we will review the concept of the "probability distribution" that is a function providing the probabilities of occurrence of different possible outcomes of a categorical or continuous variable. Specific attention will be focused on normal distribution that is the most relevant distribution applied to statistical analysis.

A Bayesian Approach to Evaluating Consistency between Climate Model Output and Observations

NASA Astrophysics Data System (ADS)

Braverman, A. J.; Cressie, N.; Teixeira, J.

2010-12-01

Like other scientific and engineering problems that involve physical modeling of complex systems, climate models can be evaluated and diagnosed by comparing their output to observations of similar quantities. Though the global remote sensing data record is relatively short by climate research standards, these data offer opportunities to evaluate model predictions in new ways. For example, remote sensing data are spatially and temporally dense enough to provide distributional information that goes beyond simple moments to allow quantification of temporal and spatial dependence structures. In this talk, we propose a new method for exploiting these rich data sets using a Bayesian paradigm. For a collection of climate models, we calculate posterior probabilities its members best represent the physical system each seeks to reproduce. The posterior probability is based on the likelihood that a chosen summary statistic, computed from observations, would be obtained when the model's output is considered as a realization from a stochastic process. By exploring how posterior probabilities change with different statistics, we may paint a more quantitative and complete picture of the strengths and weaknesses of the models relative to the observations. We demonstrate our method using model output from the CMIP archive, and observations from NASA's Atmospheric Infrared Sounder.

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.

A survey of IRAS data on 41 classical novae

NASA Astrophysics Data System (ADS)

Harrison, T. E.; Gehrz, R. D.

1988-09-01

The IRAS database has been searched for detections of 41 classical novae using coadditions of survey scans; 15 were detected. IRAS temporal observations of novae in outburst are discussed. The observed long-wavelength infrared distributions of DQ Her, and possibly HR Del, can be explained by emission from small (a of about 0.1 microns) dust grains heated by the central object. An alternative explanation for the energy distributions of DQ Her and HR Del is emission from fine-structure lines. FH Ser and LW Ser display energy distributions that have color temperatures much too hot to be due to heating of dust by the central source in any plausible scenario. Line emission is probably the best explanation of their observed energy distributions. The novae NQ Vul and LV Vul have energy distributions that may be contaminated by emission from galactic cirrus. The unusual object PL 1547.3-5612 exhibits an energy distribution that does not resemble those of planetary nebulae or other novae detected in this sample. An IRAS low-resolution spectrum of RR Tel shows the 10-micron silicate emission feature.

Extreme Statistics of Storm Surges in the Baltic Sea

NASA Astrophysics Data System (ADS)

Kulikov, E. A.; Medvedev, I. P.

2017-11-01

Statistical analysis of the extreme values of the Baltic Sea level has been performed for a series of observations for 15-125 years at 13 tide gauge stations. It is shown that the empirical relation between value of extreme sea level rises or ebbs (caused by storm events) and its return period in the Baltic Sea can be well approximated by the Gumbel probability distribution. The maximum values of extreme floods/ebbs of the 100-year recurrence were observed in the Gulf of Finland and the Gulf of Riga. The two longest data series, observed in Stockholm and Vyborg over 125 years, have shown a significant deviation from the Gumbel distribution for the rarest events. Statistical analysis of the hourly sea level data series reveals some asymmetry in the variability of the Baltic Sea level. The probability of rises proved higher than that of ebbs. As for the magnitude of the 100-year recurrence surge, it considerably exceeded the magnitude of ebbs almost everywhere. This asymmetry effect can be attributed to the influence of low atmospheric pressure during storms. A statistical study of extreme values has also been applied to sea level series for Narva over the period of 1994-2000, which were simulated by the ROMS numerical model. Comparisons of the "simulated" and "observed" extreme sea level distributions show that the model reproduces quite satisfactorily extreme floods of "moderate" magnitude; however, it underestimates sea level changes for the most powerful storm surges.

Derivation of low flow frequency distributions under human activities and its implications

NASA Astrophysics Data System (ADS)

Gao, Shida; Liu, Pan; Pan, Zhengke; Ming, Bo; Guo, Shenglian; Xiong, Lihua

2017-06-01

Low flow, refers to a minimum streamflow in dry seasons, is crucial to water supply, agricultural irrigation and navigation. Human activities, such as groundwater pumping, influence low flow severely. In order to derive the low flow frequency distribution functions under human activities, this study incorporates groundwater pumping and return flow as variables in the recession process. Steps are as follows: (1) the original low flow without human activities is assumed to follow a Pearson type three distribution, (2) the probability distribution of climatic dry spell periods is derived based on a base flow recession model, (3) the base flow recession model is updated under human activities, and (4) the low flow distribution under human activities is obtained based on the derived probability distribution of dry spell periods and the updated base flow recession model. Linear and nonlinear reservoir models are used to describe the base flow recession, respectively. The Wudinghe basin is chosen for the case study, with daily streamflow observations during 1958-2000. Results show that human activities change the location parameter of the low flow frequency curve for the linear reservoir model, while alter the frequency distribution function for the nonlinear one. It is indicated that alter the parameters of the low flow frequency distribution is not always feasible to tackle the changing environment.

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

PubMed

Yura, Harold T; Hanson, Steen G

2012-04-01

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

PSE-HMM: genome-wide CNV detection from NGS data using an HMM with Position-Specific Emission probabilities.

PubMed

Malekpour, Seyed Amir; Pezeshk, Hamid; Sadeghi, Mehdi

2016-11-03

Copy Number Variation (CNV) is envisaged to be a major source of large structural variations in the human genome. In recent years, many studies apply Next Generation Sequencing (NGS) data for the CNV detection. However, still there is a necessity to invent more accurate computational tools. In this study, mate pair NGS data are used for the CNV detection in a Hidden Markov Model (HMM). The proposed HMM has position specific emission probabilities, i.e. a Gaussian mixture distribution. Each component in the Gaussian mixture distribution captures a different type of aberration that is observed in the mate pairs, after being mapped to the reference genome. These aberrations may include any increase (decrease) in the insertion size or change in the direction of mate pairs that are mapped to the reference genome. This HMM with Position-Specific Emission probabilities (PSE-HMM) is utilized for the genome-wide detection of deletions and tandem duplications. The performance of PSE-HMM is evaluated on a simulated dataset and also on a real data of a Yoruban HapMap individual, NA18507. PSE-HMM is effective in taking observation dependencies into account and reaches a high accuracy in detecting genome-wide CNVs. MATLAB programs are available at http://bs.ipm.ir/softwares/PSE-HMM/ .

The Statistical Value of Raw Fluorescence Signal in Luminex xMAP Based Multiplex Immunoassays

PubMed Central

Breen, Edmond J.; Tan, Woei; Khan, Alamgir

2016-01-01

Tissue samples (plasma, saliva, serum or urine) from 169 patients classified as either normal or having one of seven possible diseases are analysed across three 96-well plates for the presences of 37 analytes using cytokine inflammation multiplexed immunoassay panels. Censoring for concentration data caused problems for analysis of the low abundant analytes. Using fluorescence analysis over concentration based analysis allowed analysis of these low abundant analytes. Mixed-effects analysis on the resulting fluorescence and concentration responses reveals a combination of censoring and mapping the fluorescence responses to concentration values, through a 5PL curve, changed observed analyte concentrations. Simulation verifies this, by showing a dependence on the mean florescence response and its distribution on the observed analyte concentration levels. Differences from normality, in the fluorescence responses, can lead to differences in concentration estimates and unreliable probabilities for treatment effects. It is seen that when fluorescence responses are normally distributed, probabilities of treatment effects for fluorescence based t-tests has greater statistical power than the same probabilities from concentration based t-tests. We add evidence that the fluorescence response, unlike concentration values, doesn’t require censoring and we show with respect to differential analysis on the fluorescence responses that background correction is not required. PMID:27243383

SOURCELESS STARTUP. A MACHINE CODE FOR COMPUTING LOW-SOURCE REACTOR STARTUPS

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

MacMillan, D.B.

1960-06-01

>A revision to the sourceless start-up code is presented. The code solves a system of differential equations encountered in computing the probability distribution of activity at an observed power level during reactor start-up from a very low source level. (J.R.D.)

The perception of probability.

PubMed

Gallistel, C R; Krishan, Monika; Liu, Ye; Miller, Reilly; Latham, Peter E

2014-01-01

We present a computational model to explain the results from experiments in which subjects estimate the hidden probability parameter of a stepwise nonstationary Bernoulli process outcome by outcome. The model captures the following results qualitatively and quantitatively, with only 2 free parameters: (a) Subjects do not update their estimate after each outcome; they step from one estimate to another at irregular intervals. (b) The joint distribution of step widths and heights cannot be explained on the assumption that a threshold amount of change must be exceeded in order for them to indicate a change in their perception. (c) The mapping of observed probability to the median perceived probability is the identity function over the full range of probabilities. (d) Precision (how close estimates are to the best possible estimate) is good and constant over the full range. (e) Subjects quickly detect substantial changes in the hidden probability parameter. (f) The perceived probability sometimes changes dramatically from one observation to the next. (g) Subjects sometimes have second thoughts about a previous change perception, after observing further outcomes. (h) The frequency with which they perceive changes moves in the direction of the true frequency over sessions. (Explaining this finding requires 2 additional parametric assumptions.) The model treats the perception of the current probability as a by-product of the construction of a compact encoding of the experienced sequence in terms of its change points. It illustrates the why and the how of intermittent Bayesian belief updating and retrospective revision in simple perception. It suggests a reinterpretation of findings in the recent literature on the neurobiology of decision making. (PsycINFO Database Record (c) 2014 APA, all rights reserved).

Occupancy models for monitoring marine fish: a bayesian hierarchical approach to model imperfect detection with a novel gear combination.

PubMed

Coggins, Lewis G; Bacheler, Nathan M; Gwinn, Daniel C

2014-01-01

Occupancy models using incidence data collected repeatedly at sites across the range of a population are increasingly employed to infer patterns and processes influencing population distribution and dynamics. While such work is common in terrestrial systems, fewer examples exist in marine applications. This disparity likely exists because the replicate samples required by these models to account for imperfect detection are often impractical to obtain when surveying aquatic organisms, particularly fishes. We employ simultaneous sampling using fish traps and novel underwater camera observations to generate the requisite replicate samples for occupancy models of red snapper, a reef fish species. Since the replicate samples are collected simultaneously by multiple sampling devices, many typical problems encountered when obtaining replicate observations are avoided. Our results suggest that augmenting traditional fish trap sampling with camera observations not only doubled the probability of detecting red snapper in reef habitats off the Southeast coast of the United States, but supplied the necessary observations to infer factors influencing population distribution and abundance while accounting for imperfect detection. We found that detection probabilities tended to be higher for camera traps than traditional fish traps. Furthermore, camera trap detections were influenced by the current direction and turbidity of the water, indicating that collecting data on these variables is important for future monitoring. These models indicate that the distribution and abundance of this species is more heavily influenced by latitude and depth than by micro-scale reef characteristics lending credence to previous characterizations of red snapper as a reef habitat generalist. This study demonstrates the utility of simultaneous sampling devices, including camera traps, in aquatic environments to inform occupancy models and account for imperfect detection when describing factors influencing fish population distribution and dynamics.

Occupancy Models for Monitoring Marine Fish: A Bayesian Hierarchical Approach to Model Imperfect Detection with a Novel Gear Combination

PubMed Central

Coggins, Lewis G.; Bacheler, Nathan M.; Gwinn, Daniel C.

2014-01-01

Occupancy models using incidence data collected repeatedly at sites across the range of a population are increasingly employed to infer patterns and processes influencing population distribution and dynamics. While such work is common in terrestrial systems, fewer examples exist in marine applications. This disparity likely exists because the replicate samples required by these models to account for imperfect detection are often impractical to obtain when surveying aquatic organisms, particularly fishes. We employ simultaneous sampling using fish traps and novel underwater camera observations to generate the requisite replicate samples for occupancy models of red snapper, a reef fish species. Since the replicate samples are collected simultaneously by multiple sampling devices, many typical problems encountered when obtaining replicate observations are avoided. Our results suggest that augmenting traditional fish trap sampling with camera observations not only doubled the probability of detecting red snapper in reef habitats off the Southeast coast of the United States, but supplied the necessary observations to infer factors influencing population distribution and abundance while accounting for imperfect detection. We found that detection probabilities tended to be higher for camera traps than traditional fish traps. Furthermore, camera trap detections were influenced by the current direction and turbidity of the water, indicating that collecting data on these variables is important for future monitoring. These models indicate that the distribution and abundance of this species is more heavily influenced by latitude and depth than by micro-scale reef characteristics lending credence to previous characterizations of red snapper as a reef habitat generalist. This study demonstrates the utility of simultaneous sampling devices, including camera traps, in aquatic environments to inform occupancy models and account for imperfect detection when describing factors influencing fish population distribution and dynamics. PMID:25255325

A simple model for DSS-14 outage times

NASA Technical Reports Server (NTRS)

Rumsey, H. C.; Stevens, R.; Posner, E. C.

1989-01-01

A model is proposed to describe DSS-14 outage times. Discrepancy Reporting System outage data for the period from January 1986 through September 1988 are used to estimate the parameters of the model. The model provides a probability distribution for the duration of outages, which agrees well with observed data. The model depends only on a small number of parameters, and has some heuristic justification. This shows that the Discrepancy Reporting System in the Deep Space Network (DSN) can be used to estimate the probability of extended outages in spite of the discrepancy reports ending when the pass ends. The probability of an outage extending beyond the end of a pass is estimated as around 5 percent.

Estimating the empirical probability of submarine landslide occurrence

USGS Publications Warehouse

Geist, Eric L.; Parsons, Thomas E.; Mosher, David C.; Shipp, Craig; Moscardelli, Lorena; Chaytor, Jason D.; Baxter, Christopher D. P.; Lee, Homa J.; Urgeles, Roger

2010-01-01

The empirical probability for the occurrence of submarine landslides at a given location can be estimated from age dates of past landslides. In this study, tools developed to estimate earthquake probability from paleoseismic horizons are adapted to estimate submarine landslide probability. In both types of estimates, one has to account for the uncertainty associated with age-dating individual events as well as the open time intervals before and after the observed sequence of landslides. For observed sequences of submarine landslides, we typically only have the age date of the youngest event and possibly of a seismic horizon that lies below the oldest event in a landslide sequence. We use an empirical Bayes analysis based on the Poisson-Gamma conjugate prior model specifically applied to the landslide probability problem. This model assumes that landslide events as imaged in geophysical data are independent and occur in time according to a Poisson distribution characterized by a rate parameter λ. With this method, we are able to estimate the most likely value of λ and, importantly, the range of uncertainty in this estimate. Examples considered include landslide sequences observed in the Santa Barbara Channel, California, and in Port Valdez, Alaska. We confirm that given the uncertainties of age dating that landslide complexes can be treated as single events by performing statistical test of age dates representing the main failure episode of the Holocene Storegga landslide complex.

Combining state-and-transition simulations and species distribution models to anticipate the effects of climate change

USGS Publications Warehouse

Miller, Brian W.; Frid, Leonardo; Chang, Tony; Piekielek, N. B.; Hansen, Andrew J.; Morisette, Jeffrey T.

2015-01-01

State-and-transition simulation models (STSMs) are known for their ability to explore the combined effects of multiple disturbances, ecological dynamics, and management actions on vegetation. However, integrating the additional impacts of climate change into STSMs remains a challenge. We address this challenge by combining an STSM with species distribution modeling (SDM). SDMs estimate the probability of occurrence of a given species based on observed presence and absence locations as well as environmental and climatic covariates. Thus, in order to account for changes in habitat suitability due to climate change, we used SDM to generate continuous surfaces of species occurrence probabilities. These data were imported into ST-Sim, an STSM platform, where they dictated the probability of each cell transitioning between alternate potential vegetation types at each time step. The STSM was parameterized to capture additional processes of vegetation growth and disturbance that are relevant to a keystone species in the Greater Yellowstone Ecosystem—whitebark pine (Pinus albicaulis). We compared historical model runs against historical observations of whitebark pine and a key disturbance agent (mountain pine beetle, Dendroctonus ponderosae), and then projected the simulation into the future. Using this combination of correlative and stochastic simulation models, we were able to reproduce historical observations and identify key data gaps. Results indicated that SDMs and STSMs are complementary tools, and combining them is an effective way to account for the anticipated impacts of climate change, biotic interactions, and disturbances, while also allowing for the exploration of management options.

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

NASA Technical Reports Server (NTRS)

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

2012-01-01

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

Prevalance and consequences of the most frequently observed alien molluse in US wadeable stream ecosystems

EPA Science Inventory

Alien molluscs are widely distributed in U.S. streams. While some raise economic concerns on the order of billions of dollars, documentation of widespread ecological effects has, in some instances, been more elusive. A probability survey of wadeable streams of the coterminous U.S...

Spectral Bayesian Knowledge Tracing

ERIC Educational Resources Information Center

Falakmasir, Mohammad; Yudelson, Michael; Ritter, Steve; Koedinger, Ken

2015-01-01

Bayesian Knowledge Tracing (BKT) has been in wide use for modeling student skill acquisition in Intelligent Tutoring Systems (ITS). BKT tracks and updates student's latent mastery of a skill as a probability distribution of a binary variable. BKT does so by accounting for observed student successes in applying the skill correctly, where success is…

Scaling in the distribution of intertrade durations of Chinese stocks

NASA Astrophysics Data System (ADS)

Jiang, Zhi-Qiang; Chen, Wei; Zhou, Wei-Xing

2008-10-01

The distribution of intertrade durations, defined as the waiting times between two consecutive transactions, is investigated based upon the limit order book data of 23 liquid Chinese stocks listed on the Shenzhen Stock Exchange in the whole year 2003. A scaling pattern is observed in the distributions of intertrade durations, where the empirical density functions of the normalized intertrade durations of all 23 stocks collapse onto a single curve. The scaling pattern is also observed in the intertrade duration distributions for filled and partially filled trades and in the conditional distributions. The ensemble distributions for all stocks are modeled by the Weibull and the Tsallis q-exponential distributions. Maximum likelihood estimation shows that the Weibull distribution outperforms the q-exponential for not-too-large intertrade durations which account for more than 98.5% of the data. Alternatively, nonlinear least-squares estimation selects the q-exponential as a better model, in which the optimization is conducted on the distance between empirical and theoretical values of the logarithmic probability densities. The distribution of intertrade durations is Weibull followed by a power-law tail with an asymptotic tail exponent close to 3.

Ridit Analysis for Cooper-Harper and Other Ordinal Ratings for Sparse Data - A Distance-based Approach

DTIC Science & Technology

2016-09-01

is to fit empirical Beta distributions to observed data, and then to use a randomization approach to make inferences on the difference between...a Ridit analysis on the often sparse data sets in many Flying Qualities applicationsi. The method of this paper is to fit empirical Beta ...One such measure is the discrete- probability-distribution version of the (squared) ‘Hellinger Distance’ (Yang & Le Cam , 2000) 2(, ) = 1

Prediction and typicality in multiverse cosmology

NASA Astrophysics Data System (ADS)

Azhar, Feraz

2014-02-01

In the absence of a fundamental theory that precisely predicts values for observable parameters, anthropic reasoning attempts to constrain probability distributions over those parameters in order to facilitate the extraction of testable predictions. The utility of this approach has been vigorously debated of late, particularly in light of theories that claim we live in a multiverse, where parameters may take differing values in regions lying outside our observable horizon. Within this cosmological framework, we investigate the efficacy of top-down anthropic reasoning based on the weak anthropic principle. We argue contrary to recent claims that it is not clear one can either dispense with notions of typicality altogether or presume typicality, in comparing resulting probability distributions with observations. We show in a concrete, top-down setting related to dark matter, that assumptions about typicality can dramatically affect predictions, thereby providing a guide to how errors in reasoning regarding typicality translate to errors in the assessment of predictive power. We conjecture that this dependence on typicality is an integral feature of anthropic reasoning in broader cosmological contexts, and argue in favour of the explicit inclusion of measures of typicality in schemes invoking anthropic reasoning, with a view to extracting predictions from multiverse scenarios.

Comments on {open_quotes}interpretations of quantum mechanics, joint measurement of incompatible observables, and counterfactual definiteness{close_quotes}

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

Stapp, H.P.

1994-12-01

Some seeming logical deficiencies in a recent paper are described. The author responds to the arguments of the work by de Muynck, De Baere, and Martens (MDM), who argue it is widely accepted today that some sort of nonlocal effect is needed to resolve the problems raised by the works of Einstein, Podolsky, and Rosen (EPR) and John Bell. In MBM a variety of arguments are set forth that aim to invalidate the existing purported proofs of nonlocality and to provide, moreover, a local solution to the problems uncovered by EPR and Bell. Much of the argumentation in MBM ismore » based on the idea of introducing `nonideal` measurements, which, according to MBM, allow one to construct joint probability distributions for incompatible observables. The existence of a bona fide joint probability distribution for the incompatible observables occurring in the EPRB experiments would entail that Bell`s inequalities can be satisfied, and hence that the mathematical basis for the nonlocal effects would disappear. This relult would apparently allow one to eliminate the need for nonlocal effects by considering experiments of this new kind.« less

Nonadditive entropies yield probability distributions with biases not warranted by the data.

PubMed

Pressé, Steve; Ghosh, Kingshuk; Lee, Julian; Dill, Ken A

2013-11-01

Different quantities that go by the name of entropy are used in variational principles to infer probability distributions from limited data. Shore and Johnson showed that maximizing the Boltzmann-Gibbs form of the entropy ensures that probability distributions inferred satisfy the multiplication rule of probability for independent events in the absence of data coupling such events. Other types of entropies that violate the Shore and Johnson axioms, including nonadditive entropies such as the Tsallis entropy, violate this basic consistency requirement. Here we use the axiomatic framework of Shore and Johnson to show how such nonadditive entropy functions generate biases in probability distributions that are not warranted by the underlying data.

Deviation from Power Law Behavior in Landslide Phenomenon

NASA Astrophysics Data System (ADS)

Li, L.; Lan, H.; Wu, Y.

2013-12-01

Power law distribution of magnitude is widely observed in many natural hazards (e.g., earthquake, floods, tornadoes, and forest fires). Landslide is unique as the size distribution of landslide is characterized by a power law decrease with a rollover in the small size end. Yet, the emergence of the rollover, i.e., the deviation from power law behavior for small size landslides, remains a mystery. In this contribution, we grouped the forces applied on landslide bodies into two categories: 1) the forces proportional to the volume of failure mass (gravity and friction), and 2) the forces proportional to the area of failure surface (cohesion). Failure occurs when the forces proportional to volume exceed the forces proportional to surface area. As such, given a certain mechanical configuration, the failure volume to failure surface area ratio must exceed a corresponding threshold to guarantee a failure. Assuming all landslides share a uniform shape, which means the volume to surface area ratio of landslide regularly increase with the landslide volume, a cutoff of landslide volume distribution in the small size end can be defined. However, in realistic landslide phenomena, where heterogeneities of landslide shape and mechanical configuration are existent, a simple cutoff of landslide volume distribution does not exist. The stochasticity of landslide shape introduce a probability distribution of the volume to surface area ratio with regard to landslide volume, with which the probability that the volume to surface ratio exceed the threshold can be estimated regarding values of landslide volume. An experiment based on empirical data showed that this probability can induce the power law distribution of landslide volume roll down in the small size end. We therefore proposed that the constraints on the failure volume to failure surface area ratio together with the heterogeneity of landslide geometry and mechanical configuration attribute for the deviation from power law behavior in landslide phenomenon. Figure shows that a rollover of landslide size distribution in the small size end is produced as the probability for V/S (the failure volume to failure surface ratio of landslide) exceeding the mechanical threshold applied to the power law distribution of landslide volume.

The Self-Organization of a Spoken Word

PubMed Central

Holden, John G.; Rajaraman, Srinivasan

2012-01-01

Pronunciation time probability density and hazard functions from large speeded word naming data sets were assessed for empirical patterns consistent with multiplicative and reciprocal feedback dynamics – interaction dominant dynamics. Lognormal and inverse power law distributions are associated with multiplicative and interdependent dynamics in many natural systems. Mixtures of lognormal and inverse power law distributions offered better descriptions of the participant’s distributions than the ex-Gaussian or ex-Wald – alternatives corresponding to additive, superposed, component processes. The evidence for interaction dominant dynamics suggests fundamental links between the observed coordinative synergies that support speech production and the shapes of pronunciation time distributions. PMID:22783213

ProbOnto: ontology and knowledge base of probability distributions.

PubMed

Swat, Maciej J; Grenon, Pierre; Wimalaratne, Sarala

2016-09-01

Probability distributions play a central role in mathematical and statistical modelling. The encoding, annotation and exchange of such models could be greatly simplified by a resource providing a common reference for the definition of probability distributions. Although some resources exist, no suitably detailed and complex ontology exists nor any database allowing programmatic access. ProbOnto, is an ontology-based knowledge base of probability distributions, featuring more than 80 uni- and multivariate distributions with their defining functions, characteristics, relationships and re-parameterization formulas. It can be used for model annotation and facilitates the encoding of distribution-based models, related functions and quantities. http://probonto.org mjswat@ebi.ac.uk Supplementary data are available at Bioinformatics online. © The Author 2016. Published by Oxford University Press.

Convective Weather Forecast Quality Metrics for Air Traffic Management Decision-Making

NASA Technical Reports Server (NTRS)

Chatterji, Gano B.; Gyarfas, Brett; Chan, William N.; Meyn, Larry A.

2006-01-01

Since numerical weather prediction models are unable to accurately forecast the severity and the location of the storm cells several hours into the future when compared with observation data, there has been a growing interest in probabilistic description of convective weather. The classical approach for generating uncertainty bounds consists of integrating the state equations and covariance propagation equations forward in time. This step is readily recognized as the process update step of the Kalman Filter algorithm. The second well known method, known as the Monte Carlo method, consists of generating output samples by driving the forecast algorithm with input samples selected from distributions. The statistical properties of the distributions of the output samples are then used for defining the uncertainty bounds of the output variables. This method is computationally expensive for a complex model compared to the covariance propagation method. The main advantage of the Monte Carlo method is that a complex non-linear model can be easily handled. Recently, a few different methods for probabilistic forecasting have appeared in the literature. A method for computing probability of convection in a region using forecast data is described in Ref. 5. Probability at a grid location is computed as the fraction of grid points, within a box of specified dimensions around the grid location, with forecast convection precipitation exceeding a specified threshold. The main limitation of this method is that the results are dependent on the chosen dimensions of the box. The examples presented Ref. 5 show that this process is equivalent to low-pass filtering of the forecast data with a finite support spatial filter. References 6 and 7 describe the technique for computing percentage coverage within a 92 x 92 square-kilometer box and assigning the value to the center 4 x 4 square-kilometer box. This technique is same as that described in Ref. 5. Characterizing the forecast, following the process described in Refs. 5 through 7, in terms of percentage coverage or confidence level is notionally sound compared to characterizing in terms of probabilities because the probability of the forecast being correct can only be determined using actual observations. References 5 through 7 only use the forecast data and not the observations. The method for computing the probability of detection, false alarm ratio and several forecast quality metrics (Skill Scores) using both the forecast and observation data are given in Ref. 2. This paper extends the statistical verification method in Ref. 2 to determine co-occurrence probabilities. The method consists of computing the probability that a severe weather cell (grid location) is detected in the observation data in the neighborhood of the severe weather cell in the forecast data. Probabilities of occurrence at the grid location and in its neighborhood with higher severity, and with lower severity in the observation data compared to that in the forecast data are examined. The method proposed in Refs. 5 through 7 is used for computing the probability that a certain number of cells in the neighborhood of severe weather cells in the forecast data are seen as severe weather cells in the observation data. Finally, the probability of existence of gaps in the observation data in the neighborhood of severe weather cells in forecast data is computed. Gaps are defined as openings between severe weather cells through which an aircraft can safely fly to its intended destination. The rest of the paper is organized as follows. Section II summarizes the statistical verification method described in Ref. 2. The extension of this method for computing the co-occurrence probabilities in discussed in Section HI. Numerical examples using NCWF forecast data and NCWD observation data are presented in Section III to elucidate the characteristics of the co-occurrence probabilities. This section also discusses the procedure for computing throbabilities that the severity of convection in the observation data will be higher or lower in the neighborhood of grid locations compared to that indicated at the grid locations in the forecast data. The probability of coverage of neighborhood grid cells is also described via examples in this section. Section IV discusses the gap detection algorithm and presents a numerical example to illustrate the method. The locations of the detected gaps in the observation data are used along with the locations of convective weather cells in the forecast data to determine the probability of existence of gaps in the neighborhood of these cells. Finally, the paper is concluded in Section V.

PRODIGEN: visualizing the probability landscape of stochastic gene regulatory networks in state and time space.

PubMed

Ma, Chihua; Luciani, Timothy; Terebus, Anna; Liang, Jie; Marai, G Elisabeta

2017-02-15

Visualizing the complex probability landscape of stochastic gene regulatory networks can further biologists' understanding of phenotypic behavior associated with specific genes. We present PRODIGEN (PRObability DIstribution of GEne Networks), a web-based visual analysis tool for the systematic exploration of probability distributions over simulation time and state space in such networks. PRODIGEN was designed in collaboration with bioinformaticians who research stochastic gene networks. The analysis tool combines in a novel way existing, expanded, and new visual encodings to capture the time-varying characteristics of probability distributions: spaghetti plots over one dimensional projection, heatmaps of distributions over 2D projections, enhanced with overlaid time curves to display temporal changes, and novel individual glyphs of state information corresponding to particular peaks. We demonstrate the effectiveness of the tool through two case studies on the computed probabilistic landscape of a gene regulatory network and of a toggle-switch network. Domain expert feedback indicates that our visual approach can help biologists: 1) visualize probabilities of stable states, 2) explore the temporal probability distributions, and 3) discover small peaks in the probability landscape that have potential relation to specific diseases.

Global Distribution of Density Irregularities in the Equatorial Ionosphere

NASA Technical Reports Server (NTRS)

Kil, Hyosub; Heelis, R. A.

1998-01-01

We analyzed measurements of ion number density made by the retarding potential analyzer aboard the Atmosphere Explorer-E (AE-E) satellite, which was in an approximately circular orbit at an altitude near 300 km in 1977 and later at an altitude near 400 km. Large-scale (greater than 60 km) density measurements in the high-altitude regions show large depletions of bubble-like structures which are confined to narrow local time longitude, and magnetic latitude ranges, while those in the low-altitude regions show relatively small depletions which are broadly distributed,in space. For this reason we considered the altitude regions below 300 km and above 350 km and investigated the global distribution of irregularities using the rms deviation delta N/N over a path length of 18 km as an indicator of overall irregularity intensity. Seasonal variations of irregularity occurrence probability are significant in the Pacific regions, while the occurrence probability is always high in die Atlantic-African regions and is always low in die Indian regions. We find that the high occurrence probability in the Pacific regions is associated with isolated bubble structures, while that near 0 deg longitude is produced by large depictions with bubble structures which are superimposed on a large-scale wave-like background. Considerations of longitude variations due to seeding mechanisms and due to F region winds and drifts are necessary to adequately explain the observations at low and high altitudes. Seeding effects are most obvious near 0 deg longitude, while the most easily observed effect of the F region is the suppression of irregularity growth by interhemispheric neutral winds.

Extreme rainfall events: Learning from raingauge time series

NASA Astrophysics Data System (ADS)

Boni, G.; Parodi, A.; Rudari, R.

2006-08-01

SummaryThis study analyzes the historical records of annual rainfall maxima recorded in Northern Italy, cumulated over time windows (durations) of 1 and 24 h and considered paradigmatic descriptions of storms of both short and long duration. Three large areas are studied: Liguria, Piedmont and Triveneto (Triveneto includes the Regions of Veneto, Trentino Alto Adige and Friuli Venezia Giulia). A regional frequency analysis of annual rainfall maxima is carried out through the Two Components Extreme Value (TCEV) distribution. A hierarchical approach is used to define statistically homogeneous areas so that the definition of a regional distribution becomes possible. Thanks to the peculiar nature of the TCEV distribution, a frequency-based threshold criterion is proposed. Such criterion allows to distinguish the observed ordinary values from the observed extra-ordinary values of annual rainfall maxima. A second step of this study focuses on the analysis of the probability of occurrence of extra-ordinary events over a period of one year. Results show the existence of a four month dominant season that maximizes the number of occurrences of annual rainfall maxima. Such results also show how the seasonality of extra-ordinary events changes whenever a different duration of events is considered. The joint probability of occurrence of extreme storms of short and long duration is also analyzed. Such analysis demonstrates how the joint probability of occurrence significantly changes when all rainfall maxima or only extra-ordinary maxima are used. All results undergo a critical discussion. Such discussion seems to lead to the point that the identified statistical characteristics might represent the landmark of those mechanisms causing heavy precipitation in the analyzed regions.

Comparision of the different probability distributions for earthquake hazard assessment in the North Anatolian Fault Zone

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

Yilmaz, Şeyda, E-mail: seydayilmaz@ktu.edu.tr; Bayrak, Erdem, E-mail: erdmbyrk@gmail.com; Bayrak, Yusuf, E-mail: bayrak@ktu.edu.tr

In this study we examined and compared the three different probabilistic distribution methods for determining the best suitable model in probabilistic assessment of earthquake hazards. We analyzed a reliable homogeneous earthquake catalogue between a time period 1900-2015 for magnitude M ≥ 6.0 and estimated the probabilistic seismic hazard in the North Anatolian Fault zone (39°-41° N 30°-40° E) using three distribution methods namely Weibull distribution, Frechet distribution and three-parameter Weibull distribution. The distribution parameters suitability was evaluated Kolmogorov-Smirnov (K-S) goodness-of-fit test. We also compared the estimated cumulative probability and the conditional probabilities of occurrence of earthquakes for different elapsed timemore » using these three distribution methods. We used Easyfit and Matlab software to calculate these distribution parameters and plotted the conditional probability curves. We concluded that the Weibull distribution method was the most suitable than other distribution methods in this region.« less

Probabilistic hindcasts and projections of the coupled climate, carbon cycle and Atlantic meridional overturning circulation system: a Bayesian fusion of century-scale observations with a simple model

NASA Astrophysics Data System (ADS)

Urban, Nathan M.; Keller, Klaus

2010-10-01

How has the Atlantic Meridional Overturning Circulation (AMOC) varied over the past centuries and what is the risk of an anthropogenic AMOC collapse? We report probabilistic projections of the future climate which improve on previous AMOC projection studies by (i) greatly expanding the considered observational constraints and (ii) carefully sampling the tail areas of the parameter probability distribution function (pdf). We use a Bayesian inversion to constrain a simple model of the coupled climate, carbon cycle and AMOC systems using observations to derive multicentury hindcasts and projections. Our hindcasts show considerable skill in representing the observational constraints. We show that robust AMOC risk estimates can require carefully sampling the parameter pdfs. We find a low probability of experiencing an AMOC collapse within the 21st century for a business-as-usual emissions scenario. The probability of experiencing an AMOC collapse within two centuries is 1/10. The probability of crossing a forcing threshold and triggering a future AMOC collapse (by 2300) is approximately 1/30 in the 21st century and over 1/3 in the 22nd. Given the simplicity of the model structure and uncertainty in the forcing assumptions, our analysis should be considered a proof of concept and the quantitative conclusions subject to severe caveats.

Observing the Next Galactic Supernova

NASA Astrophysics Data System (ADS)

Adams, Scott M.; Kochanek, C. S.; Beacom, John F.; Vagins, Mark R.; Stanek, K. Z.

2013-12-01

No supernova (SN) in the Milky Way has been observed since the invention of the optical telescope, instruments for other wavelengths, neutrino detectors, or gravitational wave observatories. It would be a tragedy to miss the opportunity to fully characterize the next one. To aid preparations for its observations, we model the distance, extinction, and magnitude probability distributions of a successful Galactic core-collapse supernova (ccSN), its shock breakout radiation, and its massive star progenitor. We find, at very high probability (sime 100%), that the next Galactic SN will easily be detectable in the near-IR and that near-IR photometry of the progenitor star very likely (sime 92%) already exists in the Two Micron All Sky Survey. Most ccSNe (98%) will be easily observed in the optical, but a significant fraction (43%) will lack observations of the progenitor due to a combination of survey sensitivity and confusion. If neutrino detection experiments can quickly disseminate a likely position (~3°), we show that a modestly priced IR camera system can probably detect the shock breakout radiation pulse even in daytime (64% for the cheapest design). Neutrino experiments should seriously consider adding such systems, both for their scientific return and as an added and internal layer of protection against false triggers. We find that shock breakouts from failed ccSNe of red supergiants may be more observable than those of successful SNe due to their lower radiation temperatures. We review the process by which neutrinos from a Galactic ccSN would be detected and announced. We provide new information on the EGADS system and its potential for providing instant neutrino alerts. We also discuss the distance, extinction, and magnitude probability distributions for the next Galactic Type Ia supernova (SN Ia). Based on our modeled observability, we find a Galactic ccSN rate of 3.2^{+7.3}_{-2.6} per century and a Galactic SN Ia rate of 1.4^{+1.4}_{-0.8} per century for a total Galactic SN rate of 4.6^{+7.4}_{-2.7} per century is needed to account for the SNe observed over the last millennium, which implies a Galactic star formation rate of 3.6^{+8.3}_{-3.0} M ⊙ yr-1.

Strong regularities in world wide web surfing

PubMed

Huberman; Pirolli; Pitkow; Lukose

1998-04-03

One of the most common modes of accessing information in the World Wide Web is surfing from one document to another along hyperlinks. Several large empirical studies have revealed common patterns of surfing behavior. A model that assumes that users make a sequence of decisions to proceed to another page, continuing as long as the value of the current page exceeds some threshold, yields the probability distribution for the number of pages that a user visits within a given Web site. This model was verified by comparing its predictions with detailed measurements of surfing patterns. The model also explains the observed Zipf-like distributions in page hits observed at Web sites.

Software reliability: Additional investigations into modeling with replicated experiments

NASA Technical Reports Server (NTRS)

Nagel, P. M.; Schotz, F. M.; Skirvan, J. A.

1984-01-01

The effects of programmer experience level, different program usage distributions, and programming languages are explored. All these factors affect performance, and some tentative relational hypotheses are presented. An analytic framework for replicated and non-replicated (traditional) software experiments is presented. A method of obtaining an upper bound on the error rate of the next error is proposed. The method was validated empirically by comparing forecasts with actual data. In all 14 cases the bound exceeded the observed parameter, albeit somewhat conservatively. Two other forecasting methods are proposed and compared to observed results. Although demonstrated relative to this framework that stages are neither independent nor exponentially distributed, empirical estimates show that the exponential assumption is nearly valid for all but the extreme tails of the distribution. Except for the dependence in the stage probabilities, Cox's model approximates to a degree what is being observed.

Quantifying Extrinsic Noise in Gene Expression Using the Maximum Entropy Framework

PubMed Central

Dixit, Purushottam D.

2013-01-01

We present a maximum entropy framework to separate intrinsic and extrinsic contributions to noisy gene expression solely from the profile of expression. We express the experimentally accessible probability distribution of the copy number of the gene product (mRNA or protein) by accounting for possible variations in extrinsic factors. The distribution of extrinsic factors is estimated using the maximum entropy principle. Our results show that extrinsic factors qualitatively and quantitatively affect the probability distribution of the gene product. We work out, in detail, the transcription of mRNA from a constitutively expressed promoter in Escherichia coli. We suggest that the variation in extrinsic factors may account for the observed wider-than-Poisson distribution of mRNA copy numbers. We successfully test our framework on a numerical simulation of a simple gene expression scheme that accounts for the variation in extrinsic factors. We also make falsifiable predictions, some of which are tested on previous experiments in E. coli whereas others need verification. Application of the presented framework to more complex situations is also discussed. PMID:23790383

Quantifying extrinsic noise in gene expression using the maximum entropy framework.

PubMed

Dixit, Purushottam D

2013-06-18

We present a maximum entropy framework to separate intrinsic and extrinsic contributions to noisy gene expression solely from the profile of expression. We express the experimentally accessible probability distribution of the copy number of the gene product (mRNA or protein) by accounting for possible variations in extrinsic factors. The distribution of extrinsic factors is estimated using the maximum entropy principle. Our results show that extrinsic factors qualitatively and quantitatively affect the probability distribution of the gene product. We work out, in detail, the transcription of mRNA from a constitutively expressed promoter in Escherichia coli. We suggest that the variation in extrinsic factors may account for the observed wider-than-Poisson distribution of mRNA copy numbers. We successfully test our framework on a numerical simulation of a simple gene expression scheme that accounts for the variation in extrinsic factors. We also make falsifiable predictions, some of which are tested on previous experiments in E. coli whereas others need verification. Application of the presented framework to more complex situations is also discussed. Copyright © 2013 Biophysical Society. Published by Elsevier Inc. All rights reserved.

GASP cloud- and particle-encounter statistics and their application to LPC aircraft studies. Volume 1: Analysis and conclusions

NASA Technical Reports Server (NTRS)

Jasperson, W. H.; Nastrom, G. D.; Davis, R. E.; Holdeman, J. D.

1984-01-01

Summary studies are presented for the entire cloud observation archieve from the NASA Global Atmospheric Sampling Program (GASP). Studies are also presented for GASP particle concentration data gathered concurrently with the cloud observations. Cloud encounters are shown on about 15 percent of the data samples overall, but the probability of cloud encounter is shown to vary significantly with altitude, latitude, and distance from the tropopause. Several meteorological circulation features are apparent in the latitudinal distribution of cloud cover, and the cloud encounter statistics are shown to be consistent with the classical mid-latitude cyclone model. Observations of clouds spaced more closely than 90 minutes are shown to be statistically dependent. The statistics for cloud and particle encounter are utilized to estimate the frequency of cloud encounter on long range airline routes, and to assess the probability and extent of laminar flow loss due to cloud or particle encounter by aircraft utilizing laminar flow control (LFC). It is shown that the probability of extended cloud encounter is too low, of itself, to make LFC impractical.

