Nonlinear Markov Control Processes and Games

DTIC Science & Technology

2012-11-15

the analysis of a new class of stochastic games , nonlinear Markov games , as they arise as a ( competitive ) controlled version of nonlinear Markov... competitive interests) a nonlinear Markov game that we are investigating. I 0. :::tUt::JJt:.l.. I I t:t11VI;:, nonlinear Markov game , nonlinear Markov...corresponding stochastic game Γ+(T, h). In a slightly different setting one can assume that changes in a competitive control process occur as a

On a Result for Finite Markov Chains

ERIC Educational Resources Information Center

Kulathinal, Sangita; Ghosh, Lagnojita

2006-01-01

In an undergraduate course on stochastic processes, Markov chains are discussed in great detail. Textbooks on stochastic processes provide interesting properties of finite Markov chains. This note discusses one such property regarding the number of steps in which a state is reachable or accessible from another state in a finite Markov chain with M…

Hybrid Discrete-Continuous Markov Decision Processes

NASA Technical Reports Server (NTRS)

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

2003-01-01

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

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

NASA Astrophysics Data System (ADS)

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

2018-01-01

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

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

DOE PAGES

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

2017-09-27

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

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

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

Larmier, Coline; Lam, Adam; Brantley, Patrick

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

Super-stable Poissonian structures

NASA Astrophysics Data System (ADS)

Eliazar, Iddo

2012-10-01

In this paper we characterize classes of Poisson processes whose statistical structures are super-stable. We consider a flow generated by a one-dimensional ordinary differential equation, and an ensemble of particles ‘surfing’ the flow. The particles start from random initial positions, and are propagated along the flow by stochastic ‘wave processes’ with general statistics and general cross correlations. Setting the initial positions to be Poisson processes, we characterize the classes of Poisson processes that render the particles’ positions—at all times, and invariantly with respect to the wave processes—statistically identical to their initial positions. These Poisson processes are termed ‘super-stable’ and facilitate the generalization of the notion of stationary distributions far beyond the realm of Markov dynamics.

Revisiting Temporal Markov Chains for Continuum modeling of Transport in Porous Media

NASA Astrophysics Data System (ADS)

Delgoshaie, A. H.; Jenny, P.; Tchelepi, H.

2017-12-01

The transport of fluids in porous media is dominated by flow­-field heterogeneity resulting from the underlying permeability field. Due to the high uncertainty in the permeability field, many realizations of the reference geological model are used to describe the statistics of the transport phenomena in a Monte Carlo (MC) framework. There has been strong interest in working with stochastic formulations of the transport that are different from the standard MC approach. Several stochastic models based on a velocity process for tracer particle trajectories have been proposed. Previous studies have shown that for high variances of the log-conductivity, the stochastic models need to account for correlations between consecutive velocity transitions to predict dispersion accurately. The correlated velocity models proposed in the literature can be divided into two general classes of temporal and spatial Markov models. Temporal Markov models have been applied successfully to tracer transport in both the longitudinal and transverse directions. These temporal models are Stochastic Differential Equations (SDEs) with very specific drift and diffusion terms tailored for a specific permeability correlation structure. The drift and diffusion functions devised for a certain setup would not necessarily be suitable for a different scenario, (e.g., a different permeability correlation structure). The spatial Markov models are simple discrete Markov chains that do not require case specific assumptions. However, transverse spreading of contaminant plumes has not been successfully modeled with the available correlated spatial models. Here, we propose a temporal discrete Markov chain to model both the longitudinal and transverse dispersion in a two-dimensional domain. We demonstrate that these temporal Markov models are valid for different correlation structures without modification. Similar to the temporal SDEs, the proposed model respects the limited asymptotic transverse spreading of the plume in two-dimensional problems.

Hidden Markov model-derived structural alphabet for proteins: the learning of protein local shapes captures sequence specificity.

PubMed

Camproux, A C; Tufféry, P

2005-08-05

Understanding and predicting protein structures depend on the complexity and the accuracy of the models used to represent them. We have recently set up a Hidden Markov Model to optimally compress protein three-dimensional conformations into a one-dimensional series of letters of a structural alphabet. Such a model learns simultaneously the shape of representative structural letters describing the local conformation and the logic of their connections, i.e. the transition matrix between the letters. Here, we move one step further and report some evidence that such a model of protein local architecture also captures some accurate amino acid features. All the letters have specific and distinct amino acid distributions. Moreover, we show that words of amino acids can have significant propensities for some letters. Perspectives point towards the prediction of the series of letters describing the structure of a protein from its amino acid sequence.

The Markov process admits a consistent steady-state thermodynamic formalism

NASA Astrophysics Data System (ADS)

Peng, Liangrong; Zhu, Yi; Hong, Liu

2018-01-01

The search for a unified formulation for describing various non-equilibrium processes is a central task of modern non-equilibrium thermodynamics. In this paper, a novel steady-state thermodynamic formalism was established for general Markov processes described by the Chapman-Kolmogorov equation. Furthermore, corresponding formalisms of steady-state thermodynamics for the master equation and Fokker-Planck equation could be rigorously derived in mathematics. To be concrete, we proved that (1) in the limit of continuous time, the steady-state thermodynamic formalism for the Chapman-Kolmogorov equation fully agrees with that for the master equation; (2) a similar one-to-one correspondence could be established rigorously between the master equation and Fokker-Planck equation in the limit of large system size; (3) when a Markov process is restrained to one-step jump, the steady-state thermodynamic formalism for the Fokker-Planck equation with discrete state variables also goes to that for master equations, as the discretization step gets smaller and smaller. Our analysis indicated that general Markov processes admit a unified and self-consistent non-equilibrium steady-state thermodynamic formalism, regardless of underlying detailed models.

MODELING SPATIAL VARIABILITY WITH ONE- AND MULTI-DIMENSIONAL MARKOV CHAINS. (R825433)

EPA Science Inventory

The perspectives, information and conclusions conveyed in research project abstracts, progress reports, final reports, journal abstracts and journal publications convey the viewpoints of the principal investigator and may not represent the views and policies of ORD and EPA. Concl...

Panel summary report

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

Gutjahr, A.L.; Kincaid, C.T.; Mercer, J.W.

1987-04-01

The objective of this report is to summarize the various modeling approaches that were used to simulate solute transport in a variably saturated emission. In particular, the technical strengths and weaknesses of each approach are discussed, and conclusions and recommendations for future studies are made. Five models are considered: (1) one-dimensional analytical and semianalytical solutions of the classical deterministic convection-dispersion equation (van Genuchten, Parker, and Kool, this report ); (2) one-dimensional simulation using a continuous-time Markov process (Knighton and Wagenet, this report); (3) one-dimensional simulation using the time domain method and the frequency domain method (Duffy and Al-Hassan, this report);more » (4) one-dimensional numerical approach that combines a solution of the classical deterministic convection-dispersion equation with a chemical equilibrium speciation model (Cederberg, this report); and (5) three-dimensional numerical solution of the classical deterministic convection-dispersion equation (Huyakorn, Jones, Parker, Wadsworth, and White, this report). As part of the discussion, the input data and modeling results are summarized. The models were used in a data analysis mode, as opposed to a predictive mode. Thus, the following discussion will concentrate on the data analysis aspects of model use. Also, all the approaches were similar in that they were based on a convection-dispersion model of solute transport. Each discussion addresses the modeling approaches in the order listed above.« less

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

NASA Astrophysics Data System (ADS)

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

2018-01-01

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

Analysing grouping of nucleotides in DNA sequences using lumped processes constructed from Markov chains.

PubMed

Guédon, Yann; d'Aubenton-Carafa, Yves; Thermes, Claude

2006-03-01

The most commonly used models for analysing local dependencies in DNA sequences are (high-order) Markov chains. Incorporating knowledge relative to the possible grouping of the nucleotides enables to define dedicated sub-classes of Markov chains. The problem of formulating lumpability hypotheses for a Markov chain is therefore addressed. In the classical approach to lumpability, this problem can be formulated as the determination of an appropriate state space (smaller than the original state space) such that the lumped chain defined on this state space retains the Markov property. We propose a different perspective on lumpability where the state space is fixed and the partitioning of this state space is represented by a one-to-many probabilistic function within a two-level stochastic process. Three nested classes of lumped processes can be defined in this way as sub-classes of first-order Markov chains. These lumped processes enable parsimonious reparameterizations of Markov chains that help to reveal relevant partitions of the state space. Characterizations of the lumped processes on the original transition probability matrix are derived. Different model selection methods relying either on hypothesis testing or on penalized log-likelihood criteria are presented as well as extensions to lumped processes constructed from high-order Markov chains. The relevance of the proposed approach to lumpability is illustrated by the analysis of DNA sequences. In particular, the use of lumped processes enables to highlight differences between intronic sequences and gene untranslated region sequences.

Inferring phenomenological models of Markov processes from data

NASA Astrophysics Data System (ADS)

Rivera, Catalina; Nemenman, Ilya

Microscopically accurate modeling of stochastic dynamics of biochemical networks is hard due to the extremely high dimensionality of the state space of such networks. Here we propose an algorithm for inference of phenomenological, coarse-grained models of Markov processes describing the network dynamics directly from data, without the intermediate step of microscopically accurate modeling. The approach relies on the linear nature of the Chemical Master Equation and uses Bayesian Model Selection for identification of parsimonious models that fit the data. When applied to synthetic data from the Kinetic Proofreading process (KPR), a common mechanism used by cells for increasing specificity of molecular assembly, the algorithm successfully uncovers the known coarse-grained description of the process. This phenomenological description has been notice previously, but this time it is derived in an automated manner by the algorithm. James S. McDonnell Foundation Grant No. 220020321.

Modeling sediment transport as a spatio-temporal Markov process.

NASA Astrophysics Data System (ADS)

Heyman, Joris; Ancey, Christophe

2014-05-01

Despite a century of research about sediment transport by bedload occuring in rivers, its constitutive laws remain largely unknown. The proof being that our ability to predict mid-to-long term transported volumes within reasonable confidence interval is almost null. The intrinsic fluctuating nature of bedload transport may be one of the most important reasons why classical approaches fail. Microscopic probabilistic framework has the advantage of taking into account these fluctuations at the particle scale, to understand their effect on the macroscopic variables such as sediment flux. In this framework, bedload transport is seen as the random motion of particles (sand, gravel, pebbles...) over a two-dimensional surface (the river bed). The number of particles in motion, as well as their velocities, are random variables. In this talk, we show how a simple birth-death Markov model governing particle motion on a regular lattice accurately reproduces the spatio-temporal correlations observed at the macroscopic level. Entrainment, deposition and transport of particles by the turbulent fluid (air or water) are supposed to be independent and memoryless processes that modify the number of particles in motion. By means of the Poisson representation, we obtained a Fokker-Planck equation that is exactly equivalent to the master equation and thus valid for all cell sizes. The analysis shows that the number of moving particles evolves locally far from thermodynamic equilibrium. Several analytical results are presented and compared to experimental data. The index of dispersion (or variance over mean ratio) is proved to grow from unity at small scales to larger values at larger scales confirming the non Poisonnian behavior of bedload transport. Also, we study the one and two dimensional K-function, which gives the average number of moving particles located in a ball centered at a particle centroid function of the ball's radius.

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

PubMed

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

2012-12-01

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

Open Markov Processes and Reaction Networks

NASA Astrophysics Data System (ADS)

Swistock Pollard, Blake Stephen

We begin by defining the concept of `open' Markov processes, which are continuous-time Markov chains where probability can flow in and out through certain `boundary' states. We study open Markov processes which in the absence of such boundary flows admit equilibrium states satisfying detailed balance, meaning that the net flow of probability vanishes between all pairs of states. External couplings which fix the probabilities of boundary states can maintain such systems in non-equilibrium steady states in which non-zero probability currents flow. We show that these non-equilibrium steady states minimize a quadratic form which we call 'dissipation.' This is closely related to Prigogine's principle of minimum entropy production. We bound the rate of change of the entropy of a driven non-equilibrium steady state relative to the underlying equilibrium state in terms of the flow of probability through the boundary of the process. We then consider open Markov processes as morphisms in a symmetric monoidal category by splitting up their boundary states into certain sets of `inputs' and `outputs.' Composition corresponds to gluing the outputs of one such open Markov process onto the inputs of another so that the probability flowing out of the first process is equal to the probability flowing into the second. Tensoring in this category corresponds to placing two such systems side by side. We construct a `black-box' functor characterizing the behavior of an open Markov process in terms of the space of possible steady state probabilities and probability currents along the boundary. The fact that this is a functor means that the behavior of a composite open Markov process can be computed by composing the behaviors of the open Markov processes from which it is composed. We prove a similar black-boxing theorem for reaction networks whose dynamics are given by the non-linear rate equation. Along the way we describe a more general category of open dynamical systems where composition corresponds to gluing together open dynamical systems.

Efficient Bayesian hierarchical functional data analysis with basis function approximations using Gaussian-Wishart processes.

PubMed

Yang, Jingjing; Cox, Dennis D; Lee, Jong Soo; Ren, Peng; Choi, Taeryon

2017-12-01

Functional data are defined as realizations of random functions (mostly smooth functions) varying over a continuum, which are usually collected on discretized grids with measurement errors. In order to accurately smooth noisy functional observations and deal with the issue of high-dimensional observation grids, we propose a novel Bayesian method based on the Bayesian hierarchical model with a Gaussian-Wishart process prior and basis function representations. We first derive an induced model for the basis-function coefficients of the functional data, and then use this model to conduct posterior inference through Markov chain Monte Carlo methods. Compared to the standard Bayesian inference that suffers serious computational burden and instability in analyzing high-dimensional functional data, our method greatly improves the computational scalability and stability, while inheriting the advantage of simultaneously smoothing raw observations and estimating the mean-covariance functions in a nonparametric way. In addition, our method can naturally handle functional data observed on random or uncommon grids. Simulation and real studies demonstrate that our method produces similar results to those obtainable by the standard Bayesian inference with low-dimensional common grids, while efficiently smoothing and estimating functional data with random and high-dimensional observation grids when the standard Bayesian inference fails. In conclusion, our method can efficiently smooth and estimate high-dimensional functional data, providing one way to resolve the curse of dimensionality for Bayesian functional data analysis with Gaussian-Wishart processes. © 2017, The International Biometric Society.

Trans-dimensional matched-field geoacoustic inversion with hierarchical error models and interacting Markov chains.

PubMed

Dettmer, Jan; Dosso, Stan E

2012-10-01

This paper develops a trans-dimensional approach to matched-field geoacoustic inversion, including interacting Markov chains to improve efficiency and an autoregressive model to account for correlated errors. The trans-dimensional approach and hierarchical seabed model allows inversion without assuming any particular parametrization by relaxing model specification to a range of plausible seabed models (e.g., in this case, the number of sediment layers is an unknown parameter). Data errors are addressed by sampling statistical error-distribution parameters, including correlated errors (covariance), by applying a hierarchical autoregressive error model. The well-known difficulty of low acceptance rates for trans-dimensional jumps is addressed with interacting Markov chains, resulting in a substantial increase in efficiency. The trans-dimensional seabed model and the hierarchical error model relax the degree of prior assumptions required in the inversion, resulting in substantially improved (more realistic) uncertainty estimates and a more automated algorithm. In particular, the approach gives seabed parameter uncertainty estimates that account for uncertainty due to prior model choice (layering and data error statistics). The approach is applied to data measured on a vertical array in the Mediterranean Sea.

Fuzzy Markov random fields versus chains for multispectral image segmentation.

PubMed

Salzenstein, Fabien; Collet, Christophe

2006-11-01

This paper deals with a comparison of recent statistical models based on fuzzy Markov random fields and chains for multispectral image segmentation. The fuzzy scheme takes into account discrete and continuous classes which model the imprecision of the hidden data. In this framework, we assume the dependence between bands and we express the general model for the covariance matrix. A fuzzy Markov chain model is developed in an unsupervised way. This method is compared with the fuzzy Markovian field model previously proposed by one of the authors. The segmentation task is processed with Bayesian tools, such as the well-known MPM (Mode of Posterior Marginals) criterion. Our goal is to compare the robustness and rapidity for both methods (fuzzy Markov fields versus fuzzy Markov chains). Indeed, such fuzzy-based procedures seem to be a good answer, e.g., for astronomical observations when the patterns present diffuse structures. Moreover, these approaches allow us to process missing data in one or several spectral bands which correspond to specific situations in astronomy. To validate both models, we perform and compare the segmentation on synthetic images and raw multispectral astronomical data.

Processing and Conversion of Algae to Bioethanol

NASA Astrophysics Data System (ADS)

Kampfe, Sara Katherine

We begin by defining the concept of `open' Markov processes, which are continuous-time Markov chains where probability can flow in and out through certain `boundary' states. We study open Markov processes which in the absence of such boundary flows admit equilibrium states satisfying detailed balance, meaning that the net flow of probability vanishes between all pairs of states. External couplings which fix the probabilities of boundary states can maintain such systems in non-equilibrium steady states in which non-zero probability currents flow. We show that these non-equilibrium steady states minimize a quadratic form which we call 'dissipation.' This is closely related to Prigogine's principle of minimum entropy production. We bound the rate of change of the entropy of a driven non-equilibrium steady state relative to the underlying equilibrium state in terms of the flow of probability through the boundary of the process. We then consider open Markov processes as morphisms in a symmetric monoidal category by splitting up their boundary states into certain sets of `inputs' and `outputs.' Composition corresponds to gluing the outputs of one such open Markov process onto the inputs of another so that the probability flowing out of the first process is equal to the probability flowing into the second. Tensoring in this category corresponds to placing two such systems side by side. We construct a `black-box' functor characterizing the behavior of an open Markov process in terms of the space of possible steady state probabilities and probability currents along the boundary. The fact that this is a functor means that the behavior of a composite open Markov process can be computed by composing the behaviors of the open Markov processes from which it is composed. We prove a similar black-boxing theorem for reaction networks whose dynamics are given by the non-linear rate equation. Along the way we describe a more general category of open dynamical systems where composition corresponds to gluing together open dynamical systems.

Operational Markov Condition for Quantum Processes

NASA Astrophysics Data System (ADS)

Pollock, Felix A.; Rodríguez-Rosario, César; Frauenheim, Thomas; Paternostro, Mauro; Modi, Kavan

2018-01-01

We derive a necessary and sufficient condition for a quantum process to be Markovian which coincides with the classical one in the relevant limit. Our condition unifies all previously known definitions for quantum Markov processes by accounting for all potentially detectable memory effects. We then derive a family of measures of non-Markovianity with clear operational interpretations, such as the size of the memory required to simulate a process or the experimental falsifiability of a Markovian hypothesis.

Multiensemble Markov models of molecular thermodynamics and kinetics.

PubMed

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

2016-06-07

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

Multiensemble Markov models of molecular thermodynamics and kinetics

PubMed Central

Wu, Hao; Paul, Fabian; Noé, Frank

2016-01-01

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

Net Surface Flux Budget Over Tropical Oceans Estimated from the Tropical Rainfall Measuring Mission (TRMM)

NASA Astrophysics Data System (ADS)

Fan, Tai-Fang

We begin by defining the concept of `open' Markov processes, which are continuous-time Markov chains where probability can flow in and out through certain `boundary' states. We study open Markov processes which in the absence of such boundary flows admit equilibrium states satisfying detailed balance, meaning that the net flow of probability vanishes between all pairs of states. External couplings which fix the probabilities of boundary states can maintain such systems in non-equilibrium steady states in which non-zero probability currents flow. We show that these non-equilibrium steady states minimize a quadratic form which we call 'dissipation.' This is closely related to Prigogine's principle of minimum entropy production. We bound the rate of change of the entropy of a driven non-equilibrium steady state relative to the underlying equilibrium state in terms of the flow of probability through the boundary of the process. We then consider open Markov processes as morphisms in a symmetric monoidal category by splitting up their boundary states into certain sets of `inputs' and `outputs.' Composition corresponds to gluing the outputs of one such open Markov process onto the inputs of another so that the probability flowing out of the first process is equal to the probability flowing into the second. Tensoring in this category corresponds to placing two such systems side by side. We construct a `black-box' functor characterizing the behavior of an open Markov process in terms of the space of possible steady state probabilities and probability currents along the boundary. The fact that this is a functor means that the behavior of a composite open Markov process can be computed by composing the behaviors of the open Markov processes from which it is composed. We prove a similar black-boxing theorem for reaction networks whose dynamics are given by the non-linear rate equation. Along the way we describe a more general category of open dynamical systems where composition corresponds to gluing together open dynamical systems.