Gravity and count probabilities in an expanding universe

NASA Technical Reports Server (NTRS)

Bouchet, Francois R.; Hernquist, Lars

1992-01-01

The time evolution of nonlinear clustering on large scales in cold dark matter, hot dark matter, and white noise models of the universe is investigated using N-body simulations performed with a tree code. Count probabilities in cubic cells are determined as functions of the cell size and the clustering state (redshift), and comparisons are made with various theoretical models. We isolate the features that appear to be the result of gravitational instability, those that depend on the initial conditions, and those that are likely a consequence of numerical limitations. More specifically, we study the development of skewness, kurtosis, and the fifth moment in relation to variance, the dependence of the void probability on time as well as on sparseness of sampling, and the overall shape of the count probability distribution. Implications of our results for theoretical and observational studies are discussed.

Incorporating Skew into RMS Surface Roughness Probability Distribution

NASA Technical Reports Server (NTRS)

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

2013-01-01

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

Aggregate and individual replication probability within an explicit model of the research process.

PubMed

Miller, Jeff; Schwarz, Wolf

2011-09-01

We study a model of the research process in which the true effect size, the replication jitter due to changes in experimental procedure, and the statistical error of effect size measurement are all normally distributed random variables. Within this model, we analyze the probability of successfully replicating an initial experimental result by obtaining either a statistically significant result in the same direction or any effect in that direction. We analyze both the probability of successfully replicating a particular experimental effect (i.e., the individual replication probability) and the average probability of successful replication across different studies within some research context (i.e., the aggregate replication probability), and we identify the conditions under which the latter can be approximated using the formulas of Killeen (2005a, 2007). We show how both of these probabilities depend on parameters of the research context that would rarely be known in practice. In addition, we show that the statistical uncertainty associated with the size of an initial observed effect would often prevent accurate estimation of the desired individual replication probability even if these research context parameters were known exactly. We conclude that accurate estimates of replication probability are generally unattainable.

The Estimation of Tree Posterior Probabilities Using Conditional Clade Probability Distributions

PubMed Central

Larget, Bret

2013-01-01

In this article I introduce the idea of conditional independence of separated subtrees as a principle by which to estimate the posterior probability of trees using conditional clade probability distributions rather than simple sample relative frequencies. I describe an algorithm for these calculations and software which implements these ideas. I show that these alternative calculations are very similar to simple sample relative frequencies for high probability trees but are substantially more accurate for relatively low probability trees. The method allows the posterior probability of unsampled trees to be calculated when these trees contain only clades that are in other sampled trees. Furthermore, the method can be used to estimate the total probability of the set of sampled trees which provides a measure of the thoroughness of a posterior sample. [Bayesian phylogenetics; conditional clade distributions; improved accuracy; posterior probabilities of trees.] PMID:23479066

Vertical changes in the probability distribution of downward irradiance within the near-surface ocean under sunny conditions

NASA Astrophysics Data System (ADS)

Gernez, Pierre; Stramski, Dariusz; Darecki, Miroslaw

2011-07-01

Time series measurements of fluctuations in underwater downward irradiance, Ed, within the green spectral band (532 nm) show that the probability distribution of instantaneous irradiance varies greatly as a function of depth within the near-surface ocean under sunny conditions. Because of intense light flashes caused by surface wave focusing, the near-surface probability distributions are highly skewed to the right and are heavy tailed. The coefficients of skewness and excess kurtosis at depths smaller than 1 m can exceed 3 and 20, respectively. We tested several probability models, such as lognormal, Gumbel, Fréchet, log-logistic, and Pareto, which are potentially suited to describe the highly skewed heavy-tailed distributions. We found that the models cannot approximate with consistently good accuracy the high irradiance values within the right tail of the experimental distribution where the probability of these values is less than 10%. This portion of the distribution corresponds approximately to light flashes with Ed > 1.5?, where ? is the time-averaged downward irradiance. However, the remaining part of the probability distribution covering all irradiance values smaller than the 90th percentile can be described with a reasonable accuracy (i.e., within 20%) with a lognormal model for all 86 measurements from the top 10 m of the ocean included in this analysis. As the intensity of irradiance fluctuations decreases with depth, the probability distribution tends toward a function symmetrical around the mean like the normal distribution. For the examined data set, the skewness and excess kurtosis assumed values very close to zero at a depth of about 10 m.

Star Cluster Properties in Two LEGUS Galaxies Computed with Stochastic Stellar Population Synthesis Models

NASA Astrophysics Data System (ADS)

Krumholz, Mark R.; Adamo, Angela; Fumagalli, Michele; Wofford, Aida; Calzetti, Daniela; Lee, Janice C.; Whitmore, Bradley C.; Bright, Stacey N.; Grasha, Kathryn; Gouliermis, Dimitrios A.; Kim, Hwihyun; Nair, Preethi; Ryon, Jenna E.; Smith, Linda J.; Thilker, David; Ubeda, Leonardo; Zackrisson, Erik

2015-10-01

We investigate a novel Bayesian analysis method, based on the Stochastically Lighting Up Galaxies (slug) code, to derive the masses, ages, and extinctions of star clusters from integrated light photometry. Unlike many analysis methods, slug correctly accounts for incomplete initial mass function (IMF) sampling, and returns full posterior probability distributions rather than simply probability maxima. We apply our technique to 621 visually confirmed clusters in two nearby galaxies, NGC 628 and NGC 7793, that are part of the Legacy Extragalactic UV Survey (LEGUS). LEGUS provides Hubble Space Telescope photometry in the NUV, U, B, V, and I bands. We analyze the sensitivity of the derived cluster properties to choices of prior probability distribution, evolutionary tracks, IMF, metallicity, treatment of nebular emission, and extinction curve. We find that slug's results for individual clusters are insensitive to most of these choices, but that the posterior probability distributions we derive are often quite broad, and sometimes multi-peaked and quite sensitive to the choice of priors. In contrast, the properties of the cluster population as a whole are relatively robust against all of these choices. We also compare our results from slug to those derived with a conventional non-stochastic fitting code, Yggdrasil. We show that slug's stochastic models are generally a better fit to the observations than the deterministic ones used by Yggdrasil. However, the overall properties of the cluster populations recovered by both codes are qualitatively similar.

TURBULENCE-GENERATED PROTON-SCALE STRUCTURES IN THE TERRESTRIAL MAGNETOSHEATH

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

Vörös, Zoltán; Narita, Yasuhito; Yordanova, Emiliya

2016-03-01

Recent results of numerical magnetohydrodynamic simulations suggest that in collisionless space plasmas, turbulence can spontaneously generate thin current sheets. These coherent structures can partially explain the intermittency and the non-homogenous distribution of localized plasma heating in turbulence. In this Letter, Cluster multi-point observations are used to investigate the distribution of magnetic field discontinuities and the associated small-scale current sheets in the terrestrial magnetosheath downstream of a quasi-parallel bow shock. It is shown experimentally, for the first time, that the strongest turbulence-generated current sheets occupy the long tails of probability distribution functions associated with extremal values of magnetic field partial derivatives.more » During the analyzed one-hour time interval, about a hundred strong discontinuities, possibly proton-scale current sheets, were observed.« less

Predicting the probability of slip in gait: methodology and distribution study.

PubMed

Gragg, Jared; Yang, James

2016-01-01

The likelihood of a slip is related to the available and required friction for a certain activity, here gait. Classical slip and fall analysis presumed that a walking surface was safe if the difference between the mean available and required friction coefficients exceeded a certain threshold. Previous research was dedicated to reformulating the classical slip and fall theory to include the stochastic variation of the available and required friction when predicting the probability of slip in gait. However, when predicting the probability of a slip, previous researchers have either ignored the variation in the required friction or assumed the available and required friction to be normally distributed. Also, there are no published results that actually give the probability of slip for various combinations of required and available frictions. This study proposes a modification to the equation for predicting the probability of slip, reducing the previous equation from a double-integral to a more convenient single-integral form. Also, a simple numerical integration technique is provided to predict the probability of slip in gait: the trapezoidal method. The effect of the random variable distributions on the probability of slip is also studied. It is shown that both the required and available friction distributions cannot automatically be assumed as being normally distributed. The proposed methods allow for any combination of distributions for the available and required friction, and numerical results are compared to analytical solutions for an error analysis. The trapezoidal method is shown to be highly accurate and efficient. The probability of slip is also shown to be sensitive to the input distributions of the required and available friction. Lastly, a critical value for the probability of slip is proposed based on the number of steps taken by an average person in a single day.

Integrated-Circuit Pseudorandom-Number Generator

NASA Technical Reports Server (NTRS)

Steelman, James E.; Beasley, Jeff; Aragon, Michael; Ramirez, Francisco; Summers, Kenneth L.; Knoebel, Arthur

1992-01-01

Integrated circuit produces 8-bit pseudorandom numbers from specified probability distribution, at rate of 10 MHz. Use of Boolean logic, circuit implements pseudorandom-number-generating algorithm. Circuit includes eight 12-bit pseudorandom-number generators, outputs are uniformly distributed. 8-bit pseudorandom numbers satisfying specified nonuniform probability distribution are generated by processing uniformly distributed outputs of eight 12-bit pseudorandom-number generators through "pipeline" of D flip-flops, comparators, and memories implementing conditional probabilities on zeros and ones.

On the Determination of Poisson Statistics for Haystack Radar Observations of Orbital Debris

NASA Technical Reports Server (NTRS)

Stokely, Christopher L.; Benbrook, James R.; Horstman, Matt

2007-01-01

A convenient and powerful method is used to determine if radar detections of orbital debris are observed according to Poisson statistics. This is done by analyzing the time interval between detection events. For Poisson statistics, the probability distribution of the time interval between events is shown to be an exponential distribution. This distribution is a special case of the Erlang distribution that is used in estimating traffic loads on telecommunication networks. Poisson statistics form the basis of many orbital debris models but the statistical basis of these models has not been clearly demonstrated empirically until now. Interestingly, during the fiscal year 2003 observations with the Haystack radar in a fixed staring mode, there are no statistically significant deviations observed from that expected with Poisson statistics, either independent or dependent of altitude or inclination. One would potentially expect some significant clustering of events in time as a result of satellite breakups, but the presence of Poisson statistics indicates that such debris disperse rapidly with respect to Haystack's very narrow radar beam. An exception to Poisson statistics is observed in the months following the intentional breakup of the Fengyun satellite in January 2007.

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

PubMed

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

2005-11-01

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

Automated Weather Observing System (AWOS) Demonstration Program.

DTIC Science & Technology

1984-09-01

month "bur:-in" r "debugging" period and a 10-month ’usefu I life " period. Fhe butrn- in pr i ,J was i sed to establish the Data Acquisition System...Histograms. Histograms provide a graphical means of showing how well the probability distribution of residu : , approaches a normal or Gaussian distribution...Organization Report No. 7- Author’s) Paul .J. O t Brien et al. DOT/FAA/CT-84/20 9. Performing Organlzation Name and Address 10. Work Unit No. (TRAIS

New Developments in Uncertainty: Linking Risk Management, Reliability, Statistics and Stochastic Optimization

DTIC Science & Technology

2014-11-13

Cm) in a given set C ⊂ IRm . (5.7) Motivation for generalized regression comes from applications in which Y has the cost/loss orien- tation that we have...distribution. The corresponding probability measure on IRm is induced then by the multivariate distribution function FV1,...,Vm(v1, . . . , vm) = prob { (V1...could be generated by future observations of some variables V1, . . . , Vm, as above, in which case Ω would be a subset of IRm with elements ω = (v1

About distribution and origin of the peculiar group of sporadic meteors

NASA Technical Reports Server (NTRS)

Andreev, V. V.

1992-01-01

A particular group of sporadic meteors are picked out from analysis of meteor catalogs derived from results of radar observations in Mogadisho and Kharkov. The semi-major axes are equal or more than 1.73 AU and inclinations of orbits are equal or more than 90 degrees for these meteors. The distributions of radiants, velocities, and elements of orbits were derived. The probable source of meteor bodies of this peculiar group is the long-period comets, in particular, the comets of the Kreutz's group.

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

PubMed

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

2018-01-01

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

Bivariate normal, conditional and rectangular probabilities: A computer program with applications

NASA Technical Reports Server (NTRS)

Swaroop, R.; Brownlow, J. D.; Ashwworth, G. R.; Winter, W. R.

1980-01-01

Some results for the bivariate normal distribution analysis are presented. Computer programs for conditional normal probabilities, marginal probabilities, as well as joint probabilities for rectangular regions are given: routines for computing fractile points and distribution functions are also presented. Some examples from a closed circuit television experiment are included.

Detection of mastitis in dairy cattle by use of mixture models for repeated somatic cell scores: a Bayesian approach via Gibbs sampling.

PubMed

Odegård, J; Jensen, J; Madsen, P; Gianola, D; Klemetsdal, G; Heringstad, B

2003-11-01

The distribution of somatic cell scores could be regarded as a mixture of at least two components depending on a cow's udder health status. A heteroscedastic two-component Bayesian normal mixture model with random effects was developed and implemented via Gibbs sampling. The model was evaluated using datasets consisting of simulated somatic cell score records. Somatic cell score was simulated as a mixture representing two alternative udder health statuses ("healthy" or "diseased"). Animals were assigned randomly to the two components according to the probability of group membership (Pm). Random effects (additive genetic and permanent environment), when included, had identical distributions across mixture components. Posterior probabilities of putative mastitis were estimated for all observations, and model adequacy was evaluated using measures of sensitivity, specificity, and posterior probability of misclassification. Fitting different residual variances in the two mixture components caused some bias in estimation of parameters. When the components were difficult to disentangle, so were their residual variances, causing bias in estimation of Pm and of location parameters of the two underlying distributions. When all variance components were identical across mixture components, the mixture model analyses returned parameter estimates essentially without bias and with a high degree of precision. Including random effects in the model increased the probability of correct classification substantially. No sizable differences in probability of correct classification were found between models in which a single cow effect (ignoring relationships) was fitted and models where this effect was split into genetic and permanent environmental components, utilizing relationship information. When genetic and permanent environmental effects were fitted, the between-replicate variance of estimates of posterior means was smaller because the model accounted for random genetic drift.

On the use of posterior predictive probabilities and prediction uncertainty to tailor informative sampling for parasitological surveillance in livestock.

PubMed

Musella, Vincenzo; Rinaldi, Laura; Lagazio, Corrado; Cringoli, Giuseppe; Biggeri, Annibale; Catelan, Dolores

2014-09-15

Model-based geostatistics and Bayesian approaches are appropriate in the context of Veterinary Epidemiology when point data have been collected by valid study designs. The aim is to predict a continuous infection risk surface. Little work has been done on the use of predictive infection probabilities at farm unit level. In this paper we show how to use predictive infection probability and related uncertainty from a Bayesian kriging model to draw a informative samples from the 8794 geo-referenced sheep farms of the Campania region (southern Italy). Parasitological data come from a first cross-sectional survey carried out to study the spatial distribution of selected helminths in sheep farms. A grid sampling was performed to select the farms for coprological examinations. Faecal samples were collected for 121 sheep farms and the presence of 21 different helminths were investigated using the FLOTAC technique. The 21 responses are very different in terms of geographical distribution and prevalence of infection. The observed prevalence range is from 0.83% to 96.69%. The distributions of the posterior predictive probabilities for all the 21 parasites are very heterogeneous. We show how the results of the Bayesian kriging model can be used to plan a second wave survey. Several alternatives can be chosen depending on the purposes of the second survey: weight by posterior predictive probabilities, their uncertainty or combining both information. The proposed Bayesian kriging model is simple, and the proposed samping strategy represents a useful tool to address targeted infection control treatments and surbveillance campaigns. It is easily extendable to other fields of research. Copyright © 2014 Elsevier B.V. All rights reserved.

Assessment of source probabilities for potential tsunamis affecting the U.S. Atlantic coast

USGS Publications Warehouse

Geist, E.L.; Parsons, T.

2009-01-01

Estimating the likelihood of tsunamis occurring along the U.S. Atlantic coast critically depends on knowledge of tsunami source probability. We review available information on both earthquake and landslide probabilities from potential sources that could generate local and transoceanic tsunamis. Estimating source probability includes defining both size and recurrence distributions for earthquakes and landslides. For the former distribution, source sizes are often distributed according to a truncated or tapered power-law relationship. For the latter distribution, sources are often assumed to occur in time according to a Poisson process, simplifying the way tsunami probabilities from individual sources can be aggregated. For the U.S. Atlantic coast, earthquake tsunami sources primarily occur at transoceanic distances along plate boundary faults. Probabilities for these sources are constrained from previous statistical studies of global seismicity for similar plate boundary types. In contrast, there is presently little information constraining landslide probabilities that may generate local tsunamis. Though there is significant uncertainty in tsunami source probabilities for the Atlantic, results from this study yield a comparative analysis of tsunami source recurrence rates that can form the basis for future probabilistic analyses.

Cortical Dynamics in Presence of Assemblies of Densely Connected Weight-Hub Neurons

PubMed Central

Setareh, Hesam; Deger, Moritz; Petersen, Carl C. H.; Gerstner, Wulfram

2017-01-01

Experimental measurements of pairwise connection probability of pyramidal neurons together with the distribution of synaptic weights have been used to construct randomly connected model networks. However, several experimental studies suggest that both wiring and synaptic weight structure between neurons show statistics that differ from random networks. Here we study a network containing a subset of neurons which we call weight-hub neurons, that are characterized by strong inward synapses. We propose a connectivity structure for excitatory neurons that contain assemblies of densely connected weight-hub neurons, while the pairwise connection probability and synaptic weight distribution remain consistent with experimental data. Simulations of such a network with generalized integrate-and-fire neurons display regular and irregular slow oscillations akin to experimentally observed up/down state transitions in the activity of cortical neurons with a broad distribution of pairwise spike correlations. Moreover, stimulation of a model network in the presence or absence of assembly structure exhibits responses similar to light-evoked responses of cortical layers in optogenetically modified animals. We conclude that a high connection probability into and within assemblies of excitatory weight-hub neurons, as it likely is present in some but not all cortical layers, changes the dynamics of a layer of cortical microcircuitry significantly. PMID:28690508

Driven fragmentation of granular gases.

PubMed

Cruz Hidalgo, Raúl; Pagonabarraga, Ignacio

2008-06-01

The dynamics of homogeneously heated granular gases which fragment due to particle collisions is analyzed. We introduce a kinetic model which accounts for correlations induced at the grain collisions and analyze both the kinetics and relevant distribution functions these systems develop. The work combines analytical and numerical studies based on direct simulation Monte Carlo calculations. A broad family of fragmentation probabilities is considered, and its implications for the system kinetics are discussed. We show that generically these driven materials evolve asymptotically into a dynamical scaling regime. If the fragmentation probability tends to a constant, the grain number diverges at a finite time, leading to a shattering singularity. If the fragmentation probability vanishes, then the number of grains grows monotonously as a power law. We consider different homogeneous thermostats and show that the kinetics of these systems depends weakly on both the grain inelasticity and driving. We observe that fragmentation plays a relevant role in the shape of the velocity distribution of the particles. When the fragmentation is driven by local stochastic events, the long velocity tail is essentially exponential independently of the heating frequency and the breaking rule. However, for a Lowe-Andersen thermostat, numerical evidence strongly supports the conjecture that the scaled velocity distribution follows a generalized exponential behavior f(c) approximately exp(-cn) , with n approximately 1.2 , regarding less the fragmentation mechanisms.

Statistical analysis and modeling of intermittent transport events in the tokamak scrape-off layer

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

Anderson, Johan, E-mail: anderson.johan@gmail.com; Halpern, Federico D.; Ricci, Paolo

The turbulence observed in the scrape-off-layer of a tokamak is often characterized by intermittent events of bursty nature, a feature which raises concerns about the prediction of heat loads on the physical boundaries of the device. It appears thus necessary to delve into the statistical properties of turbulent physical fields such as density, electrostatic potential, and temperature, focusing on the mathematical expression of tails of the probability distribution functions. The method followed here is to generate statistical information from time-traces of the plasma density stemming from Braginskii-type fluid simulations and check this against a first-principles theoretical model. The analysis ofmore » the numerical simulations indicates that the probability distribution function of the intermittent process contains strong exponential tails, as predicted by the analytical theory.« less

Multinomial mixture model with heterogeneous classification probabilities

USGS Publications Warehouse

Holland, M.D.; Gray, B.R.

2011-01-01

Royle and Link (Ecology 86(9):2505-2512, 2005) proposed an analytical method that allowed estimation of multinomial distribution parameters and classification probabilities from categorical data measured with error. While useful, we demonstrate algebraically and by simulations that this method yields biased multinomial parameter estimates when the probabilities of correct category classifications vary among sampling units. We address this shortcoming by treating these probabilities as logit-normal random variables within a Bayesian framework. We use Markov chain Monte Carlo to compute Bayes estimates from a simulated sample from the posterior distribution. Based on simulations, this elaborated Royle-Link model yields nearly unbiased estimates of multinomial and correct classification probability estimates when classification probabilities are allowed to vary according to the normal distribution on the logit scale or according to the Beta distribution. The method is illustrated using categorical submersed aquatic vegetation data. ?? 2010 Springer Science+Business Media, LLC.

Quantum Common Causes and Quantum Causal Models

NASA Astrophysics Data System (ADS)

Allen, John-Mark A.; Barrett, Jonathan; Horsman, Dominic C.; Lee, Ciarán M.; Spekkens, Robert W.

2017-07-01

Reichenbach's principle asserts that if two observed variables are found to be correlated, then there should be a causal explanation of these correlations. Furthermore, if the explanation is in terms of a common cause, then the conditional probability distribution over the variables given the complete common cause should factorize. The principle is generalized by the formalism of causal models, in which the causal relationships among variables constrain the form of their joint probability distribution. In the quantum case, however, the observed correlations in Bell experiments cannot be explained in the manner Reichenbach's principle would seem to demand. Motivated by this, we introduce a quantum counterpart to the principle. We demonstrate that under the assumption that quantum dynamics is fundamentally unitary, if a quantum channel with input A and outputs B and C is compatible with A being a complete common cause of B and C , then it must factorize in a particular way. Finally, we show how to generalize our quantum version of Reichenbach's principle to a formalism for quantum causal models and provide examples of how the formalism works.

Probabilistic inversion of expert assessments to inform projections about Antarctic ice sheet responses.

PubMed

Fuller, Robert William; Wong, Tony E; Keller, Klaus

2017-01-01

The response of the Antarctic ice sheet (AIS) to changing global temperatures is a key component of sea-level projections. Current projections of the AIS contribution to sea-level changes are deeply uncertain. This deep uncertainty stems, in part, from (i) the inability of current models to fully resolve key processes and scales, (ii) the relatively sparse available data, and (iii) divergent expert assessments. One promising approach to characterizing the deep uncertainty stemming from divergent expert assessments is to combine expert assessments, observations, and simple models by coupling probabilistic inversion and Bayesian inversion. Here, we present a proof-of-concept study that uses probabilistic inversion to fuse a simple AIS model and diverse expert assessments. We demonstrate the ability of probabilistic inversion to infer joint prior probability distributions of model parameters that are consistent with expert assessments. We then confront these inferred expert priors with instrumental and paleoclimatic observational data in a Bayesian inversion. These additional constraints yield tighter hindcasts and projections. We use this approach to quantify how the deep uncertainty surrounding expert assessments affects the joint probability distributions of model parameters and future projections.

Effects of translation-rotation coupling on the displacement probability distribution functions of boomerang colloidal particles

NASA Astrophysics Data System (ADS)

Chakrabarty, Ayan; Wang, Feng; Sun, Kai; Wei, Qi-Huo

Prior studies have shown that low symmetry particles such as micro-boomerangs exhibit behaviour of Brownian motion rather different from that of high symmetry particles because convenient tracking points (TPs) are usually inconsistent with the center of hydrodynamic stress (CoH) where the translational and rotational motions are decoupled. In this paper we study the effects of the translation-rotation coupling on the displacement probability distribution functions (PDFs) of the boomerang colloid particles with symmetric arms. By tracking the motions of different points on the particle symmetry axis, we show that as the distance between the TP and the CoH is increased, the effects of translation-rotation coupling becomes pronounced, making the short-time 2D PDF for fixed initial orientation to change from elliptical to crescent shape and the angle averaged PDFs from ellipsoidal-particle-like PDF to a shape with a Gaussian top and long displacement tails. We also observed that at long times the PDFs revert to Gaussian. This crescent shape of 2D PDF provides a clear physical picture of the non-zero mean displacements observed in boomerangs particles.

CProb: a computational tool for conducting conditional probability analysis.

PubMed

Hollister, Jeffrey W; Walker, Henry A; Paul, John F

2008-01-01

Conditional probability is the probability of observing one event given that another event has occurred. In an environmental context, conditional probability helps to assess the association between an environmental contaminant (i.e., the stressor) and the ecological condition of a resource (i.e., the response). These analyses, when combined with controlled experiments and other methodologies, show great promise in evaluating ecological conditions from observational data and in defining water quality and other environmental criteria. Current applications of conditional probability analysis (CPA) are largely done via scripts or cumbersome spreadsheet routines, which may prove daunting to end-users and do not provide access to the underlying scripts. Combining spreadsheets with scripts eases computation through a familiar interface (i.e., Microsoft Excel) and creates a transparent process through full accessibility to the scripts. With this in mind, we developed a software application, CProb, as an Add-in for Microsoft Excel with R, R(D)com Server, and Visual Basic for Applications. CProb calculates and plots scatterplots, empirical cumulative distribution functions, and conditional probability. In this short communication, we describe CPA, our motivation for developing a CPA tool, and our implementation of CPA as a Microsoft Excel Add-in. Further, we illustrate the use of our software with two examples: a water quality example and a landscape example. CProb is freely available for download at http://www.epa.gov/emap/nca/html/regions/cprob.

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

Friar, James Lewis; Goldman, Terrance J.; Pérez-Mercader, J.

In this paper, we apply the Law of Total Probability to the construction of scale-invariant probability distribution functions (pdf's), and require that probability measures be dimensionless and unitless under a continuous change of scales. If the scale-change distribution function is scale invariant then the constructed distribution will also be scale invariant. Repeated application of this construction on an arbitrary set of (normalizable) pdf's results again in scale-invariant distributions. The invariant function of this procedure is given uniquely by the reciprocal distribution, suggesting a kind of universality. Finally, we separately demonstrate that the reciprocal distribution results uniquely from requiring maximum entropymore » for size-class distributions with uniform bin sizes.« less

Positive phase space distributions and uncertainty relations

NASA Technical Reports Server (NTRS)

Kruger, Jan

1993-01-01

In contrast to a widespread belief, Wigner's theorem allows the construction of true joint probabilities in phase space for distributions describing the object system as well as for distributions depending on the measurement apparatus. The fundamental role of Heisenberg's uncertainty relations in Schroedinger form (including correlations) is pointed out for these two possible interpretations of joint probability distributions. Hence, in order that a multivariate normal probability distribution in phase space may correspond to a Wigner distribution of a pure or a mixed state, it is necessary and sufficient that Heisenberg's uncertainty relation in Schroedinger form should be satisfied.

Ubiquity of Benford's law and emergence of the reciprocal distribution

DOE PAGES

Friar, James Lewis; Goldman, Terrance J.; Pérez-Mercader, J.

2016-04-07

In this paper, we apply the Law of Total Probability to the construction of scale-invariant probability distribution functions (pdf's), and require that probability measures be dimensionless and unitless under a continuous change of scales. If the scale-change distribution function is scale invariant then the constructed distribution will also be scale invariant. Repeated application of this construction on an arbitrary set of (normalizable) pdf's results again in scale-invariant distributions. The invariant function of this procedure is given uniquely by the reciprocal distribution, suggesting a kind of universality. Finally, we separately demonstrate that the reciprocal distribution results uniquely from requiring maximum entropymore » for size-class distributions with uniform bin sizes.« less

Percolation of spatially constrained Erdős-Rényi networks with degree correlations.

PubMed

Schmeltzer, C; Soriano, J; Sokolov, I M; Rüdiger, S

2014-01-01

Motivated by experiments on activity in neuronal cultures [ J. Soriano, M. Rodríguez Martínez, T. Tlusty and E. Moses Proc. Natl. Acad. Sci. 105 13758 (2008)], we investigate the percolation transition and critical exponents of spatially embedded Erdős-Rényi networks with degree correlations. In our model networks, nodes are randomly distributed in a two-dimensional spatial domain, and the connection probability depends on Euclidian link length by a power law as well as on the degrees of linked nodes. Generally, spatial constraints lead to higher percolation thresholds in the sense that more links are needed to achieve global connectivity. However, degree correlations favor or do not favor percolation depending on the connectivity rules. We employ two construction methods to introduce degree correlations. In the first one, nodes stay homogeneously distributed and are connected via a distance- and degree-dependent probability. We observe that assortativity in the resulting network leads to a decrease of the percolation threshold. In the second construction methods, nodes are first spatially segregated depending on their degree and afterwards connected with a distance-dependent probability. In this segregated model, we find a threshold increase that accompanies the rising assortativity. Additionally, when the network is constructed in a disassortative way, we observe that this property has little effect on the percolation transition.

Generalized Arcsine Laws for Fractional Brownian Motion.

PubMed

Sadhu, Tridib; Delorme, Mathieu; Wiese, Kay Jörg

2018-01-26

The three arcsine laws for Brownian motion are a cornerstone of extreme-value statistics. For a Brownian B_{t} starting from the origin, and evolving during time T, one considers the following three observables: (i) the duration t_{+} the process is positive, (ii) the time t_{last} the process last visits the origin, and (iii) the time t_{max} when it achieves its maximum (or minimum). All three observables have the same cumulative probability distribution expressed as an arcsine function, thus the name arcsine laws. We show how these laws change for fractional Brownian motion X_{t}, a non-Markovian Gaussian process indexed by the Hurst exponent H. It generalizes standard Brownian motion (i.e., H=1/2). We obtain the three probabilities using a perturbative expansion in ϵ=H-1/2. While all three probabilities are different, this distinction can only be made at second order in ϵ. Our results are confirmed to high precision by extensive numerical simulations.

On the non-Poissonian repetition pattern of FRB121102

NASA Astrophysics Data System (ADS)

Oppermann, Niels; Yu, Hao-Ran; Pen, Ue-Li

2018-04-01

The Fast Radio Burst FRB121102 has been observed to repeat in an irregular fashion. Using published timing data of the observed bursts, we show that Poissonian statistics are not a good description of this random process. As an alternative, we suggest to describe the intervals between bursts with a Weibull distribution with a shape parameter smaller than one, which allows for the clustered nature of the bursts. We quantify the amount of clustering using the parameters of the Weibull distribution and discuss the consequences that it has for the detection probabilities of future observations and for the optimization of observing strategies. Allowing for this generalization, we find a mean repetition rate of r=5.7^{+3.0}_{-2.0} per day and index k=0.34^{+0.06}_{-0.05} for a correlation function ξ(t) = (t/t0)k - 1.

Probability density functions for use when calculating standardised drought indices

NASA Astrophysics Data System (ADS)

Svensson, Cecilia; Prosdocimi, Ilaria; Hannaford, Jamie

2015-04-01

Time series of drought indices like the standardised precipitation index (SPI) and standardised flow index (SFI) require a statistical probability density function to be fitted to the observed (generally monthly) precipitation and river flow data. Once fitted, the quantiles are transformed to a Normal distribution with mean = 0 and standard deviation = 1. These transformed data are the SPI/SFI, which are widely used in drought studies, including for drought monitoring and early warning applications. Different distributions were fitted to rainfall and river flow data accumulated over 1, 3, 6 and 12 months for 121 catchments in the United Kingdom. These catchments represent a range of catchment characteristics in a mid-latitude climate. Both rainfall and river flow data have a lower bound at 0, as rains and flows cannot be negative. Their empirical distributions also tend to have positive skewness, and therefore the Gamma distribution has often been a natural and suitable choice for describing the data statistically. However, after transformation of the data to Normal distributions to obtain the SPIs and SFIs for the 121 catchments, the distributions are rejected in 11% and 19% of cases, respectively, by the Shapiro-Wilk test. Three-parameter distributions traditionally used in hydrological applications, such as the Pearson type 3 for rainfall and the Generalised Logistic and Generalised Extreme Value distributions for river flow, tend to make the transformed data fit better, with rejection rates of 5% or less. However, none of these three-parameter distributions have a lower bound at zero. This means that the lower tail of the fitted distribution may potentially go below zero, which would result in a lower limit to the calculated SPI and SFI values (as observations can never reach into this lower tail of the theoretical distribution). The Tweedie distribution can overcome the problems found when using either the Gamma or the above three-parameter distributions. The Tweedie is a three-parameter distribution which includes the Gamma distribution as a special case. It is bounded below at zero and has enough flexibility to fit most behaviours observed in the data. It does not always outperform the three-parameter distributions, but the rejection rates are similar. In addition, for certain parameter values the Tweedie distribution has a positive mass at zero, which means that ephemeral streams and months with zero rainfall can be modelled. It holds potential for wider application in drought studies in other climates and types of catchment.

Suboptimal decision criteria are predicted by subjectively weighted probabilities and rewards.

PubMed

Ackermann, John F; Landy, Michael S

2015-02-01

Subjects performed a visual detection task in which the probability of target occurrence at each of the two possible locations, and the rewards for correct responses for each, were varied across conditions. To maximize monetary gain, observers should bias their responses, choosing one location more often than the other in line with the varied probabilities and rewards. Typically, and in our task, observers do not bias their responses to the extent they should, and instead distribute their responses more evenly across locations, a phenomenon referred to as 'conservatism.' We investigated several hypotheses regarding the source of the conservatism. We measured utility and probability weighting functions under Prospect Theory for each subject in an independent economic choice task and used the weighting-function parameters to calculate each subject's subjective utility (SU(c)) as a function of the criterion c, and the corresponding weighted optimal criteria (wc opt ). Subjects' criteria were not close to optimal relative to wc opt . The slope of SU(c) and of expected gain EG(c) at the neutral criterion corresponding to β = 1 were both predictive of the subjects' criteria. The slope of SU(c) was a better predictor of observers' decision criteria overall. Thus, rather than behaving optimally, subjects move their criterion away from the neutral criterion by estimating how much they stand to gain by such a change based on the slope of subjective gain as a function of criterion, using inherently distorted probabilities and values.

The exact probability distribution of the rank product statistics for replicated experiments.

PubMed

Eisinga, Rob; Breitling, Rainer; Heskes, Tom

2013-03-18

The rank product method is a widely accepted technique for detecting differentially regulated genes in replicated microarray experiments. To approximate the sampling distribution of the rank product statistic, the original publication proposed a permutation approach, whereas recently an alternative approximation based on the continuous gamma distribution was suggested. However, both approximations are imperfect for estimating small tail probabilities. In this paper we relate the rank product statistic to number theory and provide a derivation of its exact probability distribution and the true tail probabilities. Copyright © 2013 Federation of European Biochemical Societies. Published by Elsevier B.V. All rights reserved.

Probabilistic Inference: Task Dependency and Individual Differences of Probability Weighting Revealed by Hierarchical Bayesian Modeling

PubMed Central

Boos, Moritz; Seer, Caroline; Lange, Florian; Kopp, Bruno

2016-01-01

Cognitive determinants of probabilistic inference were examined using hierarchical Bayesian modeling techniques. A classic urn-ball paradigm served as experimental strategy, involving a factorial two (prior probabilities) by two (likelihoods) design. Five computational models of cognitive processes were compared with the observed behavior. Parameter-free Bayesian posterior probabilities and parameter-free base rate neglect provided inadequate models of probabilistic inference. The introduction of distorted subjective probabilities yielded more robust and generalizable results. A general class of (inverted) S-shaped probability weighting functions had been proposed; however, the possibility of large differences in probability distortions not only across experimental conditions, but also across individuals, seems critical for the model's success. It also seems advantageous to consider individual differences in parameters of probability weighting as being sampled from weakly informative prior distributions of individual parameter values. Thus, the results from hierarchical Bayesian modeling converge with previous results in revealing that probability weighting parameters show considerable task dependency and individual differences. Methodologically, this work exemplifies the usefulness of hierarchical Bayesian modeling techniques for cognitive psychology. Theoretically, human probabilistic inference might be best described as the application of individualized strategic policies for Bayesian belief revision. PMID:27303323

Forecasting the Rupture Directivity of Large Earthquakes: Centroid Bias of the Conditional Hypocenter Distribution

NASA Astrophysics Data System (ADS)

Donovan, J.; Jordan, T. H.

2012-12-01

Forecasting the rupture directivity of large earthquakes is an important problem in probabilistic seismic hazard analysis (PSHA), because directivity is known to strongly influence ground motions. We describe how rupture directivity can be forecast in terms of the "conditional hypocenter distribution" or CHD, defined to be the probability distribution of a hypocenter given the spatial distribution of moment release (fault slip). The simplest CHD is a uniform distribution, in which the hypocenter probability density equals the moment-release probability density. For rupture models in which the rupture velocity and rise time depend only on the local slip, the CHD completely specifies the distribution of the directivity parameter D, defined in terms of the degree-two polynomial moments of the source space-time function. This parameter, which is zero for a bilateral rupture and unity for a unilateral rupture, can be estimated from finite-source models or by the direct inversion of seismograms (McGuire et al., 2002). We compile D-values from published studies of 65 large earthquakes and show that these data are statistically inconsistent with the uniform CHD advocated by McGuire et al. (2002). Instead, the data indicate a "centroid biased" CHD, in which the expected distance between the hypocenter and the hypocentroid is less than that of a uniform CHD. In other words, the observed directivities appear to be closer to bilateral than predicted by this simple model. We discuss the implications of these results for rupture dynamics and fault-zone heterogeneities. We also explore their PSHA implications by modifying the CyberShake simulation-based hazard model for the Los Angeles region, which assumed a uniform CHD (Graves et al., 2011).

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

Bayesian Retrieval of Complete Posterior PDFs of Oceanic Rain Rate From Microwave Observations

NASA Technical Reports Server (NTRS)

Chiu, J. Christine; Petty, Grant W.

2005-01-01

This paper presents a new Bayesian algorithm for retrieving surface rain rate from Tropical Rainfall Measurements Mission (TRMM) Microwave Imager (TMI) over the ocean, along with validations against estimates from the TRMM Precipitation Radar (PR). The Bayesian approach offers a rigorous basis for optimally combining multichannel observations with prior knowledge. While other rain rate algorithms have been published that are based at least partly on Bayesian reasoning, this is believed to be the first self-contained algorithm that fully exploits Bayes Theorem to yield not just a single rain rate, but rather a continuous posterior probability distribution of rain rate. To advance our understanding of theoretical benefits of the Bayesian approach, we have conducted sensitivity analyses based on two synthetic datasets for which the true conditional and prior distribution are known. Results demonstrate that even when the prior and conditional likelihoods are specified perfectly, biased retrievals may occur at high rain rates. This bias is not the result of a defect of the Bayesian formalism but rather represents the expected outcome when the physical constraint imposed by the radiometric observations is weak, due to saturation effects. It is also suggested that the choice of the estimators and the prior information are both crucial to the retrieval. In addition, the performance of our Bayesian algorithm is found to be comparable to that of other benchmark algorithms in real-world applications, while having the additional advantage of providing a complete continuous posterior probability distribution of surface rain rate.

A computational framework to empower probabilistic protein design

PubMed Central

Fromer, Menachem; Yanover, Chen

2008-01-01

Motivation: The task of engineering a protein to perform a target biological function is known as protein design. A commonly used paradigm casts this functional design problem as a structural one, assuming a fixed backbone. In probabilistic protein design, positional amino acid probabilities are used to create a random library of sequences to be simultaneously screened for biological activity. Clearly, certain choices of probability distributions will be more successful in yielding functional sequences. However, since the number of sequences is exponential in protein length, computational optimization of the distribution is difficult. Results: In this paper, we develop a computational framework for probabilistic protein design following the structural paradigm. We formulate the distribution of sequences for a structure using the Boltzmann distribution over their free energies. The corresponding probabilistic graphical model is constructed, and we apply belief propagation (BP) to calculate marginal amino acid probabilities. We test this method on a large structural dataset and demonstrate the superiority of BP over previous methods. Nevertheless, since the results obtained by BP are far from optimal, we thoroughly assess the paradigm using high-quality experimental data. We demonstrate that, for small scale sub-problems, BP attains identical results to those produced by exact inference on the paradigmatic model. However, quantitative analysis shows that the distributions predicted significantly differ from the experimental data. These findings, along with the excellent performance we observed using BP on the smaller problems, suggest potential shortcomings of the paradigm. We conclude with a discussion of how it may be improved in the future. Contact: fromer@cs.huji.ac.il PMID:18586717

Non-renewal statistics for electron transport in a molecular junction with electron-vibration interaction

NASA Astrophysics Data System (ADS)

Kosov, Daniel S.

2017-09-01

Quantum transport of electrons through a molecule is a series of individual electron tunneling events separated by stochastic waiting time intervals. We study the emergence of temporal correlations between successive waiting times for the electron transport in a vibrating molecular junction. Using the master equation approach, we compute the joint probability distribution for waiting times of two successive tunneling events. We show that the probability distribution is completely reset after each tunneling event if molecular vibrations are thermally equilibrated. If we treat vibrational dynamics exactly without imposing the equilibration constraint, the statistics of electron tunneling events become non-renewal. Non-renewal statistics between two waiting times τ1 and τ2 means that the density matrix of the molecule is not fully renewed after time τ1 and the probability of observing waiting time τ2 for the second electron transfer depends on the previous electron waiting time τ1. The strong electron-vibration coupling is required for the emergence of the non-renewal statistics. We show that in the Franck-Condon blockade regime, extremely rare tunneling events become positively correlated.

How extreme is extreme hourly precipitation?