Magneto - Optical Imaging of Superconducting MgB2 Thin Films

NASA Astrophysics Data System (ADS)

Hummert, Stephanie Maria

We begin by defining the concept of `open' Markov processes, which are continuous-time Markov chains where probability can flow in and out through certain `boundary' states. We study open Markov processes which in the absence of such boundary flows admit equilibrium states satisfying detailed balance, meaning that the net flow of probability vanishes between all pairs of states. External couplings which fix the probabilities of boundary states can maintain such systems in non-equilibrium steady states in which non-zero probability currents flow. We show that these non-equilibrium steady states minimize a quadratic form which we call 'dissipation.' This is closely related to Prigogine's principle of minimum entropy production. We bound the rate of change of the entropy of a driven non-equilibrium steady state relative to the underlying equilibrium state in terms of the flow of probability through the boundary of the process. We then consider open Markov processes as morphisms in a symmetric monoidal category by splitting up their boundary states into certain sets of `inputs' and `outputs.' Composition corresponds to gluing the outputs of one such open Markov process onto the inputs of another so that the probability flowing out of the first process is equal to the probability flowing into the second. Tensoring in this category corresponds to placing two such systems side by side. We construct a `black-box' functor characterizing the behavior of an open Markov process in terms of the space of possible steady state probabilities and probability currents along the boundary. The fact that this is a functor means that the behavior of a composite open Markov process can be computed by composing the behaviors of the open Markov processes from which it is composed. We prove a similar black-boxing theorem for reaction networks whose dynamics are given by the non-linear rate equation. Along the way we describe a more general category of open dynamical systems where composition corresponds to gluing together open dynamical systems.

Boron Carbide Filled Neutron Shielding Textile Polymers

NASA Astrophysics Data System (ADS)

Manzlak, Derrick Anthony

We begin by defining the concept of `open' Markov processes, which are continuous-time Markov chains where probability can flow in and out through certain `boundary' states. We study open Markov processes which in the absence of such boundary flows admit equilibrium states satisfying detailed balance, meaning that the net flow of probability vanishes between all pairs of states. External couplings which fix the probabilities of boundary states can maintain such systems in non-equilibrium steady states in which non-zero probability currents flow. We show that these non-equilibrium steady states minimize a quadratic form which we call 'dissipation.' This is closely related to Prigogine's principle of minimum entropy production. We bound the rate of change of the entropy of a driven non-equilibrium steady state relative to the underlying equilibrium state in terms of the flow of probability through the boundary of the process. We then consider open Markov processes as morphisms in a symmetric monoidal category by splitting up their boundary states into certain sets of `inputs' and `outputs.' Composition corresponds to gluing the outputs of one such open Markov process onto the inputs of another so that the probability flowing out of the first process is equal to the probability flowing into the second. Tensoring in this category corresponds to placing two such systems side by side. We construct a `black-box' functor characterizing the behavior of an open Markov process in terms of the space of possible steady state probabilities and probability currents along the boundary. The fact that this is a functor means that the behavior of a composite open Markov process can be computed by composing the behaviors of the open Markov processes from which it is composed. We prove a similar black-boxing theorem for reaction networks whose dynamics are given by the non-linear rate equation. Along the way we describe a more general category of open dynamical systems where composition corresponds to gluing together open dynamical systems.

Parallel Unstructured Grid Generation for Complex Real-World Aerodynamic Simulations

NASA Astrophysics Data System (ADS)

Zagaris, George

We begin by defining the concept of `open' Markov processes, which are continuous-time Markov chains where probability can flow in and out through certain `boundary' states. We study open Markov processes which in the absence of such boundary flows admit equilibrium states satisfying detailed balance, meaning that the net flow of probability vanishes between all pairs of states. External couplings which fix the probabilities of boundary states can maintain such systems in non-equilibrium steady states in which non-zero probability currents flow. We show that these non-equilibrium steady states minimize a quadratic form which we call 'dissipation.' This is closely related to Prigogine's principle of minimum entropy production. We bound the rate of change of the entropy of a driven non-equilibrium steady state relative to the underlying equilibrium state in terms of the flow of probability through the boundary of the process. We then consider open Markov processes as morphisms in a symmetric monoidal category by splitting up their boundary states into certain sets of `inputs' and `outputs.' Composition corresponds to gluing the outputs of one such open Markov process onto the inputs of another so that the probability flowing out of the first process is equal to the probability flowing into the second. Tensoring in this category corresponds to placing two such systems side by side. We construct a `black-box' functor characterizing the behavior of an open Markov process in terms of the space of possible steady state probabilities and probability currents along the boundary. The fact that this is a functor means that the behavior of a composite open Markov process can be computed by composing the behaviors of the open Markov processes from which it is composed. We prove a similar black-boxing theorem for reaction networks whose dynamics are given by the non-linear rate equation. Along the way we describe a more general category of open dynamical systems where composition corresponds to gluing together open dynamical systems.

Polymeric Radiation Shielding for Applications in Space: Polyimide Synthesis and Modeling of Multi-Layered Polymeric Shields

NASA Astrophysics Data System (ADS)

Schiavone, Clinton Cleveland

We begin by defining the concept of `open' Markov processes, which are continuous-time Markov chains where probability can flow in and out through certain `boundary' states. We study open Markov processes which in the absence of such boundary flows admit equilibrium states satisfying detailed balance, meaning that the net flow of probability vanishes between all pairs of states. External couplings which fix the probabilities of boundary states can maintain such systems in non-equilibrium steady states in which non-zero probability currents flow. We show that these non-equilibrium steady states minimize a quadratic form which we call 'dissipation.' This is closely related to Prigogine's principle of minimum entropy production. We bound the rate of change of the entropy of a driven non-equilibrium steady state relative to the underlying equilibrium state in terms of the flow of probability through the boundary of the process. We then consider open Markov processes as morphisms in a symmetric monoidal category by splitting up their boundary states into certain sets of `inputs' and `outputs.' Composition corresponds to gluing the outputs of one such open Markov process onto the inputs of another so that the probability flowing out of the first process is equal to the probability flowing into the second. Tensoring in this category corresponds to placing two such systems side by side. We construct a `black-box' functor characterizing the behavior of an open Markov process in terms of the space of possible steady state probabilities and probability currents along the boundary. The fact that this is a functor means that the behavior of a composite open Markov process can be computed by composing the behaviors of the open Markov processes from which it is composed. We prove a similar black-boxing theorem for reaction networks whose dynamics are given by the non-linear rate equation. Along the way we describe a more general category of open dynamical systems where composition corresponds to gluing together open dynamical systems.

The Development of the CALIPSO LiDAR Simulator

NASA Astrophysics Data System (ADS)

Powell, Kathleen A.

We begin by defining the concept of `open' Markov processes, which are continuous-time Markov chains where probability can flow in and out through certain `boundary' states. We study open Markov processes which in the absence of such boundary flows admit equilibrium states satisfying detailed balance, meaning that the net flow of probability vanishes between all pairs of states. External couplings which fix the probabilities of boundary states can maintain such systems in non-equilibrium steady states in which non-zero probability currents flow. We show that these non-equilibrium steady states minimize a quadratic form which we call 'dissipation.' This is closely related to Prigogine's principle of minimum entropy production. We bound the rate of change of the entropy of a driven non-equilibrium steady state relative to the underlying equilibrium state in terms of the flow of probability through the boundary of the process. We then consider open Markov processes as morphisms in a symmetric monoidal category by splitting up their boundary states into certain sets of `inputs' and `outputs.' Composition corresponds to gluing the outputs of one such open Markov process onto the inputs of another so that the probability flowing out of the first process is equal to the probability flowing into the second. Tensoring in this category corresponds to placing two such systems side by side. We construct a `black-box' functor characterizing the behavior of an open Markov process in terms of the space of possible steady state probabilities and probability currents along the boundary. The fact that this is a functor means that the behavior of a composite open Markov process can be computed by composing the behaviors of the open Markov processes from which it is composed. We prove a similar black-boxing theorem for reaction networks whose dynamics are given by the non-linear rate equation. Along the way we describe a more general category of open dynamical systems where composition corresponds to gluing together open dynamical systems.

Exploring a Novel Approach to Technical Nuclear Forensics Utilizing Atomic Force Microscopy

NASA Astrophysics Data System (ADS)

Peeke, Richard Scot

We begin by defining the concept of `open' Markov processes, which are continuous-time Markov chains where probability can flow in and out through certain `boundary' states. We study open Markov processes which in the absence of such boundary flows admit equilibrium states satisfying detailed balance, meaning that the net flow of probability vanishes between all pairs of states. External couplings which fix the probabilities of boundary states can maintain such systems in non-equilibrium steady states in which non-zero probability currents flow. We show that these non-equilibrium steady states minimize a quadratic form which we call 'dissipation.' This is closely related to Prigogine's principle of minimum entropy production. We bound the rate of change of the entropy of a driven non-equilibrium steady state relative to the underlying equilibrium state in terms of the flow of probability through the boundary of the process. We then consider open Markov processes as morphisms in a symmetric monoidal category by splitting up their boundary states into certain sets of `inputs' and `outputs.' Composition corresponds to gluing the outputs of one such open Markov process onto the inputs of another so that the probability flowing out of the first process is equal to the probability flowing into the second. Tensoring in this category corresponds to placing two such systems side by side. We construct a `black-box' functor characterizing the behavior of an open Markov process in terms of the space of possible steady state probabilities and probability currents along the boundary. The fact that this is a functor means that the behavior of a composite open Markov process can be computed by composing the behaviors of the open Markov processes from which it is composed. We prove a similar black-boxing theorem for reaction networks whose dynamics are given by the non-linear rate equation. Along the way we describe a more general category of open dynamical systems where composition corresponds to gluing together open dynamical systems.

Modeling of Critically-Stratified Gravity Flows: Application to the Eel River Continental Shelf, Northern California

NASA Astrophysics Data System (ADS)

Scully, Malcolm E.

We begin by defining the concept of `open' Markov processes, which are continuous-time Markov chains where probability can flow in and out through certain `boundary' states. We study open Markov processes which in the absence of such boundary flows admit equilibrium states satisfying detailed balance, meaning that the net flow of probability vanishes between all pairs of states. External couplings which fix the probabilities of boundary states can maintain such systems in non-equilibrium steady states in which non-zero probability currents flow. We show that these non-equilibrium steady states minimize a quadratic form which we call 'dissipation.' This is closely related to Prigogine's principle of minimum entropy production. We bound the rate of change of the entropy of a driven non-equilibrium steady state relative to the underlying equilibrium state in terms of the flow of probability through the boundary of the process. We then consider open Markov processes as morphisms in a symmetric monoidal category by splitting up their boundary states into certain sets of `inputs' and `outputs.' Composition corresponds to gluing the outputs of one such open Markov process onto the inputs of another so that the probability flowing out of the first process is equal to the probability flowing into the second. Tensoring in this category corresponds to placing two such systems side by side. We construct a `black-box' functor characterizing the behavior of an open Markov process in terms of the space of possible steady state probabilities and probability currents along the boundary. The fact that this is a functor means that the behavior of a composite open Markov process can be computed by composing the behaviors of the open Markov processes from which it is composed. We prove a similar black-boxing theorem for reaction networks whose dynamics are given by the non-linear rate equation. Along the way we describe a more general category of open dynamical systems where composition corresponds to gluing together open dynamical systems.

Production of Cyclohexylene-Containing Diamines in Pursuit of Novel Radiation Shielding Materials

NASA Astrophysics Data System (ADS)

Bate, Norah G.

We begin by defining the concept of `open' Markov processes, which are continuous-time Markov chains where probability can flow in and out through certain `boundary' states. We study open Markov processes which in the absence of such boundary flows admit equilibrium states satisfying detailed balance, meaning that the net flow of probability vanishes between all pairs of states. External couplings which fix the probabilities of boundary states can maintain such systems in non-equilibrium steady states in which non-zero probability currents flow. We show that these non-equilibrium steady states minimize a quadratic form which we call 'dissipation.' This is closely related to Prigogine's principle of minimum entropy production. We bound the rate of change of the entropy of a driven non-equilibrium steady state relative to the underlying equilibrium state in terms of the flow of probability through the boundary of the process. We then consider open Markov processes as morphisms in a symmetric monoidal category by splitting up their boundary states into certain sets of `inputs' and `outputs.' Composition corresponds to gluing the outputs of one such open Markov process onto the inputs of another so that the probability flowing out of the first process is equal to the probability flowing into the second. Tensoring in this category corresponds to placing two such systems side by side. We construct a `black-box' functor characterizing the behavior of an open Markov process in terms of the space of possible steady state probabilities and probability currents along the boundary. The fact that this is a functor means that the behavior of a composite open Markov process can be computed by composing the behaviors of the open Markov processes from which it is composed. We prove a similar black-boxing theorem for reaction networks whose dynamics are given by the non-linear rate equation. Along the way we describe a more general category of open dynamical systems where composition corresponds to gluing together open dynamical systems.

Development of Boron-Containing Polyimide Materials and Poly(arylene Ether)s for Radiation Shielding

NASA Astrophysics Data System (ADS)

Collins, Brittani May

We begin by defining the concept of `open' Markov processes, which are continuous-time Markov chains where probability can flow in and out through certain `boundary' states. We study open Markov processes which in the absence of such boundary flows admit equilibrium states satisfying detailed balance, meaning that the net flow of probability vanishes between all pairs of states. External couplings which fix the probabilities of boundary states can maintain such systems in non-equilibrium steady states in which non-zero probability currents flow. We show that these non-equilibrium steady states minimize a quadratic form which we call 'dissipation.' This is closely related to Prigogine's principle of minimum entropy production. We bound the rate of change of the entropy of a driven non-equilibrium steady state relative to the underlying equilibrium state in terms of the flow of probability through the boundary of the process. We then consider open Markov processes as morphisms in a symmetric monoidal category by splitting up their boundary states into certain sets of `inputs' and `outputs.' Composition corresponds to gluing the outputs of one such open Markov process onto the inputs of another so that the probability flowing out of the first process is equal to the probability flowing into the second. Tensoring in this category corresponds to placing two such systems side by side. We construct a `black-box' functor characterizing the behavior of an open Markov process in terms of the space of possible steady state probabilities and probability currents along the boundary. The fact that this is a functor means that the behavior of a composite open Markov process can be computed by composing the behaviors of the open Markov processes from which it is composed. We prove a similar black-boxing theorem for reaction networks whose dynamics are given by the non-linear rate equation. Along the way we describe a more general category of open dynamical systems where composition corresponds to gluing together open dynamical systems.

Magnetization Dynamics and Anisotropy in Ferromagnetic/Antiferromagnetic Ni/NiO Bilayers

NASA Astrophysics Data System (ADS)

Petersen, Andreas

We begin by defining the concept of `open' Markov processes, which are continuous-time Markov chains where probability can flow in and out through certain `boundary' states. We study open Markov processes which in the absence of such boundary flows admit equilibrium states satisfying detailed balance, meaning that the net flow of probability vanishes between all pairs of states. External couplings which fix the probabilities of boundary states can maintain such systems in non-equilibrium steady states in which non-zero probability currents flow. We show that these non-equilibrium steady states minimize a quadratic form which we call 'dissipation.' This is closely related to Prigogine's principle of minimum entropy production. We bound the rate of change of the entropy of a driven non-equilibrium steady state relative to the underlying equilibrium state in terms of the flow of probability through the boundary of the process. We then consider open Markov processes as morphisms in a symmetric monoidal category by splitting up their boundary states into certain sets of `inputs' and `outputs.' Composition corresponds to gluing the outputs of one such open Markov process onto the inputs of another so that the probability flowing out of the first process is equal to the probability flowing into the second. Tensoring in this category corresponds to placing two such systems side by side. We construct a `black-box' functor characterizing the behavior of an open Markov process in terms of the space of possible steady state probabilities and probability currents along the boundary. The fact that this is a functor means that the behavior of a composite open Markov process can be computed by composing the behaviors of the open Markov processes from which it is composed. We prove a similar black-boxing theorem for reaction networks whose dynamics are given by the non-linear rate equation. Along the way we describe a more general category of open dynamical systems where composition corresponds to gluing together open dynamical systems.

Phasic Triplet Markov Chains.

PubMed

El Yazid Boudaren, Mohamed; Monfrini, Emmanuel; Pieczynski, Wojciech; Aïssani, Amar

2014-11-01

Hidden Markov chains have been shown to be inadequate for data modeling under some complex conditions. In this work, we address the problem of statistical modeling of phenomena involving two heterogeneous system states. Such phenomena may arise in biology or communications, among other fields. Namely, we consider that a sequence of meaningful words is to be searched within a whole observation that also contains arbitrary one-by-one symbols. Moreover, a word may be interrupted at some site to be carried on later. Applying plain hidden Markov chains to such data, while ignoring their specificity, yields unsatisfactory results. The Phasic triplet Markov chain, proposed in this paper, overcomes this difficulty by means of an auxiliary underlying process in accordance with the triplet Markov chains theory. Related Bayesian restoration techniques and parameters estimation procedures according to the new model are then described. Finally, to assess the performance of the proposed model against the conventional hidden Markov chain model, experiments are conducted on synthetic and real data.

Markov-chain model of classified atomistic transition states for discrete kinetic Monte Carlo simulations.

PubMed

Numazawa, Satoshi; Smith, Roger

2011-10-01

Classical harmonic transition state theory is considered and applied in discrete lattice cells with hierarchical transition levels. The scheme is then used to determine transitions that can be applied in a lattice-based kinetic Monte Carlo (KMC) atomistic simulation model. The model results in an effective reduction of KMC simulation steps by utilizing a classification scheme of transition levels for thermally activated atomistic diffusion processes. Thermally activated atomistic movements are considered as local transition events constrained in potential energy wells over certain local time periods. These processes are represented by Markov chains of multidimensional Boolean valued functions in three-dimensional lattice space. The events inhibited by the barriers under a certain level are regarded as thermal fluctuations of the canonical ensemble and accepted freely. Consequently, the fluctuating system evolution process is implemented as a Markov chain of equivalence class objects. It is shown that the process can be characterized by the acceptance of metastable local transitions. The method is applied to a problem of Au and Ag cluster growth on a rippled surface. The simulation predicts the existence of a morphology-dependent transition time limit from a local metastable to stable state for subsequent cluster growth by accretion. Excellent agreement with observed experimental results is obtained.

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

Treesearch

Joseph Buongiorno; Mo Zhou; Craig Johnston

2017-01-01

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

Accelerating population balance-Monte Carlo simulation for coagulation dynamics from the Markov jump model, stochastic algorithm and GPU parallel computing

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

Xu, Zuwei; Zhao, Haibo, E-mail: klinsmannzhb@163.com; Zheng, Chuguang

2015-01-15

This paper proposes a comprehensive framework for accelerating population balance-Monte Carlo (PBMC) simulation of particle coagulation dynamics. By combining Markov jump model, weighted majorant kernel and GPU (graphics processing unit) parallel computing, a significant gain in computational efficiency is achieved. The Markov jump model constructs a coagulation-rule matrix of differentially-weighted simulation particles, so as to capture the time evolution of particle size distribution with low statistical noise over the full size range and as far as possible to reduce the number of time loopings. Here three coagulation rules are highlighted and it is found that constructing appropriate coagulation rule providesmore » a route to attain the compromise between accuracy and cost of PBMC methods. Further, in order to avoid double looping over all simulation particles when considering the two-particle events (typically, particle coagulation), the weighted majorant kernel is introduced to estimate the maximum coagulation rates being used for acceptance–rejection processes by single-looping over all particles, and meanwhile the mean time-step of coagulation event is estimated by summing the coagulation kernels of rejected and accepted particle pairs. The computational load of these fast differentially-weighted PBMC simulations (based on the Markov jump model) is reduced greatly to be proportional to the number of simulation particles in a zero-dimensional system (single cell). Finally, for a spatially inhomogeneous multi-dimensional (multi-cell) simulation, the proposed fast PBMC is performed in each cell, and multiple cells are parallel processed by multi-cores on a GPU that can implement the massively threaded data-parallel tasks to obtain remarkable speedup ratio (comparing with CPU computation, the speedup ratio of GPU parallel computing is as high as 200 in a case of 100 cells with 10 000 simulation particles per cell). These accelerating approaches of PBMC are demonstrated in a physically realistic Brownian coagulation case. The computational accuracy is validated with benchmark solution of discrete-sectional method. The simulation results show that the comprehensive approach can attain very favorable improvement in cost without sacrificing computational accuracy.« less

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

NASA Astrophysics Data System (ADS)

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

2018-02-01

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

High-Performance Nanocomposites Designed for Radiation Shielding in Space and an Application of GIS for Analyzing Nanopowder Dispersion in Polymer Matrixes

NASA Astrophysics Data System (ADS)

Auslander, Joseph Simcha

We begin by defining the concept of `open' Markov processes, which are continuous-time Markov chains where probability can flow in and out through certain `boundary' states. We study open Markov processes which in the absence of such boundary flows admit equilibrium states satisfying detailed balance, meaning that the net flow of probability vanishes between all pairs of states. External couplings which fix the probabilities of boundary states can maintain such systems in non-equilibrium steady states in which non-zero probability currents flow. We show that these non-equilibrium steady states minimize a quadratic form which we call 'dissipation.' This is closely related to Prigogine's principle of minimum entropy production. We bound the rate of change of the entropy of a driven non-equilibrium steady state relative to the underlying equilibrium state in terms of the flow of probability through the boundary of the process. We then consider open Markov processes as morphisms in a symmetric monoidal category by splitting up their boundary states into certain sets of `inputs' and `outputs.' Composition corresponds to gluing the outputs of one such open Markov process onto the inputs of another so that the probability flowing out of the first process is equal to the probability flowing into the second. Tensoring in this category corresponds to placing two such systems side by side. We construct a `black-box' functor characterizing the behavior of an open Markov process in terms of the space of possible steady state probabilities and probability currents along the boundary. The fact that this is a functor means that the behavior of a composite open Markov process can be computed by composing the behaviors of the open Markov processes from which it is composed. We prove a similar black-boxing theorem for reaction networks whose dynamics are given by the non-linear rate equation. Along the way we describe a more general category of open dynamical systems where composition corresponds to gluing together open dynamical systems.

Time-Resolved Magneto-Optical Imaging of Superconducting YBCO Thin Films in the High-Frequency AC Current Regime

NASA Astrophysics Data System (ADS)

Frey, Alexander

We begin by defining the concept of `open' Markov processes, which are continuous-time Markov chains where probability can flow in and out through certain `boundary' states. We study open Markov processes which in the absence of such boundary flows admit equilibrium states satisfying detailed balance, meaning that the net flow of probability vanishes between all pairs of states. External couplings which fix the probabilities of boundary states can maintain such systems in non-equilibrium steady states in which non-zero probability currents flow. We show that these non-equilibrium steady states minimize a quadratic form which we call 'dissipation.' This is closely related to Prigogine's principle of minimum entropy production. We bound the rate of change of the entropy of a driven non-equilibrium steady state relative to the underlying equilibrium state in terms of the flow of probability through the boundary of the process. We then consider open Markov processes as morphisms in a symmetric monoidal category by splitting up their boundary states into certain sets of `inputs' and `outputs.' Composition corresponds to gluing the outputs of one such open Markov process onto the inputs of another so that the probability flowing out of the first process is equal to the probability flowing into the second. Tensoring in this category corresponds to placing two such systems side by side. We construct a `black-box' functor characterizing the behavior of an open Markov process in terms of the space of possible steady state probabilities and probability currents along the boundary. The fact that this is a functor means that the behavior of a composite open Markov process can be computed by composing the behaviors of the open Markov processes from which it is composed. We prove a similar black-boxing theorem for reaction networks whose dynamics are given by the non-linear rate equation. Along the way we describe a more general category of open dynamical systems where composition corresponds to gluing together open dynamical systems.

Use of Remote Sensing to Identify Essential Habitat for Aeschynomene virginica (L.) BSP, a Threatened Tidal Freshwater Wetland Plant

NASA Astrophysics Data System (ADS)

Mountz, Elizabeth M.

We begin by defining the concept of `open' Markov processes, which are continuous-time Markov chains where probability can flow in and out through certain `boundary' states. We study open Markov processes which in the absence of such boundary flows admit equilibrium states satisfying detailed balance, meaning that the net flow of probability vanishes between all pairs of states. External couplings which fix the probabilities of boundary states can maintain such systems in non-equilibrium steady states in which non-zero probability currents flow. We show that these non-equilibrium steady states minimize a quadratic form which we call 'dissipation.' This is closely related to Prigogine's principle of minimum entropy production. We bound the rate of change of the entropy of a driven non-equilibrium steady state relative to the underlying equilibrium state in terms of the flow of probability through the boundary of the process. We then consider open Markov processes as morphisms in a symmetric monoidal category by splitting up their boundary states into certain sets of `inputs' and `outputs.' Composition corresponds to gluing the outputs of one such open Markov process onto the inputs of another so that the probability flowing out of the first process is equal to the probability flowing into the second. Tensoring in this category corresponds to placing two such systems side by side. We construct a `black-box' functor characterizing the behavior of an open Markov process in terms of the space of possible steady state probabilities and probability currents along the boundary. The fact that this is a functor means that the behavior of a composite open Markov process can be computed by composing the behaviors of the open Markov processes from which it is composed. We prove a similar black-boxing theorem for reaction networks whose dynamics are given by the non-linear rate equation. Along the way we describe a more general category of open dynamical systems where composition corresponds to gluing together open dynamical systems.

Silver-Polyimide Nanocomposite Films: Single-Stage Synthesis and Analysis of Metalized Partially-Fluorinated Polyimide BTDA/4-BDAF Prepared from Silver(I) Complexes

NASA Astrophysics Data System (ADS)

Abelard, Joshua Erold Robert

We begin by defining the concept of `open' Markov processes, which are continuous-time Markov chains where probability can flow in and out through certain `boundary' states. We study open Markov processes which in the absence of such boundary flows admit equilibrium states satisfying detailed balance, meaning that the net flow of probability vanishes between all pairs of states. External couplings which fix the probabilities of boundary states can maintain such systems in non-equilibrium steady states in which non-zero probability currents flow. We show that these non-equilibrium steady states minimize a quadratic form which we call 'dissipation.' This is closely related to Prigogine's principle of minimum entropy production. We bound the rate of change of the entropy of a driven non-equilibrium steady state relative to the underlying equilibrium state in terms of the flow of probability through the boundary of the process. We then consider open Markov processes as morphisms in a symmetric monoidal category by splitting up their boundary states into certain sets of `inputs' and `outputs.' Composition corresponds to gluing the outputs of one such open Markov process onto the inputs of another so that the probability flowing out of the first process is equal to the probability flowing into the second. Tensoring in this category corresponds to placing two such systems side by side. We construct a `black-box' functor characterizing the behavior of an open Markov process in terms of the space of possible steady state probabilities and probability currents along the boundary. The fact that this is a functor means that the behavior of a composite open Markov process can be computed by composing the behaviors of the open Markov processes from which it is composed. We prove a similar black-boxing theorem for reaction networks whose dynamics are given by the non-linear rate equation. Along the way we describe a more general category of open dynamical systems where composition corresponds to gluing together open dynamical systems.

Multifunctional Polymer Synthesis and Incorporation of Gadolinium Compounds and Modified Tungsten Nanoparticles for Improvement of Radiation Shielding for use in Outer Space

NASA Astrophysics Data System (ADS)

Harbert, Emily Grace

We begin by defining the concept of `open' Markov processes, which are continuous-time Markov chains where probability can flow in and out through certain `boundary' states. We study open Markov processes which in the absence of such boundary flows admit equilibrium states satisfying detailed balance, meaning that the net flow of probability vanishes between all pairs of states. External couplings which fix the probabilities of boundary states can maintain such systems in non-equilibrium steady states in which non-zero probability currents flow. We show that these non-equilibrium steady states minimize a quadratic form which we call 'dissipation.' This is closely related to Prigogine's principle of minimum entropy production. We bound the rate of change of the entropy of a driven non-equilibrium steady state relative to the underlying equilibrium state in terms of the flow of probability through the boundary of the process. We then consider open Markov processes as morphisms in a symmetric monoidal category by splitting up their boundary states into certain sets of `inputs' and `outputs.' Composition corresponds to gluing the outputs of one such open Markov process onto the inputs of another so that the probability flowing out of the first process is equal to the probability flowing into the second. Tensoring in this category corresponds to placing two such systems side by side. We construct a `black-box' functor characterizing the behavior of an open Markov process in terms of the space of possible steady state probabilities and probability currents along the boundary. The fact that this is a functor means that the behavior of a composite open Markov process can be computed by composing the behaviors of the open Markov processes from which it is composed. We prove a similar black-boxing theorem for reaction networks whose dynamics are given by the non-linear rate equation. Along the way we describe a more general category of open dynamical systems where composition corresponds to gluing together open dynamical systems.

From empirical data to time-inhomogeneous continuous Markov processes.

PubMed

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

2016-03-01

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

Modeling the coupled return-spread high frequency dynamics of large tick assets

NASA Astrophysics Data System (ADS)

Curato, Gianbiagio; Lillo, Fabrizio

2015-01-01

Large tick assets, i.e. assets where one tick movement is a significant fraction of the price and bid-ask spread is almost always equal to one tick, display a dynamics in which price changes and spread are strongly coupled. We present an approach based on the hidden Markov model, also known in econometrics as the Markov switching model, for the dynamics of price changes, where the latent Markov process is described by the transitions between spreads. We then use a finite Markov mixture of logit regressions on past squared price changes to describe temporal dependencies in the dynamics of price changes. The model can thus be seen as a double chain Markov model. We show that the model describes the shape of the price change distribution at different time scales, volatility clustering, and the anomalous decrease of kurtosis. We calibrate our models based on Nasdaq stocks and we show that this model reproduces remarkably well the statistical properties of real data.

Dimensional Reduction for the General Markov Model on Phylogenetic Trees.

PubMed

Sumner, Jeremy G

2017-03-01

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

Localization Transition Induced by Learning in Random Searches

NASA Astrophysics Data System (ADS)

Falcón-Cortés, Andrea; Boyer, Denis; Giuggioli, Luca; Majumdar, Satya N.

2017-10-01

We solve an adaptive search model where a random walker or Lévy flight stochastically resets to previously visited sites on a d -dimensional lattice containing one trapping site. Because of reinforcement, a phase transition occurs when the resetting rate crosses a threshold above which nondiffusive stationary states emerge, localized around the inhomogeneity. The threshold depends on the trapping strength and on the walker's return probability in the memoryless case. The transition belongs to the same class as the self-consistent theory of Anderson localization. These results show that similarly to many living organisms and unlike the well-studied Markovian walks, non-Markov movement processes can allow agents to learn about their environment and promise to bring adaptive solutions in search tasks.

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

NASA Astrophysics Data System (ADS)

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

2018-01-01

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

Integrable dissipative exclusion process: Correlation functions and physical properties

NASA Astrophysics Data System (ADS)

Crampe, N.; Ragoucy, E.; Rittenberg, V.; Vanicat, M.

2016-09-01

We study a one-parameter generalization of the symmetric simple exclusion process on a one-dimensional lattice. In addition to the usual dynamics (where particles can hop with equal rates to the left or to the right with an exclusion constraint), annihilation and creation of pairs can occur. The system is driven out of equilibrium by two reservoirs at the boundaries. In this setting the model is still integrable: it is related to the open XXZ spin chain through a gauge transformation. This allows us to compute the full spectrum of the Markov matrix using Bethe equations. We also show that the stationary state can be expressed in a matrix product form permitting to compute the multipoints correlation functions as well as the mean value of the lattice and the creation-annihilation currents. Finally, the variance of the lattice current is computed for a finite-size system. In the thermodynamic limit, it matches the value obtained from the associated macroscopic fluctuation theory.

The effect of dissipative inhomogeneous medium on the statistics of the wave intensity

NASA Technical Reports Server (NTRS)

Saatchi, Sasan S.

1993-01-01

One of the main theoretical points in the theory of wave propagation in random medium is the derivation of closed form equations to describe the statistics of the propagating waves. In particular, in one dimensional problems, the closed form representation of the multiple scattering effects is important since it contributes in understanding such problems like wave localization, backscattering enhancement, and intensity fluctuations. In this the propagation of plane waves in a layer of one-dimensional dissipative random medium is considered. The medium is modeled by a complex permittivity whose real part is a constant representing the absorption. The one dimensional problem is mathematically equivalent to the analysis of a transmission line with randomly perturbed distributed parameters and a single mode lossy waveguide and the results can be used to study the propagation of radio waves through atmosphere and the remote sensing of geophysical media. It is assumed the scattering medium consists of an ensemble of one-dimensional point scatterers randomly positioned in a layer of thickness L with diffuse boundaries. A Poisson impulse process with density lambda is used to model the position of scatterers in the medium. By employing the Markov properties of this process an exact closed form equation of Kolmogorov-Feller type was obtained for the probability density of the reflection coefficient. This equation was solved by combining two limiting cases: (1) when the density of scatterers is small; and (2) when the medium is weakly dissipative. A two variable perturbation method for small lambda was used to obtain solutions valid for thick layers. These solutions are then asymptotically evaluated for small dissipation. To show the effect of dissipation, the mean and fluctuations of the reflected power are obtained. The results were compared with a lossy homogeneous medium and with a lossless inhomogeneous medium and the regions where the effect of absorption is not essential were discussed.

Observation uncertainty in reversible Markov chains.

PubMed

Metzner, Philipp; Weber, Marcus; Schütte, Christof

2010-09-01

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

Single-Molecule Test for Markovianity of the Dynamics along a Reaction Coordinate.

PubMed

Berezhkovskii, Alexander M; Makarov, Dmitrii E

2018-05-03

In an effort to answer the much-debated question of whether the time evolution of common experimental observables can be described as one-dimensional diffusion in the potential of mean force, we propose a simple criterion that allows one to test whether the Markov assumption is applicable to a single-molecule trajectory x( t). This test does not involve fitting of the data to any presupposed model and can be applied to experimental data with relatively low temporal resolution.

Open Markov Processes and Reaction Networks

ERIC Educational Resources Information Center

Swistock Pollard, Blake Stephen

2017-01-01

We begin by defining the concept of "open" Markov processes, which are continuous-time Markov chains where probability can flow in and out through certain "boundary" states. We study open Markov processes which in the absence of such boundary flows admit equilibrium states satisfying detailed balance, meaning that the net flow…

Clustered Numerical Data Analysis Using Markov Lie Monoid Based Networks

NASA Astrophysics Data System (ADS)

Johnson, Joseph

2016-03-01

We have designed and build an optimal numerical standardization algorithm that links numerical values with their associated units, error level, and defining metadata thus supporting automated data exchange and new levels of artificial intelligence (AI). The software manages all dimensional and error analysis and computational tracing. Tables of entities verses properties of these generalized numbers (called ``metanumbers'') support a transformation of each table into a network among the entities and another network among their properties where the network connection matrix is based upon a proximity metric between the two items. We previously proved that every network is isomorphic to the Lie algebra that generates continuous Markov transformations. We have also shown that the eigenvectors of these Markov matrices provide an agnostic clustering of the underlying patterns. We will present this methodology and show how our new work on conversion of scientific numerical data through this process can reveal underlying information clusters ordered by the eigenvalues. We will also show how the linking of clusters from different tables can be used to form a ``supernet'' of all numerical information supporting new initiatives in AI.

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

PubMed Central

Chevalier, Michael W.; El-Samad, Hana

2014-01-01

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

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

NASA Astrophysics Data System (ADS)

Chevalier, Michael W.; El-Samad, Hana

2014-12-01

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

Markov Chains For Testing Redundant Software

NASA Technical Reports Server (NTRS)

White, Allan L.; Sjogren, Jon A.

1990-01-01

Preliminary design developed for validation experiment that addresses problems unique to assuring extremely high quality of multiple-version programs in process-control software. Approach takes into account inertia of controlled system in sense it takes more than one failure of control program to cause controlled system to fail. Verification procedure consists of two steps: experimentation (numerical simulation) and computation, with Markov model for each step.

RECONSTRUCTING THREE-DIMENSIONAL JET GEOMETRY FROM TWO-DIMENSIONAL IMAGES

NASA Astrophysics Data System (ADS)

Avachat, Sayali; Perlman, Eric S.; Li, Kunyang; Kosak, Katie

2018-01-01

Relativistic jets in AGN are one of the most interesting and complex structures in the Universe. Some of the jets can be spread over hundreds of kilo parsecs from the central engine and display various bends, knots and hotspots. Observations of the jets can prove helpful in understanding the emission and particle acceleration processes from sub-arcsec to kilo parsec scales and the role of magnetic field in it. The M87 jet has many bright knots as well as regions of small and large bends. We attempt to model the jet geometry using the observed 2 dimensional structure. The radio and optical images of the jet show evidence of presence of helical magnetic field throughout. Using the observed structure in the sky frame, our goal is to gain an insight into the intrinsic 3 dimensional geometry in the jets frame. The structure of the bends in jet's frame may be quite different than what we see in the sky frame. The knowledge of the intrinsic structure will be helpful in understanding the appearance of the magnetic field and hence polarization morphology. To achieve this, we are using numerical methods to solve the non-linear equations based on the jet geometry. We are using the Log Likelihood method and algorithm based on Markov Chain Monte Carlo (MCMC) simulations.

The Embedding Problem for Markov Models of Nucleotide Substitution

PubMed Central

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

2013-01-01

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

Markovian Interpretations of Dual Retrieval Processes

PubMed Central

Gomes, C. F. A.; Nakamura, K.; Reyna, V. F.

2013-01-01

A half-century ago, at the dawn of the all-or-none learning era, Estes showed that finite Markov chains supply a tractable, comprehensive framework for discrete-change data of the sort that he envisioned for shifts in conditioning states in stimulus sampling theory. Shortly thereafter, such data rapidly accumulated in many spheres of human learning and animal conditioning, and Estes’ work stimulated vigorous development of Markov models to handle them. A key outcome was that the data of the workhorse paradigms of episodic memory, recognition and recall, proved to be one- and two-stage Markovian, respectively, to close approximations. Subsequently, Markov modeling of recognition and recall all but disappeared from the literature, but it is now reemerging in the wake of dual-process conceptions of episodic memory. In recall, in particular, Markov models are being used to measure two retrieval operations (direct access and reconstruction) and a slave familiarity operation. In the present paper, we develop this family of models and present the requisite machinery for fit evaluation and significance testing. Results are reviewed from selected experiments in which the recall models were used to understand dual memory processes. PMID:24948840

Markov Analysis of Sleep Dynamics

NASA Astrophysics Data System (ADS)

Kim, J. W.; Lee, J.-S.; Robinson, P. A.; Jeong, D.-U.

2009-05-01

A new approach, based on a Markov transition matrix, is proposed to explain frequent sleep and wake transitions during sleep. The matrix is determined by analyzing hypnograms of 113 obstructive sleep apnea patients. Our approach shows that the statistics of sleep can be constructed via a single Markov process and that durations of all states have modified exponential distributions, in contrast to recent reports of a scale-free form for the wake stage and an exponential form for the sleep stage. Hypnograms of the same subjects, but treated with Continuous Positive Airway Pressure, are analyzed and compared quantitatively with the pretreatment ones, suggesting potential clinical applications.

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

NASA Astrophysics Data System (ADS)

Sughiyama, Yuki; Kobayashi, Testuya J.

2018-03-01

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

Kinetics of CO2 diffusion in human carbonic anhydrase: a study using molecular dynamics simulations and the Markov-state model.