NASA Astrophysics Data System (ADS)

Papalexiou, Simon Michael; Dialynas, Yannis G.; Pappas, Christoforos

2016-04-01

The importance of accurate representation of precipitation at fine time scales (e.g., hourly), directly associated with flash flood events, is crucial in hydrological design and prediction. The upper part of a probability distribution, known as the distribution tail, determines the behavior of extreme events. In general, and loosely speaking, tails can be categorized in two families: the subexponential and the hyperexponential family, with the first generating more intense and more frequent extremes compared to the latter. In past studies, the focus has been mainly on daily precipitation, with the Gamma distribution being the most popular model. Here, we investigate the behaviour of tails of hourly precipitation by comparing the upper part of empirical distributions of thousands of records with three general types of tails corresponding to the Pareto, Lognormal, and Weibull distributions. Specifically, we use thousands of hourly rainfall records from all over the USA. The analysis indicates that heavier-tailed distributions describe better the observed hourly rainfall extremes in comparison to lighter tails. Traditional representations of the marginal distribution of hourly rainfall may significantly deviate from observed behaviours of extremes, with direct implications on hydroclimatic variables modelling and engineering design.

Probabilistic assessment of landslide tsunami hazard for the northern Gulf of Mexico

NASA Astrophysics Data System (ADS)

Pampell-Manis, A.; Horrillo, J.; Shigihara, Y.; Parambath, L.

2016-01-01

The devastating consequences of recent tsunamis affecting Indonesia and Japan have prompted a scientific response to better assess unexpected tsunami hazards. Although much uncertainty exists regarding the recurrence of large-scale tsunami events in the Gulf of Mexico (GoM), geological evidence indicates that a tsunami is possible and would most likely come from a submarine landslide triggered by an earthquake. This study customizes for the GoM a first-order probabilistic landslide tsunami hazard assessment. Monte Carlo Simulation (MCS) is employed to determine landslide configurations based on distributions obtained from observational submarine mass failure (SMF) data. Our MCS approach incorporates a Cholesky decomposition method for correlated landslide size parameters to capture correlations seen in the data as well as uncertainty inherent in these events. Slope stability analyses are performed using landslide and sediment properties and regional seismic loading to determine landslide configurations which fail and produce a tsunami. The probability of each tsunamigenic failure is calculated based on the joint probability of slope failure and probability of the triggering earthquake. We are thus able to estimate sizes and return periods for probabilistic maximum credible landslide scenarios. We find that the Cholesky decomposition approach generates landslide parameter distributions that retain the trends seen in observational data, improving the statistical validity and relevancy of the MCS technique in the context of landslide tsunami hazard assessment. Estimated return periods suggest that probabilistic maximum credible SMF events in the north and northwest GoM have a recurrence of 5000-8000 years, in agreement with age dates of observed deposits.

The Moving Group Targets of the Seeds High-Contrast Imaging Survey of Exoplanets and Disks: Results and Observations from the First Three Years

NASA Technical Reports Server (NTRS)

Brandt, Timothy D.; Kuzuhara, Masayuki; McElwain, Michael W.; Schlieder, Joshua E.; Wisniewski, John P.; Turner, Edwin L.; Carson, J.; Matsuo, T.; Biller, B.; Bonnefoy, M.;

The moving group targets of the seeds high-contrast imaging survey of exoplanets and disks: Results and observations from the first three years

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

Brandt, Timothy D.; Turner, Edwin L.; Janson, M.

2014-05-01

We present results from the first three years of observations of moving group (MG) targets in the Strategic Exploration of Exoplanets and Disks with Subaru (SEEDS) high-contrast imaging survey of exoplanets and disks using the Subaru telescope. We achieve typical contrasts of ∼10{sup 5} at 1'' and ∼10{sup 6} beyond 2'' around 63 proposed members of nearby kinematic MGs. We review each of the kinematic associations to which our targets belong, concluding that five, β Pictoris (∼20 Myr), AB Doradus (∼100 Myr), Columba (∼30 Myr), Tucana-Horogium (∼30 Myr), and TW Hydrae (∼10 Myr), are sufficiently well-defined to constrain the agesmore » of individual targets. Somewhat less than half of our targets are high-probability members of one of these MGs. For all of our targets, we combine proposed MG membership with other age indicators where available, including Ca II HK emission, X-ray activity, and rotation period, to produce a posterior probability distribution of age. SEEDS observations discovered a substellar companion to one of our targets, κ And, a late B star. We do not detect any other substellar companions, but do find seven new close binary systems, of which one still needs to be confirmed. A detailed analysis of the statistics of this sample, and of the companion mass constraints given our age probability distributions and exoplanet cooling models, will be presented in a forthcoming paper.« less

Predicting species distributions from checklist data using site-occupancy models

USGS Publications Warehouse

Kery, M.; Gardner, B.; Monnerat, C.

2010-01-01

Aim: (1) To increase awareness of the challenges induced by imperfect detection, which is a fundamental issue in species distribution modelling; (2) to emphasize the value of replicate observations for species distribution modelling; and (3) to show how 'cheap' checklist data in faunal/floral databases may be used for the rigorous modelling of distributions by site-occupancy models. Location: Switzerland. Methods: We used checklist data collected by volunteers during 1999 and 2000 to analyse the distribution of the blue hawker, Aeshna cyanea (Odonata, Aeshnidae), a common dragonfly in Switzerland. We used data from repeated visits to 1-ha pixels to derive 'detection histories' and apply site-occupancy models to estimate the 'true' species distribution, i.e. corrected for imperfect detection. We modelled blue hawker distribution as a function of elevation and year and its detection probability of elevation, year and season. Results: The best model contained cubic polynomial elevation effects for distribution and quadratic effects of elevation and season for detectability. We compared the site-occupancy model with a conventional distribution model based on a generalized linear model, which assumes perfect detectability (p = 1). The conventional distribution map looked very different from the distribution map obtained using site-occupancy models that accounted for the imperfect detection. The conventional model underestimated the species distribution by 60%, and the slope parameters of the occurrence-elevation relationship were also underestimated when assuming p = 1. Elevation was not only an important predictor of blue hawker occurrence, but also of the detection probability, with a bell-shaped relationship. Furthermore, detectability increased over the season. The average detection probability was estimated at only 0.19 per survey. Main conclusions: Conventional species distribution models do not model species distributions per se but rather the apparent distribution, i.e. an unknown proportion of species distributions. That unknown proportion is equivalent to detectability. Imperfect detection in conventional species distribution models yields underestimates of the extent of distributions and covariate effects that are biased towards zero. In addition, patterns in detectability will erroneously be ascribed to species distributions. In contrast, site-occupancy models applied to replicated detection/non-detection data offer a powerful framework for making inferences about species distributions corrected for imperfect detection. The use of 'cheap' checklist data greatly enhances the scope of applications of this useful class of models. ?? 2010 Blackwell Publishing Ltd.

Modeling the probability distribution of peak discharge for infiltrating hillslopes

NASA Astrophysics Data System (ADS)

Baiamonte, Giorgio; Singh, Vijay P.

2017-07-01

Hillslope response plays a fundamental role in the prediction of peak discharge at the basin outlet. The peak discharge for the critical duration of rainfall and its probability distribution are needed for designing urban infrastructure facilities. This study derives the probability distribution, denoted as GABS model, by coupling three models: (1) the Green-Ampt model for computing infiltration, (2) the kinematic wave model for computing discharge hydrograph from the hillslope, and (3) the intensity-duration-frequency (IDF) model for computing design rainfall intensity. The Hortonian mechanism for runoff generation is employed for computing the surface runoff hydrograph. Since the antecedent soil moisture condition (ASMC) significantly affects the rate of infiltration, its effect on the probability distribution of peak discharge is investigated. Application to a watershed in Sicily, Italy, shows that with the increase of probability, the expected effect of ASMC to increase the maximum discharge diminishes. Only for low values of probability, the critical duration of rainfall is influenced by ASMC, whereas its effect on the peak discharge seems to be less for any probability. For a set of parameters, the derived probability distribution of peak discharge seems to be fitted by the gamma distribution well. Finally, an application to a small watershed, with the aim to test the possibility to arrange in advance the rational runoff coefficient tables to be used for the rational method, and a comparison between peak discharges obtained by the GABS model with those measured in an experimental flume for a loamy-sand soil were carried out.

Measurement of the Width and Skewness of Elliptic Flow Fluctuations in PbPb Collisions at 5.02 TeV with CMS

NASA Astrophysics Data System (ADS)

Castle, James R.; CMS Collaboration

2017-11-01

Flow harmonic fluctuations are studied for PbPb collisions at √{sNN} = 5.02 TeV using the CMS detector at the LHC. Flow harmonic probability distributions p(v2) are obtained by unfolding smearing effects from observed azimuthal anisotropy distributions using particles of 0.3

Constructing inverse probability weights for continuous exposures: a comparison of methods.

PubMed

Naimi, Ashley I; Moodie, Erica E M; Auger, Nathalie; Kaufman, Jay S

2014-03-01

Inverse probability-weighted marginal structural models with binary exposures are common in epidemiology. Constructing inverse probability weights for a continuous exposure can be complicated by the presence of outliers, and the need to identify a parametric form for the exposure and account for nonconstant exposure variance. We explored the performance of various methods to construct inverse probability weights for continuous exposures using Monte Carlo simulation. We generated two continuous exposures and binary outcomes using data sampled from a large empirical cohort. The first exposure followed a normal distribution with homoscedastic variance. The second exposure followed a contaminated Poisson distribution, with heteroscedastic variance equal to the conditional mean. We assessed six methods to construct inverse probability weights using: a normal distribution, a normal distribution with heteroscedastic variance, a truncated normal distribution with heteroscedastic variance, a gamma distribution, a t distribution (1, 3, and 5 degrees of freedom), and a quantile binning approach (based on 10, 15, and 20 exposure categories). We estimated the marginal odds ratio for a single-unit increase in each simulated exposure in a regression model weighted by the inverse probability weights constructed using each approach, and then computed the bias and mean squared error for each method. For the homoscedastic exposure, the standard normal, gamma, and quantile binning approaches performed best. For the heteroscedastic exposure, the quantile binning, gamma, and heteroscedastic normal approaches performed best. Our results suggest that the quantile binning approach is a simple and versatile way to construct inverse probability weights for continuous exposures.

Fish Behavior, Presence, and Distribution in a Tidally Dynamic Region, with and without a Tidal Energy Device

NASA Astrophysics Data System (ADS)

Zydlewski, G. B.; Staines, G.; Viehman, H.; Shen, H.

2016-02-01

Fish responses, presence, and use of tidally dynamic regions are not well documented. Baseline and effect data were collected to examine responses of fish to the introduction of a tidal power device. In 2012 Ocean Renewable Power Company's TidGen® was deployed for one year and in 2014 their OCGen® was deployed for 2.5 months. We used this opportunity to determine (1) the vertical distribution of fishes before and after device deployment; (2) how fish behaved when approaching a device; and (3) the probability of fish encountering a device. From 2010 to 2013, 21 twenty-four-hour down-looking hydroacoustic surveys were performed at a project and control site. Prior to deployment (2010-2012) fish were generally distributed near the sea floor and more evenly distributed in the water column at night than during the day and there were significant differences between two of three before/after comparisons of vertical fish distributions, indicating an effect of the device. DIDSON acoustic cameras were used to document behavioral responses to a device. Most fish observed were <10 cm and moved in the same direction as the current. Approximately 50% of individuals and 67% of schools did not interact with the turbine. Less than 1% of individuals and 15% of schools showed avoidance behavior, and 35% of individuals and 14% of schools entered or exited the turbine. Turbine rotation reduced the probability of turbine entry by 35% and increased the probability of avoiding and passing by 120% and 97%, respectively. In 2014 we combined down-looking hydroacoustics with mobile transects to determine that the probability of fish being at the depth of the moving foils ( 6-9 m) ranged from 0.083 to 0.093. These data indicate how fish respond to this novel object and are important for understanding fish use of such a dynamic ecosystem.

Alignment between Protostellar Outflows and Filamentary Structure

NASA Astrophysics Data System (ADS)

Stephens, Ian W.; Dunham, Michael M.; Myers, Philip C.; Pokhrel, Riwaj; Sadavoy, Sarah I.; Vorobyov, Eduard I.; Tobin, John J.; Pineda, Jaime E.; Offner, Stella S. R.; Lee, Katherine I.; Kristensen, Lars E.; Jørgensen, Jes K.; Goodman, Alyssa A.; Bourke, Tyler L.; Arce, Héctor G.; Plunkett, Adele L.

2017-09-01

We present new Submillimeter Array (SMA) observations of CO(2-1) outflows toward young, embedded protostars in the Perseus molecular cloud as part of the Mass Assembly of Stellar Systems and their Evolution with the SMA (MASSES) survey. For 57 Perseus protostars, we characterize the orientation of the outflow angles and compare them with the orientation of the local filaments as derived from Herschel observations. We find that the relative angles between outflows and filaments are inconsistent with purely parallel or purely perpendicular distributions. Instead, the observed distribution of outflow-filament angles are more consistent with either randomly aligned angles or a mix of projected parallel and perpendicular angles. A mix of parallel and perpendicular angles requires perpendicular alignment to be more common by a factor of ˜3. Our results show that the observed distributions probably hold regardless of the protostar’s multiplicity, age, or the host core’s opacity. These observations indicate that the angular momentum axis of a protostar may be independent of the large-scale structure. We discuss the significance of independent protostellar rotation axes in the general picture of filament-based star formation.

Optimal estimation for discrete time jump processes

NASA Technical Reports Server (NTRS)

Vaca, M. V.; Tretter, S. A.

1978-01-01

Optimum estimates of nonobservable random variables or random processes which influence the rate functions of a discrete time jump process (DTJP) are derived. The approach used is based on the a posteriori probability of a nonobservable event expressed in terms of the a priori probability of that event and of the sample function probability of the DTJP. Thus a general representation is obtained for optimum estimates, and recursive equations are derived for minimum mean-squared error (MMSE) estimates. In general, MMSE estimates are nonlinear functions of the observations. The problem is considered of estimating the rate of a DTJP when the rate is a random variable with a beta probability density function and the jump amplitudes are binomially distributed. It is shown that the MMSE estimates are linear. The class of beta density functions is rather rich and explains why there are insignificant differences between optimum unconstrained and linear MMSE estimates in a variety of problems.

Probability versus representativeness in infancy: can infants use naïve physics to adjust population base rates in probabilistic inference?

PubMed

Denison, Stephanie; Trikutam, Pallavi; Xu, Fei

2014-08-01

A rich tradition in developmental psychology explores physical reasoning in infancy. However, no research to date has investigated whether infants can reason about physical objects that behave probabilistically, rather than deterministically. Physical events are often quite variable, in that similar-looking objects can be placed in similar contexts with different outcomes. Can infants rapidly acquire probabilistic physical knowledge, such as some leaves fall and some glasses break by simply observing the statistical regularity with which objects behave and apply that knowledge in subsequent reasoning? We taught 11-month-old infants physical constraints on objects and asked them to reason about the probability of different outcomes when objects were drawn from a large distribution. Infants could have reasoned either by using the perceptual similarity between the samples and larger distributions or by applying physical rules to adjust base rates and estimate the probabilities. Infants learned the physical constraints quickly and used them to estimate probabilities, rather than relying on similarity, a version of the representativeness heuristic. These results indicate that infants can rapidly and flexibly acquire physical knowledge about objects following very brief exposure and apply it in subsequent reasoning. PsycINFO Database Record (c) 2014 APA, all rights reserved.

Stochastic optimal operation of reservoirs based on copula functions

NASA Astrophysics Data System (ADS)

Lei, Xiao-hui; Tan, Qiao-feng; Wang, Xu; Wang, Hao; Wen, Xin; Wang, Chao; Zhang, Jing-wen

2018-02-01

Stochastic dynamic programming (SDP) has been widely used to derive operating policies for reservoirs considering streamflow uncertainties. In SDP, there is a need to calculate the transition probability matrix more accurately and efficiently in order to improve the economic benefit of reservoir operation. In this study, we proposed a stochastic optimization model for hydropower generation reservoirs, in which 1) the transition probability matrix was calculated based on copula functions; and 2) the value function of the last period was calculated by stepwise iteration. Firstly, the marginal distribution of stochastic inflow in each period was built and the joint distributions of adjacent periods were obtained using the three members of the Archimedean copulas, based on which the conditional probability formula was derived. Then, the value in the last period was calculated by a simple recursive equation with the proposed stepwise iteration method and the value function was fitted with a linear regression model. These improvements were incorporated into the classic SDP and applied to the case study in Ertan reservoir, China. The results show that the transition probability matrix can be more easily and accurately obtained by the proposed copula function based method than conventional methods based on the observed or synthetic streamflow series, and the reservoir operation benefit can also be increased.

The nature of the embedded population in the Rho Ophiuchi dark cloud - Mid-infrared observations

NASA Technical Reports Server (NTRS)

Lada, C. J.; Wilking, B. A.

1984-01-01

In combination with previous IR and optical data, the present 10-20 micron observations of previously identified members of the embedded population of the Rho Ophiuchi dark cloud allow determinations to be made of the broadband energy distributions for 32 of the 44 sources. The majority of the sources are found to emit the bulk of their luminosity in the 1-20 micron range, and to be surrounded by dust shells. Because they are, in light of these characteristics, probably premain-sequence in nature, relatively accurate bolometric luminosities for these objects can be obtained through integration of their energy distributions. It is found that 44 percent of the sources are less luminous than the sun, and are among the lowest luminosity premain-sequence/protostellar objects observed to date.

The classification of flaring states of blazars

NASA Astrophysics Data System (ADS)

Resconi, E.; Franco, D.; Gross, A.; Costamante, L.; Flaccomio, E.

2009-08-01

Aims: The time evolution of the electromagnetic emission from blazars, in particular high-frequency peaked sources (HBLs), displays irregular activity that has not yet been understood. In this work we report a methodology capable of characterizing the time behavior of these variable objects. Methods: The maximum likelihood blocks (MLBs) is a model-independent estimator that subdivides the light curve into time blocks, whose length and amplitude are compatible with states of constant emission rate of the observed source. The MLBs yield the statistical significance in the rate variations and strongly suppresses the noise fluctuations in the light curves. We applied the MLBs for the first time on the long term X-ray light curves (RXTE/ASM) of Mkn 421, Mkn 501, 1ES 1959+650, and 1ES 2155-304, more than 10 years of observational data (1996-2007). Using the MLBs interpretation of RXTE/ASM data, the integrated time flux distribution is determined for each single source considered. We identify in these distributions the characteristic level, as well as the flaring states of the blazars. Results: All the distributions show a significant component at negative flux values, most probably caused by an uncertainty in the background subtraction and by intrinsic fluctuations of RXTE/ASM. This effect concerns in particular short time observations. To quantify the probability that the intrinsic fluctuations give rise to a false identification of a flare, we study a population of very faint sources and their integrated time-flux distribution. We determine duty cycle or fraction of time a source spent in the flaring state of the source Mkn 421, Mkn 501, 1ES 1959+650 and 1ES 2155-304. Moreover, we study the random coincidences between flares and generic sporadic events such as high-energy neutrinos or flares in other wavelengths.

Potential Use of a Bayesian Network for Discriminating Flash Type from Future GOES-R Geostationary Lightning Mapper (GLM) data

NASA Technical Reports Server (NTRS)

Solakiewiz, Richard; Koshak, William

2008-01-01

Continuous monitoring of the ratio of cloud flashes to ground flashes may provide a better understanding of thunderstorm dynamics, intensification, and evolution, and it may be useful in severe weather warning. The National Lighting Detection Network TM (NLDN) senses ground flashes with exceptional detection efficiency and accuracy over most of the continental United States. A proposed Geostationary Lightning Mapper (GLM) aboard the Geostationary Operational Environmental Satellite (GOES-R) will look at the western hemisphere, and among the lightning data products to be made available will be the fundamental optical flash parameters for both cloud and ground flashes: radiance, area, duration, number of optical groups, and number of optical events. Previous studies have demonstrated that the optical flash parameter statistics of ground and cloud lightning, which are observable from space, are significantly different. This study investigates a Bayesian network methodology for discriminating lightning flash type (ground or cloud) using the lightning optical data and ancillary GOES-R data. A Directed Acyclic Graph (DAG) is set up with lightning as a "root" and data observed by GLM as the "leaves." This allows for a direct calculation of the joint probability distribution function for the lighting type and radiance, area, etc. Initially, the conditional probabilities that will be required can be estimated from the Lightning Imaging Sensor (LIS) and the Optical Transient Detector (OTD) together with NLDN data. Directly manipulating the joint distribution will yield the conditional probability that a lightning flash is a ground flash given the evidence, which consists of the observed lightning optical data [and possibly cloud data retrieved from the GOES-R Advanced Baseline Imager (ABI) in a more mature Bayesian network configuration]. Later, actual GLM and NLDN data can be used to refine the estimates of the conditional probabilities used in the model; i.e., the Bayesian network is a learning network. Methods for efficient calculation of the conditional probabilities (e.g., an algorithm using junction trees), finding data conflicts, goodness of fit, and dealing with missing data will also be addressed.

Prediction of future asset prices

NASA Astrophysics Data System (ADS)

Seong, Ng Yew; Hin, Pooi Ah; Ching, Soo Huei

2014-12-01

This paper attempts to incorporate trading volumes as an additional predictor for predicting asset prices. Denoting r(t) as the vector consisting of the time-t values of the trading volume and price of a given asset, we model the time-(t+1) asset price to be dependent on the present and l-1 past values r(t), r(t-1), ....., r(t-1+1) via a conditional distribution which is derived from a (2l+1)-dimensional power-normal distribution. A prediction interval based on the 100(α/2)% and 100(1-α/2)% points of the conditional distribution is then obtained. By examining the average lengths of the prediction intervals found by using the composite indices of the Malaysia stock market for the period 2008 to 2013, we found that the value 2 appears to be a good choice for l. With the omission of the trading volume in the vector r(t), the corresponding prediction interval exhibits a slightly longer average length, showing that it might be desirable to keep trading volume as a predictor. From the above conditional distribution, the probability that the time-(t+1) asset price will be larger than the time-t asset price is next computed. When the probability differs from 0 (or 1) by less than 0.03, the observed time-(t+1) increase in price tends to be negative (or positive). Thus the above probability has a good potential of being used as a market indicator in technical analysis.

Stimulated luminescence emission from localized recombination in randomly distributed defects.

PubMed

Jain, Mayank; Guralnik, Benny; Andersen, Martin Thalbitzer

2012-09-26

We present a new kinetic model describing localized electronic recombination through the excited state of the donor (d) to an acceptor (a) centre in luminescent materials. In contrast to the existing models based on the localized transition model (LTM) of Halperin and Braner (1960 Phys. Rev. 117 408-15) which assumes a fixed d → a tunnelling probability for the entire crystal, our model is based on nearest-neighbour recombination within randomly distributed centres. Such a random distribution can occur through the entire volume or within the defect complexes of the dosimeter, and implies that the tunnelling probability varies with the donor-acceptor (d-a) separation distance. We first develop an 'exact kinetic model' that incorporates this variation in tunnelling probabilities, and evolves both in spatial as well as temporal domains. We then develop a simplified one-dimensional, semi-analytical model that evolves only in the temporal domain. An excellent agreement is observed between thermally and optically stimulated luminescence (TL and OSL) results produced from the two models. In comparison to the first-order kinetic behaviour of the LTM of Halperin and Braner (1960 Phys. Rev. 117 408-15), our model results in a highly asymmetric TL peak; this peak can be understood to derive from a continuum of several first-order TL peaks. Our model also shows an extended power law behaviour for OSL (or prompt luminescence), which is expected from localized recombination mechanisms in materials with random distribution of centres.

Statistical hypothesis tests of some micrometeorological observations

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

SethuRaman, S.; Tichler, J.

Chi-square goodness-of-fit is used to test the hypothesis that the medium scale of turbulence in the atmospheric surface layer is normally distributed. Coefficients of skewness and excess are computed from the data. If the data are not normal, these coefficients are used in Edgeworth's asymptotic expansion of Gram-Charlier series to determine an altrnate probability density function. The observed data are then compared with the modified probability densities and the new chi-square values computed.Seventy percent of the data analyzed was either normal or approximatley normal. The coefficient of skewness g/sub 1/ has a good correlation with the chi-square values. Events withmore » vertical-barg/sub 1/vertical-bar<0.21 were normal to begin with and those with 0.21« less

Use of the negative binomial-truncated Poisson distribution in thunderstorm prediction

NASA Technical Reports Server (NTRS)

Cohen, A. C.

1971-01-01

A probability model is presented for the distribution of thunderstorms over a small area given that thunderstorm events (1 or more thunderstorms) are occurring over a larger area. The model incorporates the negative binomial and truncated Poisson distributions. Probability tables for Cape Kennedy for spring, summer, and fall months and seasons are presented. The computer program used to compute these probabilities is appended.

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

PubMed

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

2013-07-15

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

Observer error structure in bull trout redd counts in Montana streams: Implications for inference on true redd numbers

USGS Publications Warehouse

Muhlfeld, Clint C.; Taper, Mark L.; Staples, David F.; Shepard, Bradley B.

2006-01-01

Despite the widespread use of redd counts to monitor trends in salmonid populations, few studies have evaluated the uncertainties in observed counts. We assessed the variability in redd counts for migratory bull trout Salvelinus confluentus among experienced observers in Lion and Goat creeks, which are tributaries to the Swan River, Montana. We documented substantially lower observer variability in bull trout redd counts than did previous studies. Observer counts ranged from 78% to 107% of our best estimates of true redd numbers in Lion Creek and from 90% to 130% of our best estimates in Goat Creek. Observers made both errors of omission and errors of false identification, and we modeled this combination by use of a binomial probability of detection and a Poisson count distribution of false identifications. Redd detection probabilities were high (mean = 83%) and exhibited no significant variation among observers (SD = 8%). We applied this error structure to annual redd counts in the Swan River basin (1982–2004) to correct for observer error and thus derived more accurate estimates of redd numbers and associated confidence intervals. Our results indicate that bias in redd counts can be reduced if experienced observers are used to conduct annual redd counts. Future studies should assess both sources of observer error to increase the validity of using redd counts for inferring true redd numbers in different basins. This information will help fisheries biologists to more precisely monitor population trends, identify recovery and extinction thresholds for conservation and recovery programs, ascertain and predict how management actions influence distribution and abundance, and examine effects of recovery and restoration activities.

Directed Design of Experiments for Validating Probability of Detection Capability of NDE Systems (DOEPOD)

NASA Technical Reports Server (NTRS)

Generazio, Edward R.

2015-01-01

Directed Design of Experiments for Validating Probability of Detection Capability of NDE Systems (DOEPOD) Manual v.1.2 The capability of an inspection system is established by applications of various methodologies to determine the probability of detection (POD). One accepted metric of an adequate inspection system is that there is 95% confidence that the POD is greater than 90% (90/95 POD). Design of experiments for validating probability of detection capability of nondestructive evaluation (NDE) systems (DOEPOD) is a methodology that is implemented via software to serve as a diagnostic tool providing detailed analysis of POD test data, guidance on establishing data distribution requirements, and resolving test issues. DOEPOD demands utilization of observance of occurrences. The DOEPOD capability has been developed to provide an efficient and accurate methodology that yields observed POD and confidence bounds for both Hit-Miss or signal amplitude testing. DOEPOD does not assume prescribed POD logarithmic or similar functions with assumed adequacy over a wide range of flaw sizes and inspection system technologies, so that multi-parameter curve fitting or model optimization approaches to generate a POD curve are not required. DOEPOD applications for supporting inspector qualifications is included.

Ergodic Theory, Interpretations of Probability and the Foundations of Statistical Mechanics

NASA Astrophysics Data System (ADS)

van Lith, Janneke

The traditional use of ergodic theory in the foundations of equilibrium statistical mechanics is that it provides a link between thermodynamic observables and microcanonical probabilities. First of all, the ergodic theorem demonstrates the equality of microcanonical phase averages and infinite time averages (albeit for a special class of systems, and up to a measure zero set of exceptions). Secondly, one argues that actual measurements of thermodynamic quantities yield time averaged quantities, since measurements take a long time. The combination of these two points is held to be an explanation why calculating microcanonical phase averages is a successful algorithm for predicting the values of thermodynamic observables. It is also well known that this account is problematic. This survey intends to show that ergodic theory nevertheless may have important roles to play, and it explores three other uses of ergodic theory. Particular attention is paid, firstly, to the relevance of specific interpretations of probability, and secondly, to the way in which the concern with systems in thermal equilibrium is translated into probabilistic language. With respect to the latter point, it is argued that equilibrium should not be represented as a stationary probability distribution as is standardly done; instead, a weaker definition is presented.

Comparison of Deterministic and Probabilistic Radial Distribution Systems Load Flow

NASA Astrophysics Data System (ADS)

Gupta, Atma Ram; Kumar, Ashwani

2017-12-01

Distribution system network today is facing the challenge of meeting increased load demands from the industrial, commercial and residential sectors. The pattern of load is highly dependent on consumer behavior and temporal factors such as season of the year, day of the week or time of the day. For deterministic radial distribution load flow studies load is taken as constant. But, load varies continually with a high degree of uncertainty. So, there is a need to model probable realistic load. Monte-Carlo Simulation is used to model the probable realistic load by generating random values of active and reactive power load from the mean and standard deviation of the load and for solving a Deterministic Radial Load Flow with these values. The probabilistic solution is reconstructed from deterministic data obtained for each simulation. The main contribution of the work is: Finding impact of probable realistic ZIP load modeling on balanced radial distribution load flow. Finding impact of probable realistic ZIP load modeling on unbalanced radial distribution load flow. Compare the voltage profile and losses with probable realistic ZIP load modeling for balanced and unbalanced radial distribution load flow.

Monte Carlo Bayesian inference on a statistical model of sub-gridcolumn moisture variability using high-resolution cloud observations. Part 1: Method.

PubMed

Norris, Peter M; da Silva, Arlindo M

2016-07-01

A method is presented to constrain a statistical model of sub-gridcolumn moisture variability using high-resolution satellite cloud data. The method can be used for large-scale model parameter estimation or cloud data assimilation. The gridcolumn model includes assumed probability density function (PDF) intra-layer horizontal variability and a copula-based inter-layer correlation model. The observables used in the current study are Moderate Resolution Imaging Spectroradiometer (MODIS) cloud-top pressure, brightness temperature and cloud optical thickness, but the method should be extensible to direct cloudy radiance assimilation for a small number of channels. The algorithm is a form of Bayesian inference with a Markov chain Monte Carlo (MCMC) approach to characterizing the posterior distribution. This approach is especially useful in cases where the background state is clear but cloudy observations exist. In traditional linearized data assimilation methods, a subsaturated background cannot produce clouds via any infinitesimal equilibrium perturbation, but the Monte Carlo approach is not gradient-based and allows jumps into regions of non-zero cloud probability. The current study uses a skewed-triangle distribution for layer moisture. The article also includes a discussion of the Metropolis and multiple-try Metropolis versions of MCMC.

Monte Carlo Bayesian Inference on a Statistical Model of Sub-Gridcolumn Moisture Variability Using High-Resolution Cloud Observations. Part 1: Method

NASA Technical Reports Server (NTRS)

Norris, Peter M.; Da Silva, Arlindo M.

2016-01-01

A method is presented to constrain a statistical model of sub-gridcolumn moisture variability using high-resolution satellite cloud data. The method can be used for large-scale model parameter estimation or cloud data assimilation. The gridcolumn model includes assumed probability density function (PDF) intra-layer horizontal variability and a copula-based inter-layer correlation model. The observables used in the current study are Moderate Resolution Imaging Spectroradiometer (MODIS) cloud-top pressure, brightness temperature and cloud optical thickness, but the method should be extensible to direct cloudy radiance assimilation for a small number of channels. The algorithm is a form of Bayesian inference with a Markov chain Monte Carlo (MCMC) approach to characterizing the posterior distribution. This approach is especially useful in cases where the background state is clear but cloudy observations exist. In traditional linearized data assimilation methods, a subsaturated background cannot produce clouds via any infinitesimal equilibrium perturbation, but the Monte Carlo approach is not gradient-based and allows jumps into regions of non-zero cloud probability. The current study uses a skewed-triangle distribution for layer moisture. The article also includes a discussion of the Metropolis and multiple-try Metropolis versions of MCMC.

Monte Carlo Bayesian inference on a statistical model of sub-gridcolumn moisture variability using high-resolution cloud observations. Part 1: Method

PubMed Central

Norris, Peter M.; da Silva, Arlindo M.

2018-01-01

A method is presented to constrain a statistical model of sub-gridcolumn moisture variability using high-resolution satellite cloud data. The method can be used for large-scale model parameter estimation or cloud data assimilation. The gridcolumn model includes assumed probability density function (PDF) intra-layer horizontal variability and a copula-based inter-layer correlation model. The observables used in the current study are Moderate Resolution Imaging Spectroradiometer (MODIS) cloud-top pressure, brightness temperature and cloud optical thickness, but the method should be extensible to direct cloudy radiance assimilation for a small number of channels. The algorithm is a form of Bayesian inference with a Markov chain Monte Carlo (MCMC) approach to characterizing the posterior distribution. This approach is especially useful in cases where the background state is clear but cloudy observations exist. In traditional linearized data assimilation methods, a subsaturated background cannot produce clouds via any infinitesimal equilibrium perturbation, but the Monte Carlo approach is not gradient-based and allows jumps into regions of non-zero cloud probability. The current study uses a skewed-triangle distribution for layer moisture. The article also includes a discussion of the Metropolis and multiple-try Metropolis versions of MCMC. PMID:29618847

GIS-based probability assessment of natural hazards in forested landscapes of Central and South-Eastern Europe.

PubMed

Lorz, C; Fürst, C; Galic, Z; Matijasic, D; Podrazky, V; Potocic, N; Simoncic, P; Strauch, M; Vacik, H; Makeschin, F

2010-12-01

We assessed the probability of three major natural hazards--windthrow, drought, and forest fire--for Central and South-Eastern European forests which are major threats for the provision of forest goods and ecosystem services. In addition, we analyzed spatial distribution and implications for a future oriented management of forested landscapes. For estimating the probability of windthrow, we used rooting depth and average wind speed. Probabilities of drought and fire were calculated from climatic and total water balance during growing season. As an approximation to climate change scenarios, we used a simplified approach with a general increase of pET by 20%. Monitoring data from the pan-European forests crown condition program and observed burnt areas and hot spots from the European Forest Fire Information System were used to test the plausibility of probability maps. Regions with high probabilities of natural hazard are identified and management strategies to minimize probability of natural hazards are discussed. We suggest future research should focus on (i) estimating probabilities using process based models (including sensitivity analysis), (ii) defining probability in terms of economic loss, (iii) including biotic hazards, (iv) using more detailed data sets on natural hazards, forest inventories and climate change scenarios, and (v) developing a framework of adaptive risk management.

Understanding interaction effects of climate change and fire management on bird distributions through combined process and habitat models

USGS Publications Warehouse

White, Joseph D.; Gutzwiller, Kevin J.; Barrow, Wylie C.; Johnson-Randall, Lori; Zygo, Lisa; Swint, Pamela

2011-01-01

Avian conservation efforts must account for changes in vegetation composition and structure associated with climate change. We modeled vegetation change and the probability of occurrence of birds to project changes in winter bird distributions associated with climate change and fire management in the northern Chihuahuan Desert (southwestern U.S.A.). We simulated vegetation change in a process-based model (Landscape and Fire Simulator) in which anticipated climate change was associated with doubling of current atmospheric carbon dioxide over the next 50 years. We estimated the relative probability of bird occurrence on the basis of statistical models derived from field observations of birds and data on vegetation type, topography, and roads. We selected 3 focal species, Scaled Quail (Callipepla squamata), Loggerhead Shrike (Lanius ludovicianus), and Rock Wren (Salpinctes obsoletus), that had a range of probabilities of occurrence for our study area. Our simulations projected increases in relative probability of bird occurrence in shrubland and decreases in grassland and Yucca spp. and ocotillo (Fouquieria splendens) vegetation. Generally, the relative probability of occurrence of all 3 species was highest in shrubland because leaf-area index values were lower in shrubland. This high probability of occurrence likely is related to the species' use of open vegetation for foraging. Fire suppression had little effect on projected vegetation composition because as climate changed there was less fuel and burned area. Our results show that if future water limits on plant type are considered, models that incorporate spatial data may suggest how and where different species of birds may respond to vegetation changes.

Understanding interaction effects of climate change and fire management on bird distributions through combined process and habitat models

USGS Publications Warehouse

White, Joseph D.; Gutzwiller, Kevin J.; Barrow, Wylie C.; Johnson-Randall, Lori; Zygo, Lisa; Swint, Pamela

2011-01-01

Avian conservation efforts must account for changes in vegetation composition and structure associated with climate change. We modeled vegetation change and the probability of occurrence of birds to project changes in winter bird distributions associated with climate change and fire management in the northern Chihuahuan Desert (southwestern U.S.A.). We simulated vegetation change in a process-based model (Landscape and Fire Simulator) in which anticipated climate change was associated with doubling of current atmospheric carbon dioxide over the next 50 years. We estimated the relative probability of bird occurrence on the basis of statistical models derived from field observations of birds and data on vegetation type, topography, and roads. We selected 3 focal species, Scaled Quail (Callipepla squamata), Loggerhead Shrike (Lanius ludovicianus), and Rock Wren (Salpinctes obsoletus), that had a range of probabilities of occurrence for our study area. Our simulations projected increases in relative probability of bird occurrence in shrubland and decreases in grassland and Yucca spp. and ocotillo (Fouquieria splendens) vegetation. Generally, the relative probability of occurrence of all 3 species was highest in shrubland because leaf-area index values were lower in shrubland. This high probability of occurrence likely is related to the species' use of open vegetation for foraging. Fire suppression had little effect on projected vegetation composition because as climate changed there was less fuel and burned area. Our results show that if future water limits on plant type are considered, models that incorporate spatial data may suggest how and where different species of birds may respond to vegetation changes. ??2011 Society for Conservation Biology.

3D radiation belt diffusion model results using new empirical models of whistler chorus and hiss

NASA Astrophysics Data System (ADS)

Cunningham, G.; Chen, Y.; Henderson, M. G.; Reeves, G. D.; Tu, W.

2012-12-01

3D diffusion codes model the energization, radial transport, and pitch angle scattering due to wave-particle interactions. Diffusion codes are powerful but are limited by the lack of knowledge of the spatial & temporal distribution of waves that drive the interactions for a specific event. We present results from the 3D DREAM model using diffusion coefficients driven by new, activity-dependent, statistical models of chorus and hiss waves. Most 3D codes parameterize the diffusion coefficients or wave amplitudes as functions of magnetic activity indices like Kp, AE, or Dst. These functional representations produce the average value of the wave intensities for a given level of magnetic activity; however, the variability of the wave population at a given activity level is lost with such a representation. Our 3D code makes use of the full sample distributions contained in a set of empirical wave databases (one database for each wave type, including plasmaspheric hiss, lower and upper hand chorus) that were recently produced by our team using CRRES and THEMIS observations. The wave databases store the full probability distribution of observed wave intensity binned by AE, MLT, MLAT and L*. In this presentation, we show results that make use of the wave intensity sample probability distributions for lower-band and upper-band chorus by sampling the distributions stochastically during a representative CRRES-era storm. The sampling of the wave intensity probability distributions produces a collection of possible evolutions of the phase space density, which quantifies the uncertainty in the model predictions caused by the uncertainty of the chorus wave amplitudes for a specific event. A significant issue is the determination of an appropriate model for the spatio-temporal correlations of the wave intensities, since the diffusion coefficients are computed as spatio-temporal averages of the waves over MLT, MLAT and L*. The spatiotemporal correlations cannot be inferred from the wave databases. In this study we use a temporal correlation of ~1 hour for the sampled wave intensities that is informed by the observed autocorrelation in the AE index, a spatial correlation length of ~100 km in the two directions perpendicular to the magnetic field, and a spatial correlation length of 5000 km in the direction parallel to the magnetic field, according to the work of Santolik et al (2003), who used multi-spacecraft measurements from Cluster to quantify the correlation length scales for equatorial chorus . We find that, despite the small correlation length scale for chorus, there remains significant variability in the model outcomes driven by variability in the chorus wave intensities.

Propagating probability distributions of stand variables using sequential Monte Carlo methods

Treesearch

Jeffrey H. Gove

2009-01-01

A general probabilistic approach to stand yield estimation is developed based on sequential Monte Carlo filters, also known as particle filters. The essential steps in the development of the sampling importance resampling (SIR) particle filter are presented. The SIR filter is then applied to simulated and observed data showing how the 'predictor - corrector'...

Evaluation of the Three Parameter Weibull Distribution Function for Predicting Fracture Probability in Composite Materials

DTIC Science & Technology

1978-03-01

for the risk of rupture for a unidirectionally laminat - ed composite subjected to pure bending. (5D This equation can be simplified further by use of...C EVALUATION OF THE THREE PARAMETER WEIBULL DISTRIBUTION FUNCTION FOR PREDICTING FRACTURE PROBABILITY IN COMPOSITE MATERIALS. THESIS / AFIT/GAE...EVALUATION OF THE THREE PARAMETER WE1BULL DISTRIBUTION FUNCTION FOR PREDICTING FRACTURE PROBABILITY IN COMPOSITE MATERIALS THESIS Presented

Temporal complexity in emission from Anderson localized lasers

NASA Astrophysics Data System (ADS)

Kumar, Randhir; Balasubrahmaniyam, M.; Alee, K. Shadak; Mujumdar, Sushil

2017-12-01

Anderson localization lasers exploit resonant cavities formed due to structural disorder. The inherent randomness in the structure of these cavities realizes a probability distribution in all cavity parameters such as quality factors, mode volumes, mode structures, and so on, implying resultant statistical fluctuations in the temporal behavior. Here we provide direct experimental measurements of temporal width distributions of Anderson localization lasing pulses in intrinsically and extrinsically disordered coupled-microresonator arrays. We first illustrate signature exponential decays in the spatial intensity distributions of the lasing modes that quantify their localized character, and then measure the temporal width distributions of the pulsed emission over several configurations. We observe a dependence of temporal widths on the disorder strength, wherein the widths show a single-peaked, left-skewed distribution in extrinsic disorder and a dual-peaked distribution in intrinsic disorder. We propose a model based on coupled rate equations for an emitter and an Anderson cavity with a random mode structure, which gives excellent quantitative and qualitative agreement with the experimental observations. The experimental and theoretical analyses bring to the fore the temporal complexity in Anderson-localization-based lasing systems.