PubMed

Chen, Gong; Kong, Xian; Lu, Diannan; Wu, Jianzhong; Liu, Zheng

2017-05-10

Molecular dynamics (MD) simulations, in combination with the Markov-state model (MSM), were applied to probe CO 2 diffusion from an aqueous solution into the active site of human carbonic anhydrase II (hCA-II), an enzyme useful for enhanced CO 2 capture and utilization. The diffusion process in the hydrophobic pocket of hCA-II was illustrated in terms of a two-dimensional free-energy landscape. We found that CO 2 diffusion in hCA-II is a rate-limiting step in the CO 2 diffusion-binding-reaction process. The equilibrium distribution of CO 2 shows its preferential accumulation within a hydrophobic domain in the protein core region. An analysis of the committors and reactive fluxes indicates that the main pathway for CO 2 diffusion into the active site of hCA-II is through a binding pocket where residue Gln 136 contributes to the maximal flux. The simulation results offer a new perspective on the CO 2 hydration kinetics and useful insights toward the development of novel biochemical processes for more efficient CO 2 sequestration and utilization.

Extreme event statistics in a drifting Markov chain

NASA Astrophysics Data System (ADS)

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

2017-07-01

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

A novel framework to simulating non-stationary, non-linear, non-Normal hydrological time series using Markov Switching Autoregressive Models

NASA Astrophysics Data System (ADS)

Birkel, C.; Paroli, R.; Spezia, L.; Tetzlaff, D.; Soulsby, C.

2012-12-01

In this paper we present a novel model framework using the class of Markov Switching Autoregressive Models (MSARMs) to examine catchments as complex stochastic systems that exhibit non-stationary, non-linear and non-Normal rainfall-runoff and solute dynamics. Hereby, MSARMs are pairs of stochastic processes, one observed and one unobserved, or hidden. We model the unobserved process as a finite state Markov chain and assume that the observed process, given the hidden Markov chain, is conditionally autoregressive, which means that the current observation depends on its recent past (system memory). The model is fully embedded in a Bayesian analysis based on Markov Chain Monte Carlo (MCMC) algorithms for model selection and uncertainty assessment. Hereby, the autoregressive order and the dimension of the hidden Markov chain state-space are essentially self-selected. The hidden states of the Markov chain represent unobserved levels of variability in the observed process that may result from complex interactions of hydroclimatic variability on the one hand and catchment characteristics affecting water and solute storage on the other. To deal with non-stationarity, additional meteorological and hydrological time series along with a periodic component can be included in the MSARMs as covariates. This extension allows identification of potential underlying drivers of temporal rainfall-runoff and solute dynamics. We applied the MSAR model framework to streamflow and conservative tracer (deuterium and oxygen-18) time series from an intensively monitored 2.3 km2 experimental catchment in eastern Scotland. Statistical time series analysis, in the form of MSARMs, suggested that the streamflow and isotope tracer time series are not controlled by simple linear rules. MSARMs showed that the dependence of current observations on past inputs observed by transport models often in form of the long-tailing of travel time and residence time distributions can be efficiently explained by non-stationarity either of the system input (climatic variability) and/or the complexity of catchment storage characteristics. The statistical model is also capable of reproducing short (event) and longer-term (inter-event) and wet and dry dynamical "hydrological states". These reflect the non-linear transport mechanisms of flow pathways induced by transient climatic and hydrological variables and modified by catchment characteristics. We conclude that MSARMs are a powerful tool to analyze the temporal dynamics of hydrological data, allowing for explicit integration of non-stationary, non-linear and non-Normal characteristics.

Modeling of dialogue regimes of distance robot control

NASA Astrophysics Data System (ADS)

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

2017-02-01

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

An Alignment-Free Algorithm in Comparing the Similarity of Protein Sequences Based on Pseudo-Markov Transition Probabilities among Amino Acids

PubMed Central

Li, Yushuang; Yang, Jiasheng; Zhang, Yi

2016-01-01

In this paper, we have proposed a novel alignment-free method for comparing the similarity of protein sequences. We first encode a protein sequence into a 440 dimensional feature vector consisting of a 400 dimensional Pseudo-Markov transition probability vector among the 20 amino acids, a 20 dimensional content ratio vector, and a 20 dimensional position ratio vector of the amino acids in the sequence. By evaluating the Euclidean distances among the representing vectors, we compare the similarity of protein sequences. We then apply this method into the ND5 dataset consisting of the ND5 protein sequences of 9 species, and the F10 and G11 datasets representing two of the xylanases containing glycoside hydrolase families, i.e., families 10 and 11. As a result, our method achieves a correlation coefficient of 0.962 with the canonical protein sequence aligner ClustalW in the ND5 dataset, much higher than those of other 5 popular alignment-free methods. In addition, we successfully separate the xylanases sequences in the F10 family and the G11 family and illustrate that the F10 family is more heat stable than the G11 family, consistent with a few previous studies. Moreover, we prove mathematically an identity equation involving the Pseudo-Markov transition probability vector and the amino acids content ratio vector. PMID:27918587

Mathematical model of the loan portfolio dynamics in the form of Markov chain considering the process of new customers attraction

NASA Astrophysics Data System (ADS)

Bozhalkina, Yana

2017-12-01

Mathematical model of the loan portfolio structure change in the form of Markov chain is explored. This model considers in one scheme both the process of customers attraction, their selection based on the credit score, and loans repayment. The model describes the structure and volume of the loan portfolio dynamics, which allows to make medium-term forecasts of profitability and risk. Within the model corrective actions of bank management in order to increase lending volumes or to reduce the risk are formalized.

NonMarkov Ito Processes with 1- state memory

NASA Astrophysics Data System (ADS)

McCauley, Joseph L.

2010-08-01

A Markov process, by definition, cannot depend on any previous state other than the last observed state. An Ito process implies the Fokker-Planck and Kolmogorov backward time partial differential eqns. for transition densities, which in turn imply the Chapman-Kolmogorov eqn., but without requiring the Markov condition. We present a class of Ito process superficially resembling Markov processes, but with 1-state memory. In finance, such processes would obey the efficient market hypothesis up through the level of pair correlations. These stochastic processes have been mislabeled in recent literature as 'nonlinear Markov processes'. Inspired by Doob and Feller, who pointed out that the ChapmanKolmogorov eqn. is not restricted to Markov processes, we exhibit a Gaussian Ito transition density with 1-state memory in the drift coefficient that satisfies both of Kolmogorov's partial differential eqns. and also the Chapman-Kolmogorov eqn. In addition, we show that three of the examples from McKean's seminal 1966 paper are also nonMarkov Ito processes. Last, we show that the transition density of the generalized Black-Scholes type partial differential eqn. describes a martingale, and satisfies the ChapmanKolmogorov eqn. This leads to the shortest-known proof that the Green function of the Black-Scholes eqn. with variable diffusion coefficient provides the so-called martingale measure of option pricing.

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

NASA Technical Reports Server (NTRS)

English, Thomas

2005-01-01

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

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

NASA Astrophysics Data System (ADS)

Nickelsen, Daniel

2017-07-01

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

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

NASA Technical Reports Server (NTRS)

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

1988-01-01

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

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

PubMed

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

2012-01-01

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

Modeling and Properties of Nonlinear Stochastic Dynamical System of Continuous Culture

NASA Astrophysics Data System (ADS)

Wang, Lei; Feng, Enmin; Ye, Jianxiong; Xiu, Zhilong

The stochastic counterpart to the deterministic description of continuous fermentation with ordinary differential equation is investigated in the process of glycerol bio-dissimilation to 1,3-propanediol by Klebsiella pneumoniae. We briefly discuss the continuous fermentation process driven by three-dimensional Brownian motion and Lipschitz coefficients, which is suitable for the factual fermentation. Subsequently, we study the existence and uniqueness of solutions for the stochastic system as well as the boundedness of the Two-order Moment and the Markov property of the solution. Finally stochastic simulation is carried out under the Stochastic Euler-Maruyama method.

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

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

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

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

Three Dimensional Object Recognition Using a Complex Autoregressive Model

DTIC Science & Technology

1993-12-01

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

Recognition of Equations Using a Two-Dimensional Stochastic Context-Free Grammar

NASA Astrophysics Data System (ADS)

Chou, Philip A.

1989-11-01

We propose using two-dimensional stochastic context-free grammars for image recognition, in a manner analogous to using hidden Markov models for speech recognition. The value of the approach is demonstrated in a system that recognizes printed, noisy equations. The system uses a two-dimensional probabilistic version of the Cocke-Younger-Kasami parsing algorithm to find the most likely parse of the observed image, and then traverses the corresponding parse tree in accordance with translation formats associated with each production rule, to produce eqn I troff commands for the imaged equation. In addition, it uses two-dimensional versions of the Inside/Outside and Baum re-estimation algorithms for learning the parameters of the grammar from a training set of examples. Parsing the image of a simple noisy equation currently takes about one second of cpu time on an Alliant FX/80.

Stochastic dynamics of extended objects in driven systems II: Current quantization in the low-temperature limit

NASA Astrophysics Data System (ADS)

Catanzaro, Michael J.; Chernyak, Vladimir Y.; Klein, John R.

2016-12-01

Driven Langevin processes have appeared in a variety of fields due to the relevance of natural phenomena having both deterministic and stochastic effects. The stochastic currents and fluxes in these systems provide a convenient set of observables to describe their non-equilibrium steady states. Here we consider stochastic motion of a (k - 1) -dimensional object, which sweeps out a k-dimensional trajectory, and gives rise to a higher k-dimensional current. By employing the low-temperature (low-noise) limit, we reduce the problem to a discrete Markov chain model on a CW complex, a topological construction which generalizes the notion of a graph. This reduction allows the mean fluxes and currents of the process to be expressed in terms of solutions to the discrete Supersymmetric Fokker-Planck (SFP) equation. Taking the adiabatic limit, we show that generic driving leads to rational quantization of the generated higher dimensional current. The latter is achieved by implementing the recently developed tools, coined the higher-dimensional Kirchhoff tree and co-tree theorems. This extends the study of motion of extended objects in the continuous setting performed in the prequel (Catanzaro et al.) to this manuscript.

Item response theory - A first approach

NASA Astrophysics Data System (ADS)

Nunes, Sandra; Oliveira, Teresa; Oliveira, Amílcar

2017-07-01

The Item Response Theory (IRT) has become one of the most popular scoring frameworks for measurement data, frequently used in computerized adaptive testing, cognitively diagnostic assessment and test equating. According to Andrade et al. (2000), IRT can be defined as a set of mathematical models (Item Response Models - IRM) constructed to represent the probability of an individual giving the right answer to an item of a particular test. The number of Item Responsible Models available to measurement analysis has increased considerably in the last fifteen years due to increasing computer power and due to a demand for accuracy and more meaningful inferences grounded in complex data. The developments in modeling with Item Response Theory were related with developments in estimation theory, most remarkably Bayesian estimation with Markov chain Monte Carlo algorithms (Patz & Junker, 1999). The popularity of Item Response Theory has also implied numerous overviews in books and journals, and many connections between IRT and other statistical estimation procedures, such as factor analysis and structural equation modeling, have been made repeatedly (Van der Lindem & Hambleton, 1997). As stated before the Item Response Theory covers a variety of measurement models, ranging from basic one-dimensional models for dichotomously and polytomously scored items and their multidimensional analogues to models that incorporate information about cognitive sub-processes which influence the overall item response process. The aim of this work is to introduce the main concepts associated with one-dimensional models of Item Response Theory, to specify the logistic models with one, two and three parameters, to discuss some properties of these models and to present the main estimation procedures.

Metrics for Labeled Markov Systems

NASA Technical Reports Server (NTRS)

Desharnais, Josee; Jagadeesan, Radha; Gupta, Vineet; Panangaden, Prakash

1999-01-01

Partial Labeled Markov Chains are simultaneously generalizations of process algebra and of traditional Markov chains. They provide a foundation for interacting discrete probabilistic systems, the interaction being synchronization on labels as in process algebra. Existing notions of process equivalence are too sensitive to the exact probabilities of various transitions. This paper addresses contextual reasoning principles for reasoning about more robust notions of "approximate" equivalence between concurrent interacting probabilistic systems. The present results indicate that:We develop a family of metrics between partial labeled Markov chains to formalize the notion of distance between processes. We show that processes at distance zero are bisimilar. We describe a decision procedure to compute the distance between two processes. We show that reasoning about approximate equivalence can be done compositionally by showing that process combinators do not increase distance. We introduce an asymptotic metric to capture asymptotic properties of Markov chains; and show that parallel composition does not increase asymptotic distance.

Markov-modulated Markov chains and the covarion process of molecular evolution.

PubMed

Galtier, N; Jean-Marie, A

2004-01-01

The covarion (or site specific rate variation, SSRV) process of biological sequence evolution is a process by which the evolutionary rate of a nucleotide/amino acid/codon position can change in time. In this paper, we introduce time-continuous, space-discrete, Markov-modulated Markov chains as a model for representing SSRV processes, generalizing existing theory to any model of rate change. We propose a fast algorithm for diagonalizing the generator matrix of relevant Markov-modulated Markov processes. This algorithm makes phylogeny likelihood calculation tractable even for a large number of rate classes and a large number of states, so that SSRV models become applicable to amino acid or codon sequence datasets. Using this algorithm, we investigate the accuracy of the discrete approximation to the Gamma distribution of evolutionary rates, widely used in molecular phylogeny. We show that a relatively large number of classes is required to achieve accurate approximation of the exact likelihood when the number of analyzed sequences exceeds 20, both under the SSRV and among site rate variation (ASRV) models.

Machine learning in sentiment reconstruction of the simulated stock market

NASA Astrophysics Data System (ADS)

Goykhman, Mikhail; Teimouri, Ali

2018-02-01

In this paper we continue the study of the simulated stock market framework defined by the driving sentiment processes. We focus on the market environment driven by the buy/sell trading sentiment process of the Markov chain type. We apply the methodology of the Hidden Markov Models and the Recurrent Neural Networks to reconstruct the transition probabilities matrix of the Markov sentiment process and recover the underlying sentiment states from the observed stock price behavior. We demonstrate that the Hidden Markov Model can successfully recover the transition probabilities matrix for the hidden sentiment process of the Markov Chain type. We also demonstrate that the Recurrent Neural Network can successfully recover the hidden sentiment states from the observed simulated stock price time series.

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

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

Baldi, P.

1995-12-31

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

Strategic level proton therapy patient admission planning: a Markov decision process modeling approach.

PubMed

Gedik, Ridvan; Zhang, Shengfan; Rainwater, Chase

2017-06-01

A relatively new consideration in proton therapy planning is the requirement that the mix of patients treated from different categories satisfy desired mix percentages. Deviations from these percentages and their impacts on operational capabilities are of particular interest to healthcare planners. In this study, we investigate intelligent ways of admitting patients to a proton therapy facility that maximize the total expected number of treatment sessions (fractions) delivered to patients in a planning period with stochastic patient arrivals and penalize the deviation from the patient mix restrictions. We propose a Markov Decision Process (MDP) model that provides very useful insights in determining the best patient admission policies in the case of an unexpected opening in the facility (i.e., no-shows, appointment cancellations, etc.). In order to overcome the curse of dimensionality for larger and more realistic instances, we propose an aggregate MDP model that is able to approximate optimal patient admission policies using the worded weight aggregation technique. Our models are applicable to healthcare treatment facilities throughout the United States, but are motivated by collaboration with the University of Florida Proton Therapy Institute (UFPTI).

Operations and support cost modeling using Markov chains

NASA Technical Reports Server (NTRS)

Unal, Resit

1989-01-01

Systems for future missions will be selected with life cycle costs (LCC) as a primary evaluation criterion. This reflects the current realization that only systems which are considered affordable will be built in the future due to the national budget constaints. Such an environment calls for innovative cost modeling techniques which address all of the phases a space system goes through during its life cycle, namely: design and development, fabrication, operations and support; and retirement. A significant portion of the LCC for reusable systems are generated during the operations and support phase (OS). Typically, OS costs can account for 60 to 80 percent of the total LCC. Clearly, OS costs are wholly determined or at least strongly influenced by decisions made during the design and development phases of the project. As a result OS costs need to be considered and estimated early in the conceptual phase. To be effective, an OS cost estimating model needs to account for actual instead of ideal processes by associating cost elements with probabilities. One approach that may be suitable for OS cost modeling is the use of the Markov Chain Process. Markov chains are an important method of probabilistic analysis for operations research analysts but they are rarely used for life cycle cost analysis. This research effort evaluates the use of Markov Chains in LCC analysis by developing OS cost model for a hypothetical reusable space transportation vehicle (HSTV) and suggests further uses of the Markov Chain process as a design-aid tool.

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

NASA Astrophysics Data System (ADS)

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

2007-11-01

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

Derivation of Markov processes that violate detailed balance

NASA Astrophysics Data System (ADS)

Lee, Julian

2018-03-01

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

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

Cai, H.

In this dissertation we study a procedure which restarts a Markov process when the process is killed by some arbitrary multiplicative functional. The regenerative nature of this revival procedure is characterized through a Markov renewal equation. An interesting duality between the revival procedure and the classical killing operation is found. Under the condition that the multiplicative functional possesses an intensity, the generators of the revival process can be written down explicitly. An intimate connection is also found between the perturbation of the sample path of a Markov process and the perturbation of a generator (in Kato's sense). The applications ofmore » the theory include the study of the processes like piecewise-deterministic Markov process, virtual waiting time process and the first entrance decomposition (taboo probability).« less

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

NASA Astrophysics Data System (ADS)

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

2014-09-01

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

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

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

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

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

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

PubMed Central

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

2014-01-01

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

Matrix product representation of the stationary state of the open zero range process

NASA Astrophysics Data System (ADS)

Bertin, Eric; Vanicat, Matthieu

2018-06-01

Many one-dimensional lattice particle models with open boundaries, like the paradigmatic asymmetric simple exclusion process (ASEP), have their stationary states represented in the form of a matrix product, with matrices that do not explicitly depend on the lattice site. In contrast, the stationary state of the open 1D zero-range process (ZRP) takes an inhomogeneous factorized form, with site-dependent probability weights. We show that in spite of the absence of correlations, the stationary state of the open ZRP can also be represented in a matrix product form, where the matrices are site-independent, non-commuting and determined from algebraic relations resulting from the master equation. We recover the known distribution of the open ZRP in two different ways: first, using an explicit representation of the matrices and boundary vectors; second, from the sole knowledge of the algebraic relations satisfied by these matrices and vectors. Finally, an interpretation of the relation between the matrix product form and the inhomogeneous factorized form is proposed within the framework of hidden Markov chains.

Automatic spin-chain learning to explore the quantum speed limit

NASA Astrophysics Data System (ADS)

Zhang, Xiao-Ming; Cui, Zi-Wei; Wang, Xin; Yung, Man-Hong

2018-05-01

One of the ambitious goals of artificial intelligence is to build a machine that outperforms human intelligence, even if limited knowledge and data are provided. Reinforcement learning (RL) provides one such possibility to reach this goal. In this work, we consider a specific task from quantum physics, i.e., quantum state transfer in a one-dimensional spin chain. The mission for the machine is to find transfer schemes with the fastest speeds while maintaining high transfer fidelities. The first scenario we consider is when the Hamiltonian is time independent. We update the coupling strength by minimizing a loss function dependent on both the fidelity and the speed. Compared with a scheme proven to be at the quantum speed limit for the perfect state transfer, the scheme provided by RL is faster while maintaining the infidelity below 5 ×10-4 . In the second scenario where a time-dependent external field is introduced, we convert the state transfer process into a Markov decision process that can be understood by the machine. We solve it with the deep Q-learning algorithm. After training, the machine successfully finds transfer schemes with high fidelities and speeds, which are faster than previously known ones. These results show that reinforcement learning can be a powerful tool for quantum control problems.

Corruption dynamics model

NASA Astrophysics Data System (ADS)

Malafeyev, O. A.; Nemnyugin, S. A.; Rylow, D.; Kolpak, E. P.; Awasthi, Achal

2017-07-01

The corruption dynamics is analyzed by means of the lattice model which is similar to the three-dimensional Ising model. Agents placed at nodes of the corrupt network periodically choose to perfom or not to perform the act of corruption at gain or loss while making decisions based on the process history. The gain value and its dynamics are defined by means of the Markov stochastic process modelling with parameters established in accordance with the influence of external and individual factors on the agent's gain. The model is formulated algorithmically and is studied by means of the computer simulation. Numerical results are obtained which demonstrate asymptotic behaviour of the corruption network under various conditions.

Structured Modeling and Analysis of Stochastic Epidemics with Immigration and Demographic Effects

PubMed Central

Baumann, Hendrik; Sandmann, Werner

2016-01-01

Stochastic epidemics with open populations of variable population sizes are considered where due to immigration and demographic effects the epidemic does not eventually die out forever. The underlying stochastic processes are ergodic multi-dimensional continuous-time Markov chains that possess unique equilibrium probability distributions. Modeling these epidemics as level-dependent quasi-birth-and-death processes enables efficient computations of the equilibrium distributions by matrix-analytic methods. Numerical examples for specific parameter sets are provided, which demonstrates that this approach is particularly well-suited for studying the impact of varying rates for immigration, births, deaths, infection, recovery from infection, and loss of immunity. PMID:27010993

Structured Modeling and Analysis of Stochastic Epidemics with Immigration and Demographic Effects.

PubMed

Baumann, Hendrik; Sandmann, Werner

2016-01-01

Stochastic epidemics with open populations of variable population sizes are considered where due to immigration and demographic effects the epidemic does not eventually die out forever. The underlying stochastic processes are ergodic multi-dimensional continuous-time Markov chains that possess unique equilibrium probability distributions. Modeling these epidemics as level-dependent quasi-birth-and-death processes enables efficient computations of the equilibrium distributions by matrix-analytic methods. Numerical examples for specific parameter sets are provided, which demonstrates that this approach is particularly well-suited for studying the impact of varying rates for immigration, births, deaths, infection, recovery from infection, and loss of immunity.

An Overview of Markov Chain Methods for the Study of Stage-Sequential Developmental Processes

ERIC Educational Resources Information Center

Kapland, David

2008-01-01

This article presents an overview of quantitative methodologies for the study of stage-sequential development based on extensions of Markov chain modeling. Four methods are presented that exemplify the flexibility of this approach: the manifest Markov model, the latent Markov model, latent transition analysis, and the mixture latent Markov model.…

First and second order semi-Markov chains for wind speed modeling

NASA Astrophysics Data System (ADS)

Prattico, F.; Petroni, F.; D'Amico, G.

2012-04-01

The increasing interest in renewable energy leads scientific research to find a better way to recover most of the available energy. Particularly, the maximum energy recoverable from wind is equal to 59.3% of that available (Betz law) at a specific pitch angle and when the ratio between the wind speed in output and in input is equal to 1/3. The pitch angle is the angle formed between the airfoil of the blade of the wind turbine and the wind direction. Old turbine and a lot of that actually marketed, in fact, have always the same invariant geometry of the airfoil. This causes that wind turbines will work with an efficiency that is lower than 59.3%. New generation wind turbines, instead, have a system to variate the pitch angle by rotating the blades. This system able the wind turbines to recover, at different wind speed, always the maximum energy, working in Betz limit at different speed ratios. A powerful system control of the pitch angle allows the wind turbine to recover better the energy in transient regime. A good stochastic model for wind speed is then needed to help both the optimization of turbine design and to assist the system control to predict the value of the wind speed to positioning the blades quickly and correctly. The possibility to have synthetic data of wind speed is a powerful instrument to assist designer to verify the structures of the wind turbines or to estimate the energy recoverable from a specific site. To generate synthetic data, Markov chains of first or higher order are often used [1,2,3]. In particular in [3] is presented a comparison between a first-order Markov chain and a second-order Markov chain. A similar work, but only for the first-order Markov chain, is conduced by [2], presenting the probability transition matrix and comparing the energy spectral density and autocorrelation of real and synthetic wind speed data. A tentative to modeling and to join speed and direction of wind is presented in [1], by using two models, first-order Markov chain with different number of states, and Weibull distribution. All this model use Markov chains to generate synthetic wind speed time series but the search for a better model is still open. Approaching this issue, we applied new models which are generalization of Markov models. More precisely we applied semi-Markov models to generate synthetic wind speed time series. Semi-Markov processes (SMP) are a wide class of stochastic processes which generalize at the same time both Markov chains and renewal processes. Their main advantage is that of using whatever type of waiting time distribution for modeling the time to have a transition from one state to another one. This major flexibility has a price to pay: availability of data to estimate the parameters of the model which are more numerous. Data availability is not an issue in wind speed studies, therefore, semi-Markov models can be used in a statistical efficient way. In this work we present three different semi-Markov chain models: the first one is a first-order SMP where the transition probabilities from two speed states (at time Tn and Tn-1) depend on the initial state (the state at Tn-1), final state (the state at Tn) and on the waiting time (given by t=Tn-Tn-1), the second model is a second order SMP where we consider the transition probabilities as depending also on the state the wind speed was before the initial state (which is the state at Tn-2) and the last one is still a second order SMP where the transition probabilities depends on the three states at Tn-2,Tn-1 and Tn and on the waiting times t_1=Tn-1-Tn-2 and t_2=Tn-Tn-1. The three models are used to generate synthetic time series for wind speed by means of Monte Carlo simulations and the time lagged autocorrelation is used to compare statistical properties of the proposed models with those of real data and also with a time series generated though a simple Markov chain. [1] F. Youcef Ettoumi, H. Sauvageot, A.-E.-H. Adane, Statistical bivariate modeling of wind using first-order Markov chain and Weibull distribution, Renewable Energy, 28/2003 1787-1802. [2] A. Shamshad, M.A. Bawadi, W.M.W. Wan Hussin, T.A. Majid, S.A.M. Sanusi, First and second order Markov chain models for synthetic generation of wind speed time series, Energy 30/2005 693-708. [3] H. Nfaoui, H. Essiarab, A.A.M. Sayigh, A stochastic Markov chain model for simulating wind speed time series at Tangiers, Morocco, Renewable Energy 29/2004, 1407-1418.

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

PubMed

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

2016-12-28

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

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

PubMed

Cheng, Qiang; Zhou, Hongbo; Cheng, Jie

2011-06-01

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

Asteroid mass estimation using Markov-Chain Monte Carlo techniques

NASA Astrophysics Data System (ADS)

Siltala, Lauri; Granvik, Mikael

2016-10-01

Estimates for asteroid masses are based on their gravitational perturbations on the orbits of other objects such as Mars, spacecraft, or other asteroids and/or their satellites. In the case of asteroid-asteroid perturbations, this leads to a 13-dimensional inverse problem where the aim is to derive the mass of the perturbing asteroid and six orbital elements for both the perturbing asteroid and the test asteroid using astrometric observations. We have developed and implemented three different mass estimation algorithms utilizing asteroid-asteroid perturbations into the OpenOrb asteroid-orbit-computation software: the very rough 'marching' approximation, in which the asteroid orbits are fixed at a given epoch, reducing the problem to a one-dimensional estimation of the mass, an implementation of the Nelder-Mead simplex method, and most significantly, a Markov-Chain Monte Carlo (MCMC) approach. We will introduce each of these algorithms with particular focus on the MCMC algorithm, and present example results for both synthetic and real data. Our results agree with the published mass estimates, but suggest that the published uncertainties may be misleading as a consequence of using linearized mass-estimation methods. Finally, we discuss remaining challenges with the algorithms as well as future plans, particularly in connection with ESA's Gaia mission.

Poissonian steady states: from stationary densities to stationary intensities.

PubMed

Eliazar, Iddo

2012-10-01

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

Poissonian steady states: From stationary densities to stationary intensities

NASA Astrophysics Data System (ADS)

Eliazar, Iddo

2012-10-01

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

Nonequilibrium thermodynamic potentials for continuous-time Markov chains.

PubMed

Verley, Gatien

2016-01-01

We connect the rare fluctuations of an equilibrium (EQ) process and the typical fluctuations of a nonequilibrium (NE) stationary process. In the framework of large deviation theory, this observation allows us to introduce NE thermodynamic potentials. For continuous-time Markov chains, we identify the relevant pairs of conjugated variables and propose two NE ensembles: one with fixed dynamics and fluctuating time-averaged variables, and another with fixed time-averaged variables, but a fluctuating dynamics. Accordingly, we show that NE processes are equivalent to conditioned EQ processes ensuring that NE potentials are Legendre dual. We find a variational principle satisfied by the NE potentials that reach their maximum in the NE stationary state and whose first derivatives produce the NE equations of state and second derivatives produce the NE Maxwell relations generalizing the Onsager reciprocity relations.

Modeling treatment of ischemic heart disease with partially observable Markov decision processes.

PubMed

Hauskrecht, M; Fraser, H

1998-01-01

Diagnosis of a disease and its treatment are not separate, one-shot activities. Instead they are very often dependent and interleaved over time, mostly due to uncertainty about the underlying disease, uncertainty associated with the response of a patient to the treatment and varying cost of different diagnostic (investigative) and treatment procedures. The framework of Partially observable Markov decision processes (POMDPs) developed and used in operations research, control theory and artificial intelligence communities is particularly suitable for modeling such a complex decision process. In the paper, we show how the POMDP framework could be used to model and solve the problem of the management of patients with ischemic heart disease, and point out modeling advantages of the framework over standard decision formalisms.

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

PubMed

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

2017-07-01

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

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

PubMed

Stifter, Cynthia A; Rovine, Michael

2015-01-01

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

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

PubMed Central

Stifter, Cynthia A.; Rovine, Michael

2016-01-01

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

Bayesian linkage and segregation analysis: factoring the problem.

PubMed

Matthysse, S

2000-01-01

Complex segregation analysis and linkage methods are mathematical techniques for the genetic dissection of complex diseases. They are used to delineate complex modes of familial transmission and to localize putative disease susceptibility loci to specific chromosomal locations. The computational problem of Bayesian linkage and segregation analysis is one of integration in high-dimensional spaces. In this paper, three available techniques for Bayesian linkage and segregation analysis are discussed: Markov Chain Monte Carlo (MCMC), importance sampling, and exact calculation. The contribution of each to the overall integration will be explicitly discussed.

Markov and semi-Markov processes as a failure rate

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

Grabski, Franciszek

2016-06-08

In this paper the reliability function is defined by the stochastic failure rate process with a non negative and right continuous trajectories. Equations for the conditional reliability functions of an object, under assumption that the failure rate is a semi-Markov process with an at most countable state space are derived. A proper theorem is presented. The linear systems of equations for the appropriate Laplace transforms allow to find the reliability functions for the alternating, the Poisson and the Furry-Yule failure rate processes.

Cosmic Ray Propagation through the Magnetic Fields of the Galaxy with Extended Halo

NASA Technical Reports Server (NTRS)

Zhang, Ming

2005-01-01

In this project we perform theoretical studies of 3-dimensional cosmic ray propagation in magnetic field configurations of the Galaxy with an extended halo. We employ our newly developed Markov stochastic process methods to solve the diffusive cosmic ray transport equation. We seek to understand observations of cosmic ray spectra, composition under the constraints of the observations of diffuse gamma ray and radio emission from the Galaxy. The model parameters are directly are related to properties of our Galaxy, such as the size of the Galactic halo, particle transport in Galactic magnetic fields, distribution of interstellar gas, primary cosmic ray source distribution and their confinement in the Galaxy. The core of this investigation is the development of software for cosmic ray propagation models with the Markov stochastic process approach. Values of important model parameters for the halo diffusion model are examined in comparison with observations of cosmic ray spectra, composition and the diffuse gamma-ray background. This report summarizes our achievement in the grant period at the Florida Institute of Technology. Work at the co-investigator's institution, the University of New Hampshire, under a companion grant, will be covered in detail by a separate report.

Conditioned Limit Theorems for Some Null Recurrent Markov Processes

DTIC Science & Technology

1976-08-01

Chapter 1 INTRODUCTION 1.1 Summary of Results Let (Vk, k ! 0) be a discrete time Markov process with state space EC(- , ) and let S be...explain our results in some detail. 2 We begin by stating our three basic assumptions: (1) vk s k 2 0 Is a Markov process with state space E C(-o,%); (Ii... 12 n 3. CONDITIONING ON T (, > n.................................1.9 3.1 Preliminary Results

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

PubMed

Malyshkina, Nataliya V; Mannering, Fred L

2010-01-01

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

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

NASA Astrophysics Data System (ADS)

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

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

An Application of Markov Chains and a Monte-Carlo Simulation to Decision-Making Behavior of an Educational Administrator

ERIC Educational Resources Information Center

Yoda, Koji

1973-01-01

Develops models to systematically forecast the tendency of an educational administrator in charge of personnel selection processes to shift from one decision strategy to another under generally stable environmental conditions. Urges further research on these processes by educational planners. (JF)

Planning treatment of ischemic heart disease with partially observable Markov decision processes.

PubMed

Hauskrecht, M; Fraser, H

2000-03-01

Diagnosis of a disease and its treatment are not separate, one-shot activities. Instead, they are very often dependent and interleaved over time. This is mostly due to uncertainty about the underlying disease, uncertainty associated with the response of a patient to the treatment and varying cost of different diagnostic (investigative) and treatment procedures. The framework of partially observable Markov decision processes (POMDPs) developed and used in the operations research, control theory and artificial intelligence communities is particularly suitable for modeling such a complex decision process. In this paper, we show how the POMDP framework can be used to model and solve the problem of the management of patients with ischemic heart disease (IHD), and demonstrate the modeling advantages of the framework over standard decision formalisms.

SA-Search: a web tool for protein structure mining based on a Structural Alphabet

PubMed Central

Guyon, Frédéric; Camproux, Anne-Claude; Hochez, Joëlle; Tufféry, Pierre

2004-01-01

SA-Search is a web tool that can be used to mine for protein structures and extract structural similarities. It is based on a hidden Markov model derived Structural Alphabet (SA) that allows the compression of three-dimensional (3D) protein conformations into a one-dimensional (1D) representation using a limited number of prototype conformations. Using such a representation, classical methods developed for amino acid sequences can be employed. Currently, SA-Search permits the performance of fast 3D similarity searches such as the extraction of exact words using a suffix tree approach, and the search for fuzzy words viewed as a simple 1D sequence alignment problem. SA-Search is available at http://bioserv.rpbs.jussieu.fr/cgi-bin/SA-Search. PMID:15215446

SA-Search: a web tool for protein structure mining based on a Structural Alphabet.

PubMed

Guyon, Frédéric; Camproux, Anne-Claude; Hochez, Joëlle; Tufféry, Pierre

2004-07-01

SA-Search is a web tool that can be used to mine for protein structures and extract structural similarities. It is based on a hidden Markov model derived Structural Alphabet (SA) that allows the compression of three-dimensional (3D) protein conformations into a one-dimensional (1D) representation using a limited number of prototype conformations. Using such a representation, classical methods developed for amino acid sequences can be employed. Currently, SA-Search permits the performance of fast 3D similarity searches such as the extraction of exact words using a suffix tree approach, and the search for fuzzy words viewed as a simple 1D sequence alignment problem. SA-Search is available at http://bioserv.rpbs.jussieu.fr/cgi-bin/SA-Search.

Saccade selection when reward probability is dynamically manipulated using Markov chains

PubMed Central

Lovejoy, Lee P.; Krauzlis, Richard J.

2012-01-01

Markov chains (stochastic processes where probabilities are assigned based on the previous outcome) are commonly used to examine the transitions between behavioral states, such as those that occur during foraging or social interactions. However, relatively little is known about how well primates can incorporate knowledge about Markov chains into their behavior. Saccadic eye movements are an example of a simple behavior influenced by information about probability, and thus are good candidates for testing whether subjects can learn Markov chains. In addition, when investigating the influence of probability on saccade target selection, the use of Markov chains could provide an alternative method that avoids confounds present in other task designs. To investigate these possibilities, we evaluated human behavior on a task in which stimulus reward probabilities were assigned using a Markov chain. On each trial, the subject selected one of four identical stimuli by saccade; after selection, feedback indicated the rewarded stimulus. Each session consisted of 200–600 trials, and on some sessions, the reward magnitude varied. On sessions with a uniform reward, subjects (n = 6) learned to select stimuli at a frequency close to reward probability, which is similar to human behavior on matching or probability classification tasks. When informed that a Markov chain assigned reward probabilities, subjects (n = 3) learned to select the greatest reward probability more often, bringing them close to behavior that maximizes reward. On sessions where reward magnitude varied across stimuli, subjects (n = 6) demonstrated preferences for both greater reward probability and greater reward magnitude, resulting in a preference for greater expected value (the product of reward probability and magnitude). These results demonstrate that Markov chains can be used to dynamically assign probabilities that are rapidly exploited by human subjects during saccade target selection. PMID:18330552

Saccade selection when reward probability is dynamically manipulated using Markov chains.

PubMed

Nummela, Samuel U; Lovejoy, Lee P; Krauzlis, Richard J

2008-05-01

Markov chains (stochastic processes where probabilities are assigned based on the previous outcome) are commonly used to examine the transitions between behavioral states, such as those that occur during foraging or social interactions. However, relatively little is known about how well primates can incorporate knowledge about Markov chains into their behavior. Saccadic eye movements are an example of a simple behavior influenced by information about probability, and thus are good candidates for testing whether subjects can learn Markov chains. In addition, when investigating the influence of probability on saccade target selection, the use of Markov chains could provide an alternative method that avoids confounds present in other task designs. To investigate these possibilities, we evaluated human behavior on a task in which stimulus reward probabilities were assigned using a Markov chain. On each trial, the subject selected one of four identical stimuli by saccade; after selection, feedback indicated the rewarded stimulus. Each session consisted of 200-600 trials, and on some sessions, the reward magnitude varied. On sessions with a uniform reward, subjects (n = 6) learned to select stimuli at a frequency close to reward probability, which is similar to human behavior on matching or probability classification tasks. When informed that a Markov chain assigned reward probabilities, subjects (n = 3) learned to select the greatest reward probability more often, bringing them close to behavior that maximizes reward. On sessions where reward magnitude varied across stimuli, subjects (n = 6) demonstrated preferences for both greater reward probability and greater reward magnitude, resulting in a preference for greater expected value (the product of reward probability and magnitude). These results demonstrate that Markov chains can be used to dynamically assign probabilities that are rapidly exploited by human subjects during saccade target selection.

Molecular dynamics of conformational substates for a simplified protein model

NASA Astrophysics Data System (ADS)

Grubmüller, Helmut; Tavan, Paul

1994-09-01

Extended molecular dynamics simulations covering a total of 0.232 μs have been carried out on a simplified protein model. Despite its simplified structure, that model exhibits properties similar to those of more realistic protein models. In particular, the model was found to undergo transitions between conformational substates at a time scale of several hundred picoseconds. The computed trajectories turned out to be sufficiently long as to permit a statistical analysis of that conformational dynamics. To check whether effective descriptions neglecting memory effects can reproduce the observed conformational dynamics, two stochastic models were studied. A one-dimensional Langevin effective potential model derived by elimination of subpicosecond dynamical processes could not describe the observed conformational transition rates. In contrast, a simple Markov model describing the transitions between but neglecting dynamical processes within conformational substates reproduced the observed distribution of first passage times. These findings suggest, that protein dynamics generally does not exhibit memory effects at time scales above a few hundred picoseconds, but confirms the existence of memory effects at a picosecond time scale.

Inference of Functionally-Relevant N-acetyltransferase Residues Based on Statistical Correlations.

PubMed

Neuwald, Andrew F; Altschul, Stephen F

2016-12-01

Over evolutionary time, members of a superfamily of homologous proteins sharing a common structural core diverge into subgroups filling various functional niches. At the sequence level, such divergence appears as correlations that arise from residue patterns distinct to each subgroup. Such a superfamily may be viewed as a population of sequences corresponding to a complex, high-dimensional probability distribution. Here we model this distribution as hierarchical interrelated hidden Markov models (hiHMMs), which describe these sequence correlations implicitly. By characterizing such correlations one may hope to obtain information regarding functionally-relevant properties that have thus far evaded detection. To do so, we infer a hiHMM distribution from sequence data using Bayes' theorem and Markov chain Monte Carlo (MCMC) sampling, which is widely recognized as the most effective approach for characterizing a complex, high dimensional distribution. Other routines then map correlated residue patterns to available structures with a view to hypothesis generation. When applied to N-acetyltransferases, this reveals sequence and structural features indicative of functionally important, yet generally unknown biochemical properties. Even for sets of proteins for which nothing is known beyond unannotated sequences and structures, this can lead to helpful insights. We describe, for example, a putative coenzyme-A-induced-fit substrate binding mechanism mediated by arginine residue switching between salt bridge and π-π stacking interactions. A suite of programs implementing this approach is available (psed.igs.umaryland.edu).