Near-surface wind speed statistical distribution: comparison between ECMWF System 4 and ERA-Interim

NASA Astrophysics Data System (ADS)

Marcos, Raül; Gonzalez-Reviriego, Nube; Torralba, Verónica; Cortesi, Nicola; Young, Doo; Doblas-Reyes, Francisco J.

2017-04-01

In the framework of seasonal forecast verification, knowing whether the characteristics of the climatological wind speed distribution, simulated by the forecasting systems, are similar to the observed ones is essential to guide the subsequent process of bias adjustment. To bring some light about this topic, this work assesses the properties of the statistical distributions of 10m wind speed from both ERA-Interim reanalysis and seasonal forecasts of ECMWF system 4. The 10m wind speed distribution has been characterized in terms of the four main moments of the probability distribution (mean, standard deviation, skewness and kurtosis) together with the coefficient of variation and goodness of fit Shapiro-Wilks test, allowing the identification of regions with higher wind variability and non-Gaussian behaviour at monthly time-scales. Also, the comparison of the predicted and observed 10m wind speed distributions has been measured considering both inter-annual and intra-seasonal variability. Such a comparison is important in both climate research and climate services communities because it provides useful climate information for decision-making processes and wind industry applications.

Crime and punishment: the economic burden of impunity

NASA Astrophysics Data System (ADS)

Gordon, M. B.; Iglesias, J. R.; Semeshenko, V.; Nadal, J. P.

2009-03-01

Crime is an economically relevant activity. It may represent a mechanism of wealth distribution but also a social and economic burden because of the interference with regular legal activities and the cost of the law enforcement system. Sometimes it may be less costly for the society to allow for some level of criminality. However, a drawback of such a policy is that it may lead to a high increase of criminal activity, that may become hard to reduce later on. Here we investigate the level of law enforcement required to keep crime within acceptable limits. A sharp phase transition is observed as a function of the probability of punishment. We also analyze other consequences of criminality as the growth of the economy, the inequality in the wealth distribution (the Gini coefficient) and other relevant quantities under different scenarios of criminal activity and probabilities of apprehension.

Future probabilities of coastal floods in Finland

NASA Astrophysics Data System (ADS)

Pellikka, Havu; Leijala, Ulpu; Johansson, Milla M.; Leinonen, Katri; Kahma, Kimmo K.

2018-04-01

Coastal planning requires detailed knowledge of future flooding risks, and effective planning must consider both short-term sea level variations and the long-term trend. We calculate distributions that combine short- and long-term effects to provide estimates of flood probabilities in 2050 and 2100 on the Finnish coast in the Baltic Sea. Our distributions of short-term sea level variations are based on 46 years (1971-2016) of observations from the 13 Finnish tide gauges. The long-term scenarios of mean sea level combine postglacial land uplift, regionally adjusted scenarios of global sea level rise, and the effect of changes in the wind climate. The results predict that flooding risks will clearly increase by 2100 in the Gulf of Finland and the Bothnian Sea, while only a small increase or no change compared to present-day conditions is expected in the Bothnian Bay, where the land uplift is stronger.

Crater Topography on Titan: Implications for Landscape Evolution

NASA Technical Reports Server (NTRS)

Neish, Catherine D.; Kirk, R.L.; Lorenz, R. D.; Bray, V. J.; Schenk, P.; Stiles, B. W.; Turtle, E.; Mitchell, K.; Hayes, A.

2013-01-01

We present a comprehensive review of available crater topography measurements for Saturn's moon Titan. In general, the depths of Titan's craters are within the range of depths observed for similarly sized fresh craters on Ganymede, but several hundreds of meters shallower than Ganymede's average depth vs. diameter trend. Depth-to-diameter ratios are between 0.0012 +/- 0.0003 (for the largest crater studied, Menrva, D approximately 425 km) and 0.017 +/- 0.004 (for the smallest crater studied, Ksa, D approximately 39 km). When we evaluate the Anderson-Darling goodness-of-fit parameter, we find that there is less than a 10% probability that Titan's craters have a current depth distribution that is consistent with the depth distribution of fresh craters on Ganymede. There is, however, a much higher probability that the relative depths are uniformly distributed between 0 (fresh) and 1 (completely infilled). This distribution is consistent with an infilling process that is relatively constant with time, such as aeolian deposition. Assuming that Ganymede represents a close 'airless' analogue to Titan, the difference in depths represents the first quantitative measure of the amount of modification that has shaped Titan's surface, the only body in the outer Solar System with extensive surface-atmosphere exchange.

Ichthyoplankton spatial pattern in the inner shelf off Bahía Blanca Estuary, SW Atlantic Ocean

NASA Astrophysics Data System (ADS)

Hoffmeyer, Mónica Susana; Clara, Menéndez María; Florencia, Biancalana; Mabel, Nizovoy Alicia; Ramón, Torres Eduardo

2009-09-01

This study focuses on the composition, abundance and distribution of ichthyoplankton in the inner shelf area off Bahía Blanca Estuary on the SW Atlantic Ocean during late spring. Eggs and larvae of Brevoortia aurea, Engraulis anchoita, Parona signata, Sciaenidae spp. - such as Cynoscion guatucupa and Micropogonias furnieri -, and Odontesthes argentinensis were found. Species richness was low probably as a result of season and shallow depths. Ichthyoplankton abundance reached values close to 10 000 per 10 m -3 (eggs) and 4000 per 10 m -3 (larvae) and displayed a spatial distribution pattern with maximum abundance values restricted to a band parallel to the coast. Differences between egg and larval patterns, probably derived from a different displacement and hydrodynamic behavior, were observed. Egg and larvae distribution patterns were found related with spawning areas and to directly depend on salinity and mesozooplankton. The larvae distribution pattern, in particular, was found to inversely depend on particulate organic carbon. In addition, the geographic location of egg and larvae maxima strongly coincided with a saline front reported for this area in springtime, thus suggesting a direct relationship with it.

Probabilistic graphs as a conceptual and computational tool in hydrology and water management

NASA Astrophysics Data System (ADS)

Schoups, Gerrit

2014-05-01

Originally developed in the fields of machine learning and artificial intelligence, probabilistic graphs constitute a general framework for modeling complex systems in the presence of uncertainty. The framework consists of three components: 1. Representation of the model as a graph (or network), with nodes depicting random variables in the model (e.g. parameters, states, etc), which are joined together by factors. Factors are local probabilistic or deterministic relations between subsets of variables, which, when multiplied together, yield the joint distribution over all variables. 2. Consistent use of probability theory for quantifying uncertainty, relying on basic rules of probability for assimilating data into the model and expressing unknown variables as a function of observations (via the posterior distribution). 3. Efficient, distributed approximation of the posterior distribution using general-purpose algorithms that exploit model structure encoded in the graph. These attributes make probabilistic graphs potentially useful as a conceptual and computational tool in hydrology and water management (and beyond). Conceptually, they can provide a common framework for existing and new probabilistic modeling approaches (e.g. by drawing inspiration from other fields of application), while computationally they can make probabilistic inference feasible in larger hydrological models. The presentation explores, via examples, some of these benefits.

The tensor distribution function.

PubMed

Leow, A D; Zhu, S; Zhan, L; McMahon, K; de Zubicaray, G I; Meredith, M; Wright, M J; Toga, A W; Thompson, P M

2009-01-01

Diffusion weighted magnetic resonance imaging is a powerful tool that can be employed to study white matter microstructure by examining the 3D displacement profile of water molecules in brain tissue. By applying diffusion-sensitized gradients along a minimum of six directions, second-order tensors (represented by three-by-three positive definite matrices) can be computed to model dominant diffusion processes. However, conventional DTI is not sufficient to resolve more complicated white matter configurations, e.g., crossing fiber tracts. Recently, a number of high-angular resolution schemes with more than six gradient directions have been employed to address this issue. In this article, we introduce the tensor distribution function (TDF), a probability function defined on the space of symmetric positive definite matrices. Using the calculus of variations, we solve the TDF that optimally describes the observed data. Here, fiber crossing is modeled as an ensemble of Gaussian diffusion processes with weights specified by the TDF. Once this optimal TDF is determined, the orientation distribution function (ODF) can easily be computed by analytic integration of the resulting displacement probability function. Moreover, a tensor orientation distribution function (TOD) may also be derived from the TDF, allowing for the estimation of principal fiber directions and their corresponding eigenvalues.

GASP cloud- and particle-encounter statistics and their application to LFC aircraft studies. Volume 2: Appendixes

NASA Technical Reports Server (NTRS)

Jasperson, W. H.; Nastron, G. D.; Davis, R. E.; Holdeman, J. D.

1984-01-01

Summary studies are presented for the entire cloud observation archive from the NASA Global Atmospheric Sampling Program (GASP). Studies are also presented for GASP particle-concentration data gathered concurrently with the cloud observations. Cloud encounters are shown on about 15 percent of the data samples overall, but the probability of cloud encounter is shown to vary significantly with altitude, latitude, and distance from the tropopause. Several meteorological circulation features are apparent in the latitudinal distribution of cloud cover, and the cloud-encounter statistics are shown to be consistent with the classical mid-latitude cyclone model. Observations of clouds spaced more closely than 90 minutes are shown to be statistically dependent. The statistics for cloud and particle encounter are utilized to estimate the frequency of cloud encounter on long-range airline routes, and to assess the probability and extent of laminaar flow loss due to cloud or particle encounter by aircraft utilizing laminar flow control (LFC). It is shown that the probability of extended cloud encounter is too low, of itself, to make LFC impractical. This report is presented in two volumes. Volume I contains the narrative, analysis, and conclusions. Volume II contains five supporting appendixes.

Completion of the Edward Air Force Base Statistical Guidance Wind Tool

NASA Technical Reports Server (NTRS)

Dreher, Joseph G.

2008-01-01

The goal of this task was to develop a GUI using EAFB wind tower data similar to the KSC SLF peak wind tool that is already in operations at SMG. In 2004, MSFC personnel began work to replicate the KSC SLF tool using several wind towers at EAFB. They completed the analysis and QC of the data, but due to higher priority work did not start development of the GUI. MSFC personnel calculated wind climatologies and probabilities of 10-minute peak wind occurrence based on the 2-minute average wind speed for several EAFB wind towers. Once the data were QC'ed and analyzed the climatologies were calculated following the methodology outlined in Lambert (2003). The climatologies were calculated for each tower and month, and then were stratified by hour, direction (10" sectors), and direction (45" sectors)/hour. For all climatologies, MSFC calculated the mean, standard deviation and observation counts of the Zminute average and 10-minute peak wind speeds. MSFC personnel also calculated empirical and modeled probabilities of meeting or exceeding specific 10- minute peak wind speeds using PDFs. The empirical PDFs were asymmetrical and bounded on the left by the 2- minute average wind speed. They calculated the parametric PDFs by fitting the GEV distribution to the empirical distributions. Parametric PDFs were calculated in order to smooth and interpolate over variations in the observed values due to possible under-sampling of certain peak winds and to estimate probabilities associated with average winds outside the observed range. MSFC calculated the individual probabilities of meeting or exceeding specific 10- minute peak wind speeds by integrating the area under each curve. The probabilities assist SMG forecasters in assessing the shuttle FR for various Zminute average wind speeds. The A M ' obtained the processed EAFB data from Dr. Lee Bums of MSFC and reformatted them for input to Excel PivotTables, which allow users to display different values with point-click-drag techniques. The GUI was created from the PivotTables using VBA code. It is run through a macro within Excel and allows forecasters to quickly display and interpret peak wind climatology and probabilities in a fast-paced operational environment. The GUI was designed to look and operate exactly the same as the KSC SLF tool since SMG forecasters were already familiar with that product. SMG feedback was continually incorporated into the GUI ensuring the end product met their needs. The final version of the GUI along with all climatologies, PDFs, and probabilities has been delivered to SMG and will be put into operational use.

Development of a methodology to evaluate material accountability in pyroprocess

NASA Astrophysics Data System (ADS)

Woo, Seungmin

This study investigates the effect of the non-uniform nuclide composition in spent fuel on material accountancy in the pyroprocess. High-fidelity depletion simulations are performed using the Monte Carlo code SERPENT in order to determine nuclide composition as a function of axial and radial position within fuel rods and assemblies, and burnup. For improved accuracy, the simulations use short burnups step (25 days or less), Xe-equilibrium treatment (to avoid oscillations over burnup steps), axial moderator temperature distribution, and 30 axial meshes. Analytical solutions of the simplified depletion equations are built to understand the axial non-uniformity of nuclide composition in spent fuel. The cosine shape of axial neutron flux distribution dominates the axial non-uniformity of the nuclide composition. Combined cross sections and time also generate axial non-uniformity, as the exponential term in the analytical solution consists of the neutron flux, cross section and time. The axial concentration distribution for a nuclide having the small cross section gets steeper than that for another nuclide having the great cross section because the axial flux is weighted by the cross section in the exponential term in the analytical solution. Similarly, the non-uniformity becomes flatter as increasing burnup, because the time term in the exponential increases. Based on the developed numerical recipes and decoupling of the results between the axial distributions and the predetermined representative radial distributions by matching the axial height, the axial and radial composition distributions for representative spent nuclear fuel assemblies, the Type-0, -1, and -2 assemblies after 1, 2, and 3 depletion cycles, is obtained. These data are appropriately modified to depict processing for materials in the head-end process of pyroprocess that is chopping, voloxidation and granulation. The expectation and standard deviation of the Pu-to-244Cm-ratio by the single granule sampling calculated by the central limit theorem and the Geary-Hinkley transformation. Then, the uncertainty propagation through the key-pyroprocess is conducted to analyze the Material Unaccounted For (MUF), which is a random variable defined as a receipt minus a shipment of a process, in the system. The random variable, LOPu, is defined for evaluating the non-detection probability at each Key Measurement Point (KMP) as the original Pu mass minus the Pu mass after a missing scenario. A number of assemblies for the LOPu to be 8 kg is considered in this calculation. The probability of detection for the 8 kg LOPu is evaluated with respect the size of granule and powder using the event tree analysis and the hypothesis testing method. We can observe there are possible cases showing the probability of detection for the 8 kg LOPu less than 95%. In order to enhance the detection rate, a new Material Balance Area (MBA) model is defined for the key-pyroprocess. The probabilities of detection for all spent fuel types based on the new MBA model are greater than 99%. Furthermore, it is observed that the probability of detection significantly increases by increasing granule sample sizes to evaluate the Pu-to-244Cm-ratio before the key-pyroprocess. Based on these observations, even though the Pu material accountability in pyroprocess is affected by the non-uniformity of nuclide composition when the Pu-to-244Cm-ratio method is being applied, that is surmounted by decreasing the uncertainty of measured ratio by increasing sample sizes and modifying the MBAs and KMPs. (Abstract shortened by ProQuest.).

Adjusting survival estimates for premature transmitter failure: A case study from the Sacramento-San Joaquin Delta

USGS Publications Warehouse

Holbrook, Christopher M.; Perry, Russell W.; Brandes, Patricia L.; Adams, Noah S.

2013-01-01

In telemetry studies, premature tag failure causes negative bias in fish survival estimates because tag failure is interpreted as fish mortality. We used mark-recapture modeling to adjust estimates of fish survival for a previous study where premature tag failure was documented. High rates of tag failure occurred during the Vernalis Adaptive Management Plan’s (VAMP) 2008 study to estimate survival of fall-run Chinook salmon (Oncorhynchus tshawytscha) during migration through the San Joaquin River and Sacramento-San Joaquin Delta, California. Due to a high rate of tag failure, the observed travel time distribution was likely negatively biased, resulting in an underestimate of tag survival probability in this study. Consequently, the bias-adjustment method resulted in only a small increase in estimated fish survival when the observed travel time distribution was used to estimate the probability of tag survival. Since the bias-adjustment failed to remove bias, we used historical travel time data and conducted a sensitivity analysis to examine how fish survival might have varied across a range of tag survival probabilities. Our analysis suggested that fish survival estimates were low (95% confidence bounds range from 0.052 to 0.227) over a wide range of plausible tag survival probabilities (0.48–1.00), and this finding is consistent with other studies in this system. When tags fail at a high rate, available methods to adjust for the bias may perform poorly. Our example highlights the importance of evaluating the tag life assumption during survival studies, and presents a simple framework for evaluating adjusted survival estimates when auxiliary travel time data are available.

Multinomial Logistic Regression & Bootstrapping for Bayesian Estimation of Vertical Facies Prediction in Heterogeneous Sandstone Reservoirs

NASA Astrophysics Data System (ADS)

Al-Mudhafar, W. J.

2013-12-01

Precisely prediction of rock facies leads to adequate reservoir characterization by improving the porosity-permeability relationships to estimate the properties in non-cored intervals. It also helps to accurately identify the spatial facies distribution to perform an accurate reservoir model for optimal future reservoir performance. In this paper, the facies estimation has been done through Multinomial logistic regression (MLR) with respect to the well logs and core data in a well in upper sandstone formation of South Rumaila oil field. The entire independent variables are gamma rays, formation density, water saturation, shale volume, log porosity, core porosity, and core permeability. Firstly, Robust Sequential Imputation Algorithm has been considered to impute the missing data. This algorithm starts from a complete subset of the dataset and estimates sequentially the missing values in an incomplete observation by minimizing the determinant of the covariance of the augmented data matrix. Then, the observation is added to the complete data matrix and the algorithm continues with the next observation with missing values. The MLR has been chosen to estimate the maximum likelihood and minimize the standard error for the nonlinear relationships between facies & core and log data. The MLR is used to predict the probabilities of the different possible facies given each independent variable by constructing a linear predictor function having a set of weights that are linearly combined with the independent variables by using a dot product. Beta distribution of facies has been considered as prior knowledge and the resulted predicted probability (posterior) has been estimated from MLR based on Baye's theorem that represents the relationship between predicted probability (posterior) with the conditional probability and the prior knowledge. To assess the statistical accuracy of the model, the bootstrap should be carried out to estimate extra-sample prediction error by randomly drawing datasets with replacement from the training data. Each sample has the same size of the original training set and it can be conducted N times to produce N bootstrap datasets to re-fit the model accordingly to decrease the squared difference between the estimated and observed categorical variables (facies) leading to decrease the degree of uncertainty.

Timescales of isotropic and anisotropic cluster collapse

NASA Astrophysics Data System (ADS)

Bartelmann, M.; Ehlers, J.; Schneider, P.

1993-12-01

From a simple estimate for the formation time of galaxy clusters, Richstone et al. have recently concluded that the evidence for non-virialized structures in a large fraction of observed clusters points towards a high value for the cosmological density parameter Omega0. This conclusion was based on a study of the spherical collapse of density perturbations, assumed to follow a Gaussian probability distribution. In this paper, we extend their treatment in several respects: first, we argue that the collapse does not start from a comoving motion of the perturbation, but that the continuity equation requires an initial velocity perturbation directly related to the density perturbation. This requirement modifies the initial condition for the evolution equation and has the effect that the collapse proceeds faster than in the case where the initial velocity perturbation is set to zero; the timescale is reduced by a factor of up to approximately equal 0.5. Our results thus strengthens the conclusion of Richstone et al. for a high Omega0. In addition, we study the collapse of density fluctuations in the frame of the Zel'dovich approximation, using as starting condition the analytically known probability distribution of the eigenvalues of the deformation tensor, which depends only on the (Gaussian) width of the perturbation spectrum. Finally, we consider the anisotropic collapse of density perturbations dynamically, again with initial conditions drawn from the probability distribution of the deformation tensor. We find that in both cases of anisotropic collapse, in the Zel'dovich approximation and in the dynamical calculations, the resulting distribution of collapse times agrees remarkably well with the results from spherical collapse. We discuss this agreement and conclude that it is mainly due to the properties of the probability distribution for the eigenvalues of the Zel'dovich deformation tensor. Hence, the conclusions of Richstone et al. on the value of Omega0 can be verified and strengthened, even if a more general approach to the collapse of density perturbations is employed. A simple analytic formula for the cluster redshift distribution in an Einstein-deSitter universe is derived.

Bivariate extreme value distributions

NASA Technical Reports Server (NTRS)

Elshamy, M.

1992-01-01

In certain engineering applications, such as those occurring in the analyses of ascent structural loads for the Space Transportation System (STS), some of the load variables have a lower bound of zero. Thus, the need for practical models of bivariate extreme value probability distribution functions with lower limits was identified. We discuss the Gumbel models and present practical forms of bivariate extreme probability distributions of Weibull and Frechet types with two parameters. Bivariate extreme value probability distribution functions can be expressed in terms of the marginal extremel distributions and a 'dependence' function subject to certain analytical conditions. Properties of such bivariate extreme distributions, sums and differences of paired extremals, as well as the corresponding forms of conditional distributions, are discussed. Practical estimation techniques are also given.

Spatial Distribution of Large Cloud Drops

NASA Technical Reports Server (NTRS)

Marshak, A.; Knyazikhin, Y.; Larsen, M.; Wiscombe, W.

2004-01-01

By analyzing aircraft measurements of individual drop sizes in clouds, we have shown in a companion paper (Knyazikhin et al., 2004) that the probability of finding a drop of radius r at a linear scale l decreases as l(sup D(r)) where 0 less than or equal to D(r) less than or equal to 1. This paper shows striking examples of the spatial distribution of large cloud drops using models that simulate the observed power laws. In contrast to currently used models that assume homogeneity and therefore a Poisson distribution of cloud drops, these models show strong drop clustering, the more so the larger the drops. The degree of clustering is determined by the observed exponents D(r). The strong clustering of large drops arises naturally from the observed power-law statistics. This clustering has vital consequences for rain physics explaining how rain can form so fast. It also helps explain why remotely sensed cloud drop size is generally biased and why clouds absorb more sunlight than conventional radiative transfer models predict.

Eruption probabilities for the Lassen Volcanic Center and regional volcanism, northern California, and probabilities for large explosive eruptions in the Cascade Range

USGS Publications Warehouse

Nathenson, Manuel; Clynne, Michael A.; Muffler, L.J. Patrick

2012-01-01

Chronologies for eruptive activity of the Lassen Volcanic Center and for eruptions from the regional mafic vents in the surrounding area of the Lassen segment of the Cascade Range are here used to estimate probabilities of future eruptions. For the regional mafic volcanism, the ages of many vents are known only within broad ranges, and two models are developed that should bracket the actual eruptive ages. These chronologies are used with exponential, Weibull, and mixed-exponential probability distributions to match the data for time intervals between eruptions. For the Lassen Volcanic Center, the probability of an eruption in the next year is 1.4x10-4 for the exponential distribution and 2.3x10-4 for the mixed exponential distribution. For the regional mafic vents, the exponential distribution gives a probability of an eruption in the next year of 6.5x10-4, but the mixed exponential distribution indicates that the current probability, 12,000 years after the last event, could be significantly lower. For the exponential distribution, the highest probability is for an eruption from a regional mafic vent. Data on areas and volumes of lava flows and domes of the Lassen Volcanic Center and of eruptions from the regional mafic vents provide constraints on the probable sizes of future eruptions. Probabilities of lava-flow coverage are similar for the Lassen Volcanic Center and for regional mafic vents, whereas the probable eruptive volumes for the mafic vents are generally smaller. Data have been compiled for large explosive eruptions (>≈ 5 km3 in deposit volume) in the Cascade Range during the past 1.2 m.y. in order to estimate probabilities of eruption. For erupted volumes >≈5 km3, the rate of occurrence since 13.6 ka is much higher than for the entire period, and we use these data to calculate the annual probability of a large eruption at 4.6x10-4. For erupted volumes ≥10 km3, the rate of occurrence has been reasonably constant from 630 ka to the present, giving more confidence in the estimate, and we use those data to calculate the annual probability of a large eruption in the next year at 1.4x10-5.

A validation study of a stochastic model of human interaction

NASA Astrophysics Data System (ADS)

Burchfield, Mitchel Talmadge

The purpose of this dissertation is to validate a stochastic model of human interactions which is part of a developmentalism paradigm. Incorporating elements of ancient and contemporary philosophy and science, developmentalism defines human development as a progression of increasing competence and utilizes compatible theories of developmental psychology, cognitive psychology, educational psychology, social psychology, curriculum development, neurology, psychophysics, and physics. To validate a stochastic model of human interactions, the study addressed four research questions: (a) Does attitude vary over time? (b) What are the distributional assumptions underlying attitudes? (c) Does the stochastic model, {-}N{intlimitssbsp{-infty}{infty}}varphi(chi,tau)\\ Psi(tau)dtau, have utility for the study of attitudinal distributions and dynamics? (d) Are the Maxwell-Boltzmann, Fermi-Dirac, and Bose-Einstein theories applicable to human groups? Approximately 25,000 attitude observations were made using the Semantic Differential Scale. Positions of individuals varied over time and the logistic model predicted observed distributions with correlations between 0.98 and 1.0, with estimated standard errors significantly less than the magnitudes of the parameters. The results bring into question the applicability of Fisherian research designs (Fisher, 1922, 1928, 1938) for behavioral research based on the apparent failure of two fundamental assumptions-the noninteractive nature of the objects being studied and normal distribution of attributes. The findings indicate that individual belief structures are representable in terms of a psychological space which has the same or similar properties as physical space. The psychological space not only has dimension, but individuals interact by force equations similar to those described in theoretical physics models. Nonlinear regression techniques were used to estimate Fermi-Dirac parameters from the data. The model explained a high degree of the variance in each probability distribution. The correlation between predicted and observed probabilities ranged from a low of 0.955 to a high value of 0.998, indicating that humans behave in psychological space as Fermions behave in momentum space.

Burst wait time simulation of CALIBAN reactor at delayed super-critical state

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

Humbert, P.; Authier, N.; Richard, B.

2012-07-01

In the past, the super prompt critical wait time probability distribution was measured on CALIBAN fast burst reactor [4]. Afterwards, these experiments were simulated with a very good agreement by solving the non-extinction probability equation [5]. Recently, the burst wait time probability distribution has been measured at CEA-Valduc on CALIBAN at different delayed super-critical states [6]. However, in the delayed super-critical case the non-extinction probability does not give access to the wait time distribution. In this case it is necessary to compute the time dependent evolution of the full neutron count number probability distribution. In this paper we present themore » point model deterministic method used to calculate the probability distribution of the wait time before a prescribed count level taking into account prompt neutrons and delayed neutron precursors. This method is based on the solution of the time dependent adjoint Kolmogorov master equations for the number of detections using the generating function methodology [8,9,10] and inverse discrete Fourier transforms. The obtained results are then compared to the measurements and Monte-Carlo calculations based on the algorithm presented in [7]. (authors)« less

Steady state, relaxation and first-passage properties of a run-and-tumble particle in one-dimension

NASA Astrophysics Data System (ADS)

Malakar, Kanaya; Jemseena, V.; Kundu, Anupam; Vijay Kumar, K.; Sabhapandit, Sanjib; Majumdar, Satya N.; Redner, S.; Dhar, Abhishek

2018-04-01

We investigate the motion of a run-and-tumble particle (RTP) in one dimension. We find the exact probability distribution of the particle with and without diffusion on the infinite line, as well as in a finite interval. In the infinite domain, this probability distribution approaches a Gaussian form in the long-time limit, as in the case of a regular Brownian particle. At intermediate times, this distribution exhibits unexpected multi-modal forms. In a finite domain, the probability distribution reaches a steady-state form with peaks at the boundaries, in contrast to a Brownian particle. We also study the relaxation to the steady-state analytically. Finally we compute the survival probability of the RTP in a semi-infinite domain with an absorbing boundary condition at the origin. In the finite interval, we compute the exit probability and the associated exit times. We provide numerical verification of our analytical results.

Fitness Probability Distribution of Bit-Flip Mutation.

PubMed

Chicano, Francisco; Sutton, Andrew M; Whitley, L Darrell; Alba, Enrique

2015-01-01

Bit-flip mutation is a common mutation operator for evolutionary algorithms applied to optimize functions over binary strings. In this paper, we develop results from the theory of landscapes and Krawtchouk polynomials to exactly compute the probability distribution of fitness values of a binary string undergoing uniform bit-flip mutation. We prove that this probability distribution can be expressed as a polynomial in p, the probability of flipping each bit. We analyze these polynomials and provide closed-form expressions for an easy linear problem (Onemax), and an NP-hard problem, MAX-SAT. We also discuss a connection of the results with runtime analysis.

Moments of catchment storm area

NASA Technical Reports Server (NTRS)

Eagleson, P. S.; Wang, Q.

1985-01-01

The portion of a catchment covered by a stationary rainstorm is modeled by the common area of two overlapping circles. Given that rain occurs within the catchment and conditioned by fixed storm and catchment sizes, the first two moments of the distribution of the common area are derived from purely geometrical considerations. The variance of the wetted fraction is shown to peak when the catchment size is equal to the size of the predominant storm. The conditioning on storm size is removed by assuming a probability distribution based upon the observed fractal behavior of cloud and rainstorm areas.

Assessment of some important factors affecting the singing-ground survey

USGS Publications Warehouse

Tautin, J.

1982-01-01

A brief history of the procedures used to analyze singing-ground survey data is outlined. Some weaknesses associated with the analytical procedures are discussed, and preliminary results of efforts to improve the procedures are presented. The most significant finding to date is that counts made by new observers need not be omitted when calculating an index of the woodcock population. Also, the distribution of woodcock heard singing, with respect to time after sunset, affirms the appropriateness of recommended starting times for counting woodcock. Woodcock count data fit the negative binomial probability distribution.

Multiwavelength Studies of Rotating Radio Transients

NASA Astrophysics Data System (ADS)

Miller, Joshua J.

Seven years ago, a new class of pulsars called the Rotating Radio Transients (RRATs) was discovered with the Parkes radio telescope in Australia (McLaughlin et al., 2006). These neutron stars are characterized by strong radio bursts at repeatable dispersion measures, but not detectable using standard periodicity-search algorithms. We now know of roughly 100 of these objects, discovered in new surveys and re-analysis of archival survey data. They generally have longer periods than those of the normal pulsar population, and several have high magnetic fields, similar to those other neutron star populations like the X-ray bright magnetars. However, some of the RRATs have spin-down properties very similar to those of normal pulsars, making it difficult to determine the cause of their unusual emission and possible evolutionary relationships between them and other classes of neutron stars. We have calculated single-pulse flux densities for eight RRAT sources observed using the Parkes radio telescope. Like normal pulsars, the pulse amplitude distributions are well described by log-normal probability distribution functions, though two show evidence for an additional power-law tail. Spectral indices are calculated for the seven RRATs which were detected at multiple frequencies. These RRATs have a mean spectral index of = -3.2(7), or = -3.1(1) when using mean flux densities derived from fitting log-normal probability distribution functions to the pulse amplitude distributions, suggesting that the RRATs have steeper spectra than normal pulsars. When only considering the three RRATs for which we have a wide range of observing frequencies, however, and become --1.7(1) and --2.0(1), respectively, and are roughly consistent with those measured for normal pulsars. In all cases, these spectral indices exclude magnetar-like flat spectra. For PSR J1819--1458, the RRAT with the highest bursting rate, pulses were detected at 685 and 3029 MHz in simultaneous observations and have a spectral index consistent with our other analysis. We also present the results of simultaneous radio and X-ray observations of PSR J1819--1458. Our 94-ks XMM-Newton observation of the high magnetic field (~5x109 T) pulsar reveals a blackbody spectrum ( kT~130 eV) with a broad absorption feature, possibly composed of two lines at ~1.0 and ~1.3 keV. We performed a correlation analysis of the X-ray photons with radio pulses detected in 16.2 hours of simultaneous observations at 1--2 GHz with the Green Bank, Effelsberg, and Parkes telescopes, respectively. Both the detected X-ray photons and radio pulses appear to be randomly distributed in time. We find tentative evidence for a correlation between the detected radio pulses and X-ray photons on timescales of less than 10 pulsar spin periods, with the probability of this occurring by chance being 0.46%. This suggests that the physical process producing the radio pulses may also heat the polar cap.

Theoretical calculation of the cratering on Ida, Mathilde, Eros and Gaspra

NASA Astrophysics Data System (ADS)

Jeffers, S. V.; Asher, D. J.

2003-07-01

The main influences on crater size distributions are investigated by deriving results for the four example target objects, (951) Gaspra, (243) Ida, (253) Mathilde and (433) Eros. The dynamical history of each of these asteroids is modelled using the MERCURY numerical integrator. An efficient, Öpik-type, collision code enables the distribution of impact velocities and the overall impact probability to be found. When combined with a crater scaling law and an impactor size distribution, using a Monte Carlo method, this yields a crater size distribution. The cratering time-scale is longer for Ida than either Gaspra or Mathilde, though it is harder to constrain for Eros due to the chaotic variation of its orbital elements. The slopes of the crater size distribution are in accord with observations.

Pan-European comparison of candidate distributions for climatological drought indices, SPI and SPEI

NASA Astrophysics Data System (ADS)

Stagge, James; Tallaksen, Lena; Gudmundsson, Lukas; Van Loon, Anne; Stahl, Kerstin

2013-04-01

Drought indices are vital to objectively quantify and compare drought severity, duration, and extent across regions with varied climatic and hydrologic regimes. The Standardized Precipitation Index (SPI), a well-reviewed meterological drought index recommended by the WMO, and its more recent water balance variant, the Standardized Precipitation-Evapotranspiration Index (SPEI) both rely on selection of univariate probability distributions to normalize the index, allowing for comparisons across climates. The SPI, considered a universal meteorological drought index, measures anomalies in precipitation, whereas the SPEI measures anomalies in climatic water balance (precipitation minus potential evapotranspiration), a more comprehensive measure of water availability that incorporates temperature. Many reviewers recommend use of the gamma (Pearson Type III) distribution for SPI normalization, while developers of the SPEI recommend use of the three parameter log-logistic distribution, based on point observation validation. Before the SPEI can be implemented at the pan-European scale, it is necessary to further validate the index using a range of candidate distributions to determine sensitivity to distribution selection, identify recommended distributions, and highlight those instances where a given distribution may not be valid. This study rigorously compares a suite of candidate probability distributions using WATCH Forcing Data, a global, historical (1958-2001) climate dataset based on ERA40 reanalysis with 0.5 x 0.5 degree resolution and bias-correction based on CRU-TS2.1 observations. Using maximum likelihood estimation, alternative candidate distributions are fit for the SPI and SPEI across the range of European climate zones. When evaluated at this scale, the gamma distribution for the SPI results in negatively skewed values, exaggerating the index severity of extreme dry conditions, while decreasing the index severity of extreme high precipitation. This bias is particularly notable for shorter aggregation periods (1-6 months) during the summer months in southern Europe (below 45° latitude), and can partially be attributed to distribution fitting difficulties in semi-arid regions where monthly precipitation totals cluster near zero. By contrast, the SPEI has potential for avoiding this fitting difficulty because it is not bounded by zero. However, the recommended log-logistic distribution produces index values with less variation than the standard normal distribution. Among the alternative candidate distributions, the best fit distribution and the distribution parameters vary in space and time, suggesting regional commonalities within hydroclimatic regimes, as discussed further in the presentation.

The Impact of an Instructional Intervention Designed to Support Development of Stochastic Understanding of Probability Distribution

ERIC Educational Resources Information Center

Conant, Darcy Lynn

2013-01-01

Stochastic understanding of probability distribution undergirds development of conceptual connections between probability and statistics and supports development of a principled understanding of statistical inference. This study investigated the impact of an instructional course intervention designed to support development of stochastic…

Probability distributions of the electroencephalogram envelope of preterm infants.

PubMed

Saji, Ryoya; Hirasawa, Kyoko; Ito, Masako; Kusuda, Satoshi; Konishi, Yukuo; Taga, Gentaro

2015-06-01

To determine the stationary characteristics of electroencephalogram (EEG) envelopes for prematurely born (preterm) infants and investigate the intrinsic characteristics of early brain development in preterm infants. Twenty neurologically normal sets of EEGs recorded in infants with a post-conceptional age (PCA) range of 26-44 weeks (mean 37.5 ± 5.0 weeks) were analyzed. Hilbert transform was applied to extract the envelope. We determined the suitable probability distribution of the envelope and performed a statistical analysis. It was found that (i) the probability distributions for preterm EEG envelopes were best fitted by lognormal distributions at 38 weeks PCA or less, and by gamma distributions at 44 weeks PCA; (ii) the scale parameter of the lognormal distribution had positive correlations with PCA as well as a strong negative correlation with the percentage of low-voltage activity; (iii) the shape parameter of the lognormal distribution had significant positive correlations with PCA; (iv) the statistics of mode showed significant linear relationships with PCA, and, therefore, it was considered a useful index in PCA prediction. These statistics, including the scale parameter of the lognormal distribution and the skewness and mode derived from a suitable probability distribution, may be good indexes for estimating stationary nature in developing brain activity in preterm infants. The stationary characteristics, such as discontinuity, asymmetry, and unimodality, of preterm EEGs are well indicated by the statistics estimated from the probability distribution of the preterm EEG envelopes. Copyright © 2014 International Federation of Clinical Neurophysiology. Published by Elsevier Ireland Ltd. All rights reserved.

Nuclear Ensemble Approach with Importance Sampling.

PubMed

Kossoski, Fábris; Barbatti, Mario

2018-06-12

We show that the importance sampling technique can effectively augment the range of problems where the nuclear ensemble approach can be applied. A sampling probability distribution function initially determines the collection of initial conditions for which calculations are performed, as usual. Then, results for a distinct target distribution are computed by introducing compensating importance sampling weights for each sampled point. This mapping between the two probability distributions can be performed whenever they are both explicitly constructed. Perhaps most notably, this procedure allows for the computation of temperature dependent observables. As a test case, we investigated the UV absorption spectra of phenol, which has been shown to have a marked temperature dependence. Application of the proposed technique to a range that covers 500 K provides results that converge to those obtained with conventional sampling. We further show that an overall improved rate of convergence is obtained when sampling is performed at intermediate temperatures. The comparison between calculated and the available measured cross sections is very satisfactory, as the main features of the spectra are correctly reproduced. As a second test case, one of Tully's classical models was revisited, and we show that the computation of dynamical observables also profits from the importance sampling technique. In summary, the strategy developed here can be employed to assess the role of temperature for any property calculated within the nuclear ensemble method, with the same computational cost as doing so for a single temperature.

Performance evaluation and bias correction of DBS measurements for a 1290-MHz boundary layer profiler.

PubMed

Liu, Zhao; Zheng, Chaorong; Wu, Yue

2018-02-01

Recently, the government installed a boundary layer profiler (BLP), which is operated under the Doppler beam swinging mode, in a coastal area of China, to acquire useful wind field information in the atmospheric boundary layer for several purposes. And under strong wind conditions, the performance of the BLP is evaluated. It is found that, even though the quality controlled BLP data show good agreement with the balloon observations, a systematic bias can always be found for the BLP data. For the low wind velocities, the BLP data tend to overestimate the atmospheric wind. However, with the increment of wind velocity, the BLP data show a tendency of underestimation. In order to remove the effect of poor quality data on bias correction, the probability distribution function of the differences between the two instruments is discussed, and it is found that the t location scale distribution is the most suitable probability model when compared to other probability models. After the outliers with a large discrepancy, which are outside of 95% confidence interval of the t location scale distribution, are discarded, the systematic bias can be successfully corrected using a first-order polynomial correction function. The methodology of bias correction used in the study not only can be referred for the correction of other wind profiling radars, but also can lay a solid basis for further analysis of the wind profiles.

Performance evaluation and bias correction of DBS measurements for a 1290-MHz boundary layer profiler

NASA Astrophysics Data System (ADS)

Liu, Zhao; Zheng, Chaorong; Wu, Yue

2018-02-01

Recently, the government installed a boundary layer profiler (BLP), which is operated under the Doppler beam swinging mode, in a coastal area of China, to acquire useful wind field information in the atmospheric boundary layer for several purposes. And under strong wind conditions, the performance of the BLP is evaluated. It is found that, even though the quality controlled BLP data show good agreement with the balloon observations, a systematic bias can always be found for the BLP data. For the low wind velocities, the BLP data tend to overestimate the atmospheric wind. However, with the increment of wind velocity, the BLP data show a tendency of underestimation. In order to remove the effect of poor quality data on bias correction, the probability distribution function of the differences between the two instruments is discussed, and it is found that the t location scale distribution is the most suitable probability model when compared to other probability models. After the outliers with a large discrepancy, which are outside of 95% confidence interval of the t location scale distribution, are discarded, the systematic bias can be successfully corrected using a first-order polynomial correction function. The methodology of bias correction used in the study not only can be referred for the correction of other wind profiling radars, but also can lay a solid basis for further analysis of the wind profiles.

Multivariate hydrological frequency analysis for extreme events using Archimedean copula. Case study: Lower Tunjuelo River basin (Colombia)

NASA Astrophysics Data System (ADS)

Gómez, Wilmar

2017-04-01

By analyzing the spatial and temporal variability of extreme precipitation events we can prevent or reduce the threat and risk. Many water resources projects require joint probability distributions of random variables such as precipitation intensity and duration, which can not be independent with each other. The problem of defining a probability model for observations of several dependent variables is greatly simplified by the joint distribution in terms of their marginal by taking copulas. This document presents a general framework set frequency analysis bivariate and multivariate using Archimedean copulas for extreme events of hydroclimatological nature such as severe storms. This analysis was conducted in the lower Tunjuelo River basin in Colombia for precipitation events. The results obtained show that for a joint study of the intensity-duration-frequency, IDF curves can be obtained through copulas and thus establish more accurate and reliable information from design storms and associated risks. It shows how the use of copulas greatly simplifies the study of multivariate distributions that introduce the concept of joint return period used to represent the needs of hydrological designs properly in frequency analysis.