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

NASA Technical Reports Server (NTRS)

Bole, Brian; Goebel, Kai; Vachtsevanos, George

2012-01-01

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

Resolvent-Techniques for Multiple Exercise Problems

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

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

2015-02-15

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

The application of Markov decision process with penalty function in restaurant delivery robot

NASA Astrophysics Data System (ADS)

Wang, Yong; Hu, Zhen; Wang, Ying

2017-05-01

As the restaurant delivery robot is often in a dynamic and complex environment, including the chairs inadvertently moved to the channel and customers coming and going. The traditional Markov decision process path planning algorithm is not save, the robot is very close to the table and chairs. To solve this problem, this paper proposes the Markov Decision Process with a penalty term called MDPPT path planning algorithm according to the traditional Markov decision process (MDP). For MDP, if the restaurant delivery robot bumps into an obstacle, the reward it receives is part of the current status reward. For the MDPPT, the reward it receives not only the part of the current status but also a negative constant term. Simulation results show that the MDPPT algorithm can plan a more secure path.

Quantum learning of classical stochastic processes: The completely positive realization problem

NASA Astrophysics Data System (ADS)

Monràs, Alex; Winter, Andreas

2016-01-01

Among several tasks in Machine Learning, a specially important one is the problem of inferring the latent variables of a system and their causal relations with the observed behavior. A paradigmatic instance of this is the task of inferring the hidden Markov model underlying a given stochastic process. This is known as the positive realization problem (PRP), [L. Benvenuti and L. Farina, IEEE Trans. Autom. Control 49(5), 651-664 (2004)] and constitutes a central problem in machine learning. The PRP and its solutions have far-reaching consequences in many areas of systems and control theory, and is nowadays an important piece in the broad field of positive systems theory. We consider the scenario where the latent variables are quantum (i.e., quantum states of a finite-dimensional system) and the system dynamics is constrained only by physical transformations on the quantum system. The observable dynamics is then described by a quantum instrument, and the task is to determine which quantum instrument — if any — yields the process at hand by iterative application. We take as a starting point the theory of quasi-realizations, whence a description of the dynamics of the process is given in terms of linear maps on state vectors and probabilities are given by linear functionals on the state vectors. This description, despite its remarkable resemblance with the hidden Markov model, or the iterated quantum instrument, is however devoid of any stochastic or quantum mechanical interpretation, as said maps fail to satisfy any positivity conditions. The completely positive realization problem then consists in determining whether an equivalent quantum mechanical description of the same process exists. We generalize some key results of stochastic realization theory, and show that the problem has deep connections with operator systems theory, giving possible insight to the lifting problem in quotient operator systems. Our results have potential applications in quantum machine learning, device-independent characterization and reverse-engineering of stochastic processes and quantum processors, and more generally, of dynamical processes with quantum memory [M. Guţă, Phys. Rev. A 83(6), 062324 (2011); M. Guţă and N. Yamamoto, e-print arXiv:1303.3771(2013)].

An efficient interpolation technique for jump proposals in reversible-jump Markov chain Monte Carlo calculations

PubMed Central

Farr, W. M.; Mandel, I.; Stevens, D.

2015-01-01

Selection among alternative theoretical models given an observed dataset is an important challenge in many areas of physics and astronomy. Reversible-jump Markov chain Monte Carlo (RJMCMC) is an extremely powerful technique for performing Bayesian model selection, but it suffers from a fundamental difficulty and it requires jumps between model parameter spaces, but cannot efficiently explore both parameter spaces at once. Thus, a naive jump between parameter spaces is unlikely to be accepted in the Markov chain Monte Carlo (MCMC) algorithm and convergence is correspondingly slow. Here, we demonstrate an interpolation technique that uses samples from single-model MCMCs to propose intermodel jumps from an approximation to the single-model posterior of the target parameter space. The interpolation technique, based on a kD-tree data structure, is adaptive and efficient in modest dimensionality. We show that our technique leads to improved convergence over naive jumps in an RJMCMC, and compare it to other proposals in the literature to improve the convergence of RJMCMCs. We also demonstrate the use of the same interpolation technique as a way to construct efficient ‘global’ proposal distributions for single-model MCMCs without prior knowledge of the structure of the posterior distribution, and discuss improvements that permit the method to be used in higher dimensional spaces efficiently. PMID:26543580

Markov prior-based block-matching algorithm for superdimension reconstruction of porous media

NASA Astrophysics Data System (ADS)

Li, Yang; He, Xiaohai; Teng, Qizhi; Feng, Junxi; Wu, Xiaohong

2018-04-01

A superdimension reconstruction algorithm is used for the reconstruction of three-dimensional (3D) structures of a porous medium based on a single two-dimensional image. The algorithm borrows the concepts of "blocks," "learning," and "dictionary" from learning-based superresolution reconstruction and applies them to the 3D reconstruction of a porous medium. In the neighborhood-matching process of the conventional superdimension reconstruction algorithm, the Euclidean distance is used as a criterion, although it may not really reflect the structural correlation between adjacent blocks in an actual situation. Hence, in this study, regular items are adopted as prior knowledge in the reconstruction process, and a Markov prior-based block-matching algorithm for superdimension reconstruction is developed for more accurate reconstruction. The algorithm simultaneously takes into consideration the probabilistic relationship between the already reconstructed blocks in three different perpendicular directions (x , y , and z ) and the block to be reconstructed, and the maximum value of the probability product of the blocks to be reconstructed (as found in the dictionary for the three directions) is adopted as the basis for the final block selection. Using this approach, the problem of an imprecise spatial structure caused by a point simulation can be overcome. The problem of artifacts in the reconstructed structure is also addressed through the addition of hard data and by neighborhood matching. To verify the improved reconstruction accuracy of the proposed method, the statistical and morphological features of the results from the proposed method and traditional superdimension reconstruction method are compared with those of the target system. The proposed superdimension reconstruction algorithm is confirmed to enable a more accurate reconstruction of the target system while also eliminating artifacts.

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

PubMed

Dixit, Purushottam D; Dill, Ken A

2018-02-13

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

Neyman, Markov processes and survival analysis.

PubMed

Yang, Grace

2013-07-01

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

Long-range memory and non-Markov statistical effects in human sensorimotor coordination

NASA Astrophysics Data System (ADS)

M. Yulmetyev, Renat; Emelyanova, Natalya; Hänggi, Peter; Gafarov, Fail; Prokhorov, Alexander

2002-12-01

In this paper, the non-Markov statistical processes and long-range memory effects in human sensorimotor coordination are investigated. The theoretical basis of this study is the statistical theory of non-stationary discrete non-Markov processes in complex systems (Phys. Rev. E 62, 6178 (2000)). The human sensorimotor coordination was experimentally studied by means of standard dynamical tapping test on the group of 32 young peoples with tap numbers up to 400. This test was carried out separately for the right and the left hand according to the degree of domination of each brain hemisphere. The numerical analysis of the experimental results was made with the help of power spectra of the initial time correlation function, the memory functions of low orders and the first three points of the statistical spectrum of non-Markovity parameter. Our observations demonstrate, that with the regard to results of the standard dynamic tapping-test it is possible to divide all examinees into five different dynamic types. We have introduced the conflict coefficient to estimate quantitatively the order-disorder effects underlying life systems. The last one reflects the existence of disbalance between the nervous and the motor human coordination. The suggested classification of the neurophysiological activity represents the dynamic generalization of the well-known neuropsychological types and provides the new approach in a modern neuropsychology.

Computer simulation of surface and film processes

NASA Technical Reports Server (NTRS)

Tiller, W. A.; Halicioglu, M. T.

1984-01-01

All the investigations which were performed employed in one way or another a computer simulation technique based on atomistic level considerations. In general, three types of simulation methods were used for modeling systems with discrete particles that interact via well defined potential functions: molecular dynamics (a general method for solving the classical equations of motion of a model system); Monte Carlo (the use of Markov chain ensemble averaging technique to model equilibrium properties of a system); and molecular statics (provides properties of a system at T = 0 K). The effects of three-body forces on the vibrational frequencies of triatomic cluster were investigated. The multilayer relaxation phenomena for low index planes of an fcc crystal was analyzed also as a function of the three-body interactions. Various surface properties for Si and SiC system were calculated. Results obtained from static simulation calculations for slip formation were presented. The more elaborate molecular dynamics calculations on the propagation of cracks in two-dimensional systems were outlined.

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

PubMed

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

2016-01-01

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

Markovian prediction of future values for food grains in the economic survey

NASA Astrophysics Data System (ADS)

Sathish, S.; Khadar Babu, S. K.

2017-11-01

Now-a-days prediction and forecasting are plays a vital role in research. For prediction, regression is useful to predict the future value and current value on production process. In this paper, we assume food grain production exhibit Markov chain dependency and time homogeneity. The economic generative performance evaluation the balance time artificial fertilization different level in Estrusdetection using a daily Markov chain model. Finally, Markov process prediction gives better performance compare with Regression model.

A Graph-Algorithmic Approach for the Study of Metastability in Markov Chains

NASA Astrophysics Data System (ADS)

Gan, Tingyue; Cameron, Maria

2017-06-01

Large continuous-time Markov chains with exponentially small transition rates arise in modeling complex systems in physics, chemistry, and biology. We propose a constructive graph-algorithmic approach to determine the sequence of critical timescales at which the qualitative behavior of a given Markov chain changes, and give an effective description of the dynamics on each of them. This approach is valid for both time-reversible and time-irreversible Markov processes, with or without symmetry. Central to this approach are two graph algorithms, Algorithm 1 and Algorithm 2, for obtaining the sequences of the critical timescales and the hierarchies of Typical Transition Graphs or T-graphs indicating the most likely transitions in the system without and with symmetry, respectively. The sequence of critical timescales includes the subsequence of the reciprocals of the real parts of eigenvalues. Under a certain assumption, we prove sharp asymptotic estimates for eigenvalues (including pre-factors) and show how one can extract them from the output of Algorithm 1. We discuss the relationship between Algorithms 1 and 2 and explain how one needs to interpret the output of Algorithm 1 if it is applied in the case with symmetry instead of Algorithm 2. Finally, we analyze an example motivated by R. D. Astumian's model of the dynamics of kinesin, a molecular motor, by means of Algorithm 2.

Lévy processes on a generalized fractal comb

NASA Astrophysics Data System (ADS)

Sandev, Trifce; Iomin, Alexander; Méndez, Vicenç

2016-09-01

Comb geometry, constituted of a backbone and fingers, is one of the most simple paradigm of a two-dimensional structure, where anomalous diffusion can be realized in the framework of Markov processes. However, the intrinsic properties of the structure can destroy this Markovian transport. These effects can be described by the memory and spatial kernels. In particular, the fractal structure of the fingers, which is controlled by the spatial kernel in both the real and the Fourier spaces, leads to the Lévy processes (Lévy flights) and superdiffusion. This generalization of the fractional diffusion is described by the Riesz space fractional derivative. In the framework of this generalized fractal comb model, Lévy processes are considered, and exact solutions for the probability distribution functions are obtained in terms of the Fox H-function for a variety of the memory kernels, and the rate of the superdiffusive spreading is studied by calculating the fractional moments. For a special form of the memory kernels, we also observed a competition between long rests and long jumps. Finally, we considered the fractal structure of the fingers controlled by a Weierstrass function, which leads to the power-law kernel in the Fourier space. This is a special case, when the second moment exists for superdiffusion in this competition between long rests and long jumps.

Efficient hierarchical trans-dimensional Bayesian inversion of magnetotelluric data

NASA Astrophysics Data System (ADS)

Xiang, Enming; Guo, Rongwen; Dosso, Stan E.; Liu, Jianxin; Dong, Hao; Ren, Zhengyong

2018-06-01

This paper develops an efficient hierarchical trans-dimensional (trans-D) Bayesian algorithm to invert magnetotelluric (MT) data for subsurface geoelectrical structure, with unknown geophysical model parameterization (the number of conductivity-layer interfaces) and data-error models parameterized by an auto-regressive (AR) process to account for potential error correlations. The reversible-jump Markov-chain Monte Carlo algorithm, which adds/removes interfaces and AR parameters in birth/death steps, is applied to sample the trans-D posterior probability density for model parameterization, model parameters, error variance and AR parameters, accounting for the uncertainties of model dimension and data-error statistics in the uncertainty estimates of the conductivity profile. To provide efficient sampling over the multiple subspaces of different dimensions, advanced proposal schemes are applied. Parameter perturbations are carried out in principal-component space, defined by eigen-decomposition of the unit-lag model covariance matrix, to minimize the effect of inter-parameter correlations and provide effective perturbation directions and length scales. Parameters of new layers in birth steps are proposed from the prior, instead of focused distributions centred at existing values, to improve birth acceptance rates. Parallel tempering, based on a series of parallel interacting Markov chains with successively relaxed likelihoods, is applied to improve chain mixing over model dimensions. The trans-D inversion is applied in a simulation study to examine the resolution of model structure according to the data information content. The inversion is also applied to a measured MT data set from south-central Australia.

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

NASA Astrophysics Data System (ADS)

Gbedo, Yémalin Gabin; Mangin-Brinet, Mariane

2017-07-01

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

Trans-dimensional MCMC methods for fully automatic motion analysis in tagged MRI.

PubMed

Smal, Ihor; Carranza-Herrezuelo, Noemí; Klein, Stefan; Niessen, Wiro; Meijering, Erik

2011-01-01

Tagged magnetic resonance imaging (tMRI) is a well-known noninvasive method allowing quantitative analysis of regional heart dynamics. Its clinical use has so far been limited, in part due to the lack of robustness and accuracy of existing tag tracking algorithms in dealing with low (and intrinsically time-varying) image quality. In this paper, we propose a novel probabilistic method for tag tracking, implemented by means of Bayesian particle filtering and a trans-dimensional Markov chain Monte Carlo (MCMC) approach, which efficiently combines information about the imaging process and tag appearance with prior knowledge about the heart dynamics obtained by means of non-rigid image registration. Experiments using synthetic image data (with ground truth) and real data (with expert manual annotation) from preclinical (small animal) and clinical (human) studies confirm that the proposed method yields higher consistency, accuracy, and intrinsic tag reliability assessment in comparison with other frequently used tag tracking methods.

Stationary properties of maximum-entropy random walks.

PubMed

Dixit, Purushottam D

2015-10-01

Maximum-entropy (ME) inference of state probabilities using state-dependent constraints is popular in the study of complex systems. In stochastic systems, how state space topology and path-dependent constraints affect ME-inferred state probabilities remains unknown. To that end, we derive the transition probabilities and the stationary distribution of a maximum path entropy Markov process subject to state- and path-dependent constraints. A main finding is that the stationary distribution over states differs significantly from the Boltzmann distribution and reflects a competition between path multiplicity and imposed constraints. We illustrate our results with particle diffusion on a two-dimensional landscape. Connections with the path integral approach to diffusion are discussed.

Sorting processes with energy-constrained comparisons*

NASA Astrophysics Data System (ADS)

Geissmann, Barbara; Penna, Paolo

2018-05-01

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

Mapping eQTL Networks with Mixed Graphical Markov Models

PubMed Central

Tur, Inma; Roverato, Alberto; Castelo, Robert

2014-01-01

Expression quantitative trait loci (eQTL) mapping constitutes a challenging problem due to, among other reasons, the high-dimensional multivariate nature of gene-expression traits. Next to the expression heterogeneity produced by confounding factors and other sources of unwanted variation, indirect effects spread throughout genes as a result of genetic, molecular, and environmental perturbations. From a multivariate perspective one would like to adjust for the effect of all of these factors to end up with a network of direct associations connecting the path from genotype to phenotype. In this article we approach this challenge with mixed graphical Markov models, higher-order conditional independences, and q-order correlation graphs. These models show that additive genetic effects propagate through the network as function of gene–gene correlations. Our estimation of the eQTL network underlying a well-studied yeast data set leads to a sparse structure with more direct genetic and regulatory associations that enable a straightforward comparison of the genetic control of gene expression across chromosomes. Interestingly, it also reveals that eQTLs explain most of the expression variability of network hub genes. PMID:25271303

Fluctuation theorems for discrete kinetic models of molecular motors

NASA Astrophysics Data System (ADS)

Faggionato, Alessandra; Silvestri, Vittoria

2017-04-01

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

EFFICIENT MODEL-FITTING AND MODEL-COMPARISON FOR HIGH-DIMENSIONAL BAYESIAN GEOSTATISTICAL MODELS. (R826887)

EPA Science Inventory

Geostatistical models are appropriate for spatially distributed data measured at irregularly spaced locations. We propose an efficient Markov chain Monte Carlo (MCMC) algorithm for fitting Bayesian geostatistical models with substantial numbers of unknown parameters to sizable...

Bayesian tomography by interacting Markov chains

NASA Astrophysics Data System (ADS)

Romary, T.

2017-12-01

In seismic tomography, we seek to determine the velocity of the undergound from noisy first arrival travel time observations. In most situations, this is an ill posed inverse problem that admits several unperfect solutions. Given an a priori distribution over the parameters of the velocity model, the Bayesian formulation allows to state this problem as a probabilistic one, with a solution under the form of a posterior distribution. The posterior distribution is generally high dimensional and may exhibit multimodality. Moreover, as it is known only up to a constant, the only sensible way to addressthis problem is to try to generate simulations from the posterior. The natural tools to perform these simulations are Monte Carlo Markov chains (MCMC). Classical implementations of MCMC algorithms generally suffer from slow mixing: the generated states are slow to enter the stationary regime, that is to fit the observations, and when one mode of the posterior is eventually identified, it may become difficult to visit others. Using a varying temperature parameter relaxing the constraint on the data may help to enter the stationary regime. Besides, the sequential nature of MCMC makes them ill fitted toparallel implementation. Running a large number of chains in parallel may be suboptimal as the information gathered by each chain is not mutualized. Parallel tempering (PT) can be seen as a first attempt to make parallel chains at different temperatures communicate but only exchange information between current states. In this talk, I will show that PT actually belongs to a general class of interacting Markov chains algorithm. I will also show that this class enables to design interacting schemes that can take advantage of the whole history of the chain, by authorizing exchanges toward already visited states. The algorithms will be illustrated with toy examples and an application to first arrival traveltime tomography.

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

PubMed

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

2013-11-22

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

Generation of intervention strategy for a genetic regulatory network represented by a family of Markov Chains.

PubMed

Berlow, Noah; Pal, Ranadip

2011-01-01

Genetic Regulatory Networks (GRNs) are frequently modeled as Markov Chains providing the transition probabilities of moving from one state of the network to another. The inverse problem of inference of the Markov Chain from noisy and limited experimental data is an ill posed problem and often generates multiple model possibilities instead of a unique one. In this article, we address the issue of intervention in a genetic regulatory network represented by a family of Markov Chains. The purpose of intervention is to alter the steady state probability distribution of the GRN as the steady states are considered to be representative of the phenotypes. We consider robust stationary control policies with best expected behavior. The extreme computational complexity involved in search of robust stationary control policies is mitigated by using a sequential approach to control policy generation and utilizing computationally efficient techniques for updating the stationary probability distribution of a Markov chain following a rank one perturbation.

Detecting synchronization clusters in multivariate time series via coarse-graining of Markov chains.

PubMed

Allefeld, Carsten; Bialonski, Stephan

2007-12-01

Synchronization cluster analysis is an approach to the detection of underlying structures in data sets of multivariate time series, starting from a matrix R of bivariate synchronization indices. A previous method utilized the eigenvectors of R for cluster identification, analogous to several recent attempts at group identification using eigenvectors of the correlation matrix. All of these approaches assumed a one-to-one correspondence of dominant eigenvectors and clusters, which has however been shown to be wrong in important cases. We clarify the usefulness of eigenvalue decomposition for synchronization cluster analysis by translating the problem into the language of stochastic processes, and derive an enhanced clustering method harnessing recent insights from the coarse-graining of finite-state Markov processes. We illustrate the operation of our method using a simulated system of coupled Lorenz oscillators, and we demonstrate its superior performance over the previous approach. Finally we investigate the question of robustness of the algorithm against small sample size, which is important with regard to field applications.