Semiparametric Bayesian classification with longitudinal markers

PubMed Central

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

2013-01-01

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

Flood Frequency Curves - Use of information on the likelihood of extreme floods

NASA Astrophysics Data System (ADS)

Faber, B.

2011-12-01

Investment in the infrastructure that reduces flood risk for flood-prone communities must incorporate information on the magnitude and frequency of flooding in that area. Traditionally, that information has been a probability distribution of annual maximum streamflows developed from the historical gaged record at a stream site. Practice in the United States fits a Log-Pearson type3 distribution to the annual maximum flows of an unimpaired streamflow record, using the method of moments to estimate distribution parameters. The procedure makes the assumptions that annual peak streamflow events are (1) independent, (2) identically distributed, and (3) form a representative sample of the overall probability distribution. Each of these assumptions can be challenged. We rarely have enough data to form a representative sample, and therefore must compute and display the uncertainty in the estimated flood distribution. But, is there a wet/dry cycle that makes precipitation less than independent between successive years? Are the peak flows caused by different types of events from different statistical populations? How does the watershed or climate changing over time (non-stationarity) affect the probability distribution floods? Potential approaches to avoid these assumptions vary from estimating trend and shift and removing them from early data (and so forming a homogeneous data set), to methods that estimate statistical parameters that vary with time. A further issue in estimating a probability distribution of flood magnitude (the flood frequency curve) is whether a purely statistical approach can accurately capture the range and frequency of floods that are of interest. A meteorologically-based analysis produces "probable maximum precipitation" (PMP) and subsequently a "probable maximum flood" (PMF) that attempts to describe an upper bound on flood magnitude in a particular watershed. This analysis can help constrain the upper tail of the probability distribution, well beyond the range of gaged data or even historical or paleo-flood data, which can be very important in risk analyses performed for flood risk management and dam and levee safety studies.

Forecasting distributions of large federal-lands fires utilizing satellite and gridded weather information

USGS Publications Warehouse

Preisler, H.K.; Burgan, R.E.; Eidenshink, J.C.; Klaver, Jacqueline M.; Klaver, R.W.

2009-01-01

The current study presents a statistical model for assessing the skill of fire danger indices and for forecasting the distribution of the expected numbers of large fires over a given region and for the upcoming week. The procedure permits development of daily maps that forecast, for the forthcoming week and within federal lands, percentiles of the distributions of (i) number of ignitions; (ii) number of fires above a given size; (iii) conditional probabilities of fires greater than a specified size, given ignition. As an illustration, we used the methods to study the skill of the Fire Potential Index an index that incorporates satellite and surface observations to map fire potential at a national scale in forecasting distributions of large fires. ?? 2009 IAWF.

Appropriateness of the probability approach with a nutrient status biomarker to assess population inadequacy: a study using vitamin D123

PubMed Central

Carriquiry, Alicia L; Bailey, Regan L; Sempos, Christopher T; Yetley, Elizabeth A

2013-01-01

Background: There are questions about the appropriate method for the accurate estimation of the population prevalence of nutrient inadequacy on the basis of a biomarker of nutrient status (BNS). Objective: We determined the applicability of a statistical probability method to a BNS, specifically serum 25-hydroxyvitamin D [25(OH)D]. The ability to meet required statistical assumptions was the central focus. Design: Data on serum 25(OH)D concentrations in adults aged 19–70 y from the 2005–2006 NHANES were used (n = 3871). An Institute of Medicine report provided reference values. We analyzed key assumptions of symmetry, differences in variance, and the independence of distributions. We also corrected observed distributions for within-person variability (WPV). Estimates of vitamin D inadequacy were determined. Results: We showed that the BNS [serum 25(OH)D] met the criteria to use the method for the estimation of the prevalence of inadequacy. The difference between observations corrected compared with uncorrected for WPV was small for serum 25(OH)D but, nonetheless, showed enhanced accuracy because of correction. The method estimated a 19% prevalence of inadequacy in this sample, whereas misclassification inherent in the use of the more traditional 97.5th percentile high-end cutoff inflated the prevalence of inadequacy (36%). Conclusions: When the prevalence of nutrient inadequacy for a population is estimated by using serum 25(OH)D as an example of a BNS, a statistical probability method is appropriate and more accurate in comparison with a high-end cutoff. Contrary to a common misunderstanding, the method does not overlook segments of the population. The accuracy of population estimates of inadequacy is enhanced by the correction of observed measures for WPV. PMID:23097269

r.randomwalk v1.0, a multi-functional conceptual tool for mass movement routing

NASA Astrophysics Data System (ADS)

Mergili, M.; Krenn, J.; Chu, H.-J.

2015-09-01

We introduce r.randomwalk, a flexible and multi-functional open source tool for backward- and forward-analyses of mass movement propagation. r.randomwalk builds on GRASS GIS, the R software for statistical computing and the programming languages Python and C. Using constrained random walks, mass points are routed from defined release pixels of one to many mass movements through a digital elevation model until a defined break criterion is reached. Compared to existing tools, the major innovative features of r.randomwalk are: (i) multiple break criteria can be combined to compute an impact indicator score, (ii) the uncertainties of break criteria can be included by performing multiple parallel computations with randomized parameter settings, resulting in an impact indicator index in the range 0-1, (iii) built-in functions for validation and visualization of the results are provided, (iv) observed landslides can be back-analyzed to derive the density distribution of the observed angles of reach. This distribution can be employed to compute impact probabilities for each pixel. Further, impact indicator scores and probabilities can be combined with release indicator scores or probabilities, and with exposure indicator scores. We demonstrate the key functionalities of r.randomwalk (i) for a single event, the Acheron Rock Avalanche in New Zealand, (ii) for landslides in a 61.5 km2 study area in the Kao Ping Watershed, Taiwan; and (iii) for lake outburst floods in a 2106 km2 area in the Gunt Valley, Tajikistan.

r.randomwalk v1, a multi-functional conceptual tool for mass movement routing

NASA Astrophysics Data System (ADS)

Mergili, M.; Krenn, J.; Chu, H.-J.

2015-12-01

We introduce r.randomwalk, a flexible and multi-functional open-source tool for backward and forward analyses of mass movement propagation. r.randomwalk builds on GRASS GIS (Geographic Resources Analysis Support System - Geographic Information System), the R software for statistical computing and the programming languages Python and C. Using constrained random walks, mass points are routed from defined release pixels of one to many mass movements through a digital elevation model until a defined break criterion is reached. Compared to existing tools, the major innovative features of r.randomwalk are (i) multiple break criteria can be combined to compute an impact indicator score; (ii) the uncertainties of break criteria can be included by performing multiple parallel computations with randomized parameter sets, resulting in an impact indicator index in the range 0-1; (iii) built-in functions for validation and visualization of the results are provided; (iv) observed landslides can be back analysed to derive the density distribution of the observed angles of reach. This distribution can be employed to compute impact probabilities for each pixel. Further, impact indicator scores and probabilities can be combined with release indicator scores or probabilities, and with exposure indicator scores. We demonstrate the key functionalities of r.randomwalk for (i) a single event, the Acheron rock avalanche in New Zealand; (ii) landslides in a 61.5 km2 study area in the Kao Ping Watershed, Taiwan; and (iii) lake outburst floods in a 2106 km2 area in the Gunt Valley, Tajikistan.

Age-related changes in pre- and post-conization HPV genotype distribution among women with high-grade cervical intraepithelial neoplasia.

PubMed

Giannella, Luca; Fodero, Cristina; Boselli, Fausto; Rubino, Teresa; Mfuta, Kabala; Prandi, Sonia

2017-04-01

To assess the effect of age on pre- and post-conization HPV genotype distribution. The present retrospective observational study included consecutive women with high-grade cervical intraepithelial neoplasia who underwent conization at the Cervical Cancer Screening Centre of Reggio Emilia, Italy, and University Hospital of Modena, Italy, between February 1, 2012, and October 31, 2014. Pre-conization and 6-month post-conization HPV genotyping results were compared between four age groups (<30, 30-39, 40-49, and ≥50 years) and age-related changes in the HPV genotypes present were evaluated. There were 162 patients included. The lowest occurrence of pre-conization high-risk and probable high-risk HPV genotypes was observed among patients aged at least 50 years when compared with younger patients (P=0.017). Conversely, women aged at least 50 years exhibited the highest level of post-conization high-risk and probable high-risk HPV genotypes (P=0.043). Additionally, an increasing incidence of recording identical pre- and post-conization HPV genotypes was associated with increasing age (P=0.024), as was increasing post-treatment recurrence of cervical intraepithelial neoplasia grade 2+ (P=0.030). The presence of high-risk and probable high-risk HPV genotypes was lowest among older patients before conization and was highest among these patients post-conization; post-treatment HPV clearance decreased with age and increasing age could be a risk factor for post-conization recurrence. © 2017 International Federation of Gynecology and Obstetrics.

Axionic landscape for Higgs coupling near-criticality

NASA Astrophysics Data System (ADS)

Cline, James M.; Espinosa, José R.

2018-02-01

The measured value of the Higgs quartic coupling λ is peculiarly close to the critical value above which the Higgs potential becomes unstable, when extrapolated to high scales by renormalization group running. It is tempting to speculate that there is an anthropic reason behind this near-criticality. We show how an axionic field can provide a landscape of vacuum states in which λ scans. These states are populated during inflation to create a multiverse with different quartic couplings, with a probability distribution P that can be computed. If P is peaked in the anthropically forbidden region of Higgs instability, then the most probable universe compatible with observers would be close to the boundary, as observed. We discuss three scenarios depending on the Higgs vacuum selection mechanism: decay by quantum tunneling, by thermal fluctuations, or by inflationary fluctuations.

Probabilistic Reasoning for Robustness in Automated Planning

NASA Technical Reports Server (NTRS)

Schaffer, Steven; Clement, Bradley; Chien, Steve

2007-01-01

A general-purpose computer program for planning the actions of a spacecraft or other complex system has been augmented by incorporating a subprogram that reasons about uncertainties in such continuous variables as times taken to perform tasks and amounts of resources to be consumed. This subprogram computes parametric probability distributions for time and resource variables on the basis of user-supplied models of actions and resources that they consume. The current system accepts bounded Gaussian distributions over action duration and resource use. The distributions are then combined during planning to determine the net probability distribution of each resource at any time point. In addition to a full combinatoric approach, several approximations for arriving at these combined distributions are available, including maximum-likelihood and pessimistic algorithms. Each such probability distribution can then be integrated to obtain a probability that execution of the plan under consideration would violate any constraints on the resource. The key idea is to use these probabilities of conflict to score potential plans and drive a search toward planning low-risk actions. An output plan provides a balance between the user s specified averseness to risk and other measures of optimality.

Mathematical Model to estimate the wind power using four-parameter Burr distribution

NASA Astrophysics Data System (ADS)

Liu, Sanming; Wang, Zhijie; Pan, Zhaoxu

2018-03-01

When the real probability of wind speed in the same position needs to be described, the four-parameter Burr distribution is more suitable than other distributions. This paper introduces its important properties and characteristics. Also, the application of the four-parameter Burr distribution in wind speed prediction is discussed, and the expression of probability distribution of output power of wind turbine is deduced.

The distribution of stars most likely to harbor intelligent life.

PubMed

Whitmire, Daniel P; Matese, John J

2009-09-01

Simple heuristic models and recent numerical simulations show that the probability of habitable planet formation increases with stellar mass. We combine those results with the distribution of main-sequence stellar masses to obtain the distribution of stars most likely to possess habitable planets as a function of stellar lifetime. We then impose the self-selection condition that intelligent observers can only find themselves around a star with a lifetime greater than the time required for that observer to have evolved, T(i). This allows us to obtain the stellar timescale number distribution for a given value of T(i). Our results show that for habitable planets with a civilization that evolved at time T(i) = 4.5 Gyr the median stellar lifetime is 13 Gyr, corresponding approximately to a stellar type of G5, with two-thirds of the stars having lifetimes between 7 and 30 Gyr, corresponding approximately to spectral types G0-K5. For other values of T(i) the median stellar lifetime changes by less than 50%.

Applications of Bayesian Statistics to Problems in Gamma-Ray Bursts

NASA Technical Reports Server (NTRS)

Meegan, Charles A.

1997-01-01

This presentation will describe two applications of Bayesian statistics to Gamma Ray Bursts (GRBS). The first attempts to quantify the evidence for a cosmological versus galactic origin of GRBs using only the observations of the dipole and quadrupole moments of the angular distribution of bursts. The cosmological hypothesis predicts isotropy, while the galactic hypothesis is assumed to produce a uniform probability distribution over positive values for these moments. The observed isotropic distribution indicates that the Bayes factor for the cosmological hypothesis over the galactic hypothesis is about 300. Another application of Bayesian statistics is in the estimation of chance associations of optical counterparts with galaxies. The Bayesian approach is preferred to frequentist techniques here because the Bayesian approach easily accounts for galaxy mass distributions and because one can incorporate three disjoint hypotheses: (1) bursts come from galactic centers, (2) bursts come from galaxies in proportion to luminosity, and (3) bursts do not come from external galaxies. This technique was used in the analysis of the optical counterpart to GRB970228.

The energetic ion signature of an O-type neutral line in the geomagnetic tail

NASA Technical Reports Server (NTRS)

Martin, R. F., Jr.; Johnson, D. F.; Speiser, T. W.

1991-01-01

An energetic ion signature is presented which has the potential for remote sensing of an O-type neutral line embedded in a current sheet. A source plasma with a tailward flowing Kappa distribution yields a strongly non-Kappa distribution after interacting with the neutral line: sharp jumps, or ridges, occur in the velocity space distribution function f(nu-perpendicular, nu-parallel) associated with both increases and decreases in f. The jumps occur when orbits are reversed in the x-direction: a reversal causing initially earthward particles (low probability in the source distribution) to be observed results in a decrease in f, while a reversal causing initially tailward particles to be observed produces an increase in f. The reversals, and hence the jumps, occur at approximately constant values of perpendicular velocity in both the positive nu parallel and negative nu parallel half planes. The results were obtained using single particle simulations in a fixed magnetic field model.

Delayed fission and multifragmentation in sub-keV C60 - Au(0 0 1) collisions via molecular dynamics simulations: Mass distributions and activated statistical decay

NASA Astrophysics Data System (ADS)

Bernstein, V.; Kolodney, E.

2017-10-01

We have recently observed, both experimentally and computationally, the phenomenon of postcollision multifragmentation in sub-keV surface collisions of a C60 projectile. Namely, delayed multiparticle breakup of a strongly impact deformed and vibrationally excited large cluster collider into several large fragments, after leaving the surface. Molecular dynamics simulations with extensive statistics revealed a nearly simultaneous event, within a sub-psec time window. Here we study, computationally, additional essential aspects of this new delayed collisional fragmentation which were not addressed before. Specifically, we study here the delayed (binary) fission channel for different impact energies both by calculating mass distributions over all fission events and by calculating and analyzing lifetime distributions of the scattered projectile. We observe an asymmetric fission resulting in a most probable fission channel and we find an activated exponential (statistical) decay. Finally, we also calculate and discuss the fragment mass distribution in (triple) multifragmentation over different time windows, in terms of most abundant fragments.

Entropy Methods For Univariate Distributions in Decision Analysis

NASA Astrophysics Data System (ADS)

Abbas, Ali E.

2003-03-01

One of the most important steps in decision analysis practice is the elicitation of the decision-maker's belief about an uncertainty of interest in the form of a representative probability distribution. However, the probability elicitation process is a task that involves many cognitive and motivational biases. Alternatively, the decision-maker may provide other information about the distribution of interest, such as its moments, and the maximum entropy method can be used to obtain a full distribution subject to the given moment constraints. In practice however, decision makers cannot readily provide moments for the distribution, and are much more comfortable providing information about the fractiles of the distribution of interest or bounds on its cumulative probabilities. In this paper we present a graphical method to determine the maximum entropy distribution between upper and lower probability bounds and provide an interpretation for the shape of the maximum entropy distribution subject to fractile constraints, (FMED). We also discuss the problems with the FMED in that it is discontinuous and flat over each fractile interval. We present a heuristic approximation to a distribution if in addition to its fractiles, we also know it is continuous and work through full examples to illustrate the approach.

Rogue waves in a multistable system.

PubMed

Pisarchik, Alexander N; Jaimes-Reátegui, Rider; Sevilla-Escoboza, Ricardo; Huerta-Cuellar, G; Taki, Majid

2011-12-30

Clear evidence of rogue waves in a multistable system is revealed by experiments with an erbium-doped fiber laser driven by harmonic pump modulation. The mechanism for the rogue wave formation lies in the interplay of stochastic processes with multistable deterministic dynamics. Low-frequency noise applied to a diode pump current induces rare jumps to coexisting subharmonic states with high-amplitude pulses perceived as rogue waves. The probability of these events depends on the noise filtered frequency and grows up when the noise amplitude increases. The probability distribution of spike amplitudes confirms the rogue wave character of the observed phenomenon. The results of numerical simulations are in good agreement with experiments.

Computer simulation of the probability that endangered whales will interact with oil spills, Final report

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

Reed, M.; Jayko, K.; Bowles, A.

1986-10-01

A numerical model system was developed to assess quantitatively the probability that endangered bowhead and gray whales will encounter spilled oil in Alaskan waters. Bowhead and gray whale migration diving-surfacing models, and an oil-spill-trajectory model comprise the system. The migration models were developed from conceptual considerations, then calibrated with and tested against observations. The distribution of animals is represented in space and time by discrete points, each of which may represent one or more whales. The movement of a whale point is governed by a random-walk algorithm which stochastically follows a migratory pathway.

Classical Physics and the Bounds of Quantum Correlations.

PubMed

Frustaglia, Diego; Baltanás, José P; Velázquez-Ahumada, María C; Fernández-Prieto, Armando; Lujambio, Aintzane; Losada, Vicente; Freire, Manuel J; Cabello, Adán

2016-06-24

A unifying principle explaining the numerical bounds of quantum correlations remains elusive, despite the efforts devoted to identifying it. Here, we show that these bounds are indeed not exclusive to quantum theory: for any abstract correlation scenario with compatible measurements, models based on classical waves produce probability distributions indistinguishable from those of quantum theory and, therefore, share the same bounds. We demonstrate this finding by implementing classical microwaves that propagate along meter-size transmission-line circuits and reproduce the probabilities of three emblematic quantum experiments. Our results show that the "quantum" bounds would also occur in a classical universe without quanta. The implications of this observation are discussed.

Refractory pulse counting processes in stochastic neural computers.

PubMed

McNeill, Dean K; Card, Howard C

2005-03-01

This letter quantitiatively investigates the effect of a temporary refractory period or dead time in the ability of a stochastic Bernoulli processor to record subsequent pulse events, following the arrival of a pulse. These effects can arise in either the input detectors of a stochastic neural network or in subsequent processing. A transient period is observed, which increases with both the dead time and the Bernoulli probability of the dead-time free system, during which the system reaches equilibrium. Unless the Bernoulli probability is small compared to the inverse of the dead time, the mean and variance of the pulse count distributions are both appreciably reduced.

Work probability distribution for a ferromagnet with long-ranged and short-ranged correlations

NASA Astrophysics Data System (ADS)

Bhattacharjee, J. K.; Kirkpatrick, T. R.; Sengers, J. V.

2018-04-01

Work fluctuations and work probability distributions are fundamentally different in systems with short-ranged versus long-ranged correlations. Specifically, in systems with long-ranged correlations the work distribution is extraordinarily broad compared to systems with short-ranged correlations. This difference profoundly affects the possible applicability of fluctuation theorems like the Jarzynski fluctuation theorem. The Heisenberg ferromagnet, well below its Curie temperature, is a system with long-ranged correlations in very low magnetic fields due to the presence of Goldstone modes. As the magnetic field is increased the correlations gradually become short ranged. Hence, such a ferromagnet is an ideal system for elucidating the changes of the work probability distribution as one goes from a domain with long-ranged correlations to a domain with short-ranged correlations by tuning the magnetic field. A quantitative analysis of this crossover behavior of the work probability distribution and the associated fluctuations is presented.

MMS Observation of Shock-Reflected He++ at Earth's Quasi-Perpendicular Bow Shock

NASA Astrophysics Data System (ADS)

Broll, Jeffrey Michael; Fuselier, S. A.; Trattner, K. J.; Schwartz, S. J.; Burch, J. L.; Giles, B. L.; Anderson, B. J.

2018-01-01

Specular reflection of protons at Earth's supercritical quasi-perpendicular bow shock has long been known to lead to the thermalization of solar wind particles by velocity-space dispersion. The same process has been proposed for He++ but could not be confirmed previously due to insufficient time resolution for velocity distribution measurements. We present observations and simulations of a bow shock crossing by the Magnetospheric Multiscale (MMS) mission on 20 November 2015 indicating that a very similar reflection process for He++ is possible, and further that the part of the incoming distribution with the highest probability of reflecting is the same for H+ and He++. However, the reflection process for He++ is accomplished by deeper penetration into the downstream magnetic fields.

Methods to elicit probability distributions from experts: a systematic review of reported practice in health technology assessment.

PubMed

Grigore, Bogdan; Peters, Jaime; Hyde, Christopher; Stein, Ken

2013-11-01

Elicitation is a technique that can be used to obtain probability distribution from experts about unknown quantities. We conducted a methodology review of reports where probability distributions had been elicited from experts to be used in model-based health technology assessments. Databases including MEDLINE, EMBASE and the CRD database were searched from inception to April 2013. Reference lists were checked and citation mapping was also used. Studies describing their approach to the elicitation of probability distributions were included. Data was abstracted on pre-defined aspects of the elicitation technique. Reports were critically appraised on their consideration of the validity, reliability and feasibility of the elicitation exercise. Fourteen articles were included. Across these studies, the most marked features were heterogeneity in elicitation approach and failure to report key aspects of the elicitation method. The most frequently used approaches to elicitation were the histogram technique and the bisection method. Only three papers explicitly considered the validity, reliability and feasibility of the elicitation exercises. Judged by the studies identified in the review, reports of expert elicitation are insufficient in detail and this impacts on the perceived usability of expert-elicited probability distributions. In this context, the wider credibility of elicitation will only be improved by better reporting and greater standardisation of approach. Until then, the advantage of eliciting probability distributions from experts may be lost.

On the use of the noncentral chi-square density function for the distribution of helicopter spectral estimates

NASA Technical Reports Server (NTRS)

Garber, Donald P.

1993-01-01

A probability density function for the variability of ensemble averaged spectral estimates from helicopter acoustic signals in Gaussian background noise was evaluated. Numerical methods for calculating the density function and for determining confidence limits were explored. Density functions were predicted for both synthesized and experimental data and compared with observed spectral estimate variability.

Mapping the Distribution and Biomass of Emergent Aquatic Plants in the Sacramento-San Joaquin River Delta of California Using Landsat Imagery Analysis

NASA Technical Reports Server (NTRS)

Potter, Christopher

2015-01-01

This study evaluated the cost-effective and timely use of Landsat imagery to map and monitor emergent aquatic plant biomass and to filter satellite image products for the most probable locations of water hyacinth coverage in the Delta based on field observations collected immediately after satellite image acquisition.

Probabilistic inversion of expert assessments to inform projections about Antarctic ice sheet responses

PubMed Central

Wong, Tony E.; Keller, Klaus

2017-01-01

The response of the Antarctic ice sheet (AIS) to changing global temperatures is a key component of sea-level projections. Current projections of the AIS contribution to sea-level changes are deeply uncertain. This deep uncertainty stems, in part, from (i) the inability of current models to fully resolve key processes and scales, (ii) the relatively sparse available data, and (iii) divergent expert assessments. One promising approach to characterizing the deep uncertainty stemming from divergent expert assessments is to combine expert assessments, observations, and simple models by coupling probabilistic inversion and Bayesian inversion. Here, we present a proof-of-concept study that uses probabilistic inversion to fuse a simple AIS model and diverse expert assessments. We demonstrate the ability of probabilistic inversion to infer joint prior probability distributions of model parameters that are consistent with expert assessments. We then confront these inferred expert priors with instrumental and paleoclimatic observational data in a Bayesian inversion. These additional constraints yield tighter hindcasts and projections. We use this approach to quantify how the deep uncertainty surrounding expert assessments affects the joint probability distributions of model parameters and future projections. PMID:29287095

Effects of translation-rotation coupling on the displacement probability distribution functions of boomerang colloidal particles.

PubMed

Chakrabarty, Ayan; Wang, Feng; Sun, Kai; Wei, Qi-Huo

2016-05-11

Prior studies have shown that low symmetry particles such as micro-boomerangs exhibit behaviour of Brownian motion rather different from that of high symmetry particles because convenient tracking points (TPs) are usually inconsistent with their center of hydrodynamic stress (CoH) where the translational and rotational motions are decoupled. In this paper we study the effects of the translation-rotation coupling on the displacement probability distribution functions (PDFs) of the boomerang colloid particles with symmetric arm length. By tracking the motions of different points on the particle symmetry axis, we show that as the distance between the TP and the CoH is increased, the effects of translation-rotation coupling becomes pronounced, making the short-time 2D PDF for fixed initial orientation to change from elliptical, to bean and then to crescent shape, and the angle averaged PDFs change from ellipsoidal-particle-like PDF to a shape with a Gaussian top and long displacement tails. We also observed that at long times the PDFs revert to Gaussian. These 2D PDF shapes provide a clear physical picture of the non-zero mean displacements observed in boomerangs particles.

Electromigration Mechanism of Failure in Flip-Chip Solder Joints Based on Discrete Void Formation.

PubMed

Chang, Yuan-Wei; Cheng, Yin; Helfen, Lukas; Xu, Feng; Tian, Tian; Scheel, Mario; Di Michiel, Marco; Chen, Chih; Tu, King-Ning; Baumbach, Tilo

2017-12-20

In this investigation, SnAgCu and SN100C solders were electromigration (EM) tested, and the 3D laminography imaging technique was employed for in-situ observation of the microstructure evolution during testing. We found that discrete voids nucleate, grow and coalesce along the intermetallic compound/solder interface during EM testing. A systematic analysis yields quantitative information on the number, volume, and growth rate of voids, and the EM parameter of DZ*. We observe that fast intrinsic diffusion in SnAgCu solder causes void growth and coalescence, while in the SN100C solder this coalescence was not significant. To deduce the current density distribution, finite-element models were constructed on the basis of the laminography images. The discrete voids do not change the global current density distribution, but they induce the local current crowding around the voids: this local current crowding enhances the lateral void growth and coalescence. The correlation between the current density and the probability of void formation indicates that a threshold current density exists for the activation of void formation. There is a significant increase in the probability of void formation when the current density exceeds half of the maximum value.

Computer simulation of random variables and vectors with arbitrary probability distribution laws

NASA Technical Reports Server (NTRS)

Bogdan, V. M.

1981-01-01

Assume that there is given an arbitrary n-dimensional probability distribution F. A recursive construction is found for a sequence of functions x sub 1 = f sub 1 (U sub 1, ..., U sub n), ..., x sub n = f sub n (U sub 1, ..., U sub n) such that if U sub 1, ..., U sub n are independent random variables having uniform distribution over the open interval (0,1), then the joint distribution of the variables x sub 1, ..., x sub n coincides with the distribution F. Since uniform independent random variables can be well simulated by means of a computer, this result allows one to simulate arbitrary n-random variables if their joint probability distribution is known.

Measures of dependence for multivariate Lévy distributions

NASA Astrophysics Data System (ADS)

Boland, J.; Hurd, T. R.; Pivato, M.; Seco, L.

2001-02-01

Recent statistical analysis of a number of financial databases is summarized. Increasing agreement is found that logarithmic equity returns show a certain type of asymptotic behavior of the largest events, namely that the probability density functions have power law tails with an exponent α≈3.0. This behavior does not vary much over different stock exchanges or over time, despite large variations in trading environments. The present paper proposes a class of multivariate distributions which generalizes the observed qualities of univariate time series. A new consequence of the proposed class is the "spectral measure" which completely characterizes the multivariate dependences of the extreme tails of the distribution. This measure on the unit sphere in M-dimensions, in principle completely general, can be determined empirically by looking at extreme events. If it can be observed and determined, it will prove to be of importance for scenario generation in portfolio risk management.

Immunohistochemical distribution of collagens type I, III, IV and VI, of undulin and of tenascin in oral fibrous hyperplasia.

PubMed

Becker, J; Schuppan, D; Müller, S

1993-11-01

The distribution of collagens type I, IV and VI, of procollagen type III, of undulin and of tenascin was studied in 10 lesions which were clinically and histologically diagnosed as localized oral fibrous hyperplasias. The immunohistochemical distribution of these proteins was similar to that observed for normal oral mucosa. Undulin showed a pattern of parallel fibers throughout. Collagen type VI was pronounced in the subepithelial connective tissue, whereas the collagen fiber bundles were equally reactive for collagens type I and III. Tenascin was observed close to the subepithelial basement membrane and in proximity to collagen fiber bundles in the upper connective tissue. The present findings indicate that oral fibrous hyperplasias that are probably caused by inflammation or chronic irritation show the differentiated and ordered pattern of extracellular matrix proteins characteristic of normal oral mucosa.

COAGULATION CALCULATIONS OF ICY PLANET FORMATION AT 15-150 AU: A CORRELATION BETWEEN THE MAXIMUM RADIUS AND THE SLOPE OF THE SIZE DISTRIBUTION FOR TRANS-NEPTUNIAN OBJECTS

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

Kenyon, Scott J.; Bromley, Benjamin C., E-mail: skenyon@cfa.harvard.edu, E-mail: bromley@physics.utah.edu

2012-03-15

We investigate whether coagulation models of planet formation can explain the observed size distributions of trans-Neptunian objects (TNOs). Analyzing published and new calculations, we demonstrate robust relations between the size of the largest object and the slope of the size distribution for sizes 0.1 km and larger. These relations yield clear, testable predictions for TNOs and other icy objects throughout the solar system. Applying our results to existing observations, we show that a broad range of initial disk masses, planetesimal sizes, and fragmentation parameters can explain the data. Adding dynamical constraints on the initial semimajor axis of 'hot' Kuiper Beltmore » objects along with probable TNO formation times of 10-700 Myr restricts the viable models to those with a massive disk composed of relatively small (1-10 km) planetesimals.« less

Probabilistic measures of persistence and extinction in measles (meta)populations.

PubMed

Gunning, Christian E; Wearing, Helen J

2013-08-01

Persistence and extinction are fundamental processes in ecological systems that are difficult to accurately measure due to stochasticity and incomplete observation. Moreover, these processes operate on multiple scales, from individual populations to metapopulations. Here, we examine an extensive new data set of measles case reports and associated demographics in pre-vaccine era US cities, alongside a classic England & Wales data set. We first infer the per-population quasi-continuous distribution of log incidence. We then use stochastic, spatially implicit metapopulation models to explore the frequency of rescue events and apparent extinctions. We show that, unlike critical community size, the inferred distributions account for observational processes, allowing direct comparisons between metapopulations. The inferred distributions scale with population size. We use these scalings to estimate extinction boundary probabilities. We compare these predictions with measurements in individual populations and random aggregates of populations, highlighting the importance of medium-sized populations in metapopulation persistence. © 2013 John Wiley & Sons Ltd/CNRS.

Nuclear risk analysis of the Ulysses mission

NASA Astrophysics Data System (ADS)

Bartram, Bart W.; Vaughan, Frank R.; Englehart, Richard W., Dr.

1991-01-01

The use of a radioisotope thermoelectric generator fueled with plutonium-238 dioxide on the Space Shuttle-launched Ulysses mission implies some level of risk due to potential accidents. This paper describes the method used to quantify risks in the Ulysses mission Final Safety Analysis Report prepared for the U.S. Department of Energy. The starting point for the analysis described herein is following input of source term probability distributions from the General Electric Company. A Monte Carlo technique is used to develop probability distributions of radiological consequences for a range of accident scenarios thoughout the mission. Factors affecting radiological consequences are identified, the probability distribution of the effect of each factor determined, and the functional relationship among all the factors established. The probability distributions of all the factor effects are then combined using a Monte Carlo technique. The results of the analysis are presented in terms of complementary cumulative distribution functions (CCDF) by mission sub-phase, phase, and the overall mission. The CCDFs show the total probability that consequences (calculated health effects) would be equal to or greater than a given value.

Universal Inverse Power-Law Distribution for Fractal Fluctuations in Dynamical Systems: Applications for Predictability of Inter-Annual Variability of Indian and USA Region Rainfall

NASA Astrophysics Data System (ADS)

Selvam, A. M.

2017-01-01

Dynamical systems in nature exhibit self-similar fractal space-time fluctuations on all scales indicating long-range correlations and, therefore, the statistical normal distribution with implicit assumption of independence, fixed mean and standard deviation cannot be used for description and quantification of fractal data sets. The author has developed a general systems theory based on classical statistical physics for fractal fluctuations which predicts the following. (1) The fractal fluctuations signify an underlying eddy continuum, the larger eddies being the integrated mean of enclosed smaller-scale fluctuations. (2) The probability distribution of eddy amplitudes and the variance (square of eddy amplitude) spectrum of fractal fluctuations follow the universal Boltzmann inverse power law expressed as a function of the golden mean. (3) Fractal fluctuations are signatures of quantum-like chaos since the additive amplitudes of eddies when squared represent probability densities analogous to the sub-atomic dynamics of quantum systems such as the photon or electron. (4) The model predicted distribution is very close to statistical normal distribution for moderate events within two standard deviations from the mean but exhibits a fat long tail that are associated with hazardous extreme events. Continuous periodogram power spectral analyses of available GHCN annual total rainfall time series for the period 1900-2008 for Indian and USA stations show that the power spectra and the corresponding probability distributions follow model predicted universal inverse power law form signifying an eddy continuum structure underlying the observed inter-annual variability of rainfall. On a global scale, man-made greenhouse gas related atmospheric warming would result in intensification of natural climate variability, seen immediately in high frequency fluctuations such as QBO and ENSO and even shorter timescales. Model concepts and results of analyses are discussed with reference to possible prediction of climate change. Model concepts, if correct, rule out unambiguously, linear trends in climate. Climate change will only be manifested as increase or decrease in the natural variability. However, more stringent tests of model concepts and predictions are required before applications to such an important issue as climate change. Observations and simulations with climate models show that precipitation extremes intensify in response to a warming climate (O'Gorman in Curr Clim Change Rep 1:49-59, 2015).

On the use of Bayesian Monte-Carlo in evaluation of nuclear data

NASA Astrophysics Data System (ADS)

De Saint Jean, Cyrille; Archier, Pascal; Privas, Edwin; Noguere, Gilles

2017-09-01

As model parameters, necessary ingredients of theoretical models, are not always predicted by theory, a formal mathematical framework associated to the evaluation work is needed to obtain the best set of parameters (resonance parameters, optical models, fission barrier, average width, multigroup cross sections) with Bayesian statistical inference by comparing theory to experiment. The formal rule related to this methodology is to estimate the posterior density probability function of a set of parameters by solving an equation of the following type: pdf(posterior) ˜ pdf(prior) × a likelihood function. A fitting procedure can be seen as an estimation of the posterior density probability of a set of parameters (referred as x→?) knowing a prior information on these parameters and a likelihood which gives the probability density function of observing a data set knowing x→?. To solve this problem, two major paths could be taken: add approximations and hypothesis and obtain an equation to be solved numerically (minimum of a cost function or Generalized least Square method, referred as GLS) or use Monte-Carlo sampling of all prior distributions and estimate the final posterior distribution. Monte Carlo methods are natural solution for Bayesian inference problems. They avoid approximations (existing in traditional adjustment procedure based on chi-square minimization) and propose alternative in the choice of probability density distribution for priors and likelihoods. This paper will propose the use of what we are calling Bayesian Monte Carlo (referred as BMC in the rest of the manuscript) in the whole energy range from thermal, resonance and continuum range for all nuclear reaction models at these energies. Algorithms will be presented based on Monte-Carlo sampling and Markov chain. The objectives of BMC are to propose a reference calculation for validating the GLS calculations and approximations, to test probability density distributions effects and to provide the framework of finding global minimum if several local minimums exist. Application to resolved resonance, unresolved resonance and continuum evaluation as well as multigroup cross section data assimilation will be presented.

Towards a theoretical determination of the geographical probability distribution of meteoroid impacts on Earth

NASA Astrophysics Data System (ADS)

Zuluaga, Jorge I.; Sucerquia, Mario

2018-06-01

Tunguska and Chelyabinsk impact events occurred inside a geographical area of only 3.4 per cent of the Earth's surface. Although two events hardly constitute a statistically significant demonstration of a geographical pattern of impacts, their spatial coincidence is at least tantalizing. To understand if this concurrence reflects an underlying geographical and/or temporal pattern, we must aim at predicting the spatio-temporal distribution of meteoroid impacts on Earth. For this purpose we designed, implemented, and tested a novel numerical technique, the `Gravitational Ray Tracing' (GRT) designed to compute the relative impact probability (RIP) on the surface of any planet. GRT is inspired by the so-called ray-casting techniques used to render realistic images of complex 3D scenes. In this paper we describe the method and the results of testing it at the time of large impact events. Our findings suggest a non-trivial pattern of impact probabilities at any given time on the Earth. Locations at 60-90° from the apex are more prone to impacts, especially at midnight. Counterintuitively, sites close to apex direction have the lowest RIP, while in the antapex RIP are slightly larger than average. We present here preliminary maps of RIP at the time of Tunguska and Chelyabinsk events and found no evidence of a spatial or temporal pattern, suggesting that their coincidence was fortuitous. We apply the GRT method to compute theoretical RIP at the location and time of 394 large fireballs. Although the predicted spatio-temporal impact distribution matches marginally the observed events, we successfully predict their impact speed distribution.

An evaluation of procedures to estimate monthly precipitation probabilities

NASA Astrophysics Data System (ADS)

Legates, David R.

1991-01-01

Many frequency distributions have been used to evaluate monthly precipitation probabilities. Eight of these distributions (including Pearson type III, extreme value, and transform normal probability density functions) are comparatively examined to determine their ability to represent accurately variations in monthly precipitation totals for global hydroclimatological analyses. Results indicate that a modified version of the Box-Cox transform-normal distribution more adequately describes the 'true' precipitation distribution than does any of the other methods. This assessment was made using a cross-validation procedure for a global network of 253 stations for which at least 100 years of monthly precipitation totals were available.

Is Einsteinian no-signalling violated in Bell tests?

NASA Astrophysics Data System (ADS)

Kupczynski, Marian

2017-11-01

Relativistic invariance is a physical law verified in several domains of physics. The impossibility of faster than light influences is not questioned by quantum theory. In quantum electrodynamics, in quantum field theory and in the standard model relativistic invariance is incorporated by construction. Quantum mechanics predicts strong long range correlations between outcomes of spin projection measurements performed in distant laboratories. In spite of these strong correlations marginal probability distributions should not depend on what was measured in the other laboratory what is called shortly: non-signalling. In several experiments, performed to test various Bell-type inequalities, some unexplained dependence of empirical marginal probability distributions on distant settings was observed. In this paper we demonstrate how a particular identification and selection procedure of paired distant outcomes is the most probable cause for this apparent violation of no-signalling principle. Thus this unexpected setting dependence does not prove the existence of superluminal influences and Einsteinian no-signalling principle has to be tested differently in dedicated experiments. We propose a detailed protocol telling how such experiments should be designed in order to be conclusive. We also explain how magical quantum correlations may be explained in a locally causal way.

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

La Russa, D

Purpose: The purpose of this project is to develop a robust method of parameter estimation for a Poisson-based TCP model using Bayesian inference. Methods: Bayesian inference was performed using the PyMC3 probabilistic programming framework written in Python. A Poisson-based TCP regression model that accounts for clonogen proliferation was fit to observed rates of local relapse as a function of equivalent dose in 2 Gy fractions for a population of 623 stage-I non-small-cell lung cancer patients. The Slice Markov Chain Monte Carlo sampling algorithm was used to sample the posterior distributions, and was initiated using the maximum of the posterior distributionsmore » found by optimization. The calculation of TCP with each sample step required integration over the free parameter α, which was performed using an adaptive 24-point Gauss-Legendre quadrature. Convergence was verified via inspection of the trace plot and posterior distribution for each of the fit parameters, as well as with comparisons of the most probable parameter values with their respective maximum likelihood estimates. Results: Posterior distributions for α, the standard deviation of α (σ), the average tumour cell-doubling time (Td), and the repopulation delay time (Tk), were generated assuming α/β = 10 Gy, and a fixed clonogen density of 10{sup 7} cm−{sup 3}. Posterior predictive plots generated from samples from these posterior distributions are in excellent agreement with the observed rates of local relapse used in the Bayesian inference. The most probable values of the model parameters also agree well with maximum likelihood estimates. Conclusion: A robust method of performing Bayesian inference of TCP data using a complex TCP model has been established.« less

Force Transmission Modes of Non-Cohesive and Cohesive Materials at the Critical State.

PubMed

Wang, Ji-Peng

2017-08-31

This paper investigates the force transmission modes, mainly described by probability density distributions, in non-cohesive dry and cohesive wet granular materials by discrete element modeling. The critical state force transmission patterns are focused on with the contact model effect being analyzed. By shearing relatively dense and loose dry specimens to the critical state in the conventional triaxial loading path, it is observed that there is a unique critical state force transmission mode. There is a universe critical state force distribution pattern for both the normal contact forces and tangential contact forces. Furthermore, it is found that using either the linear Hooke or the non-linear Hertz model does not affect the universe force transmission mode, and it is only related to the grain size distribution. Wet granular materials are also simulated by incorporating a water bridge model. Dense and loose wet granular materials are tested, and the critical state behavior for the wet material is also observed. The critical state strength and void ratio of wet granular materials are higher than those of a non-cohesive material. The critical state inter-particle distribution is altered from that of a non-cohesive material with higher probability in relatively weak forces. Grains in non-cohesive materials are under compressive stresses, and their principal directions are mainly in the axial loading direction. However, for cohesive wet granular materials, some particles are in tension, and the tensile stresses are in the horizontal direction on which the confinement is applied. The additional confinement by the tensile stress explains the macro strength and dilatancy increase in wet samples.