MARKOV: A methodology for the solution of infinite time horizon MARKOV decision processes

USGS Publications Warehouse

Williams, B.K.

1988-01-01

Algorithms are described for determining optimal policies for finite state, finite action, infinite discrete time horizon Markov decision processes. Both value-improvement and policy-improvement techniques are used in the algorithms. Computing procedures are also described. The algorithms are appropriate for processes that are either finite or infinite, deterministic or stochastic, discounted or undiscounted, in any meaningful combination of these features. Computing procedures are described in terms of initial data processing, bound improvements, process reduction, and testing and solution. Application of the methodology is illustrated with an example involving natural resource management. Management implications of certain hypothesized relationships between mallard survival and harvest rates are addressed by applying the optimality procedures to mallard population models.

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

NASA Astrophysics Data System (ADS)

Lopes, Artur O.; Neumann, Adriana

2015-05-01

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

Self-Organizing Hidden Markov Model Map (SOHMMM): Biological Sequence Clustering and Cluster Visualization.

PubMed

Ferles, Christos; Beaufort, William-Scott; Ferle, Vanessa

2017-01-01

The present study devises mapping methodologies and projection techniques that visualize and demonstrate biological sequence data clustering results. The Sequence Data Density Display (SDDD) and Sequence Likelihood Projection (SLP) visualizations represent the input symbolical sequences in a lower-dimensional space in such a way that the clusters and relations of data elements are depicted graphically. Both operate in combination/synergy with the Self-Organizing Hidden Markov Model Map (SOHMMM). The resulting unified framework is in position to analyze automatically and directly raw sequence data. This analysis is carried out with little, or even complete absence of, prior information/domain knowledge.

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

NASA Astrophysics Data System (ADS)

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

1999-12-01

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

Open Quantum Systems and Classical Trajectories

NASA Astrophysics Data System (ADS)

Rebolledo, Rolando

2004-09-01

A Quantum Markov Semigroup consists of a family { T} = ({ T}t)_{t ∈ B R+} of normal ω*- continuous completely positive maps on a von Neumann algebra 𝔐 which preserve the unit and satisfy the semigroup property. This class of semigroups has been extensively used to represent open quantum systems. This article is aimed at studying the existence of a { T} -invariant abelian subalgebra 𝔄 of 𝔐. When this happens, the restriction of { T}t to 𝔄 defines a classical Markov semigroup T = (Tt)t ∈ ∝ + say, associated to a classical Markov process X = (Xt)t ∈ ∝ +. The structure (𝔄, T, X) unravels the quantum Markov semigroup { T} , providing a bridge between open quantum systems and classical stochastic processes.

Markov chains for testing redundant software

NASA Technical Reports Server (NTRS)

White, Allan L.; Sjogren, Jon A.

1988-01-01

A preliminary design for a validation experiment has been developed that addresses several problems unique to assuring the extremely high quality of multiple-version programs in process-control software. The procedure uses Markov chains to model the error states of the multiple version programs. The programs are observed during simulated process-control testing, and estimates are obtained for the transition probabilities between the states of the Markov chain. The experimental Markov chain model is then expanded into a reliability model that takes into account the inertia of the system being controlled. The reliability of the multiple version software is computed from this reliability model at a given confidence level using confidence intervals obtained for the transition probabilities during the experiment. An example demonstrating the method is provided.

Envelopes of Sets of Measures, Tightness, and Markov Control Processes

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

Gonzalez-Hernandez, J.; Hernandez-Lerma, O.

1999-11-15

We introduce upper and lower envelopes for sets of measures on an arbitrary topological space, which are then used to give a tightness criterion. These concepts are applied to show the existence of optimal policies for a class of Markov control processes.

A high-fidelity weather time series generator using the Markov Chain process on a piecewise level

NASA Astrophysics Data System (ADS)

Hersvik, K.; Endrerud, O.-E. V.

2017-12-01

A method is developed for generating a set of unique weather time-series based on an existing weather series. The method allows statistically valid weather variations to take place within repeated simulations of offshore operations. The numerous generated time series need to share the same statistical qualities as the original time series. Statistical qualities here refer mainly to the distribution of weather windows available for work, including durations and frequencies of such weather windows, and seasonal characteristics. The method is based on the Markov chain process. The core new development lies in how the Markov Process is used, specifically by joining small pieces of random length time series together rather than joining individual weather states, each from a single time step, which is a common solution found in the literature. This new Markov model shows favorable characteristics with respect to the requirements set forth and all aspects of the validation performed.

VAMPnets for deep learning of molecular kinetics.

PubMed

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

2018-01-02

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

Numerical estimation of structure constants in the three-dimensional Ising conformal field theory through Markov chain uv sampler

NASA Astrophysics Data System (ADS)

Herdeiro, Victor

2017-09-01

Herdeiro and Doyon [Phys. Rev. E 94, 043322 (2016), 10.1103/PhysRevE.94.043322] introduced a numerical recipe, dubbed uv sampler, offering precise estimations of the conformal field theory (CFT) data of the planar two-dimensional (2D) critical Ising model. It made use of scale invariance emerging at the critical point in order to sample finite sublattice marginals of the infinite plane Gibbs measure of the model by producing holographic boundary distributions. The main ingredient of the Markov chain Monte Carlo sampler is the invariance under dilation. This paper presents a generalization to higher dimensions with the critical 3D Ising model. This leads to numerical estimations of a subset of the CFT data—scaling weights and structure constants—through fitting of measured correlation functions. The results are shown to agree with the recent most precise estimations from numerical bootstrap methods [Kos, Poland, Simmons-Duffin, and Vichi, J. High Energy Phys. 08 (2016) 036, 10.1007/JHEP08(2016)036].

Irreversible Markov chains in spin models: Topological excitations

NASA Astrophysics Data System (ADS)

Lei, Ze; Krauth, Werner

2018-01-01

We analyze the convergence of the irreversible event-chain Monte Carlo algorithm for continuous spin models in the presence of topological excitations. In the two-dimensional XY model, we show that the local nature of the Markov-chain dynamics leads to slow decay of vortex-antivortex correlations while spin waves decorrelate very quickly. Using a Fréchet description of the maximum vortex-antivortex distance, we quantify the contributions of topological excitations to the equilibrium correlations, and show that they vary from a dynamical critical exponent z∼ 2 at the critical temperature to z∼ 0 in the limit of zero temperature. We confirm the event-chain algorithm's fast relaxation (corresponding to z = 0) of spin waves in the harmonic approximation to the XY model. Mixing times (describing the approach towards equilibrium from the least favorable initial state) however remain much larger than equilibrium correlation times at low temperatures. We also describe the respective influence of topological monopole-antimonopole excitations and of spin waves on the event-chain dynamics in the three-dimensional Heisenberg model.

Unifying Model-Based and Reactive Programming within a Model-Based Executive

NASA Technical Reports Server (NTRS)

Williams, Brian C.; Gupta, Vineet; Norvig, Peter (Technical Monitor)

1999-01-01

Real-time, model-based, deduction has recently emerged as a vital component in AI's tool box for developing highly autonomous reactive systems. Yet one of the current hurdles towards developing model-based reactive systems is the number of methods simultaneously employed, and their corresponding melange of programming and modeling languages. This paper offers an important step towards unification. We introduce RMPL, a rich modeling language that combines probabilistic, constraint-based modeling with reactive programming constructs, while offering a simple semantics in terms of hidden state Markov processes. We introduce probabilistic, hierarchical constraint automata (PHCA), which allow Markov processes to be expressed in a compact representation that preserves the modularity of RMPL programs. Finally, a model-based executive, called Reactive Burton is described that exploits this compact encoding to perform efficIent simulation, belief state update and control sequence generation.

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

NASA Astrophysics Data System (ADS)

Marzen, Sarah E.; Crutchfield, James P.

2017-10-01

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

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

PubMed

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

2014-04-01

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

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

PubMed

Kirsch, Florian

2015-01-01

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

LECTURES ON GAME THEORY, MARKOV CHAINS, AND RELATED TOPICS

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

Thompson, G L

1958-03-01

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

Markov chains: computing limit existence and approximations with DNA.

PubMed

Cardona, M; Colomer, M A; Conde, J; Miret, J M; Miró, J; Zaragoza, A

2005-09-01

We present two algorithms to perform computations over Markov chains. The first one determines whether the sequence of powers of the transition matrix of a Markov chain converges or not to a limit matrix. If it does converge, the second algorithm enables us to estimate this limit. The combination of these algorithms allows the computation of a limit using DNA computing. In this sense, we have encoded the states and the transition probabilities using strands of DNA for generating paths of the Markov chain.

Girsanov reweighting for path ensembles and Markov state models

NASA Astrophysics Data System (ADS)

Donati, L.; Hartmann, C.; Keller, B. G.

2017-06-01

The sensitivity of molecular dynamics on changes in the potential energy function plays an important role in understanding the dynamics and function of complex molecules. We present a method to obtain path ensemble averages of a perturbed dynamics from a set of paths generated by a reference dynamics. It is based on the concept of path probability measure and the Girsanov theorem, a result from stochastic analysis to estimate a change of measure of a path ensemble. Since Markov state models (MSMs) of the molecular dynamics can be formulated as a combined phase-space and path ensemble average, the method can be extended to reweight MSMs by combining it with a reweighting of the Boltzmann distribution. We demonstrate how to efficiently implement the Girsanov reweighting in a molecular dynamics simulation program by calculating parts of the reweighting factor "on the fly" during the simulation, and we benchmark the method on test systems ranging from a two-dimensional diffusion process and an artificial many-body system to alanine dipeptide and valine dipeptide in implicit and explicit water. The method can be used to study the sensitivity of molecular dynamics on external perturbations as well as to reweight trajectories generated by enhanced sampling schemes to the original dynamics.

A reversible-jump Markov chain Monte Carlo algorithm for 1D inversion of magnetotelluric data

NASA Astrophysics Data System (ADS)

Mandolesi, Eric; Ogaya, Xenia; Campanyà, Joan; Piana Agostinetti, Nicola

2018-04-01

This paper presents a new computer code developed to solve the 1D magnetotelluric (MT) inverse problem using a Bayesian trans-dimensional Markov chain Monte Carlo algorithm. MT data are sensitive to the depth-distribution of rock electric conductivity (or its reciprocal, resistivity). The solution provided is a probability distribution - the so-called posterior probability distribution (PPD) for the conductivity at depth, together with the PPD of the interface depths. The PPD is sampled via a reversible-jump Markov Chain Monte Carlo (rjMcMC) algorithm, using a modified Metropolis-Hastings (MH) rule to accept or discard candidate models along the chains. As the optimal parameterization for the inversion process is generally unknown a trans-dimensional approach is used to allow the dataset itself to indicate the most probable number of parameters needed to sample the PPD. The algorithm is tested against two simulated datasets and a set of MT data acquired in the Clare Basin (County Clare, Ireland). For the simulated datasets the correct number of conductive layers at depth and the associated electrical conductivity values is retrieved, together with reasonable estimates of the uncertainties on the investigated parameters. Results from the inversion of field measurements are compared with results obtained using a deterministic method and with well-log data from a nearby borehole. The PPD is in good agreement with the well-log data, showing as a main structure a high conductive layer associated with the Clare Shale formation. In this study, we demonstrate that our new code go beyond algorithms developend using a linear inversion scheme, as it can be used: (1) to by-pass the subjective choices in the 1D parameterizations, i.e. the number of horizontal layers in the 1D parameterization, and (2) to estimate realistic uncertainties on the retrieved parameters. The algorithm is implemented using a simple MPI approach, where independent chains run on isolated CPU, to take full advantage of parallel computer architectures. In case of a large number of data, a master/slave appoach can be used, where the master CPU samples the parameter space and the slave CPUs compute forward solutions.

Self-Organizing Hidden Markov Model Map (SOHMMM).

PubMed

Ferles, Christos; Stafylopatis, Andreas

2013-12-01

A hybrid approach combining the Self-Organizing Map (SOM) and the Hidden Markov Model (HMM) is presented. The Self-Organizing Hidden Markov Model Map (SOHMMM) establishes a cross-section between the theoretic foundations and algorithmic realizations of its constituents. The respective architectures and learning methodologies are fused in an attempt to meet the increasing requirements imposed by the properties of deoxyribonucleic acid (DNA), ribonucleic acid (RNA), and protein chain molecules. The fusion and synergy of the SOM unsupervised training and the HMM dynamic programming algorithms bring forth a novel on-line gradient descent unsupervised learning algorithm, which is fully integrated into the SOHMMM. Since the SOHMMM carries out probabilistic sequence analysis with little or no prior knowledge, it can have a variety of applications in clustering, dimensionality reduction and visualization of large-scale sequence spaces, and also, in sequence discrimination, search and classification. Two series of experiments based on artificial sequence data and splice junction gene sequences demonstrate the SOHMMM's characteristics and capabilities. Copyright © 2013 Elsevier Ltd. All rights reserved.

Quantum learning of classical stochastic processes: The completely positive realization problem

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

Monràs, Alex; Centre for Quantum Technologies, National University of Singapore, 3 Science Drive 2, Singapore 117543; Winter, Andreas

2016-01-15

Among several tasks in Machine Learning, a specially important one is the problem of inferring the latent variables of a system and their causal relations with the observed behavior. A paradigmatic instance of this is the task of inferring the hidden Markov model underlying a given stochastic process. This is known as the positive realization problem (PRP), [L. Benvenuti and L. Farina, IEEE Trans. Autom. Control 49(5), 651–664 (2004)] and constitutes a central problem in machine learning. The PRP and its solutions have far-reaching consequences in many areas of systems and control theory, and is nowadays an important piece inmore » the broad field of positive systems theory. We consider the scenario where the latent variables are quantum (i.e., quantum states of a finite-dimensional system) and the system dynamics is constrained only by physical transformations on the quantum system. The observable dynamics is then described by a quantum instrument, and the task is to determine which quantum instrument — if any — yields the process at hand by iterative application. We take as a starting point the theory of quasi-realizations, whence a description of the dynamics of the process is given in terms of linear maps on state vectors and probabilities are given by linear functionals on the state vectors. This description, despite its remarkable resemblance with the hidden Markov model, or the iterated quantum instrument, is however devoid of any stochastic or quantum mechanical interpretation, as said maps fail to satisfy any positivity conditions. The completely positive realization problem then consists in determining whether an equivalent quantum mechanical description of the same process exists. We generalize some key results of stochastic realization theory, and show that the problem has deep connections with operator systems theory, giving possible insight to the lifting problem in quotient operator systems. Our results have potential applications in quantum machine learning, device-independent characterization and reverse-engineering of stochastic processes and quantum processors, and more generally, of dynamical processes with quantum memory [M. Guţă, Phys. Rev. A 83(6), 062324 (2011); M. Guţă and N. Yamamoto, e-print http://arxiv.org/abs/1303.3771 (2013)].« less

Markov Processes: Exploring the Use of Dynamic Visualizations to Enhance Student Understanding

ERIC Educational Resources Information Center

Pfannkuch, Maxine; Budgett, Stephanie

2016-01-01

Finding ways to enhance introductory students' understanding of probability ideas and theory is a goal of many first-year probability courses. In this article, we explore the potential of a prototype tool for Markov processes using dynamic visualizations to develop in students a deeper understanding of the equilibrium and hitting times…

Indexed semi-Markov process for wind speed modeling.

NASA Astrophysics Data System (ADS)

Petroni, F.; D'Amico, G.; Prattico, F.

2012-04-01

The increasing interest in renewable energy leads scientific research to find a better way to recover most of the available energy. Particularly, the maximum energy recoverable from wind is equal to 59.3% of that available (Betz law) at a specific pitch angle and when the ratio between the wind speed in output and in input is equal to 1/3. The pitch angle is the angle formed between the airfoil of the blade of the wind turbine and the wind direction. Old turbine and a lot of that actually marketed, in fact, have always the same invariant geometry of the airfoil. This causes that wind turbines will work with an efficiency that is lower than 59.3%. New generation wind turbines, instead, have a system to variate the pitch angle by rotating the blades. This system able the wind turbines to recover, at different wind speed, always the maximum energy, working in Betz limit at different speed ratios. A powerful system control of the pitch angle allows the wind turbine to recover better the energy in transient regime. A good stochastic model for wind speed is then needed to help both the optimization of turbine design and to assist the system control to predict the value of the wind speed to positioning the blades quickly and correctly. The possibility to have synthetic data of wind speed is a powerful instrument to assist designer to verify the structures of the wind turbines or to estimate the energy recoverable from a specific site. To generate synthetic data, Markov chains of first or higher order are often used [1,2,3]. In particular in [1] is presented a comparison between a first-order Markov chain and a second-order Markov chain. A similar work, but only for the first-order Markov chain, is conduced by [2], presenting the probability transition matrix and comparing the energy spectral density and autocorrelation of real and synthetic wind speed data. A tentative to modeling and to join speed and direction of wind is presented in [3], by using two models, first-order Markov chain with different number of states, and Weibull distribution. All this model use Markov chains to generate synthetic wind speed time series but the search for a better model is still open. Approaching this issue, we applied new models which are generalization of Markov models. More precisely we applied semi-Markov models to generate synthetic wind speed time series. In a previous work we proposed different semi-Markov models, showing their ability to reproduce the autocorrelation structures of wind speed data. In that paper we showed also that the autocorrelation is higher with respect to the Markov model. Unfortunately this autocorrelation was still too small compared to the empirical one. In order to overcome the problem of low autocorrelation, in this paper we propose an indexed semi-Markov model. More precisely we assume that wind speed is described by a discrete time homogeneous semi-Markov process. We introduce a memory index which takes into account the periods of different wind activities. With this model the statistical characteristics of wind speed are faithfully reproduced. The wind is a very unstable phenomenon characterized by a sequence of lulls and sustained speeds, and a good wind generator must be able to reproduce such sequences. To check the validity of the predictive semi-Markovian model, the persistence of synthetic winds were calculated, then averaged and computed. The model is used to generate synthetic time series for wind speed by means of Monte Carlo simulations and the time lagged autocorrelation is used to compare statistical properties of the proposed models with those of real data and also with a time series generated though a simple Markov chain. [1] A. Shamshad, M.A. Bawadi, W.M.W. Wan Hussin, T.A. Majid, S.A.M. Sanusi, First and second order Markov chain models for synthetic generation of wind speed time series, Energy 30 (2005) 693-708. [2] H. Nfaoui, H. Essiarab, A.A.M. Sayigh, A stochastic Markov chain model for simulating wind speed time series at Tangiers, Morocco, Renewable Energy 29 (2004) 1407-1418. [3] F. Youcef Ettoumi, H. Sauvageot, A.-E.-H. Adane, Statistical bivariate modeling of wind using first-order Markov chain and Weibull distribution, Renewable Energy 28 (2003) 1787-1802.

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

PubMed

Zhu, George; Lizotte, Dan; Hoey, Jesse

2014-05-01

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

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

NASA Astrophysics Data System (ADS)

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

2015-09-01

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

Quantum Mechanics, Pattern Recognition, and the Mammalian Brain

NASA Astrophysics Data System (ADS)

Chapline, George

2008-10-01

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

Copula-based analysis of rhythm

NASA Astrophysics Data System (ADS)

García, J. E.; González-López, V. A.; Viola, M. L. Lanfredi

2016-06-01

In this paper we establish stochastic profiles of the rhythm for three languages: English, Japanese and Spanish. We model the increase or decrease of the acoustical energy, collected into three bands coming from the acoustic signal. The number of parameters needed to specify a discrete multivariate Markov chain grows exponentially with the order and dimension of the chain. In this case the size of the database is not large enough for a consistent estimation of the model. We apply a strategy to estimate a multivariate process with an order greater than the order achieved using standard procedures. The new strategy consist on obtaining a partition of the state space which is constructed from a combination of the partitions corresponding to the three marginal processes, one for each band of energy, and the partition coming from to the multivariate Markov chain. Then, all the partitions are linked using a copula, in order to estimate the transition probabilities.