Force Transmission Modes of Non-Cohesive and Cohesive Materials at the Critical State

PubMed Central

2017-01-01

This paper investigates the force transmission modes, mainly described by probability density distributions, in non-cohesive dry and cohesive wet granular materials by discrete element modeling. The critical state force transmission patterns are focused on with the contact model effect being analyzed. By shearing relatively dense and loose dry specimens to the critical state in the conventional triaxial loading path, it is observed that there is a unique critical state force transmission mode. There is a universe critical state force distribution pattern for both the normal contact forces and tangential contact forces. Furthermore, it is found that using either the linear Hooke or the non-linear Hertz model does not affect the universe force transmission mode, and it is only related to the grain size distribution. Wet granular materials are also simulated by incorporating a water bridge model. Dense and loose wet granular materials are tested, and the critical state behavior for the wet material is also observed. The critical state strength and void ratio of wet granular materials are higher than those of a non-cohesive material. The critical state inter-particle distribution is altered from that of a non-cohesive material with higher probability in relatively weak forces. Grains in non-cohesive materials are under compressive stresses, and their principal directions are mainly in the axial loading direction. However, for cohesive wet granular materials, some particles are in tension, and the tensile stresses are in the horizontal direction on which the confinement is applied. The additional confinement by the tensile stress explains the macro strength and dilatancy increase in wet samples. PMID:28858238

Alignment between Protostellar Outflows and Filamentary Structure

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

Stephens, Ian W.; Dunham, Michael M.; Myers, Philip C.

2017-09-01

We present new Submillimeter Array (SMA) observations of CO(2–1) outflows toward young, embedded protostars in the Perseus molecular cloud as part of the Mass Assembly of Stellar Systems and their Evolution with the SMA (MASSES) survey. For 57 Perseus protostars, we characterize the orientation of the outflow angles and compare them with the orientation of the local filaments as derived from Herschel observations. We find that the relative angles between outflows and filaments are inconsistent with purely parallel or purely perpendicular distributions. Instead, the observed distribution of outflow-filament angles are more consistent with either randomly aligned angles or a mixmore » of projected parallel and perpendicular angles. A mix of parallel and perpendicular angles requires perpendicular alignment to be more common by a factor of ∼3. Our results show that the observed distributions probably hold regardless of the protostar’s multiplicity, age, or the host core’s opacity. These observations indicate that the angular momentum axis of a protostar may be independent of the large-scale structure. We discuss the significance of independent protostellar rotation axes in the general picture of filament-based star formation.« less

Probability weighted moments: Definition and relation to parameters of several distributions expressable in inverse form

USGS Publications Warehouse

Greenwood, J. Arthur; Landwehr, J. Maciunas; Matalas, N.C.; Wallis, J.R.

1979-01-01

Distributions whose inverse forms are explicitly defined, such as Tukey's lambda, may present problems in deriving their parameters by more conventional means. Probability weighted moments are introduced and shown to be potentially useful in expressing the parameters of these distributions.

Univariate Probability Distributions

ERIC Educational Resources Information Center

Leemis, Lawrence M.; Luckett, Daniel J.; Powell, Austin G.; Vermeer, Peter E.

2012-01-01

We describe a web-based interactive graphic that can be used as a resource in introductory classes in mathematical statistics. This interactive graphic presents 76 common univariate distributions and gives details on (a) various features of the distribution such as the functional form of the probability density function and cumulative distribution…

A probability space for quantum models

NASA Astrophysics Data System (ADS)

Lemmens, L. F.

2017-06-01

A probability space contains a set of outcomes, a collection of events formed by subsets of the set of outcomes and probabilities defined for all events. A reformulation in terms of propositions allows to use the maximum entropy method to assign the probabilities taking some constraints into account. The construction of a probability space for quantum models is determined by the choice of propositions, choosing the constraints and making the probability assignment by the maximum entropy method. This approach shows, how typical quantum distributions such as Maxwell-Boltzmann, Fermi-Dirac and Bose-Einstein are partly related with well-known classical distributions. The relation between the conditional probability density, given some averages as constraints and the appropriate ensemble is elucidated.

Quantum temporal probabilities in tunneling systems

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

Anastopoulos, Charis, E-mail: anastop@physics.upatras.gr; Savvidou, Ntina, E-mail: ksavvidou@physics.upatras.gr

We study the temporal aspects of quantum tunneling as manifested in time-of-arrival experiments in which the detected particle tunnels through a potential barrier. In particular, we present a general method for constructing temporal probabilities in tunneling systems that (i) defines ‘classical’ time observables for quantum systems and (ii) applies to relativistic particles interacting through quantum fields. We show that the relevant probabilities are defined in terms of specific correlation functions of the quantum field associated with tunneling particles. We construct a probability distribution with respect to the time of particle detection that contains all information about the temporal aspects ofmore » the tunneling process. In specific cases, this probability distribution leads to the definition of a delay time that, for parity-symmetric potentials, reduces to the phase time of Bohm and Wigner. We apply our results to piecewise constant potentials, by deriving the appropriate junction conditions on the points of discontinuity. For the double square potential, in particular, we demonstrate the existence of (at least) two physically relevant time parameters, the delay time and a decay rate that describes the escape of particles trapped in the inter-barrier region. Finally, we propose a resolution to the paradox of apparent superluminal velocities for tunneling particles. We demonstrate that the idea of faster-than-light speeds in tunneling follows from an inadmissible use of classical reasoning in the description of quantum systems. -- Highlights: •Present a general methodology for deriving temporal probabilities in tunneling systems. •Treatment applies to relativistic particles interacting through quantum fields. •Derive a new expression for tunneling time. •Identify new time parameters relevant to tunneling. •Propose a resolution of the superluminality paradox in tunneling.« less

The spectral energy distribution of Zeta Puppis and HD 50896

NASA Technical Reports Server (NTRS)

Holm, A. V.; Cassinelli, J. P.

1977-01-01

The ultraviolet spectral energy distribution of the O5f star Zeta Pup and the WN5 star HD 50896 are derived from OAO-2 observations with the calibration of Bless, Code, and Fairchild (1976). An estimate of the interstellar reddening (0.12 magnitude) of the Wolf-Rayet star is determined from the size of the characteristic interstellar extinction bump at 4.6 inverse microns. After correction for extinction, both stars show a flat energy distribution in the ultraviolet. The distribution of HD 50896 from 1100 A to 2 microns is in good agreement with results of extended model atmospheres, but some uncertainty remains because of the interstellar-extinction correction. The absolute energy distribution of Zeta Pup is fitted by a 42,000-K plane-parallel model if the model's flux is adjusted for the effects of electron scattering in the stellar wind and for UV line blanketing that was determined empirically from high-resolution Copernicus satellite observations. To achieve this fit, it is necessary to push both the spectroscopically determined temperature and the ultraviolet calibration to the limits of their probable errors.

Regional probability distribution of the annual reference evapotranspiration and its effective parameters in Iran

NASA Astrophysics Data System (ADS)

Khanmohammadi, Neda; Rezaie, Hossein; Montaseri, Majid; Behmanesh, Javad

2017-10-01

The reference evapotranspiration (ET0) plays an important role in water management plans in arid or semi-arid countries such as Iran. For this reason, the regional analysis of this parameter is important. But, ET0 process is affected by several meteorological parameters such as wind speed, solar radiation, temperature and relative humidity. Therefore, the effect of distribution type of effective meteorological variables on ET0 distribution was analyzed. For this purpose, the regional probability distribution of the annual ET0 and its effective parameters were selected. Used data in this research was recorded data at 30 synoptic stations of Iran during 1960-2014. Using the probability plot correlation coefficient (PPCC) test and the L-moment method, five common distributions were compared and the best distribution was selected. The results of PPCC test and L-moment diagram indicated that the Pearson type III distribution was the best probability distribution for fitting annual ET0 and its four effective parameters. The results of RMSE showed that the ability of the PPCC test and L-moment method for regional analysis of reference evapotranspiration and its effective parameters was similar. The results also showed that the distribution type of the parameters which affected ET0 values can affect the distribution of reference evapotranspiration.

Decameter-wave radio observations of Jupiter during the 1977 apparition

NASA Technical Reports Server (NTRS)

Alexander, J. K.; Kaiser, M. L.; Thieman, J. R.; Vaughan, S. S.

1978-01-01

A catalog of observations of Jupiter's sporadic decameter wavelength radio emissions obtained with the Goddard Space Flight Center Jupiter Monitor Network between June 1977 and May 1978 is presented. Data were collected using the Goddard Space Flight Center station in Greenbelt, MD. and at facilities installed at Orroral Valley (Canberra), Australia and the Nancay Radio Observatory in France. Observations were obtained daily at frequencies of 16.7 and 22.2 MHz using five-element Yagi antennas at each end of a two-element interferometer. Plots of the two dimensional emission occurrence probability distribution are given.

The application of signal detection theory to optics

NASA Technical Reports Server (NTRS)

Helstrom, C. W.

1971-01-01

The restoration of images focused on a photosensitive surface is treated from the standpoint of maximum likelihood estimation, taking into account the Poisson distributions of the observed data, which are the numbers of photoelectrons from various elements of the surface. A detector of an image focused on such a surface utilizes a certain linear combination of those numbers as the optimum detection statistic. Methods for calculating the false alarm and detection probabilities are proposed. It is shown that measuring noncommuting observables in an ideal quantum receiver cannot yield a lower Bayes cost than that attainable by a system measuring only commuting observables.

Probabilistic reasoning in data analysis.

PubMed

Sirovich, Lawrence

2011-09-20

This Teaching Resource provides lecture notes, slides, and a student assignment for a lecture on probabilistic reasoning in the analysis of biological data. General probabilistic frameworks are introduced, and a number of standard probability distributions are described using simple intuitive ideas. Particular attention is focused on random arrivals that are independent of prior history (Markovian events), with an emphasis on waiting times, Poisson processes, and Poisson probability distributions. The use of these various probability distributions is applied to biomedical problems, including several classic experimental studies.

Multiobjective fuzzy stochastic linear programming problems with inexact probability distribution

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

Hamadameen, Abdulqader Othman; Zainuddin, Zaitul Marlizawati

This study deals with multiobjective fuzzy stochastic linear programming problems with uncertainty probability distribution which are defined as fuzzy assertions by ambiguous experts. The problem formulation has been presented and the two solutions strategies are; the fuzzy transformation via ranking function and the stochastic transformation when α{sup –}. cut technique and linguistic hedges are used in the uncertainty probability distribution. The development of Sen’s method is employed to find a compromise solution, supported by illustrative numerical example.

Work probability distribution and tossing a biased coin

NASA Astrophysics Data System (ADS)

Saha, Arnab; Bhattacharjee, Jayanta K.; Chakraborty, Sagar

2011-01-01

We show that the rare events present in dissipated work that enters Jarzynski equality, when mapped appropriately to the phenomenon of large deviations found in a biased coin toss, are enough to yield a quantitative work probability distribution for the Jarzynski equality. This allows us to propose a recipe for constructing work probability distribution independent of the details of any relevant system. The underlying framework, developed herein, is expected to be of use in modeling other physical phenomena where rare events play an important role.

A Brownian model for recurrent earthquakes

USGS Publications Warehouse

Matthews, M.V.; Ellsworth, W.L.; Reasenberg, P.A.

2002-01-01

We construct a probability model for rupture times on a recurrent earthquake source. Adding Brownian perturbations to steady tectonic loading produces a stochastic load-state process. Rupture is assumed to occur when this process reaches a critical-failure threshold. An earthquake relaxes the load state to a characteristic ground level and begins a new failure cycle. The load-state process is a Brownian relaxation oscillator. Intervals between events have a Brownian passage-time distribution that may serve as a temporal model for time-dependent, long-term seismic forecasting. This distribution has the following noteworthy properties: (1) the probability of immediate rerupture is zero; (2) the hazard rate increases steadily from zero at t = 0 to a finite maximum near the mean recurrence time and then decreases asymptotically to a quasi-stationary level, in which the conditional probability of an event becomes time independent; and (3) the quasi-stationary failure rate is greater than, equal to, or less than the mean failure rate because the coefficient of variation is less than, equal to, or greater than 1/???2 ??? 0.707. In addition, the model provides expressions for the hazard rate and probability of rupture on faults for which only a bound can be placed on the time of the last rupture. The Brownian relaxation oscillator provides a connection between observable event times and a formal state variable that reflects the macromechanics of stress and strain accumulation. Analysis of this process reveals that the quasi-stationary distance to failure has a gamma distribution, and residual life has a related exponential distribution. It also enables calculation of "interaction" effects due to external perturbations to the state, such as stress-transfer effects from earthquakes outside the target source. The influence of interaction effects on recurrence times is transient and strongly dependent on when in the loading cycle step pertubations occur. Transient effects may be much stronger than would be predicted by the "clock change" method and characteristically decay inversely with elapsed time after the perturbation.

Spatial Distribution and Conservation of Speckled Hind and Warsaw Grouper in the Atlantic Ocean off the Southeastern U.S.

PubMed Central

Farmer, Nicholas A.; Karnauskas, Mandy

2013-01-01

There is broad interest in the development of efficient marine protected areas (MPAs) to reduce bycatch and end overfishing of speckled hind (Epinephelus drummondhayi) and warsaw grouper (Hyporthodus nigritus) in the Atlantic Ocean off the southeastern U.S. We assimilated decades of data from many fishery-dependent, fishery-independent, and anecdotal sources to describe the spatial distribution of these data limited stocks. A spatial classification model was developed to categorize depth-grids based on the distribution of speckled hind and warsaw grouper point observations and identified benthic habitats. Logistic regression analysis was used to develop a quantitative model to predict the spatial distribution of speckled hind and warsaw grouper as a function of depth, latitude, and habitat. Models, controlling for sampling gear effects, were selected based on AIC and 10-fold cross validation. The best-fitting model for warsaw grouper included latitude and depth to explain 10.8% of the variability in probability of detection, with a false prediction rate of 28–33%. The best-fitting model for speckled hind, per cross-validation, included latitude and depth to explain 36.8% of the variability in probability of detection, with a false prediction rate of 25–27%. The best-fitting speckled hind model, per AIC, also included habitat, but had false prediction rates up to 36%. Speckled hind and warsaw grouper habitats followed a shelf-edge hardbottom ridge from North Carolina to southeast Florida, with speckled hind more common to the north and warsaw grouper more common to the south. The proportion of habitat classifications and model-estimated stock contained within established and proposed MPAs was computed. Existing MPAs covered 10% of probable shelf-edge habitats for speckled hind and warsaw grouper, protecting 3–8% of speckled hind and 8% of warsaw grouper stocks. Proposed MPAs could add 24% more probable shelf-edge habitat, and protect an additional 14–29% of speckled hind and 20% of warsaw grouper stocks. PMID:24260126

Substrate preferences of epiphytic bromeliads: an experimental approach

NASA Astrophysics Data System (ADS)

Zotz, Gerhard; Vollrath, Birgit

2002-05-01

Based on the known vertical distributions of three epiphyte species we tested the hypothesis that observed interspecific differences are determined at a very early ontogenetic stage. We attached 1296 first-year seedlings of the three species Guzmania monostachya, Tillandsia fasciculata, and Vriesea sanguinolenta (Bromeliaceae) to substrates differing in orientation and relative position within the crown of the host tree, Annona glabra. Surprisingly, we found no evidence for differential mortality on different substrate types for any of the three species. Hence, differences in vertical distribution cannot be explained by interspecific differences in site-specific survival at this stage. This suggests that spatial distribution patterns are determined even earlier, probably resulting from species differences in seed dispersal or during germination.

Benford's Law and articles of scientific journals: comparison of JCR® and Scopus data.

PubMed

Alves, Alexandre Donizeti; Yanasse, Horacio Hideki; Soma, Nei Yoshihiro

2014-01-01

Benford's Law is a logarithmic probability distribution function used to predict the distribution of the first significant digits in numerical data. This paper presents the results of a study of the distribution of the first significant digits of the number of articles published of journals indexed in the JCR ® Sciences and Social Sciences Editions from 2007 to 2011. The data of these journals were also analyzed by the country of origin and the journal's category. Results considering the number of articles published informed by Scopus are also presented. Comparing the results we observe that there is a significant difference in the data informed in the two databases.

Models for the hotspot distribution

NASA Technical Reports Server (NTRS)

Jurdy, Donna M.; Stefanick, Michael

1990-01-01

Published hotspot catalogs all show a hemispheric concentration beyond what can be expected by chance. Cumulative distributions about the center of concentration are described by a power law with a fractal dimension closer to 1 than 2. Random sets of the corresponding sizes do not show this effect. A simple shift of the random sets away from a point would produce distributions similar to those of hotspot sets. The possible relation of the hotspots to the locations of ridges and subduction zones is tested using large sets of randomly-generated points to estimate areas within given distances of the plate boundaries. The probability of finding the observed number of hotspots within 10 deg of the ridges is about what is expected.

Hybrid computer technique yields random signal probability distributions

NASA Technical Reports Server (NTRS)

Cameron, W. D.

1965-01-01

Hybrid computer determines the probability distributions of instantaneous and peak amplitudes of random signals. This combined digital and analog computer system reduces the errors and delays of manual data analysis.

Fast Reliability Assessing Method for Distribution Network with Distributed Renewable Energy Generation

NASA Astrophysics Data System (ADS)

Chen, Fan; Huang, Shaoxiong; Ding, Jinjin; Ding, Jinjin; Gao, Bo; Xie, Yuguang; Wang, Xiaoming

2018-01-01

This paper proposes a fast reliability assessing method for distribution grid with distributed renewable energy generation. First, the Weibull distribution and the Beta distribution are used to describe the probability distribution characteristics of wind speed and solar irradiance respectively, and the models of wind farm, solar park and local load are built for reliability assessment. Then based on power system production cost simulation probability discretization and linearization power flow, a optimal power flow objected with minimum cost of conventional power generation is to be resolved. Thus a reliability assessment for distribution grid is implemented fast and accurately. The Loss Of Load Probability (LOLP) and Expected Energy Not Supplied (EENS) are selected as the reliability index, a simulation for IEEE RBTS BUS6 system in MATLAB indicates that the fast reliability assessing method calculates the reliability index much faster with the accuracy ensured when compared with Monte Carlo method.

Accurate step-hold tracking of smoothly varying periodic and aperiodic probability.

PubMed

Ricci, Matthew; Gallistel, Randy

2017-07-01

Subjects observing many samples from a Bernoulli distribution are able to perceive an estimate of the generating parameter. A question of fundamental importance is how the current percept-what we think the probability now is-depends on the sequence of observed samples. Answers to this question are strongly constrained by the manner in which the current percept changes in response to changes in the hidden parameter. Subjects do not update their percept trial-by-trial when the hidden probability undergoes unpredictable and unsignaled step changes; instead, they update it only intermittently in a step-hold pattern. It could be that the step-hold pattern is not essential to the perception of probability and is only an artifact of step changes in the hidden parameter. However, we now report that the step-hold pattern obtains even when the parameter varies slowly and smoothly. It obtains even when the smooth variation is periodic (sinusoidal) and perceived as such. We elaborate on a previously published theory that accounts for: (i) the quantitative properties of the step-hold update pattern; (ii) subjects' quick and accurate reporting of changes; (iii) subjects' second thoughts about previously reported changes; (iv) subjects' detection of higher-order structure in patterns of change. We also call attention to the challenges these results pose for trial-by-trial updating theories.

Estimating transition probabilities in unmarked populations --entropy revisited

USGS Publications Warehouse

Cooch, E.G.; Link, W.A.

1999-01-01

The probability of surviving and moving between 'states' is of great interest to biologists. Robust estimation of these transitions using multiple observations of individually identifiable marked individuals has received considerable attention in recent years. However, in some situations, individuals are not identifiable (or have a very low recapture rate), although all individuals in a sample can be assigned to a particular state (e.g. breeding or non-breeding) without error. In such cases, only aggregate data (number of individuals in a given state at each occasion) are available. If the underlying matrix of transition probabilities does not vary through time and aggregate data are available for several time periods, then it is possible to estimate these parameters using least-squares methods. Even when such data are available, this assumption of stationarity will usually be deemed overly restrictive and, frequently, data will only be available for two time periods. In these cases, the problem reduces to estimating the most likely matrix (or matrices) leading to the observed frequency distribution of individuals in each state. An entropy maximization approach has been previously suggested. In this paper, we show that the entropy approach rests on a particular limiting assumption, and does not provide estimates of latent population parameters (the transition probabilities), but rather predictions of realized rates.

Measurement of K to L shell vacancy transfer probabilities for the elements 46≤ Z≤55 by photoionization

NASA Astrophysics Data System (ADS)

Şimşek, Ö.; Karagöz, D.; Ertugrul, M.

2003-10-01

The K to L shell vacancy transfer probabilities for nine elements in the atomic region 46≤ Z≤55 were determined by measuring the L X-ray yields from targets excited by 5.96 and 59.5 keV photons and using the theoretical K and L shell photoionization cross-sections. The L X-rays from different targets were detected with an Ultra-LEGe detector with very thin polymer window. Present experimental results were compared with the semi empirical values tabulated by Rao et al. [Atomic vacancy distributions product by inner shellionization, Phys. Rev. A 5 (1972) 997-1002] and theoretically calculated values using radiative and radiationless transitions. The radiative transitions of these elements were observed from the relativistic Hartree-Slater model, which was proposed by Scofield [Relativistic Hartree-Slater values for K and L shell X-ray emission rates, At. Data Nucl. Data Tables 14 (1974) 121-137]. The radiationless transitions were observed from the Dirac-Hartree-Slater model, which was proposed by Chen et al. [Relativistic radiationless transition probabilities for atomic K- and L-shells, At. Data Nucl. Data Tables 24 (1979) 13-37]. To the best of our knowledge, these vacancy transfer probabilities are reported for the first time.

40 CFR Appendix C to Part 191 - Guidance for Implementation of Subpart B

Code of Federal Regulations, 2014 CFR

2014-07-01

... that the remaining probability distribution of cumulative releases would not be significantly changed... with § 191.13 into a “complementary cumulative distribution function” that indicates the probability of... distribution function for each disposal system considered. The Agency assumes that a disposal system can be...

40 CFR Appendix C to Part 191 - Guidance for Implementation of Subpart B

Code of Federal Regulations, 2011 CFR

2011-07-01

... that the remaining probability distribution of cumulative releases would not be significantly changed... with § 191.13 into a “complementary cumulative distribution function” that indicates the probability of... distribution function for each disposal system considered. The Agency assumes that a disposal system can be...

Greenhouse-gas emission targets for limiting global warming to 2 degrees C.

PubMed

Meinshausen, Malte; Meinshausen, Nicolai; Hare, William; Raper, Sarah C B; Frieler, Katja; Knutti, Reto; Frame, David J; Allen, Myles R

2009-04-30

More than 100 countries have adopted a global warming limit of 2 degrees C or below (relative to pre-industrial levels) as a guiding principle for mitigation efforts to reduce climate change risks, impacts and damages. However, the greenhouse gas (GHG) emissions corresponding to a specified maximum warming are poorly known owing to uncertainties in the carbon cycle and the climate response. Here we provide a comprehensive probabilistic analysis aimed at quantifying GHG emission budgets for the 2000-50 period that would limit warming throughout the twenty-first century to below 2 degrees C, based on a combination of published distributions of climate system properties and observational constraints. We show that, for the chosen class of emission scenarios, both cumulative emissions up to 2050 and emission levels in 2050 are robust indicators of the probability that twenty-first century warming will not exceed 2 degrees C relative to pre-industrial temperatures. Limiting cumulative CO(2) emissions over 2000-50 to 1,000 Gt CO(2) yields a 25% probability of warming exceeding 2 degrees C-and a limit of 1,440 Gt CO(2) yields a 50% probability-given a representative estimate of the distribution of climate system properties. As known 2000-06 CO(2) emissions were approximately 234 Gt CO(2), less than half the proven economically recoverable oil, gas and coal reserves can still be emitted up to 2050 to achieve such a goal. Recent G8 Communiqués envisage halved global GHG emissions by 2050, for which we estimate a 12-45% probability of exceeding 2 degrees C-assuming 1990 as emission base year and a range of published climate sensitivity distributions. Emissions levels in 2020 are a less robust indicator, but for the scenarios considered, the probability of exceeding 2 degrees C rises to 53-87% if global GHG emissions are still more than 25% above 2000 levels in 2020.

A stochastic differential equation model for the foraging behavior of fish schools.

PubMed

Tạ, Tôn Việt; Nguyen, Linh Thi Hoai

2018-03-15

Constructing models of living organisms locating food sources has important implications for understanding animal behavior and for the development of distribution technologies. This paper presents a novel simple model of stochastic differential equations for the foraging behavior of fish schools in a space including obstacles. The model is studied numerically. Three configurations of space with various food locations are considered. In the first configuration, fish swim in free but limited space. All individuals can find food with large probability while keeping their school structure. In the second and third configurations, they move in limited space with one and two obstacles, respectively. Our results reveal that the probability of foraging success is highest in the first configuration, and smallest in the third one. Furthermore, when school size increases up to an optimal value, the probability of foraging success tends to increase. When it exceeds an optimal value, the probability tends to decrease. The results agree with experimental observations.

A Bayesian predictive two-stage design for phase II clinical trials.

PubMed

Sambucini, Valeria

2008-04-15

In this paper, we propose a Bayesian two-stage design for phase II clinical trials, which represents a predictive version of the single threshold design (STD) recently introduced by Tan and Machin. The STD two-stage sample sizes are determined specifying a minimum threshold for the posterior probability that the true response rate exceeds a pre-specified target value and assuming that the observed response rate is slightly higher than the target. Unlike the STD, we do not refer to a fixed experimental outcome, but take into account the uncertainty about future data. In both stages, the design aims to control the probability of getting a large posterior probability that the true response rate exceeds the target value. Such a probability is expressed in terms of prior predictive distributions of the data. The performance of the design is based on the distinction between analysis and design priors, recently introduced in the literature. The properties of the method are studied when all the design parameters vary.

A stochastic differential equation model for the foraging behavior of fish schools

NASA Astrophysics Data System (ADS)

Tạ, Tôn ệt, Vi; Hoai Nguyen, Linh Thi

2018-05-01

Constructing models of living organisms locating food sources has important implications for understanding animal behavior and for the development of distribution technologies. This paper presents a novel simple model of stochastic differential equations for the foraging behavior of fish schools in a space including obstacles. The model is studied numerically. Three configurations of space with various food locations are considered. In the first configuration, fish swim in free but limited space. All individuals can find food with large probability while keeping their school structure. In the second and third configurations, they move in limited space with one and two obstacles, respectively. Our results reveal that the probability of foraging success is highest in the first configuration, and smallest in the third one. Furthermore, when school size increases up to an optimal value, the probability of foraging success tends to increase. When it exceeds an optimal value, the probability tends to decrease. The results agree with experimental observations.

Comparison of Aperture Averaging and Receiver Diversity Techniques for Free Space Optical Links in Presence of Turbulence and Various Weather Conditions

NASA Astrophysics Data System (ADS)

Kaur, Prabhmandeep; Jain, Virander Kumar; Kar, Subrat

2014-12-01

In this paper, we investigate the performance of a Free Space Optic (FSO) link considering the impairments caused by the presence of various weather conditions such as very clear air, drizzle, haze, fog, etc., and turbulence in the atmosphere. Analytic expression for the outage probability is derived using the gamma-gamma distribution for turbulence and accounting the effect of weather conditions using the Beer-Lambert's law. The effect of receiver diversity schemes using aperture averaging and array receivers on the outage probability is studied and compared. As the aperture diameter is increased, the outage probability decreases irrespective of the turbulence strength (weak, moderate and strong) and weather conditions. Similar effects are observed when the number of direct detection receivers in the array are increased. However, it is seen that as the desired level of performance in terms of the outage probability decreases, array receiver becomes the preferred choice as compared to the receiver with aperture averaging.

Minimizing predation risk in a landscape of multiple predators: effects on the spatial distribution of African ungulates.

PubMed

Thaker, Maria; Vanak, Abi T; Owen, Cailey R; Ogden, Monika B; Niemann, Sophie M; Slotow, Rob

2011-02-01

Studies that focus on single predator-prey interactions can be inadequate for understanding antipredator responses in multi-predator systems. Yet there is still a general lack of information about the strategies of prey to minimize predation risk from multiple predators at the landscape level. Here we examined the distribution of seven African ungulate species in the fenced Karongwe Game Reserve (KGR), South Africa, as a function of predation risk from all large carnivore species (lion, leopard, cheetah, African wild dog, and spotted hyena). Using observed kill data, we generated ungulate-specific predictions of relative predation risk and of riskiness of habitats. To determine how ungulates minimize predation risk at the landscape level, we explicitly tested five hypotheses consisting of strategies that reduce the probability of encountering predators, and the probability of being killed. All ungulate species avoided risky habitats, and most selected safer habitats, thus reducing their probability of being killed. To reduce the probability of encountering predators, most of the smaller prey species (impala, warthog, waterbuck, kudu) avoided the space use of all predators, while the larger species (wildebeest, zebra, giraffe) only avoided areas where lion and leopard space use were high. The strength of avoidance for the space use of predators generally did not correspond to the relative predation threat from those predators. Instead, ungulates used a simpler behavioral rule of avoiding the activity areas of sit-and-pursue predators (lion and leopard), but not those of cursorial predators (cheetah and African wild dog). In general, selection and avoidance of habitats was stronger than avoidance of the predator activity areas. We expect similar decision rules to drive the distribution pattern of ungulates in other African savannas and in other multi-predator systems, especially where predators differ in their hunting modes.

Statistics of single unit responses in the human medial temporal lobe: A sparse and overdispersed code

NASA Astrophysics Data System (ADS)

Magyar, Andrew

The recent discovery of cells that respond to purely conceptual features of the environment (particular people, landmarks, objects, etc) in the human medial temporal lobe (MTL), has raised many questions about the nature of the neural code in humans. The goal of this dissertation is to develop a novel statistical method based upon maximum likelihood regression which will then be applied to these experiments in order to produce a quantitative description of the coding properties of the human MTL. In general, the method is applicable to any experiments in which a sequence of stimuli are presented to an organism while the binary responses of a large number of cells are recorded in parallel. The central concept underlying the approach is the total probability that a neuron responds to a random stimulus, called the neuronal sparsity. The model then estimates the distribution of response probabilities across the population of cells. Applying the method to single-unit recordings from the human medial temporal lobe, estimates of the sparsity distributions are acquired in four regions: the hippocampus, the entorhinal cortex, the amygdala, and the parahippocampal cortex. The resulting distributions are found to be sparse (large fraction of cells with a low response probability) and highly non-uniform, with a large proportion of ultra-sparse neurons that possess a very low response probability, and a smaller population of cells which respond much more frequently. Rammifications of the results are discussed in relation to the sparse coding hypothesis, and comparisons are made between the statistics of the human medial temporal lobe cells and place cells observed in the rodent hippocampus.

Use of weather data and remote sensing to predict the geographic and seasonal distribution of Phlebotomus papatasi in southwest Asia.

PubMed

Cross, E R; Newcomb, W W; Tucker, C J

1996-05-01

Sandfly fever and leishmaniasis were major causes of infectious disease morbidity among military personnel deployed to the Middle East during World War II. Recently, leishmaniasis has been reported in the United Nations Multinational Forces and Observers in the Sinai. Despite these indications of endemicity, no cases of sandfly fever and only 31 cases of leishmaniasis have been identified among U.S. veterans of the Persian Gulf War. The distribution in the Persian Gulf of the vector, Phlebotomus papatasi, is thought to be highly dependent on environmental conditions, especially temperature and relative humidity. A computer model was developed using the occurrence of P. papatasi as the dependent variable and weather data as the independent variables. The results of this model indicated that the greatest sand fly activity and thus the highest risk of sandfly fever and leishmania infections occurred during the spring/summer months before U.S. troops were deployed to the Persian Gulf. Because the weather model produced probability of occurrence information for locations of the weather stations only, normalized difference vegetation index (NDVI) levels from remotely sensed Advanced Very High Resolution Radiometer satellites were determined for each weather station. From the results of the frequency of NDVI levels by probability of occurrence, the range of NDVI levels for presence of the vector was determined. The computer then identified all pixels within the NDVI range indicated and produced a computer-generated map of the probable distribution of P. papatasi. The resulting map expanded the analysis to areas where there were no weather stations and from which no information was reported in the literature, identifying these areas as having either a high or low probability of vector occurrence.

How Can Histograms Be Useful for Introducing Continuous Probability Distributions?

ERIC Educational Resources Information Center

Derouet, Charlotte; Parzysz, Bernard

2016-01-01

The teaching of probability has changed a great deal since the end of the last century. The development of technologies is indeed part of this evolution. In France, continuous probability distributions began to be studied in 2002 by scientific 12th graders, but this subject was marginal and appeared only as an application of integral calculus.…

Pseudo Bayes Estimates for Test Score Distributions and Chained Equipercentile Equating. Research Report. ETS RR-09-47

ERIC Educational Resources Information Center

Moses, Tim; Oh, Hyeonjoo J.

2009-01-01

Pseudo Bayes probability estimates are weighted averages of raw and modeled probabilities; these estimates have been studied primarily in nonpsychometric contexts. The purpose of this study was to evaluate pseudo Bayes probability estimates as applied to the estimation of psychometric test score distributions and chained equipercentile equating…

Metabolomics variable selection and classification in the presence of observations below the detection limit using an extension of ERp.

PubMed

van Reenen, Mari; Westerhuis, Johan A; Reinecke, Carolus J; Venter, J Hendrik

2017-02-02

ERp is a variable selection and classification method for metabolomics data. ERp uses minimized classification error rates, based on data from a control and experimental group, to test the null hypothesis of no difference between the distributions of variables over the two groups. If the associated p-values are significant they indicate discriminatory variables (i.e. informative metabolites). The p-values are calculated assuming a common continuous strictly increasing cumulative distribution under the null hypothesis. This assumption is violated when zero-valued observations can occur with positive probability, a characteristic of GC-MS metabolomics data, disqualifying ERp in this context. This paper extends ERp to address two sources of zero-valued observations: (i) zeros reflecting the complete absence of a metabolite from a sample (true zeros); and (ii) zeros reflecting a measurement below the detection limit. This is achieved by allowing the null cumulative distribution function to take the form of a mixture between a jump at zero and a continuous strictly increasing function. The extended ERp approach is referred to as XERp. XERp is no longer non-parametric, but its null distributions depend only on one parameter, the true proportion of zeros. Under the null hypothesis this parameter can be estimated by the proportion of zeros in the available data. XERp is shown to perform well with regard to bias and power. To demonstrate the utility of XERp, it is applied to GC-MS data from a metabolomics study on tuberculosis meningitis in infants and children. We find that XERp is able to provide an informative shortlist of discriminatory variables, while attaining satisfactory classification accuracy for new subjects in a leave-one-out cross-validation context. XERp takes into account the distributional structure of data with a probability mass at zero without requiring any knowledge of the detection limit of the metabolomics platform. XERp is able to identify variables that discriminate between two groups by simultaneously extracting information from the difference in the proportion of zeros and shifts in the distributions of the non-zero observations. XERp uses simple rules to classify new subjects and a weight pair to adjust for unequal sample sizes or sensitivity and specificity requirements.

Estimating wind-turbine-caused bird and bat fatality when zero carcasses are observed.

PubMed

Huso, Manuela M P; Dalthorp, Dan; Dail, David; Madsen, Lisa

2015-07-01

Many wind-power facilities in the United States have established effective monitoring programs to determine turbine-caused fatality rates of birds and bats, but estimating the number of fatalities of rare species poses special difficulties. The loss of even small numbers of individuals may adversely affect fragile populations, but typically, few (if any) carcasses are observed during monitoring. If monitoring design results in only a small proportion of carcasses detected, then finding zero carcasses may give little assurance that the number of actual fatalities is small. Fatality monitoring at wind-power facilities commonly involves conducting experiments to estimate the probability (g) an individual will be observed, accounting for the possibilities that it falls in an unsearched area, is scavenged prior to detection, or remains undetected even when present. When g < 1, the total carcass count (X) underestimates the total number of fatalities (M). Total counts can be 0 when M is small or when M is large and g < 1. Distinguishing these two cases is critical when estimating fatality of a rare species. Observing no individuals during searches may erroneously be interpreted as evidence of absence. We present an approach that uses Bayes' theorem to construct a posterior distribution for M, i.e., P(M \\ X, ĝ), reflecting the observed carcass count and previously estimated g. From this distribution, we calculate two values important to conservation: the probability that M is below a predetermined limit and the upper bound (M*) of the 100(1 - α)% credible interval for M. We investigate the dependence of M* on α, g, and the prior distribution of M, asking what value of g is required to attain a desired M for a given α. We found that when g < -0.15, M* was clearly influenced by the mean and variance of ĝ and the choice of prior distribution for M, but the influence of these factors is minimal when g > -0.45. Further, we develop extensions for temporal replication that can inform prior distributions of M and methods for combining information across several areas or time periods. We apply the method to data collected at a wind-power facility where scheduled searches yielded X = 0 raptor carcasses.

Regional And Seasonal Aspects Of Within-The-Hour Tec Statistics

NASA Astrophysics Data System (ADS)

Koroglu, Ozan; Arikan, Feza; Koroglu, Meltem

2015-04-01

Ionosphere is one of the atmosphere layers which has a plasma structure. Several mechanisms originating from both space and earth itself governs this plasma layer such as solar radiation and geomagnetic effects. Ionosphere plays important role for HF and satellite communication, and space based positioning systems. Therefore, the determination of statistical behavior of ionosphere has utmost importance. The variability of the ionosphere has complex spatio-temporal characteristics, which depends on solar, geomagnetic, gravitational and seismic activities. Total Electron Content (TEC) is one of the major observables for investigating and determining this variability. In this study, spatio-temporal within-the-hour statistical behavior of TEC is determined for Turkey, which is located in mid-latitude, using the TEC estimates from Turkish National Permanent GPS Network (TNPGN)-Active between the years 2009 and 2012. TEC estimates are obtained as IONOLAB-TEC which is developed by IONOLAB group (www.ionolab.org) from Hacettepe University. IONOLAB-TEC for each station in TNPGN-Active is organized in a database and grouped with respect to years, ionospheric seasons, hours and regions 2 degree by 3 degree, in latitude and longitude, respectively. The data sets are used to calculate within-the-hour parametric Probability Density Functions (PDF). For every year, every region and every hour, a representative PDF is determined. It is observed that TEC values have a strong hourly, seasonal and positional dependence on east-west direction, and the growing trend shifts according to sunrise and sunset times. It is observed that the data are distributed predominantly as Lognormal and Weibull. The averages and standard deviations of the chosen distributions follow the trends in 24 hour diurnal and 11 year solar cycle periods. The regional and seasonal behavior of PDFs are investigated using a representative GPS station within each region. Within-the-hour PDF estimates are grouped into ionospheric seasons as Winter, Summer, March equinox and September equinox. In winter and summer seasons, Lognormal distribution is observed. During equinox seasons, Weibull distribution is observed more frequently. Furthermore, all hourly TEC values in same region are combined in order to improve the reliability and accuracy of the probability density function estimates. It is observed that as being in mid-latitude region, the ionosphere over Turkey has robust characteristics that are distributed as Lognormal and Weibull. Statistical observations on PDF estimates of TEC of the ionosphere over Turkey will contribute to developing a regional and seasonal random field model, which will further contribute to HF channel characterization. This study is supported by a joint grant of TUBITAK 112E568 and RFBR 13-02-91370-CT_a.

Quantum epistemology from subquantum ontology: Quantum mechanics from theory of classical random fields

NASA Astrophysics Data System (ADS)

Khrennikov, Andrei

2017-02-01

The scientific methodology based on two descriptive levels, ontic (reality as it is) and epistemic (observational), is briefly presented. Following Schrödinger, we point to the possible gap between these two descriptions. Our main aim is to show that, although ontic entities may be unaccessible for observations, they can be useful for clarification of the physical nature of operational epistemic entities. We illustrate this thesis by the concrete example: starting with the concrete ontic model preceding quantum mechanics (the latter is treated as an epistemic model), namely, prequantum classical statistical field theory (PCSFT), we propose the natural physical interpretation for the basic quantum mechanical entity-the quantum state ("wave function"). The correspondence PCSFT ↦ QM is not straightforward, it couples the covariance operators of classical (prequantum) random fields with the quantum density operators. We use this correspondence to clarify the physical meaning of the pure quantum state and the superposition principle-by using the formalism of classical field correlations. In classical mechanics the phase space description can be considered as the ontic description, here states are given by points λ =(x , p) of phase space. The dynamics of the ontic state is given by the system of Hamiltonian equations.We can also consider probability distributions on the phase space (or equivalently random variables valued in it). We call them probabilistic ontic states. Dynamics of probabilistic ontic states is given by the Liouville equation.In classical physics we can (at least in principle) measure both the coordinate and momentum and hence ontic states can be treated as epistemic states as well (or it is better to say that here epistemic states can be treated as ontic states). Probabilistic ontic states represent probabilities for outcomes of joint measurement of position and momentum.However, this was a very special, although very important, example of description of physical phenomena. In general there are no reasons to expect that properties of ontic states are approachable through our measurements. There is a gap between ontic and epistemic descriptions, cf. also with 't Hooft [49,50] and G G. Groessing et al. [51]. In general the presence of such a gap also implies unapproachability of the probabilistic ontic states, i.e., probability distributions on the space of ontic states. De Broglie [28] called such probability distributions hidden probabilities and distinguished them sharply from probability distributions of measurements outcomes, see also Lochak [29]. (The latter distributions are described by the quantum formalism.)This ontic-epistemic approach based on the combination of two descriptive levels for natural phenomena is closely related to the old Bild conception which was originated in the works of Hertz. Later it was heavily explored by Schrödinger in the quantum domain, see, e.g., [8,11] for detailed analysis. According to Hertz one cannot expect to construct a complete theoretical model based explicitly on observable quantities. The complete theoretical model can contain quantities which are unapproachable for external measurement inspection. For example, Hertz by trying to create a mechanical model for Maxwell's electromagnetism invented hidden masses. The main distinguishing property of a theoretical model (in contrast to an observational model) is the continuity of description, i.e., the absence of gaps in description. From this viewpoint, the quantum mechanical description is not continuous: there is a gap between premeasurement dynamics and the measurement outcome. QM cannot say anything what happens in the process of measurement, this is the well known measurement problem of QM [32], cf. [52,53]. Continuity of description is closely related to causality. However, here we cannot go in more detail, see [8,11].The important question is about interrelation between two levels of description, ontic-epistemic (or theoretical-observational). In the introduction we have already cited Schrödinger who emphasized the possible complexity of this interrelation. In particular, in general there is no reason to expect a straightforward coupling of the form, cf. [9,10]:

Failure probability under parameter uncertainty.

PubMed

Gerrard, R; Tsanakas, A

2011-05-01

In many problems of risk analysis, failure is equivalent to the event of a random risk factor exceeding a given threshold. Failure probabilities can be controlled if a decisionmaker is able to set the threshold at an appropriate level. This abstract situation applies, for example, to environmental risks with infrastructure controls; to supply chain risks with inventory controls; and to insurance solvency risks with capital controls. However, uncertainty around the distribution of the risk factor implies that parameter error will be present and the measures taken to control failure probabilities may not be effective. We show that parameter uncertainty increases the probability (understood as expected frequency) of failures. For a large class of loss distributions, arising from increasing transformations of location-scale families (including the log-normal, Weibull, and Pareto distributions), the article shows that failure probabilities can be exactly calculated, as they are independent of the true (but unknown) parameters. Hence it is possible to obtain an explicit measure of the effect of parameter uncertainty on failure probability. Failure probability can be controlled in two different ways: (1) by reducing the nominal required failure probability, depending on the size of the available data set, and (2) by modifying of the distribution itself that is used to calculate the risk control. Approach (1) corresponds to a frequentist/regulatory view of probability, while approach (2) is consistent with a Bayesian/personalistic view. We furthermore show that the two approaches are consistent in achieving the required failure probability. Finally, we briefly discuss the effects of data pooling and its systemic risk implications. © 2010 Society for Risk Analysis.

Comparison of three-parameter probability distributions for representing annual extreme and partial duration precipitation series

NASA Astrophysics Data System (ADS)

Wilks, Daniel S.

1993-10-01

Performance of 8 three-parameter probability distributions for representing annual extreme and partial duration precipitation data at stations in the northeastern and southeastern United States is investigated. Particular attention is paid to fidelity on the right tail, through use of a bootstrap procedure simulating extrapolation on the right tail beyond the data. It is found that the beta-κ distribution best describes the extreme right tail of annual extreme series, and the beta-P distribution is best for the partial duration data. The conventionally employed two-parameter Gumbel distribution is found to substantially underestimate probabilities associated with the larger precipitation amounts for both annual extreme and partial duration data. Fitting the distributions using left-censored data did not result in improved fits to the right tail.

On the Possibility to Combine the Order Effect with Sequential Reproducibility for Quantum Measurements

NASA Astrophysics Data System (ADS)

Basieva, Irina; Khrennikov, Andrei

2015-10-01

In this paper we study the problem of a possibility to use quantum observables to describe a possible combination of the order effect with sequential reproducibility for quantum measurements. By the order effect we mean a dependence of probability distributions (of measurement results) on the order of measurements. We consider two types of the sequential reproducibility: adjacent reproducibility (A-A) (the standard perfect repeatability) and separated reproducibility(A-B-A). The first one is reproducibility with probability 1 of a result of measurement of some observable A measured twice, one A measurement after the other. The second one, A-B-A, is reproducibility with probability 1 of a result of A measurement when another quantum observable B is measured between two A's. Heuristically, it is clear that the second type of reproducibility is complementary to the order effect. We show that, surprisingly, this may not be the case. The order effect can coexist with a separated reproducibility as well as adjacent reproducibility for both observables A and B. However, the additional constraint in the form of separated reproducibility of the B-A-B type makes this coexistence impossible. The problem under consideration was motivated by attempts to apply the quantum formalism outside of physics, especially, in cognitive psychology and psychophysics. However, it is also important for foundations of quantum physics as a part of the problem about the structure of sequential quantum measurements.

Analysis of the cycle-to-cycle pressure distribution variations in dynamic stall

NASA Astrophysics Data System (ADS)

Harms, Tanner; Nikoueeyan, Pourya; Naughton, Jonathan

2017-11-01

Dynamic stall is an unsteady flow phenomenon observed on blades and wings that, despite decades of focused study, remains a challenging problem for rotorcraft and wind turbine applications. Traditionally, dynamic stall has been studied on pitch-oscillating airfoils by measuring the unsteady pressure distribution that is phase-averaged, by which the typical flow pattern may be observed and quantified. In cases where light to deep dynamic stall are observed, pressure distributions with high levels of variance are present in regions of separation. It was recently observed that, under certain conditions, this scatter may be the result of a two-state flow solution - as if there were a bifurcation in the unsteady pressure distribution behavior on the suction side of the airfoil. This is significant since phase-averaged dynamic stall data are often used to tune dynamic stall models and for validation of simulations of dynamic stall. In order to better understand this phenomenon, statistical analysis of the pressure data using probability density functions (PDFs) and other statistical approaches has been carried out for the SC 1094R8, DU97-W-300, and NACA 0015 airfoil geometries. This work uses airfoil data acquired under Army contract W911W60160C-0021, DOE Grant DE-SC0001261, and a gift from BP Alternative Energy North America, Inc.

Evidence for a mass-dependent AGN Eddington ratio distribution via the flat relationship between SFR and AGN luminosity

NASA Astrophysics Data System (ADS)

Bernhard, E.; Mullaney, J. R.; Aird, J.; Hickox, R. C.; Jones, M. L.; Stanley, F.; Grimmett, L. P.; Daddi, E.

2018-05-01

The lack of a strong correlation between AGN X-ray luminosity (LX; a proxy for AGN power) and the star formation rate (SFR) of their host galaxies has recently been attributed to stochastic AGN variability. Studies using population synthesis models have incorporated this by assuming a broad, universal (i.e. does not depend on the host galaxy properties) probability distribution for AGN specific X-ray luminosities (i.e. the ratio of LX to host stellar mass; a common proxy for Eddington ratio). However, recent studies have demonstrated that this universal Eddington ratio distribution fails to reproduce the observed X-ray luminosity functions beyond z ˜ 1.2. Furthermore, empirical studies have recently shown that the Eddington ratio distribution may instead depend upon host galaxy properties, such as SFR and/or stellar mass. To investigate this further, we develop a population synthesis model in which the Eddington ratio distribution is different for star-forming and quiescent host galaxies. We show that, although this model is able to reproduce the observed X-ray luminosity functions out to z ˜ 2, it fails to simultaneously reproduce the observed flat relationship between SFR and X-ray luminosity. We can solve this, however, by incorporating a mass dependency in the AGN Eddington ratio distribution for star-forming host galaxies. Overall, our models indicate that a relative suppression of low Eddington ratios (λEdd ≲ 0.1) in lower mass galaxies (M* ≲ 1010 - 11 M⊙) is required to reproduce both the observed X-ray luminosity functions and the observed flat SFR/X-ray relationship.

The estimation of tree posterior probabilities using conditional clade probability distributions.

PubMed

Larget, Bret

2013-07-01

In this article I introduce the idea of conditional independence of separated subtrees as a principle by which to estimate the posterior probability of trees using conditional clade probability distributions rather than simple sample relative frequencies. I describe an algorithm for these calculations and software which implements these ideas. I show that these alternative calculations are very similar to simple sample relative frequencies for high probability trees but are substantially more accurate for relatively low probability trees. The method allows the posterior probability of unsampled trees to be calculated when these trees contain only clades that are in other sampled trees. Furthermore, the method can be used to estimate the total probability of the set of sampled trees which provides a measure of the thoroughness of a posterior sample.

Probability Analysis of the Wave-Slamming Pressure Values of the Horizontal Deck with Elastic Support

NASA Astrophysics Data System (ADS)

Zuo, Weiguang; Liu, Ming; Fan, Tianhui; Wang, Pengtao

2018-06-01

This paper presents the probability distribution of the slamming pressure from an experimental study of regular wave slamming on an elastically supported horizontal deck. The time series of the slamming pressure during the wave impact were first obtained through statistical analyses on experimental data. The exceeding probability distribution of the maximum slamming pressure peak and distribution parameters were analyzed, and the results show that the exceeding probability distribution of the maximum slamming pressure peak accords with the three-parameter Weibull distribution. Furthermore, the range and relationships of the distribution parameters were studied. The sum of the location parameter D and the scale parameter L was approximately equal to 1.0, and the exceeding probability was more than 36.79% when the random peak was equal to the sample average during the wave impact. The variation of the distribution parameters and slamming pressure under different model conditions were comprehensively presented, and the parameter values of the Weibull distribution of wave-slamming pressure peaks were different due to different test models. The parameter values were found to decrease due to the increased stiffness of the elastic support. The damage criterion of the structure model caused by the wave impact was initially discussed, and the structure model was destroyed when the average slamming time was greater than a certain value during the duration of the wave impact. The conclusions of the experimental study were then described.

Informing disease models with temporal and spatial contact structure among GPS-collared individuals in wild populations.

PubMed

Williams, David M; Dechen Quinn, Amy C; Porter, William F

2014-01-01

Contacts between hosts are essential for transmission of many infectious agents. Understanding how contacts, and thus transmission rates, occur in space and time is critical to effectively responding to disease outbreaks in free-ranging animal populations. Contacts between animals in the wild are often difficult to observe or measure directly. Instead, one must infer contacts from metrics such as proximity in space and time. Our objective was to examine how contacts between white-tailed deer (Odocoileus virginianus) vary in space and among seasons. We used GPS movement data from 71 deer in central New York State to quantify potential direct contacts between deer and indirect overlap in space use across time and space. Daily probabilities of direct contact decreased from winter (0.05-0.14), to low levels post-parturition through summer (0.00-0.02), and increased during the rut to winter levels. The cumulative distribution for the spatial structure of direct and indirect contact probabilities around a hypothetical point of occurrence increased rapidly with distance for deer pairs separated by 1,000 m-7,000 m. Ninety-five percent of the probabilities of direct contact occurred among deer pairs within 8,500 m of one another, and 99% within 10,900 m. Probabilities of indirect contact accumulated across greater spatial extents: 95% at 11,900 m and 99% at 49,000 m. Contacts were spatially consistent across seasons, indicating that although contact rates differ seasonally, they occur proportionally across similar landscape extents. Distributions of contact probabilities across space can inform management decisions for assessing risk and allocating resources in response.

On the inequivalence of the CH and CHSH inequalities due to finite statistics

NASA Astrophysics Data System (ADS)

Renou, M. O.; Rosset, D.; Martin, A.; Gisin, N.

2017-06-01

Different variants of a Bell inequality, such as CHSH and CH, are known to be equivalent when evaluated on nonsignaling outcome probability distributions. However, in experimental setups, the outcome probability distributions are estimated using a finite number of samples. Therefore the nonsignaling conditions are only approximately satisfied and the robustness of the violation depends on the chosen inequality variant. We explain that phenomenon using the decomposition of the space of outcome probability distributions under the action of the symmetry group of the scenario, and propose a method to optimize the statistical robustness of a Bell inequality. In the process, we describe the finite group composed of relabeling of parties, measurement settings and outcomes, and identify correspondences between the irreducible representations of this group and properties of outcome probability distributions such as normalization, signaling or having uniform marginals.

Number distribution of emitted electrons by MeV H+ impact on carbon

NASA Astrophysics Data System (ADS)

Ogawa, H.; Koyanagi, Y.; Hongo, N.; Ishii, K.; Kaneko, T.

2017-09-01

The statistical distributions of the number of the forward- and backward-emitted secondary electrons (SE's) from a thin carbon foil have been measured in coincidence with foil-transmitted H+ ions of 0.5-3.0 MeV in every 0.5 MeV step. The measured SE energy spectra were fitted by assuming a Pólya distribution for the simultaneous n-SE emission probabilities. For our previous data with a couple of the carbon foils with different thicknesses, a similar analysis has been carried out. As a result, it was found that the measured spectra could be reproduced as well as by an analysis without placing any restriction on the emission probabilities both for the forward and backward SE emission. The obtained b-parameter of the Pólya distribution, which is a measure of the deviation from a Poisson distribution due to the cascade multiplication by high energy internal SE's, increases monotonically with the incident energy of proton beams. On the other hand, a clear foil-thickness dependence is not observed for the b-parameter. A theoretical model which could reproduced the magnitude of the b-parameter for the SE energy spectra obtained with thick Au, Cu and Al targets is found to overestimates our values for thin carbon foils significantly. Another model calculation is found to reproduce our b-values very well.

A non-stationary cost-benefit based bivariate extreme flood estimation approach

NASA Astrophysics Data System (ADS)

Qi, Wei; Liu, Junguo

2018-02-01

Cost-benefit analysis and flood frequency analysis have been integrated into a comprehensive framework to estimate cost effective design values. However, previous cost-benefit based extreme flood estimation is based on stationary assumptions and analyze dependent flood variables separately. A Non-Stationary Cost-Benefit based bivariate design flood estimation (NSCOBE) approach is developed in this study to investigate influence of non-stationarities in both the dependence of flood variables and the marginal distributions on extreme flood estimation. The dependence is modeled utilizing copula functions. Previous design flood selection criteria are not suitable for NSCOBE since they ignore time changing dependence of flood variables. Therefore, a risk calculation approach is proposed based on non-stationarities in both marginal probability distributions and copula functions. A case study with 54-year observed data is utilized to illustrate the application of NSCOBE. Results show NSCOBE can effectively integrate non-stationarities in both copula functions and marginal distributions into cost-benefit based design flood estimation. It is also found that there is a trade-off between maximum probability of exceedance calculated from copula functions and marginal distributions. This study for the first time provides a new approach towards a better understanding of influence of non-stationarities in both copula functions and marginal distributions on extreme flood estimation, and could be beneficial to cost-benefit based non-stationary bivariate design flood estimation across the world.

Confidence as Bayesian Probability: From Neural Origins to Behavior.

PubMed

Meyniel, Florent; Sigman, Mariano; Mainen, Zachary F

2015-10-07

Research on confidence spreads across several sub-fields of psychology and neuroscience. Here, we explore how a definition of confidence as Bayesian probability can unify these viewpoints. This computational view entails that there are distinct forms in which confidence is represented and used in the brain, including distributional confidence, pertaining to neural representations of probability distributions, and summary confidence, pertaining to scalar summaries of those distributions. Summary confidence is, normatively, derived or "read out" from distributional confidence. Neural implementations of readout will trade off optimality versus flexibility of routing across brain systems, allowing confidence to serve diverse cognitive functions. Copyright © 2015 Elsevier Inc. All rights reserved.

Exact probability distribution functions for Parrondo's games

NASA Astrophysics Data System (ADS)

Zadourian, Rubina; Saakian, David B.; Klümper, Andreas

2016-12-01

We study the discrete time dynamics of Brownian ratchet models and Parrondo's games. Using the Fourier transform, we calculate the exact probability distribution functions for both the capital dependent and history dependent Parrondo's games. In certain cases we find strong oscillations near the maximum of the probability distribution with two limiting distributions for odd and even number of rounds of the game. Indications of such oscillations first appeared in the analysis of real financial data, but now we have found this phenomenon in model systems and a theoretical understanding of the phenomenon. The method of our work can be applied to Brownian ratchets, molecular motors, and portfolio optimization.

Exact probability distribution functions for Parrondo's games.

PubMed

Zadourian, Rubina; Saakian, David B; Klümper, Andreas

2016-12-01

We study the discrete time dynamics of Brownian ratchet models and Parrondo's games. Using the Fourier transform, we calculate the exact probability distribution functions for both the capital dependent and history dependent Parrondo's games. In certain cases we find strong oscillations near the maximum of the probability distribution with two limiting distributions for odd and even number of rounds of the game. Indications of such oscillations first appeared in the analysis of real financial data, but now we have found this phenomenon in model systems and a theoretical understanding of the phenomenon. The method of our work can be applied to Brownian ratchets, molecular motors, and portfolio optimization.

Nested Sampling for Bayesian Model Comparison in the Context of Salmonella Disease Dynamics

PubMed Central

Dybowski, Richard; McKinley, Trevelyan J.; Mastroeni, Pietro; Restif, Olivier

2013-01-01

Understanding the mechanisms underlying the observed dynamics of complex biological systems requires the statistical assessment and comparison of multiple alternative models. Although this has traditionally been done using maximum likelihood-based methods such as Akaike's Information Criterion (AIC), Bayesian methods have gained in popularity because they provide more informative output in the form of posterior probability distributions. However, comparison between multiple models in a Bayesian framework is made difficult by the computational cost of numerical integration over large parameter spaces. A new, efficient method for the computation of posterior probabilities has recently been proposed and applied to complex problems from the physical sciences. Here we demonstrate how nested sampling can be used for inference and model comparison in biological sciences. We present a reanalysis of data from experimental infection of mice with Salmonella enterica showing the distribution of bacteria in liver cells. In addition to confirming the main finding of the original analysis, which relied on AIC, our approach provides: (a) integration across the parameter space, (b) estimation of the posterior parameter distributions (with visualisations of parameter correlations), and (c) estimation of the posterior predictive distributions for goodness-of-fit assessments of the models. The goodness-of-fit results suggest that alternative mechanistic models and a relaxation of the quasi-stationary assumption should be considered. PMID:24376528

Crater topography on Titan: implications for landscape evolution

USGS Publications Warehouse

Neish, Catherine D.; Kirk, R.L.; Lorenz, R.D.; Bray, V.J.; Schenk, P.; Stiles, B.W.; Turtle, E.; Mitchell, Ken; Hayes, A.

2013-01-01

We present a comprehensive review of available crater topography measurements for Saturn’s moon Titan. In general, the depths of Titan’s craters are within the range of depths observed for similarly sized fresh craters on Ganymede, but several hundreds of meters shallower than Ganymede’s average depth vs. diameter trend. Depth-to-diameter ratios are between 0.0012 ± 0.0003 (for the largest crater studied, Menrva, D ~ 425 km) and 0.017 ± 0.004 (for the smallest crater studied, Ksa, D ~ 39 km). When we evaluate the Anderson–Darling goodness-of-fit parameter, we find that there is less than a 10% probability that Titan’s craters have a current depth distribution that is consistent with the depth distribution of fresh craters on Ganymede. There is, however, a much higher probability that the relative depths are uniformly distributed between 0 (fresh) and 1 (completely infilled). This distribution is consistent with an infilling process that is relatively constant with time, such as aeolian deposition. Assuming that Ganymede represents a close ‘airless’ analogue to Titan, the difference in depths represents the first quantitative measure of the amount of modification that has shaped Titan’s surface, the only body in the outer Solar System with extensive surface–atmosphere exchange.

A Statistical Treatment of Bioassay Pour Fractions

NASA Technical Reports Server (NTRS)

Barengoltz, Jack; Hughes, David W.

2014-01-01

The binomial probability distribution is used to treat the statistics of a microbiological sample that is split into two parts, with only one part evaluated for spore count. One wishes to estimate the total number of spores in the sample based on the counts obtained from the part that is evaluated (pour fraction). Formally, the binomial distribution is recharacterized as a function of the observed counts (successes), with the total number (trials) an unknown. The pour fraction is the probability of success per spore (trial). This distribution must be renormalized in terms of the total number. Finally, the new renormalized distribution is integrated and mathematically inverted to yield the maximum estimate of the total number as a function of a desired level of confidence ( P(

OBSERVATION OF TeV GAMMA RAYS FROM THE FERMI BRIGHT GALACTIC SOURCES WITH THE TIBET AIR SHOWER ARRAY

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

Amenomori, M.; Bi, X. J.; Ding, L. K.

2010-01-20

Using the Tibet-III air shower array, we search for TeV {gamma}-rays from 27 potential Galactic sources in the early list of bright sources obtained by the Fermi Large Area Telescope at energies above 100 MeV. Among them, we observe seven sources instead of the expected 0.61 sources at a significance of 2{sigma} or more excess. The chance probability from Poisson statistics would be estimated to be 3.8 x 10{sup -6}. If the excess distribution observed by the Tibet-III array has a density gradient toward the Galactic plane, the expected number of sources may be enhanced in chance association. Then, themore » chance probability rises slightly, to 1.2 x 10{sup -5}, based on a simple Monte Carlo simulation. These low chance probabilities clearly show that the Fermi bright Galactic sources have statistically significant correlations with TeV {gamma}-ray excesses. We also find that all seven sources are associated with pulsars, and six of them are coincident with sources detected by the Milagro experiment at a significance of 3{sigma} or more at the representative energy of 35 TeV. The significance maps observed by the Tibet-III air shower array around the Fermi sources, which are coincident with the Milagro {>=}3{sigma} sources, are consistent with the Milagro observations. This is the first result of the northern sky survey of the Fermi bright Galactic sources in the TeV region.« less

MODIS Cloud Products Derived from Terra and Aqua During CRYSTAL-FACE

NASA Technical Reports Server (NTRS)

King, Michael D.; Platnick, S.; Riedi, J. C.; Ackerman, S. A.; Menzel, W. P.

2003-01-01

The Moderate Resolution Imaging Spectroradiometer (MODIS), developed as part of the Earth Observing System (EOS) and launched on Terra in December 1999 and Aqua in May 2002, is designed to meet the scientific needs for satellite remote sensing of clouds, aerosols, water vapor, and land and ocean surface properties. During the CRYSTAL-FACE experiment, numerous aircraft coordinated both in situ and remote sensing observations with the Terra and Aqua spacecraft. In this paper we will emphasize the optical, microphysical, and physical properties of both liquid water and ice clouds obtained from an analysis of the satellite observations over Florida and the Gulf of Mexico during July 2002. We will present the frequency distribution of liquid water and ice cloud microphysical properties throughout the region, separating the results over land and ocean. Probability distributions of effective radius and cloud optical thickness will also be shown.

Sojourning with the Homogeneous Poisson Process.

PubMed

Liu, Piaomu; Peña, Edsel A

2016-01-01

In this pedagogical article, distributional properties, some surprising, pertaining to the homogeneous Poisson process (HPP), when observed over a possibly random window, are presented. Properties of the gap-time that covered the termination time and the correlations among gap-times of the observed events are obtained. Inference procedures, such as estimation and model validation, based on event occurrence data over the observation window, are also presented. We envision that through the results in this paper, a better appreciation of the subtleties involved in the modeling and analysis of recurrent events data will ensue, since the HPP is arguably one of the simplest among recurrent event models. In addition, the use of the theorem of total probability, Bayes theorem, the iterated rules of expectation, variance and covariance, and the renewal equation could be illustrative when teaching distribution theory, mathematical statistics, and stochastic processes at both the undergraduate and graduate levels. This article is targeted towards both instructors and students.

High energy gamma ray results from the second small astronomy satellite

NASA Technical Reports Server (NTRS)

Fichtel, C. E.; Hartman, R. C.; Kniffen, D. A.; Thompson, D. J.; Bignami, G. F.; Oegelman, H.; Oezel, M. F.; Tuemer, T.

1974-01-01

A high energy (35 MeV) gamma ray telescope employing a thirty-two level magnetic core spark chamber system was flown on SAS 2. The high energy galactic gamma radiation is observed to dominate over the general diffuse radiation along the entire galactic plane, and when examined in detail, the longitudinal and latitudinal distribution seem generally correlated with galactic structural features, particularly with arm segments. The general high energy gamma radiation from the galactic plane, explained on the basis of its angular distribution and magnitude, probably results primarily from cosmic ray interactions with interstellar matter.

What Can Quantum Optics Say about Computational Complexity Theory?

NASA Astrophysics Data System (ADS)

Rahimi-Keshari, Saleh; Lund, Austin P.; Ralph, Timothy C.

2015-02-01

Considering the problem of sampling from the output photon-counting probability distribution of a linear-optical network for input Gaussian states, we obtain results that are of interest from both quantum theory and the computational complexity theory point of view. We derive a general formula for calculating the output probabilities, and by considering input thermal states, we show that the output probabilities are proportional to permanents of positive-semidefinite Hermitian matrices. It is believed that approximating permanents of complex matrices in general is a #P-hard problem. However, we show that these permanents can be approximated with an algorithm in the BPPNP complexity class, as there exists an efficient classical algorithm for sampling from the output probability distribution. We further consider input squeezed-vacuum states and discuss the complexity of sampling from the probability distribution at the output.

Sensitivity Analysis of Expected Wind Extremes over the Northwestern Sahara and High Atlas Region.

NASA Astrophysics Data System (ADS)

Garcia-Bustamante, E.; González-Rouco, F. J.; Navarro, J.

2017-12-01

A robust statistical framework in the scientific literature allows for the estimation of probabilities of occurrence of severe wind speeds and wind gusts, but does not prevent however from large uncertainties associated with the particular numerical estimates. An analysis of such uncertainties is thus required. A large portion of this uncertainty arises from the fact that historical observations are inherently shorter that the timescales of interest for the analysis of return periods. Additional uncertainties stem from the different choices of probability distributions and other aspects related to methodological issues or physical processes involved. The present study is focused on historical observations over the Ouarzazate Valley (Morocco) and in a high-resolution regional simulation of the wind in the area of interest. The aim is to provide extreme wind speed and wind gust return values and confidence ranges based on a systematic sampling of the uncertainty space for return periods up to 120 years.

Meteorite falls in China and some related human casualty events

NASA Technical Reports Server (NTRS)

Yau, Kevin; Weissman, Paul; Yeomans, Donald

1994-01-01

Statistics of witnessed and recovered meteorite falls found in Chinese historical texts for the period from 700 B.C. to A.D. 1920 are presented. Several notable features can be seen in the binned distribution as a function of time. An apparent decrease in the number of meteorite reports in the 18th century is observed. An excess of observed meteorite falls in the period from 1840 to 1880 seems to correspond to a similar excess in European data. A chi sq probability test suggest that the association between the two data sets are real. Records of human casualities and structural damage resulting from meteorite falls are also given. A calculation based on the number of casualty events in the Chinese meteorite records suggests that the probability of a meteroite striking a human is far greater than previous estimates. However, it is difficult to verify the accuracy of the reported casualty events.

Rapidity window dependences of higher order cumulants and diffusion master equation

NASA Astrophysics Data System (ADS)

Kitazawa, Masakiyo

2015-10-01

We study the rapidity window dependences of higher order cumulants of conserved charges observed in relativistic heavy ion collisions. The time evolution and the rapidity window dependence of the non-Gaussian fluctuations are described by the diffusion master equation. Analytic formulas for the time evolution of cumulants in a rapidity window are obtained for arbitrary initial conditions. We discuss that the rapidity window dependences of the non-Gaussian cumulants have characteristic structures reflecting the non-equilibrium property of fluctuations, which can be observed in relativistic heavy ion collisions with the present detectors. It is argued that various information on the thermal and transport properties of the hot medium can be revealed experimentally by the study of the rapidity window dependences, especially by the combined use, of the higher order cumulants. Formulas of higher order cumulants for a probability distribution composed of sub-probabilities, which are useful for various studies of non-Gaussian cumulants, are also presented.

Fermi's paradox, extraterrestrial life and the future of humanity: a Bayesian analysis

NASA Astrophysics Data System (ADS)

Verendel, Vilhelm; Häggström, Olle

2017-01-01

The Great Filter interpretation of Fermi's great silence asserts that Npq is not a very large number, where N is the number of potentially life-supporting planets in the observable universe, p is the probability that a randomly chosen such planet develops intelligent life to the level of present-day human civilization, and q is the conditional probability that it then goes on to develop a technological supercivilization visible all over the observable universe. Evidence suggests that N is huge, which implies that pq is very small. Hanson (1998) and Bostrom (2008) have argued that the discovery of extraterrestrial life would point towards p not being small and therefore a very small q, which can be seen as bad news for humanity's prospects of colonizing the universe. Here we investigate whether a Bayesian analysis supports their argument, and the answer turns out to depend critically on the choice of prior distribution.

Measurements of gas hydrate formation probability distributions on a quasi-free water droplet

NASA Astrophysics Data System (ADS)

Maeda, Nobuo

2014-06-01

A High Pressure Automated Lag Time Apparatus (HP-ALTA) can measure gas hydrate formation probability distributions from water in a glass sample cell. In an HP-ALTA gas hydrate formation originates near the edges of the sample cell and gas hydrate films subsequently grow across the water-guest gas interface. It would ideally be desirable to be able to measure gas hydrate formation probability distributions of a single water droplet or mist that is freely levitating in a guest gas, but this is technically challenging. The next best option is to let a water droplet sit on top of a denser, immiscible, inert, and wall-wetting hydrophobic liquid to avoid contact of a water droplet with the solid walls. Here we report the development of a second generation HP-ALTA which can measure gas hydrate formation probability distributions of a water droplet which sits on a perfluorocarbon oil in a container that is coated with 1H,1H,2H,2H-Perfluorodecyltriethoxysilane. It was found that the gas hydrate formation probability distributions of such a quasi-free water droplet were significantly lower than those of water in a glass sample cell.

Interpreting observational studies: why empirical calibration is needed to correct p-values

PubMed Central

Schuemie, Martijn J; Ryan, Patrick B; DuMouchel, William; Suchard, Marc A; Madigan, David

2014-01-01

Often the literature makes assertions of medical product effects on the basis of ‘ p < 0.05’. The underlying premise is that at this threshold, there is only a 5% probability that the observed effect would be seen by chance when in reality there is no effect. In observational studies, much more than in randomized trials, bias and confounding may undermine this premise. To test this premise, we selected three exemplar drug safety studies from literature, representing a case–control, a cohort, and a self-controlled case series design. We attempted to replicate these studies as best we could for the drugs studied in the original articles. Next, we applied the same three designs to sets of negative controls: drugs that are not believed to cause the outcome of interest. We observed how often p < 0.05 when the null hypothesis is true, and we fitted distributions to the effect estimates. Using these distributions, we compute calibrated p-values that reflect the probability of observing the effect estimate under the null hypothesis, taking both random and systematic error into account. An automated analysis of scientific literature was performed to evaluate the potential impact of such a calibration. Our experiment provides evidence that the majority of observational studies would declare statistical significance when no effect is present. Empirical calibration was found to reduce spurious results to the desired 5% level. Applying these adjustments to literature suggests that at least 54% of findings with p < 0.05 are not actually statistically significant and should be reevaluated. © 2013 The Authors. Statistics in Medicine published by John Wiley & Sons Ltd. PMID:23900808

Nuclear risk analysis of the Ulysses mission

NASA Astrophysics Data System (ADS)

Bartram, Bart W.; Vaughan, Frank R.; Englehart, Richard W.

An account is given of the method used to quantify the risks accruing to the use of a radioisotope thermoelectric generator fueled by Pu-238 dioxide aboard the Space Shuttle-launched Ulysses mission. After using a Monte Carlo technique to develop probability distributions for the radiological consequences of a range of accident scenarios throughout the mission, factors affecting those consequences are identified in conjunction with their probability distributions. The functional relationship among all the factors is then established, and probability distributions for all factor effects are combined by means of a Monte Carlo technique.

Quantum States and Generalized Observables: A Simple Proof of Gleason's Theorem

NASA Astrophysics Data System (ADS)

Busch, P.

2003-09-01

A quantum state can be understood in a loose sense as a map that assigns a value to every observable. Formalizing this characterization of states in terms of generalized probability distributions on the set of effects, we obtain a simple proof of the result, analogous to Gleason’s theorem, that any quantum state is given by a density operator. As a corollary we obtain a vonNeumann type argument against noncontextual hidden variables. It follows that on an individual interpretation of quantum mechanics the values of effects are appropriately understood as propensities.

Score distributions of gapped multiple sequence alignments down to the low-probability tail

NASA Astrophysics Data System (ADS)

Fieth, Pascal; Hartmann, Alexander K.

2016-08-01

Assessing the significance of alignment scores of optimally aligned DNA or amino acid sequences can be achieved via the knowledge of the score distribution of random sequences. But this requires obtaining the distribution in the biologically relevant high-scoring region, where the probabilities are exponentially small. For gapless local alignments of infinitely long sequences this distribution is known analytically to follow a Gumbel distribution. Distributions for gapped local alignments and global alignments of finite lengths can only be obtained numerically. To obtain result for the small-probability region, specific statistical mechanics-based rare-event algorithms can be applied. In previous studies, this was achieved for pairwise alignments. They showed that, contrary to results from previous simple sampling studies, strong deviations from the Gumbel distribution occur in case of finite sequence lengths. Here we extend the studies to multiple sequence alignments with gaps, which are much more relevant for practical applications in molecular biology. We study the distributions of scores over a large range of the support, reaching probabilities as small as 10-160, for global and local (sum-of-pair scores) multiple alignments. We find that even after suitable rescaling, eliminating the sequence-length dependence, the distributions for multiple alignment differ from the pairwise alignment case. Furthermore, we also show that the previously discussed Gaussian correction to the Gumbel distribution needs to be refined, also for the case of pairwise alignments.

An application of the Krylov-FSP-SSA method to parameter fitting with maximum likelihood

NASA Astrophysics Data System (ADS)

Dinh, Khanh N.; Sidje, Roger B.

2017-12-01

Monte Carlo methods such as the stochastic simulation algorithm (SSA) have traditionally been employed in gene regulation problems. However, there has been increasing interest to directly obtain the probability distribution of the molecules involved by solving the chemical master equation (CME). This requires addressing the curse of dimensionality that is inherent in most gene regulation problems. The finite state projection (FSP) seeks to address the challenge and there have been variants that further reduce the size of the projection or that accelerate the resulting matrix exponential. The Krylov-FSP-SSA variant has proved numerically efficient by combining, on one hand, the SSA to adaptively drive the FSP, and on the other hand, adaptive Krylov techniques to evaluate the matrix exponential. Here we apply this Krylov-FSP-SSA to a mutual inhibitory gene network synthetically engineered in Saccharomyces cerevisiae, in which bimodality arises. We show numerically that the approach can efficiently approximate the transient probability distribution, and this has important implications for parameter fitting, where the CME has to be solved for many different parameter sets. The fitting scheme amounts to an optimization problem of finding the parameter set so that the transient probability distributions fit the observations with maximum likelihood. We compare five optimization schemes for this difficult problem, thereby providing further insights into this approach of parameter estimation that is often applied to models in systems biology where there is a need to calibrate free parameters. Work supported by NSF grant DMS-1320849.

Extinction probabilities and stationary distributions of mobile genetic elements in prokaryotes: The birth-death-diversification model.

PubMed

Drakos, Nicole E; Wahl, Lindi M

2015-12-01

Theoretical approaches are essential to our understanding of the complex dynamics of mobile genetic elements (MGEs) within genomes. Recently, the birth-death-diversification model was developed to describe the dynamics of mobile promoters (MPs), a particular class of MGEs in prokaryotes. A unique feature of this model is that genetic diversification of elements was included. To explore the implications of diversification on the longterm fate of MGE lineages, in this contribution we analyze the extinction probabilities, extinction times and equilibrium solutions of the birth-death-diversification model. We find that diversification increases both the survival and growth rate of MGE families, but the strength of this effect depends on the rate of horizontal gene transfer (HGT). We also find that the distribution of MGE families per genome is not necessarily monotonically decreasing, as observed for MPs, but may have a peak in the distribution that is related to the HGT rate. For MPs specifically, we find that new families have a high extinction probability, and predict that the number of MPs is increasing, albeit at a very slow rate. Additionally, we develop an extension of the birth-death-diversification model which allows MGEs in different regions of the genome, for example coding and non-coding, to be described by different rates. This extension may offer a potential explanation as to why the majority of MPs are located in non-promoter regions of the genome. Copyright © 2015 Elsevier Inc. All rights reserved.

Partitioning into hazard subregions for regional peaks-over-threshold modeling of heavy precipitation

NASA Astrophysics Data System (ADS)

Carreau, J.; Naveau, P.; Neppel, L.

2017-05-01

The French Mediterranean is subject to intense precipitation events occurring mostly in autumn. These can potentially cause flash floods, the main natural danger in the area. The distribution of these events follows specific spatial patterns, i.e., some sites are more likely to be affected than others. The peaks-over-threshold approach consists in modeling extremes, such as heavy precipitation, by the generalized Pareto (GP) distribution. The shape parameter of the GP controls the probability of extreme events and can be related to the hazard level of a given site. When interpolating across a region, the shape parameter should reproduce the observed spatial patterns of the probability of heavy precipitation. However, the shape parameter estimators have high uncertainty which might hide the underlying spatial variability. As a compromise, we choose to let the shape parameter vary in a moderate fashion. More precisely, we assume that the region of interest can be partitioned into subregions with constant hazard level. We formalize the model as a conditional mixture of GP distributions. We develop a two-step inference strategy based on probability weighted moments and put forward a cross-validation procedure to select the number of subregions. A synthetic data study reveals that the inference strategy is consistent and not very sensitive to the selected number of subregions. An application on daily precipitation data from the French Mediterranean shows that the conditional mixture of GPs outperforms two interpolation approaches (with constant or smoothly varying shape parameter).

Comparing hard and soft prior bounds in geophysical inverse problems

NASA Technical Reports Server (NTRS)

Backus, George E.

1988-01-01

In linear inversion of a finite-dimensional data vector y to estimate a finite-dimensional prediction vector z, prior information about X sub E is essential if y is to supply useful limits for z. The one exception occurs when all the prediction functionals are linear combinations of the data functionals. Two forms of prior information are compared: a soft bound on X sub E is a probability distribution p sub x on X which describes the observer's opinion about where X sub E is likely to be in X; a hard bound on X sub E is an inequality Q sub x(X sub E, X sub E) is equal to or less than 1, where Q sub x is a positive definite quadratic form on X. A hard bound Q sub x can be softened to many different probability distributions p sub x, but all these p sub x's carry much new information about X sub E which is absent from Q sub x, and some information which contradicts Q sub x. Both stochastic inversion (SI) and Bayesian inference (BI) estimate z from y and a soft prior bound p sub x. If that probability distribution was obtained by softening a hard prior bound Q sub x, rather than by objective statistical inference independent of y, then p sub x contains so much unsupported new information absent from Q sub x that conclusions about z obtained with SI or BI would seen to be suspect.

Comparing hard and soft prior bounds in geophysical inverse problems

NASA Technical Reports Server (NTRS)

Backus, George E.

1987-01-01

In linear inversion of a finite-dimensional data vector y to estimate a finite-dimensional prediction vector z, prior information about X sub E is essential if y is to supply useful limits for z. The one exception occurs when all the prediction functionals are linear combinations of the data functionals. Two forms of prior information are compared: a soft bound on X sub E is a probability distribution p sub x on X which describeds the observer's opinion about where X sub E is likely to be in X; a hard bound on X sub E is an inequality Q sub x(X sub E, X sub E) is equal to or less than 1, where Q sub x is a positive definite quadratic form on X. A hard bound Q sub x can be softened to many different probability distributions p sub x, but all these p sub x's carry much new information about X sub E which is absent from Q sub x, and some information which contradicts Q sub x. Both stochastic inversion (SI) and Bayesian inference (BI) estimate z from y and a soft prior bound p sub x. If that probability distribution was obtained by softening a hard prior bound Q sub x, rather than by objective statistical inference independent of y, then p sub x contains so much unsupported new information absent from Q sub x that conclusions about z obtained with SI or BI would seen to be suspect.

Site occupancy models with heterogeneous detection probabilities

USGS Publications Warehouse

Royle, J. Andrew

2006-01-01

Models for estimating the probability of occurrence of a species in the presence of imperfect detection are important in many ecological disciplines. In these ?site occupancy? models, the possibility of heterogeneity in detection probabilities among sites must be considered because variation in abundance (and other factors) among sampled sites induces variation in detection probability (p). In this article, I develop occurrence probability models that allow for heterogeneous detection probabilities by considering several common classes of mixture distributions for p. For any mixing distribution, the likelihood has the general form of a zero-inflated binomial mixture for which inference based upon integrated likelihood is straightforward. A recent paper by Link (2003, Biometrics 59, 1123?1130) demonstrates that in closed population models used for estimating population size, different classes of mixture distributions are indistinguishable from data, yet can produce very different inferences about population size. I demonstrate that this problem can also arise in models for estimating site occupancy in the presence of heterogeneous detection probabilities. The implications of this are discussed in the context of an application to avian survey data and the development of animal monitoring programs.

Suboptimal Decision Criteria Are Predicted by Subjectively Weighted Probabilities and Rewards

PubMed Central

Ackermann, John F.; Landy, Michael S.

2014-01-01

Subjects performed a visual detection task in which the probability of target occurrence at each of the two possible locations, and the rewards for correct responses for each, were varied across conditions. To maximize monetary gain, observers should bias their responses, choosing one location more often than the other in line with the varied probabilities and rewards. Typically, and in our task, observers do not bias their responses to the extent they should, and instead distribute their responses more evenly across locations, a phenomenon referred to as ‘conservatism.’ We investigated several hypotheses regarding the source of the conservatism. We measured utility and probability weighting functions under Prospect Theory for each subject in an independent economic choice task and used the weighting-function parameters to calculate each subject’s subjective utility (SU(c)) as a function of the criterion c, and the corresponding weighted optimal criteria (wcopt). Subjects’ criteria were not close to optimal relative to wcopt. The slope of SU (c) and of expected gain EG(c) at the neutral criterion corresponding to β = 1 were both predictive of subjects’ criteria. The slope of SU(c) was a better predictor of observers’ decision criteria overall. Thus, rather than behaving optimally, subjects move their criterion away from the neutral criterion by estimating how much they stand to gain by such a change based on the slope of subjective gain as a function of criterion, using inherently distorted probabilities and values. PMID:25366822

Does probability of occurrence relate to population dynamics?

USGS Publications Warehouse

Thuiller, Wilfried; Münkemüller, Tamara; Schiffers, Katja H.; Georges, Damien; Dullinger, Stefan; Eckhart, Vincent M.; Edwards, Thomas C.; Gravel, Dominique; Kunstler, Georges; Merow, Cory; Moore, Kara; Piedallu, Christian; Vissault, Steve; Zimmermann, Niklaus E.; Zurell, Damaris; Schurr, Frank M.

2014-01-01

Hutchinson defined species' realized niche as the set of environmental conditions in which populations can persist in the presence of competitors. In terms of demography, the realized niche corresponds to the environments where the intrinsic growth rate (r) of populations is positive. Observed species occurrences should reflect the realized niche when additional processes like dispersal and local extinction lags do not have overwhelming effects. Despite the foundational nature of these ideas, quantitative assessments of the relationship between range-wide demographic performance and occurrence probability have not been made. This assessment is needed both to improve our conceptual understanding of species' niches and ranges and to develop reliable mechanistic models of species geographic distributions that incorporate demography and species interactions.The objective of this study is to analyse how demographic parameters (intrinsic growth rate r and carrying capacity K ) and population density (N ) relate to occurrence probability (Pocc ). We hypothesized that these relationships vary with species' competitive ability. Demographic parameters, density, and occurrence probability were estimated for 108 tree species from four temperate forest inventory surveys (Québec, western USA, France and Switzerland). We used published information of shade tolerance as indicators of light competition strategy, assuming that high tolerance denotes high competitive capacity in stable forest environments.Interestingly, relationships between demographic parameters and occurrence probability did not vary substantially across degrees of shade tolerance and regions. Although they were influenced by the uncertainty in the estimation of the demographic parameters, we found that r was generally negatively correlated with Pocc, while N, and for most regions K, was generally positively correlated with Pocc. Thus, in temperate forest trees the regions of highest occurrence probability are those with high densities but slow intrinsic population growth rates. The uncertain relationships between demography and occurrence probability suggests caution when linking species distribution and demographic models.

Spectra of conditionalization and typicality in the multiverse

NASA Astrophysics Data System (ADS)

Azhar, Feraz

2016-02-01

An approach to testing theories describing a multiverse, that has gained interest of late, involves comparing theory-generated probability distributions over observables with their experimentally measured values. It is likely that such distributions, were we indeed able to calculate them unambiguously, will assign low probabilities to any such experimental measurements. An alternative to thereby rejecting these theories, is to conditionalize the distributions involved by restricting attention to domains of the multiverse in which we might arise. In order to elicit a crisp prediction, however, one needs to make a further assumption about how typical we are of the chosen domains. In this paper, we investigate interactions between the spectra of available assumptions regarding both conditionalization and typicality, and draw out the effects of these interactions in a concrete setting; namely, on predictions of the total number of species that contribute significantly to dark matter. In particular, for each conditionalization scheme studied, we analyze how correlations between densities of different dark matter species affect the prediction, and explicate the effects of assumptions regarding typicality. We find that the effects of correlations can depend on the conditionalization scheme, and that in each case atypicality can significantly change the prediction. In doing so, we demonstrate the existence of overlaps in the predictions of different "frameworks" consisting of conjunctions of theory, conditionalization scheme and typicality assumption. This conclusion highlights the acute challenges involved in using such tests to identify a preferred framework that aims to describe our observational situation in a multiverse.

Geostatistics and Bayesian updating for transmissivity estimation in a multiaquifer system in Manitoba, Canada.

PubMed

Kennedy, Paula L; Woodbury, Allan D

2002-01-01

In ground water flow and transport modeling, the heterogeneous nature of porous media has a considerable effect on the resulting flow and solute transport. Some method of generating the heterogeneous field from a limited dataset of uncertain measurements is required. Bayesian updating is one method that interpolates from an uncertain dataset using the statistics of the underlying probability distribution function. In this paper, Bayesian updating was used to determine the heterogeneous natural log transmissivity field for a carbonate and a sandstone aquifer in southern Manitoba. It was determined that the transmissivity in m2/sec followed a natural log normal distribution for both aquifers with a mean of -7.2 and - 8.0 for the carbonate and sandstone aquifers, respectively. The variograms were calculated using an estimator developed by Li and Lake (1994). Fractal nature was not evident in the variogram from either aquifer. The Bayesian updating heterogeneous field provided good results even in cases where little data was available. A large transmissivity zone in the sandstone aquifer was created by the Bayesian procedure, which is not a reflection of any deterministic consideration, but is a natural outcome of updating a prior probability distribution function with observations. The statistical model returns a result that is very reasonable; that is homogeneous in regions where little or no information is available to alter an initial state. No long range correlation trends or fractal behavior of the log-transmissivity field was observed in either aquifer over a distance of about 300 km.

A method to estimate stellar ages from kinematical data

NASA Astrophysics Data System (ADS)

Almeida-Fernandes, F.; Rocha-Pinto, H. J.

2018-05-01

We present a method to build a probability density function (PDF) for the age of a star based on its peculiar velocities U, V, and W and its orbital eccentricity. The sample used in this work comes from the Geneva-Copenhagen Survey (GCS) that contains the spatial velocities, orbital eccentricities, and isochronal ages for about 14 000 stars. Using the GCS stars, we fitted the parameters that describe the relations between the distributions of kinematical properties and age. This parametrization allows us to obtain an age probability from the kinematical data. From this age PDF, we estimate an individual average age for the star using the most likely age and the expected age. We have obtained the stellar age PDF for the age of 9102 stars from the GCS and have shown that the distribution of individual ages derived from our method is in good agreement with the distribution of isochronal ages. We also observe a decline in the mean metallicity with our ages for stars younger than 7 Gyr, similar to the one observed for isochronal ages. This method can be useful for the estimation of rough stellar ages for those stars that fall in areas of the Hertzsprung-Russell diagram where isochrones are tightly crowded. As an example of this method, we estimate the age of Trappist-1, which is a M8V star, obtaining the age of t(UVW) = 12.50(+0.29 - 6.23) Gyr.

Implementation of the Iterative Proportion Fitting Algorithm for Geostatistical Facies Modeling

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

Li Yupeng, E-mail: yupeng@ualberta.ca; Deutsch, Clayton V.

2012-06-15

In geostatistics, most stochastic algorithm for simulation of categorical variables such as facies or rock types require a conditional probability distribution. The multivariate probability distribution of all the grouped locations including the unsampled location permits calculation of the conditional probability directly based on its definition. In this article, the iterative proportion fitting (IPF) algorithm is implemented to infer this multivariate probability. Using the IPF algorithm, the multivariate probability is obtained by iterative modification to an initial estimated multivariate probability using lower order bivariate probabilities as constraints. The imposed bivariate marginal probabilities are inferred from profiles along drill holes or wells.more » In the IPF process, a sparse matrix is used to calculate the marginal probabilities from the multivariate probability, which makes the iterative fitting more tractable and practical. This algorithm can be extended to higher order marginal probability constraints as used in multiple point statistics. The theoretical framework is developed and illustrated with estimation and simulation example.« less

Relating Convective and Stratiform Rain to Latent Heating

NASA Technical Reports Server (NTRS)

Tao, Wei-Kuo; Lang, Stephen; Zeng, Xiping; Shige, Shoichi; Takayabu, Yukari

2010-01-01

The relationship among surface rainfall, its intensity, and its associated stratiform amount is established by examining observed precipitation data from the Tropical Rainfall Measuring Mission (TRMM) Precipitation Radar (PR). The results show that for moderate-high stratiform fractions, rain probabilities are strongly skewed toward light rain intensities. For convective-type rain, the peak probability of occurrence shifts to higher intensities but is still significantly skewed toward weaker rain rates. The main differences between the distributions for oceanic and continental rain are for heavily convective rain. The peak occurrence, as well as the tail of the distribution containing the extreme events, is shifted to higher intensities for continental rain. For rainy areas sampled at 0.58 horizontal resolution, the occurrence of conditional rain rates over 100 mm/day is significantly higher over land. Distributions of rain intensity versus stratiform fraction for simulated precipitation data obtained from cloud-resolving model (CRM) simulations are quite similar to those from the satellite, providing a basis for mapping simulated cloud quantities to the satellite observations. An improved convective-stratiform heating (CSH) algorithm is developed based on two sources of information: gridded rainfall quantities (i.e., the conditional intensity and the stratiform fraction) observed from the TRMM PR and synthetic cloud process data (i.e., latent heating, eddy heat flux convergence, and radiative heating/cooling) obtained from CRM simulations of convective cloud systems. The new CSH algorithm-derived heating has a noticeably different heating structure over both ocean and land regions compared to the previous CSH algorithm. Major differences between the new and old algorithms include a significant increase in the amount of low- and midlevel heating, a downward emphasis in the level of maximum cloud heating by about 1 km, and a larger variance between land and ocean in the new CSH algorithm.

Optimal nonlinear filtering using the finite-volume method

NASA Astrophysics Data System (ADS)

Fox, Colin; Morrison, Malcolm E. K.; Norton, Richard A.; Molteno, Timothy C. A.

2018-01-01

Optimal sequential inference, or filtering, for the state of a deterministic dynamical system requires simulation of the Frobenius-Perron operator, that can be formulated as the solution of a continuity equation. For low-dimensional, smooth systems, the finite-volume numerical method provides a solution that conserves probability and gives estimates that converge to the optimal continuous-time values, while a Courant-Friedrichs-Lewy-type condition assures that intermediate discretized solutions remain positive density functions. This method is demonstrated in an example of nonlinear filtering for the state of a simple pendulum, with comparison to results using the unscented Kalman filter, and for a case where rank-deficient observations lead to multimodal probability distributions.

Modeling highway travel time distribution with conditional probability models

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

Oliveira Neto, Francisco Moraes; Chin, Shih-Miao; Hwang, Ho-Ling

ABSTRACT Under the sponsorship of the Federal Highway Administration's Office of Freight Management and Operations, the American Transportation Research Institute (ATRI) has developed performance measures through the Freight Performance Measures (FPM) initiative. Under this program, travel speed information is derived from data collected using wireless based global positioning systems. These telemetric data systems are subscribed and used by trucking industry as an operations management tool. More than one telemetric operator submits their data dumps to ATRI on a regular basis. Each data transmission contains truck location, its travel time, and a clock time/date stamp. Data from the FPM program providesmore » a unique opportunity for studying the upstream-downstream speed distributions at different locations, as well as different time of the day and day of the week. This research is focused on the stochastic nature of successive link travel speed data on the continental United States Interstates network. Specifically, a method to estimate route probability distributions of travel time is proposed. This method uses the concepts of convolution of probability distributions and bivariate, link-to-link, conditional probability to estimate the expected distributions for the route travel time. Major contribution of this study is the consideration of speed correlation between upstream and downstream contiguous Interstate segments through conditional probability. The established conditional probability distributions, between successive segments, can be used to provide travel time reliability measures. This study also suggests an adaptive method for calculating and updating route travel time distribution as new data or information is added. This methodology can be useful to estimate performance measures as required by the recent Moving Ahead for Progress in the 21st Century Act (MAP 21).« less

Future changes in South American biomass distributions, biome distributions and plant trait spectra is dependent on applied atmospheric forcings.

NASA Astrophysics Data System (ADS)

Langan, Liam; Scheiter, Simon; Higgins, Steven

2017-04-01

It remains poorly understood why the position of the forest-savanna biome boundary, in a domain defined by precipitation and temperature, differs in South America, Africa and Australia. Process based Dynamic Global Vegetation Models (DGVMs) are a valuable tool to investigate the determinants of vegetation distributions, however, many DGVMs fail to predict the spatial distribution or indeed presence of the South American savanna biome. Evidence suggests fire plays a significant role in mediating forest-savanna biome boundaries, however, fire alone appear to be insufficient to predict these boundaries in South America. We hypothesize that interactions between precipitation, constraints on tree rooting depth and fire, affect the probability of savanna occurrence and the position of the savanna-forest boundary. We tested our hypotheses at tropical forest and savanna sites in Brazil and Venezuela using a novel DGVM, aDGVM2, which allows plant trait spectra, constrained by trade-offs between traits, to evolve in response to abiotic and biotic conditions. Plant hydraulics is represented by the cohesion-tension theory, this allowed us to explore how soil and plant hydraulics control biome distributions and plant traits. The resulting community trait distributions are emergent properties of model dynamics. We showed that across much of South America the biome state is not determined by climate alone. Interactions between tree rooting depth, fire and precipitation affected the probability of observing a given biome state and the emergent traits of plant communities. Simulations where plant rooting depth varied in space provided the best match to satellite derived biomass estimates and generated biome distributions that reproduced contemporary biome maps well. Future projections showed that biomass distributions, biome distributions and plant trait spectra will change, however, the magnitude of these changes are highly dependent on the applied atmospheric forcings.

Eternal inflation, bubble collisions, and the disintegration of the persistence of memory

NASA Astrophysics Data System (ADS)

Freivogel, Ben; Kleban, Matthew; Nicolis, Alberto; Sigurdson, Kris

2009-08-01

We compute the probability distribution for bubble collisions in an inflating false vacuum which decays by bubble nucleation. Our analysis generalizes previous work of Guth, Garriga, and Vilenkin to the case of general cosmological evolution inside the bubble, and takes into account the dynamics of the domain walls that form between the colliding bubbles. We find that incorporating these effects changes the results dramatically: the total expected number of bubble collisions in the past lightcone of a typical observer is N ~ γ Vf/Vi , where γ is the fastest decay rate of the false vacuum, Vf is its vacuum energy, and Vi is the vacuum energy during inflation inside the bubble. This number can be large in realistic models without tuning. In addition, we calculate the angular position and size distribution of the collisions on the cosmic microwave background sky, and demonstrate that the number of bubbles of observable angular size is NLS ~ (Ωk)1/2N, where Ωk is the curvature contribution to the total density at the time of observation. The distribution is almost exactly isotropic.

Monte Carlo simulation of errors in the anisotropy of magnetic susceptibility - A second-rank symmetric tensor. [for grains in sedimentary and volcanic rocks

NASA Technical Reports Server (NTRS)

Lienert, Barry R.

1991-01-01

Monte Carlo perturbations of synthetic tensors to evaluate the Hext/Jelinek elliptical confidence regions for anisotropy of magnetic susceptibility (AMS) eigenvectors are used. When the perturbations are 33 percent of the minimum anisotropy, both the shapes and probability densities of the resulting eigenvector distributions agree with the elliptical distributions predicted by the Hext/Jelinek equations. When the perturbation size is increased to 100 percent of the minimum eigenvalue difference, the major axis of the 95 percent confidence ellipse underestimates the observed eigenvector dispersion by about 10 deg. The observed distributions of the principal susceptibilities (eigenvalues) are close to being normal, with standard errors that agree well with the calculated Hext/Jelinek errors. The Hext/Jelinek ellipses are also able to describe the AMS dispersions due to instrumental noise and provide reasonable limits for the AMS dispersions observed in two Hawaiian basaltic dikes. It is concluded that the Hext/Jelinek method provides a satisfactory description of the errors in AMS data and should be a standard part of any AMS data analysis.

Probability of success for phase III after exploratory biomarker analysis in phase II.

PubMed

Götte, Heiko; Kirchner, Marietta; Sailer, Martin Oliver

2017-05-01

The probability of success or average power describes the potential of a future trial by weighting the power with a probability distribution of the treatment effect. The treatment effect estimate from a previous trial can be used to define such a distribution. During the development of targeted therapies, it is common practice to look for predictive biomarkers. The consequence is that the trial population for phase III is often selected on the basis of the most extreme result from phase II biomarker subgroup analyses. In such a case, there is a tendency to overestimate the treatment effect. We investigate whether the overestimation of the treatment effect estimate from phase II is transformed into a positive bias for the probability of success for phase III. We simulate a phase II/III development program for targeted therapies. This simulation allows to investigate selection probabilities and allows to compare the estimated with the true probability of success. We consider the estimated probability of success with and without subgroup selection. Depending on the true treatment effects, there is a negative bias without selection because of the weighting by the phase II distribution. In comparison, selection increases the estimated probability of success. Thus, selection does not lead to a bias in probability of success if underestimation due to the phase II distribution and overestimation due to selection cancel each other out. We recommend to perform similar simulations in practice to get the necessary information about the risk and chances associated with such subgroup selection designs. Copyright © 2017 John Wiley & Sons, Ltd.

Viscoelasticity, postseismic slip, fault interactions, and the recurrence of large earthquakes

USGS Publications Warehouse

Michael, A.J.

2005-01-01

The Brownian Passage Time (BPT) model for earthquake recurrence is modified to include transient deformation due to either viscoelasticity or deep post seismic slip. Both of these processes act to increase the rate of loading on the seismogenic fault for some time after a large event. To approximate these effects, a decaying exponential term is added to the BPT model's uniform loading term. The resulting interevent time distributions remain approximately lognormal, but the balance between the level of noise (e.g., unknown fault interactions) and the coefficient of variability of the interevent time distribution changes depending on the shape of the loading function. For a given level of noise in the loading process, transient deformation has the effect of increasing the coefficient of variability of earthquake interevent times. Conversely, the level of noise needed to achieve a given level of variability is reduced when transient deformation is included. Using less noise would then increase the effect of known fault interactions modeled as stress or strain steps because they would be larger with respect to the noise. If we only seek to estimate the shape of the interevent time distribution from observed earthquake occurrences, then the use of a transient deformation model will not dramatically change the results of a probability study because a similar shaped distribution can be achieved with either uniform or transient loading functions. However, if the goal is to estimate earthquake probabilities based on our increasing understanding of the seismogenic process, including earthquake interactions, then including transient deformation is important to obtain accurate results. For example, a loading curve based on the 1906 earthquake, paleoseismic observations of prior events, and observations of recent deformation in the San Francisco Bay region produces a 40% greater variability in earthquake recurrence than a uniform loading model with the same noise level.

Appraisal of geodynamic inversion results: a data mining approach

NASA Astrophysics Data System (ADS)

Baumann, T. S.

2016-11-01

Bayesian sampling based inversions require many thousands or even millions of forward models, depending on how nonlinear or non-unique the inverse problem is, and how many unknowns are involved. The result of such a probabilistic inversion is not a single `best-fit' model, but rather a probability distribution that is represented by the entire model ensemble. Often, a geophysical inverse problem is non-unique, and the corresponding posterior distribution is multimodal, meaning that the distribution consists of clusters with similar models that represent the observations equally well. In these cases, we would like to visualize the characteristic model properties within each of these clusters of models. However, even for a moderate number of inversion parameters, a manual appraisal for a large number of models is not feasible. This poses the question whether it is possible to extract end-member models that represent each of the best-fit regions including their uncertainties. Here, I show how a machine learning tool can be used to characterize end-member models, including their uncertainties, from a complete model ensemble that represents a posterior probability distribution. The model ensemble used here results from a nonlinear geodynamic inverse problem, where rheological properties of the lithosphere are constrained from multiple geophysical observations. It is demonstrated that by taking vertical cross-sections through the effective viscosity structure of each of the models, the entire model ensemble can be classified into four end-member model categories that have a similar effective viscosity structure. These classification results are helpful to explore the non-uniqueness of the inverse problem and can be used to compute representative data fits for each of the end-member models. Conversely, these insights also reveal how new observational constraints could reduce the non-uniqueness. The method is not limited to geodynamic applications and a generalized MATLAB code is provided to perform the appraisal analysis.

Relating Regime Structure to Probability Distribution and Preferred Structure of Small Errors in a Large Atmospheric GCM

NASA Astrophysics Data System (ADS)

Straus, D. M.

2007-12-01

The probability distribution (pdf) of errors is followed in identical twin studies using the COLA T63 AGCM, integrated with observed SST for 15 recent winters. 30 integrations per winter (for 15 winters) are available with initial errors that are extremely small. The evolution of the pdf is tested for multi-modality, and the results interpreted in terms of clusters / regimes found in: (a) the set of 15x30 integrations mentioned, and (b) a larger ensemble of 55x15 integrations made with the same GCM using the same SSTs. The mapping of pdf evolution and clusters is also carried out for each winter separately, using the clusters found in the 55-member ensemble for the same winter alone. This technique yields information on the change in regimes caused by different boundary forcing (Straus and Molteni, 2004; Straus, Corti and Molteni, 2006). Analysis of the growing errors in terms of baroclinic and barotropic components allows for interpretation of the corresponding instabilities.

Forward and inverse uncertainty quantification using multilevel Monte Carlo algorithms for an elliptic non-local equation

DOE PAGES

Jasra, Ajay; Law, Kody J. H.; Zhou, Yan

2016-01-01

Our paper considers uncertainty quantification for an elliptic nonlocal equation. In particular, it is assumed that the parameters which define the kernel in the nonlocal operator are uncertain and a priori distributed according to a probability measure. It is shown that the induced probability measure on some quantities of interest arising from functionals of the solution to the equation with random inputs is well-defined,s as is the posterior distribution on parameters given observations. As the elliptic nonlocal equation cannot be solved approximate posteriors are constructed. The multilevel Monte Carlo (MLMC) and multilevel sequential Monte Carlo (MLSMC) sampling algorithms are usedmore » for a priori and a posteriori estimation, respectively, of quantities of interest. Furthermore, these algorithms reduce the amount of work to estimate posterior expectations, for a given level of error, relative to Monte Carlo and i.i.d. sampling from the posterior at a given level of approximation of the solution of the elliptic nonlocal equation.« less

Estimates of the low-level wind shear and turbulence in the vicinity of Kennedy International Airport on 24 June 1975

NASA Technical Reports Server (NTRS)

Lewellen, W. S.; Williamson, G. G.

1976-01-01

A study was conducted to estimate the type of wind and turbulence distributions which may have existed at the time of the crash of Eastern Airlines Flight 66 while attempting to land. A number of different wind and turbulence profiles are predicted for the site and date of the crash. The morning and mid-afternoon predictions are in reasonably good agreement with magnitude and direction as reported by the weather observer. Although precise predictions cannot be made during the passage of the thunderstorm which coincides with the time of the accident, a number of different profiles which might exist under or in the vicinity of a thunderstorm are presented. The profile that is most probable predicts the mean headwind shear over 100 m (300 feet) altitude change and the average fluctuations about the mean headwind distribution. This combination of means and fluctuations leads to a reasonable probability that the instantaneous headwind shear would equal the maximum value reported in the flight recorder data.

Forward and inverse uncertainty quantification using multilevel Monte Carlo algorithms for an elliptic non-local equation

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

Jasra, Ajay; Law, Kody J. H.; Zhou, Yan

Our paper considers uncertainty quantification for an elliptic nonlocal equation. In particular, it is assumed that the parameters which define the kernel in the nonlocal operator are uncertain and a priori distributed according to a probability measure. It is shown that the induced probability measure on some quantities of interest arising from functionals of the solution to the equation with random inputs is well-defined,s as is the posterior distribution on parameters given observations. As the elliptic nonlocal equation cannot be solved approximate posteriors are constructed. The multilevel Monte Carlo (MLMC) and multilevel sequential Monte Carlo (MLSMC) sampling algorithms are usedmore » for a priori and a posteriori estimation, respectively, of quantities of interest. Furthermore, these algorithms reduce the amount of work to estimate posterior expectations, for a given level of error, relative to Monte Carlo and i.i.d. sampling from the posterior at a given level of approximation of the solution of the elliptic nonlocal equation.« less

Patterns of a spatial exploration under time evolution of the attractiveness: Persistent nodes, degree distribution, and spectral properties

NASA Astrophysics Data System (ADS)

da Silva, Roberto

2018-06-01

This work explores the features of a graph generated by agents that hop from one node to another node, where the nodes have evolutionary attractiveness. The jumps are governed by Boltzmann-like transition probabilities that depend both on the euclidean distance between the nodes and on the ratio (β) of the attractiveness between them. It is shown that persistent nodes, i.e., nodes that never been reached by this special random walk are possible in the stationary limit differently from the case where the attractiveness is fixed and equal to one for all nodes (β = 1). Simultaneously, one also investigates the spectral properties and statistics related to the attractiveness and degree distribution of the evolutionary network. Finally, a study of the crossover between persistent phase and no persistent phase was performed and it was also observed the existence of a special type of transition probability which leads to a power law behaviour for the time evolution of the persistence.

Quantity Competition in a Differentiated Duopoly

NASA Astrophysics Data System (ADS)

Ferreira, Fernanda A.; Ferreira, Flávio; Ferreira, Miguel; Pinto, Alberto A.

In this paper, we consider a Stackelberg duopoly competition with differentiated goods, linear and symmetric demand and with unknown costs. In our model, the two firms play a non-cooperative game with two stages: in a first stage, firm F 1 chooses the quantity, q 1, that is going to produce; in the second stage, firm F 2 observes the quantity q 1 produced by firm F 1 and chooses its own quantity q 2. Firms choose their output levels in order to maximise their profits. We suppose that each firm has two different technologies, and uses one of them following a certain probability distribution. The use of either one or the other technology affects the unitary production cost. We show that there is exactly one perfect Bayesian equilibrium for this game. We analyse the variations of the expected profits with the parameters of the model, namely with the parameters of the probability distributions, and with the parameters of the demand and differentiation.

A Bayesian approach to microwave precipitation profile retrieval

NASA Technical Reports Server (NTRS)

Evans, K. Franklin; Turk, Joseph; Wong, Takmeng; Stephens, Graeme L.

1995-01-01

A multichannel passive microwave precipitation retrieval algorithm is developed. Bayes theorem is used to combine statistical information from numerical cloud models with forward radiative transfer modeling. A multivariate lognormal prior probability distribution contains the covariance information about hydrometeor distribution that resolves the nonuniqueness inherent in the inversion process. Hydrometeor profiles are retrieved by maximizing the posterior probability density for each vector of observations. The hydrometeor profile retrieval method is tested with data from the Advanced Microwave Precipitation Radiometer (10, 19, 37, and 85 GHz) of convection over ocean and land in Florida. The CP-2 multiparameter radar data are used to verify the retrieved profiles. The results show that the method can retrieve approximate hydrometeor profiles, with larger errors over land than water. There is considerably greater accuracy in the retrieval of integrated hydrometeor contents than of profiles. Many of the retrieval errors are traced to problems with the cloud model microphysical information, and future improvements to the algorithm are suggested.

An improved probabilistic approach for linking progenitor and descendant galaxy populations using comoving number density

NASA Astrophysics Data System (ADS)

Wellons, Sarah; Torrey, Paul

2017-06-01

Galaxy populations at different cosmic epochs are often linked by cumulative comoving number density in observational studies. Many theoretical works, however, have shown that the cumulative number densities of tracked galaxy populations not only evolve in bulk, but also spread out over time. We present a method for linking progenitor and descendant galaxy populations which takes both of these effects into account. We define probability distribution functions that capture the evolution and dispersion of galaxy populations in number density space, and use these functions to assign galaxies at redshift zf probabilities of being progenitors/descendants of a galaxy population at another redshift z0. These probabilities are used as weights for calculating distributions of physical progenitor/descendant properties such as stellar mass, star formation rate or velocity dispersion. We demonstrate that this probabilistic method provides more accurate predictions for the evolution of physical properties than the assumption of either a constant number density or an evolving number density in a bin of fixed width by comparing predictions against galaxy populations directly tracked through a cosmological simulation. We find that the constant number density method performs least well at recovering galaxy properties, the evolving method density slightly better and the probabilistic method best of all. The improvement is present for predictions of stellar mass as well as inferred quantities such as star formation rate and velocity dispersion. We demonstrate that this method can also be applied robustly and easily to observational data, and provide a code package for doing so.

Reproductive maturation and senescence in the female brown bear

USGS Publications Warehouse

Schwartz, Charles C.; Keating, Kim A.; Reynolds III, Harry V.; Barnes, Victor G.; Sellers, Richard A.; Swenson, J.E.; Miller, Sterling D.; McLellan, B.N.; Keay, Jeffrey A.; McCann, Robert; Gibeau, Michael; Wakkinen, Wayne F.; Mace, Richard D.; Kasworm, Wayne; Smith, Rodger; Herrero, Steven

2003-01-01

Changes in age-specific reproductive rates can have important implications for managing populations, but the number of female brown (grizzly) bears (Ursus arctos) observed in any one study is usually inadequate to quantify such patterns, especially for older females and in hunted areas. We examined patterns of reproductive maturation and senescence in female brown bears by combining data from 20 study areas from Sweden, Alaska, Canada, and the continental United States. We assessed reproductive performance based on 4,726 radiocollared years for free-ranging female brown bears (age 3); 482 of these were for bears 20 years of age. We modeled age-specific probability of litter production using extreme value distributions to describe probabilities for young- and old-age classes, and a power distribution function to describe probabilities for prime-aged animals. We then fit 4 models to pooled observations from our 20 study areas. We used Akaike’s Information Criterion (AIC) to select the best model. Inflection points suggest that major shifts in litter production occur at 4–5 and 28–29 years of age. The estimated model asymptote (0.332, 95% CI ¼ 0.319–0.344) was consistent with the expected reproductive cycle of a cub litter every 3 years (0.333). We discuss assumptions and biases in data collection relative to the shape of the model curve. Our results conform to senescence theory and suggest that female age structure in contemporary brown bear populations is considerably younger than would be expected in the absence of modern man. This implies that selective pressures today differ from those that influenced brown bear evolution.

Maximum caliber inference of nonequilibrium processes

NASA Astrophysics Data System (ADS)

Otten, Moritz; Stock, Gerhard

2010-07-01

Thirty years ago, Jaynes suggested a general theoretical approach to nonequilibrium statistical mechanics, called maximum caliber (MaxCal) [Annu. Rev. Phys. Chem. 31, 579 (1980)]. MaxCal is a variational principle for dynamics in the same spirit that maximum entropy is a variational principle for equilibrium statistical mechanics. Motivated by the success of maximum entropy inference methods for equilibrium problems, in this work the MaxCal formulation is applied to the inference of nonequilibrium processes. That is, given some time-dependent observables of a dynamical process, one constructs a model that reproduces these input data and moreover, predicts the underlying dynamics of the system. For example, the observables could be some time-resolved measurements of the folding of a protein, which are described by a few-state model of the free energy landscape of the system. MaxCal then calculates the probabilities of an ensemble of trajectories such that on average the data are reproduced. From this probability distribution, any dynamical quantity of the system can be calculated, including population probabilities, fluxes, or waiting time distributions. After briefly reviewing the formalism, the practical numerical implementation of MaxCal in the case of an inference problem is discussed. Adopting various few-state models of increasing complexity, it is demonstrated that the MaxCal principle indeed works as a practical method of inference: The scheme is fairly robust and yields correct results as long as the input data are sufficient. As the method is unbiased and general, it can deal with any kind of time dependency such as oscillatory transients and multitime decays.

General formulation of long-range degree correlations in complex networks

NASA Astrophysics Data System (ADS)

Fujiki, Yuka; Takaguchi, Taro; Yakubo, Kousuke

2018-06-01

We provide a general framework for analyzing degree correlations between nodes separated by more than one step (i.e., beyond nearest neighbors) in complex networks. One joint and four conditional probability distributions are introduced to fully describe long-range degree correlations with respect to degrees k and k' of two nodes and shortest path length l between them. We present general relations among these probability distributions and clarify the relevance to nearest-neighbor degree correlations. Unlike nearest-neighbor correlations, some of these probability distributions are meaningful only in finite-size networks. Furthermore, as a baseline to determine the existence of intrinsic long-range degree correlations in a network other than inevitable correlations caused by the finite-size effect, the functional forms of these probability distributions for random networks are analytically evaluated within a mean-field approximation. The utility of our argument is demonstrated by applying it to real-world networks.

Stochastic analysis of particle movement over a dune bed

USGS Publications Warehouse

Lee, Baum K.; Jobson, Harvey E.

1977-01-01

Stochastic models are available that can be used to predict the transport and dispersion of bed-material sediment particles in an alluvial channel. These models are based on the proposition that the movement of a single bed-material sediment particle consists of a series of steps of random length separated by rest periods of random duration and, therefore, application of the models requires a knowledge of the probability distributions of the step lengths, the rest periods, the elevation of particle deposition, and the elevation of particle erosion. The procedure was tested by determining distributions from bed profiles formed in a large laboratory flume with a coarse sand as the bed material. The elevation of particle deposition and the elevation of particle erosion can be considered to be identically distributed, and their distribution can be described by either a ' truncated Gaussian ' or a ' triangular ' density function. The conditional probability distribution of the rest period given the elevation of particle deposition closely followed the two-parameter gamma distribution. The conditional probability distribution of the step length given the elevation of particle erosion and the elevation of particle deposition also closely followed the two-parameter gamma density function. For a given flow, the scale and shape parameters describing the gamma probability distributions can be expressed as functions of bed-elevation. (Woodard-USGS)

Using type IV Pearson distribution to calculate the probabilities of underrun and overrun of lists of multiple cases.

PubMed

Wang, Jihan; Yang, Kai

2014-07-01

An efficient operating room needs both little underutilised and overutilised time to achieve optimal cost efficiency. The probabilities of underrun and overrun of lists of cases can be estimated by a well defined duration distribution of the lists. To propose a method of predicting the probabilities of underrun and overrun of lists of cases using Type IV Pearson distribution to support case scheduling. Six years of data were collected. The first 5 years of data were used to fit distributions and estimate parameters. The data from the last year were used as testing data to validate the proposed methods. The percentiles of the duration distribution of lists of cases were calculated by Type IV Pearson distribution and t-distribution. Monte Carlo simulation was conducted to verify the accuracy of percentiles defined by the proposed methods. Operating rooms in John D. Dingell VA Medical Center, United States, from January 2005 to December 2011. Differences between the proportion of lists of cases that were completed within the percentiles of the proposed duration distribution of the lists and the corresponding percentiles. Compared with the t-distribution, the proposed new distribution is 8.31% (0.38) more accurate on average and 14.16% (0.19) more accurate in calculating the probabilities at the 10th and 90th percentiles of the distribution, which is a major concern of operating room schedulers. The absolute deviations between the percentiles defined by Type IV Pearson distribution and those from Monte Carlo simulation varied from 0.20  min (0.01) to 0.43  min (0.03). Operating room schedulers can rely on the most recent 10 cases with the same combination of surgeon and procedure(s) for distribution parameter estimation to plan lists of cases. Values are mean (SEM). The proposed Type IV Pearson distribution is more accurate than t-distribution to estimate the probabilities of underrun and overrun of lists of cases. However, as not all the individual case durations followed log-normal distributions, there was some deviation from the true duration distribution of the lists.

Solar Wind Halo Formation by the Scattering of the Strahl via Direct Cluster/PEACE Observations of the 3D Velocity Distribution Function

NASA Technical Reports Server (NTRS)

Figueroa-Vinas, Adolfo; Gurgiolo, Chris A.; Nieves-Chinchilla, Teresa; Goldstein, Melvyn L.

2010-01-01

It has been suggested by a number of authors that the solar wind electron halo can be formed by the scattering of the strahl. On frequent occasions we have observed in electron angular skymaps (Phi/Theta-plots) of the electron 3D velocity distribution functions) a bursty-filament of particles connecting the strahl to the solar wind core-halo. These are seen over a very limited energy range. When the magnetic field is well off the nominal solar wind flow direction such filaments are inconsistent with any local forces and are probably the result of strong scattering. Furthermore, observations indicates that the strahl component is frequently and significantly anisotropic (Tper/Tpal approx.2). This provides a possible free energy source for the excitation of whistler waves as a possible scattering mechanism. The empirical observational evidence between the halo and the strahl suggests that the strahl population may be, at least in part, the source of the halo component.

A Bayesian Approach to Magnetic Moment Determination Using μSR

NASA Astrophysics Data System (ADS)

Blundell, S. J.; Steele, A. J.; Lancaster, T.; Wright, J. D.; Pratt, F. L.

A significant challenge in zero-field μSR experiments arises from the uncertainty in the muon site. It is possible to calculate the dipole field (and hence precession frequency v) at any particular site given the magnetic moment μ and magnetic structure. One can also evaluate f(v), the probability distribution function of v assuming that the muon site can be anywhere within the unit cell with equal probability, excluding physically forbidden sites. Since v is obtained from experiment, what we would like to know is g(μjv), the probability density function of μ given the observed v. This can be obtained from our calculated f(v/μ) using Bayes' theorem. We describe an approach to this problem which we have used to extract information about real systems including a low-moment osmate compound, a family of molecular magnets, and an iron-arsenide compound.

The calculation of radial dose from heavy ions: predictions of biological action cross sections

NASA Technical Reports Server (NTRS)

Katz, R.; Cucinotta, F. A.; Zhang, C. X.; Wilson, J. W. (Principal Investigator)

1996-01-01

The track structure model of heavy ion cross sections was developed by Katz and co-workers in the 1960s. In this model the action cross section is evaluated by mapping the dose-response of a detector to gamma rays (modeled from biological target theory) onto the radial dose distribution from delta rays about the path of the ion. This is taken to yield the radial distribution of probability for a "hit" (an interaction leading to an observable end-point). Radial integration of the probability yields the cross section. When different response from ions of different Z having the same stopping power is observed this model may be indicated. Since the 1960s there have been several developments in the computation of the radial dose distribution, in the measurement of these distributions, and in new radiobiological data against which to test the model. The earliest model, by Butts and Katz made use of simplified delta ray distribution functions, of simplified electron range-energy relations, and neglected angular distributions. Nevertheless it made possible the calculation of cross sections for the inactivation of enzymes and viruses, and allowed extension to tracks in nuclear emulsions and other detectors and to biological cells. It set the pattern for models of observable effects in the matter through which the ion passed. Here we outline subsequent calculations of radial dose which make use of improved knowledge of the electron emission spectrum, the electron range-energy relation, the angular distribution, and some considerations of molecular excitation, of particular interest both close to the path of the ion and the outer limits of electron penetration. These are applied to the modeling of action cross sections for the inactivation of several strains of E-coli and B. subtilis spores where extensive measurements in the "thin-down" region have been made with heavy ion beams. Such calculations serve to test the radial dose calculations at the outer limit of electron penetration. We lack data from which to test these calculations in regions close to the path of the ion aside from our earliest work on latent tracks in plastics, though it appears that the criterion then suggested for the threshold of track formation, of a minimal dose at a minimal distance (of about 20 angstroms, in plastics), remains valid.

A tool for simulating collision probabilities of animals with marine renewable energy devices.

PubMed

Schmitt, Pál; Culloch, Ross; Lieber, Lilian; Molander, Sverker; Hammar, Linus; Kregting, Louise

2017-01-01

The mathematical problem of establishing a collision probability distribution is often not trivial. The shape and motion of the animal as well as of the the device must be evaluated in a four-dimensional space (3D motion over time). Earlier work on wind and tidal turbines was limited to a simplified two-dimensional representation, which cannot be applied to many new structures. We present a numerical algorithm to obtain such probability distributions using transient, three-dimensional numerical simulations. The method is demonstrated using a sub-surface tidal kite as an example. Necessary pre- and post-processing of the data created by the model is explained, numerical details and potential issues and limitations in the application of resulting probability distributions are highlighted.

Lognormal Approximations of Fault Tree Uncertainty Distributions.

PubMed

El-Shanawany, Ashraf Ben; Ardron, Keith H; Walker, Simon P

2018-01-26

Fault trees are used in reliability modeling to create logical models of fault combinations that can lead to undesirable events. The output of a fault tree analysis (the top event probability) is expressed in terms of the failure probabilities of basic events that are input to the model. Typically, the basic event probabilities are not known exactly, but are modeled as probability distributions: therefore, the top event probability is also represented as an uncertainty distribution. Monte Carlo methods are generally used for evaluating the uncertainty distribution, but such calculations are computationally intensive and do not readily reveal the dominant contributors to the uncertainty. In this article, a closed-form approximation for the fault tree top event uncertainty distribution is developed, which is applicable when the uncertainties in the basic events of the model are lognormally distributed. The results of the approximate method are compared with results from two sampling-based methods: namely, the Monte Carlo method and the Wilks method based on order statistics. It is shown that the closed-form expression can provide a reasonable approximation to results obtained by Monte Carlo sampling, without incurring the computational expense. The Wilks method is found to be a useful means of providing an upper bound for the percentiles of the uncertainty distribution while being computationally inexpensive compared with full Monte Carlo sampling. The lognormal approximation method and Wilks's method appear attractive, practical alternatives for the evaluation of uncertainty in the output of fault trees and similar multilinear models. © 2018 Society for Risk Analysis.

On the distribution of interspecies correlation for Markov models of character evolution on Yule trees.

PubMed

Mulder, Willem H; Crawford, Forrest W

2015-01-07

Efforts to reconstruct phylogenetic trees and understand evolutionary processes depend fundamentally on stochastic models of speciation and mutation. The simplest continuous-time model for speciation in phylogenetic trees is the Yule process, in which new species are "born" from existing lineages at a constant rate. Recent work has illuminated some of the structural properties of Yule trees, but it remains mostly unknown how these properties affect sequence and trait patterns observed at the tips of the phylogenetic tree. Understanding the interplay between speciation and mutation under simple models of evolution is essential for deriving valid phylogenetic inference methods and gives insight into the optimal design of phylogenetic studies. In this work, we derive the probability distribution of interspecies covariance under Brownian motion and Ornstein-Uhlenbeck models of phenotypic change on a Yule tree. We compute the probability distribution of the number of mutations shared between two randomly chosen taxa in a Yule tree under discrete Markov mutation models. Our results suggest summary measures of phylogenetic information content, illuminate the correlation between site patterns in sequences or traits of related organisms, and provide heuristics for experimental design and reconstruction of phylogenetic trees. Copyright © 2014 Elsevier Ltd. All rights reserved.