A Bayesian trans-dimensional approach for the fusion of multiple geophysical datasets

NASA Astrophysics Data System (ADS)

JafarGandomi, Arash; Binley, Andrew

2013-09-01

We propose a Bayesian fusion approach to integrate multiple geophysical datasets with different coverage and sensitivity. The fusion strategy is based on the capability of various geophysical methods to provide enough resolution to identify either subsurface material parameters or subsurface structure, or both. We focus on electrical resistivity as the target material parameter and electrical resistivity tomography (ERT), electromagnetic induction (EMI), and ground penetrating radar (GPR) as the set of geophysical methods. However, extending the approach to different sets of geophysical parameters and methods is straightforward. Different geophysical datasets are entered into a trans-dimensional Markov chain Monte Carlo (McMC) search-based joint inversion algorithm. The trans-dimensional property of the McMC algorithm allows dynamic parameterisation of the model space, which in turn helps to avoid bias of the post-inversion results towards a particular model. Given that we are attempting to develop an approach that has practical potential, we discretize the subsurface into an array of one-dimensional earth-models. Accordingly, the ERT data that are collected by using two-dimensional acquisition geometry are re-casted to a set of equivalent vertical electric soundings. Different data are inverted either individually or jointly to estimate one-dimensional subsurface models at discrete locations. We use Shannon's information measure to quantify the information obtained from the inversion of different combinations of geophysical datasets. Information from multiple methods is brought together via introducing joint likelihood function and/or constraining the prior information. A Bayesian maximum entropy approach is used for spatial fusion of spatially dispersed estimated one-dimensional models and mapping of the target parameter. We illustrate the approach with a synthetic dataset and then apply it to a field dataset. We show that the proposed fusion strategy is successful not only in enhancing the subsurface information but also as a survey design tool to identify the appropriate combination of the geophysical tools and show whether application of an individual method for further investigation of a specific site is beneficial.

THE MATHEMATICAL ANALYSIS OF A SIMPLE DUEL

DTIC Science & Technology

The principles and techniques of simple Markov processes are used to analyze a simple duel to determine the limiting state probabilities (i.e., the...probabilities of occurrence of the various possible outcomes of the duel ). The duel is one in which A fires at B at a rate of r sub A shots per minute

H2-control and the separation principle for discrete-time jump systems with the Markov chain in a general state space

NASA Astrophysics Data System (ADS)

Figueiredo, Danilo Zucolli; Costa, Oswaldo Luiz do Valle

2017-10-01

This paper deals with the H2 optimal control problem of discrete-time Markov jump linear systems (MJLS) considering the case in which the Markov chain takes values in a general Borel space ?. It is assumed that the controller has access only to an output variable and to the jump parameter. The goal, in this case, is to design a dynamic Markov jump controller such that the H2-norm of the closed-loop system is minimised. It is shown that the H2-norm can be written as the sum of two H2-norms, such that one of them does not depend on the control, and the other one is obtained from the optimal filter for an infinite-horizon filtering problem. This result can be seen as a separation principle for MJLS with Markov chain in a Borel space ? considering the infinite time horizon case.

Robust model selection and the statistical classification of languages

NASA Astrophysics Data System (ADS)

García, J. E.; González-López, V. A.; Viola, M. L. L.

2012-10-01

In this paper we address the problem of model selection for the set of finite memory stochastic processes with finite alphabet, when the data is contaminated. We consider m independent samples, with more than half of them being realizations of the same stochastic process with law Q, which is the one we want to retrieve. We devise a model selection procedure such that for a sample size large enough, the selected process is the one with law Q. Our model selection strategy is based on estimating relative entropies to select a subset of samples that are realizations of the same law. Although the procedure is valid for any family of finite order Markov models, we will focus on the family of variable length Markov chain models, which include the fixed order Markov chain model family. We define the asymptotic breakdown point (ABDP) for a model selection procedure, and we show the ABDP for our procedure. This means that if the proportion of contaminated samples is smaller than the ABDP, then, as the sample size grows our procedure selects a model for the process with law Q. We also use our procedure in a setting where we have one sample conformed by the concatenation of sub-samples of two or more stochastic processes, with most of the subsamples having law Q. We conducted a simulation study. In the application section we address the question of the statistical classification of languages according to their rhythmic features using speech samples. This is an important open problem in phonology. A persistent difficulty on this problem is that the speech samples correspond to several sentences produced by diverse speakers, corresponding to a mixture of distributions. The usual procedure to deal with this problem has been to choose a subset of the original sample which seems to best represent each language. The selection is made by listening to the samples. In our application we use the full dataset without any preselection of samples. We apply our robust methodology estimating a model which represent the main law for each language. Our findings agree with the linguistic conjecture, related to the rhythm of the languages included on our dataset.

Asteroid mass estimation using Markov-chain Monte Carlo

NASA Astrophysics Data System (ADS)

Siltala, Lauri; Granvik, Mikael

2017-11-01

Estimates for asteroid masses are based on their gravitational perturbations on the orbits of other objects such as Mars, spacecraft, or other asteroids and/or their satellites. In the case of asteroid-asteroid perturbations, this leads to an inverse problem in at least 13 dimensions where the aim is to derive the mass of the perturbing asteroid(s) and six orbital elements for both the perturbing asteroid(s) and the test asteroid(s) based on astrometric observations. We have developed and implemented three different mass estimation algorithms utilizing asteroid-asteroid perturbations: the very rough 'marching' approximation, in which the asteroids' orbital elements are not fitted, thereby reducing the problem to a one-dimensional estimation of the mass, an implementation of the Nelder-Mead simplex method, and most significantly, a Markov-chain Monte Carlo (MCMC) approach. We describe each of these algorithms with particular focus on the MCMC algorithm, and present example results using both synthetic and real data. Our results agree with the published mass estimates, but suggest that the published uncertainties may be misleading as a consequence of using linearized mass-estimation methods. Finally, we discuss remaining challenges with the algorithms as well as future plans.

Geometrically Constructed Markov Chain Monte Carlo Study of Quantum Spin-phonon Complex Systems

NASA Astrophysics Data System (ADS)

Suwa, Hidemaro

2013-03-01

We have developed novel Monte Carlo methods for precisely calculating quantum spin-boson models and investigated the critical phenomena of the spin-Peierls systems. Three significant methods are presented. The first is a new optimization algorithm of the Markov chain transition kernel based on the geometric weight allocation. This algorithm, for the first time, satisfies the total balance generally without imposing the detailed balance and always minimizes the average rejection rate, being better than the Metropolis algorithm. The second is the extension of the worm (directed-loop) algorithm to non-conserved particles, which cannot be treated efficiently by the conventional methods. The third is the combination with the level spectroscopy. Proposing a new gap estimator, we are successful in eliminating the systematic error of the conventional moment method. Then we have elucidated the phase diagram and the universality class of the one-dimensional XXZ spin-Peierls system. The criticality is totally consistent with the J1 -J2 model, an effective model in the antiadiabatic limit. Through this research, we have succeeded in investigating the critical phenomena of the effectively frustrated quantum spin system by the quantum Monte Carlo method without the negative sign. JSPS Postdoctoral Fellow for Research Abroad

Educational Aspirations: Markov and Poisson Models. Rural Industrial Development Project Working Paper Number 14, August 1971.

ERIC Educational Resources Information Center

Kayser, Brian D.

The fit of educational aspirations of Illinois rural high school youths to 3 related one-parameter mathematical models was investigated. The models used were the continuous-time Markov chain model, the discrete-time Markov chain, and the Poisson distribution. The sample of 635 students responded to questionnaires from 1966 to 1969 as part of an…

Decentralized learning in Markov games.

PubMed

Vrancx, Peter; Verbeeck, Katja; Nowé, Ann

2008-08-01

Learning automata (LA) were recently shown to be valuable tools for designing multiagent reinforcement learning algorithms. One of the principal contributions of the LA theory is that a set of decentralized independent LA is able to control a finite Markov chain with unknown transition probabilities and rewards. In this paper, we propose to extend this algorithm to Markov games--a straightforward extension of single-agent Markov decision problems to distributed multiagent decision problems. We show that under the same ergodic assumptions of the original theorem, the extended algorithm will converge to a pure equilibrium point between agent policies.

Rainfall Stochastic models

NASA Astrophysics Data System (ADS)

Campo, M. A.; Lopez, J. J.; Rebole, J. P.

2012-04-01

This work was carried out in north of Spain. San Sebastian A meteorological station, where there are available precipitation records every ten minutes was selected. Precipitation data covers from October of 1927 to September of 1997. Pulse models describe the temporal process of rainfall as a succession of rainy cells, main storm, whose origins are distributed in time according to a Poisson process and a secondary process that generates a random number of cells of rain within each storm. Among different pulse models, the Bartlett-Lewis was used. On the other hand, alternative renewal processes and Markov chains describe the way in which the process will evolve in the future depending only on the current state. Therefore they are nor dependant on past events. Two basic processes are considered when describing the occurrence of rain: the alternation of wet and dry periods and temporal distribution of rainfall in each rain event, which determines the rainwater collected in each of the intervals that make up the rain. This allows the introduction of alternative renewal processes and Markov chains of three states, where interstorm time is given by either of the two dry states, short or long. Thus, the stochastic model of Markov chains tries to reproduce the basis of pulse models: the succession of storms, each one composed for a series of rain, separated by a short interval of time without theoretical complexity of these. In a first step, we analyzed all variables involved in the sequential process of the rain: rain event duration, event duration of non-rain, average rainfall intensity in rain events, and finally, temporal distribution of rainfall within the rain event. Additionally, for pulse Bartlett-Lewis model calibration, main descriptive statistics were calculated for each month, considering the process of seasonal rainfall in each month. In a second step, both models were calibrated. Finally, synthetic series were simulated with calibration parameters; series were recorded every ten minutes and hourly, aggregated. Preliminary results show adequate simulation of the main features of rain. Main variables are well simulated for time series of ten minutes, also over one hour precipitation time series, which are those that generate higher rainfall hydrologic design. For coarse scales, less than one hour, rainfall durations are not appropriate under the simulation. A hypothesis may be an excessive number of simulated events, which causes further fragmentation of storms, resulting in an excess of rain "short" (less than 1 hour), and therefore also among rain events, compared with the ones that occur in the actual series.

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

Treesearch

Joseph Buongiorno

2001-01-01

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

Dynamic Bandwidth Provisioning Using Markov Chain Based on RSVP

DTIC Science & Technology

2013-09-01

AUTHOR(S) Yavuz Sagir 7. PERFORMING ORGANIZATION NAME(S) AND ADDRESS (ES) Naval Postgraduate School Monterey, CA 93943-5000 8. PERFORMING...ORGANIZATION REPORT NUMBER 9. SPONSORING /MONITORING AGENCY NAME(S) AND ADDRESS (ES) N/A 10. SPONSORING/MONITORING AGENCY REPORT NUMBER 11...is finite or countable. A Markov process is basically a stochastic process in which the past history of the process is irrelevant if the current

Measurement-based reliability/performability models

NASA Technical Reports Server (NTRS)

Hsueh, Mei-Chen

1987-01-01

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

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

NASA Astrophysics Data System (ADS)

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

2015-09-01

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

Markov vs. Hurst-Kolmogorov behaviour identification in hydroclimatic processes

NASA Astrophysics Data System (ADS)

Dimitriadis, Panayiotis; Gournari, Naya; Koutsoyiannis, Demetris

2016-04-01

Hydroclimatic processes are usually modelled either by exponential decay of the autocovariance function, i.e., Markovian behaviour, or power type decay, i.e., long-term persistence (or else Hurst-Kolmogorov behaviour). For the identification and quantification of such behaviours several graphical stochastic tools can be used such as the climacogram (i.e., plot of the variance of the averaged process vs. scale), autocovariance, variogram, power spectrum etc. with the former usually exhibiting smaller statistical uncertainty as compared to the others. However, most methodologies including these tools are based on the expected value of the process. In this analysis, we explore a methodology that combines both the practical use of a graphical representation of the internal structure of the process as well as the statistical robustness of the maximum-likelihood estimation. For validation and illustration purposes, we apply this methodology to fundamental stochastic processes, such as Markov and Hurst-Kolmogorov type ones. Acknowledgement: This research is conducted within the frame of the undergraduate course "Stochastic Methods in Water Resources" of the National Technical University of Athens (NTUA). The School of Civil Engineering of NTUA provided moral support for the participation of the students in the Assembly.

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

PubMed

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

2016-01-01

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

Hierarchical Nearest-Neighbor Gaussian Process Models for Large Geostatistical Datasets

PubMed Central

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

2018-01-01

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

Studies of Cosmic Ray Modulation and Energetic Particle Propagation in Time-Dependent 3-Dimensional Heliospheric Magnetic Fields

NASA Technical Reports Server (NTRS)

Zhang, Ming

2005-01-01

The primary goal of this project was to perform theoretical calculations of propagation of cosmic rays and energetic particles in 3-dimensional heliospheric magnetic fields. We used Markov stochastic process simulation to achieve to this goal. We developed computation software that can be used to study particle propagation in, as two examples of heliospheric magnetic fields that have to be treated in 3 dimensions, a heliospheric magnetic field suggested by Fisk (1996) and a global heliosphere including the region beyond the termination shock. The results from our model calculations were compared with particle measurements from Ulysses, Earth-based spacecraft such as IMP-8, WIND and ACE, Voyagers and Pioneers in outer heliosphere for tests of the magnetic field models. We particularly looked for features of particle variations that can allow us to significantly distinguish the Fisk magnetic field from the conventional Parker spiral field. The computer code will eventually lead to a new generation of integrated software for solving complicated problems of particle acceleration, propagation and modulation in realistic 3-dimensional heliosphere of realistic magnetic fields and the solar wind with a single computation approach.

Combinatorial Markov Random Fields and Their Applications to Information Organization

DTIC Science & Technology

2008-02-01

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

Model-Averaged ℓ1 Regularization using Markov Chain Monte Carlo Model Composition

PubMed Central

Fraley, Chris; Percival, Daniel

2014-01-01

Bayesian Model Averaging (BMA) is an effective technique for addressing model uncertainty in variable selection problems. However, current BMA approaches have computational difficulty dealing with data in which there are many more measurements (variables) than samples. This paper presents a method for combining ℓ1 regularization and Markov chain Monte Carlo model composition techniques for BMA. By treating the ℓ1 regularization path as a model space, we propose a method to resolve the model uncertainty issues arising in model averaging from solution path point selection. We show that this method is computationally and empirically effective for regression and classification in high-dimensional datasets. We apply our technique in simulations, as well as to some applications that arise in genomics. PMID:25642001

Cover estimation and payload location using Markov random fields

NASA Astrophysics Data System (ADS)

Quach, Tu-Thach

2014-02-01

Payload location is an approach to find the message bits hidden in steganographic images, but not necessarily their logical order. Its success relies primarily on the accuracy of the underlying cover estimators and can be improved if more estimators are used. This paper presents an approach based on Markov random field to estimate the cover image given a stego image. It uses pairwise constraints to capture the natural two-dimensional statistics of cover images and forms a basis for more sophisticated models. Experimental results show that it is competitive against current state-of-the-art estimators and can locate payload embedded by simple LSB steganography and group-parity steganography. Furthermore, when combined with existing estimators, payload location accuracy improves significantly.

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

NASA Astrophysics Data System (ADS)

Sargolzahi, Iman

2018-06-01

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

Markov chain aggregation and its applications to combinatorial reaction networks.

PubMed

Ganguly, Arnab; Petrov, Tatjana; Koeppl, Heinz

2014-09-01

We consider a continuous-time Markov chain (CTMC) whose state space is partitioned into aggregates, and each aggregate is assigned a probability measure. A sufficient condition for defining a CTMC over the aggregates is presented as a variant of weak lumpability, which also characterizes that the measure over the original process can be recovered from that of the aggregated one. We show how the applicability of de-aggregation depends on the initial distribution. The application section is devoted to illustrate how the developed theory aids in reducing CTMC models of biochemical systems particularly in connection to protein-protein interactions. We assume that the model is written by a biologist in form of site-graph-rewrite rules. Site-graph-rewrite rules compactly express that, often, only a local context of a protein (instead of a full molecular species) needs to be in a certain configuration in order to trigger a reaction event. This observation leads to suitable aggregate Markov chains with smaller state spaces, thereby providing sufficient reduction in computational complexity. This is further exemplified in two case studies: simple unbounded polymerization and early EGFR/insulin crosstalk.

Markov switching multinomial logit model: An application to accident-injury severities.

PubMed

Malyshkina, Nataliya V; Mannering, Fred L

2009-07-01

In this study, two-state Markov switching multinomial logit models are proposed for statistical modeling of accident-injury severities. These models assume Markov switching over time between two unobserved states of roadway safety as a means of accounting for potential unobserved heterogeneity. The states are distinct in the sense that in different states accident-severity outcomes are generated by separate multinomial logit processes. To demonstrate the applicability of the approach, two-state Markov switching multinomial logit models are estimated for severity outcomes of accidents occurring on Indiana roads over a four-year time period. Bayesian inference methods and Markov Chain Monte Carlo (MCMC) simulations are used for model estimation. The estimated Markov switching models result in a superior statistical fit relative to the standard (single-state) multinomial logit models for a number of roadway classes and accident types. It is found that the more frequent state of roadway safety is correlated with better weather conditions and that the less frequent state is correlated with adverse weather conditions.

Grey-Markov prediction model based on background value optimization and central-point triangular whitenization weight function

NASA Astrophysics Data System (ADS)

Ye, Jing; Dang, Yaoguo; Li, Bingjun

2018-01-01

Grey-Markov forecasting model is a combination of grey prediction model and Markov chain which show obvious optimization effects for data sequences with characteristics of non-stationary and volatility. However, the state division process in traditional Grey-Markov forecasting model is mostly based on subjective real numbers that immediately affects the accuracy of forecasting values. To seek the solution, this paper introduces the central-point triangular whitenization weight function in state division to calculate possibilities of research values in each state which reflect preference degrees in different states in an objective way. On the other hand, background value optimization is applied in the traditional grey model to generate better fitting data. By this means, the improved Grey-Markov forecasting model is built. Finally, taking the grain production in Henan Province as an example, it verifies this model's validity by comparing with GM(1,1) based on background value optimization and the traditional Grey-Markov forecasting model.

Stochastically gated local and occupation times of a Brownian particle

NASA Astrophysics Data System (ADS)

Bressloff, Paul C.

2017-01-01

We generalize the Feynman-Kac formula to analyze the local and occupation times of a Brownian particle moving in a stochastically gated one-dimensional domain. (i) The gated local time is defined as the amount of time spent by the particle in the neighborhood of a point in space where there is some target that only receives resources from (or detects) the particle when the gate is open; the target does not interfere with the motion of the Brownian particle. (ii) The gated occupation time is defined as the amount of time spent by the particle in the positive half of the real line, given that it can only cross the origin when a gate placed at the origin is open; in the closed state the particle is reflected. In both scenarios, the gate randomly switches between the open and closed states according to a two-state Markov process. We derive a stochastic, backward Fokker-Planck equation (FPE) for the moment-generating function of the two types of gated Brownian functional, given a particular realization of the stochastic gate, and analyze the resulting stochastic FPE using a moments method recently developed for diffusion processes in randomly switching environments. In particular, we obtain dynamical equations for the moment-generating function, averaged with respect to realizations of the stochastic gate.

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

PubMed

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

2013-08-01

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

Nonlinear fluctuations-induced rate equations for linear birth-death processes

NASA Astrophysics Data System (ADS)

Honkonen, J.

2008-05-01

The Fock-space approach to the solution of master equations for one-step Markov processes is reconsidered. It is shown that in birth-death processes with an absorbing state at the bottom of the occupation-number spectrum and occupation-number independent annihilation probability of occupation-number fluctuations give rise to rate equations drastically different from the polynomial form typical of birth-death processes. The fluctuation-induced rate equations with the characteristic exponential terms are derived for Mikhailov’s ecological model and Lanchester’s model of modern warfare.

Generalization bounds of ERM-based learning processes for continuous-time Markov chains.

PubMed

Zhang, Chao; Tao, Dacheng

2012-12-01

Many existing results on statistical learning theory are based on the assumption that samples are independently and identically distributed (i.i.d.). However, the assumption of i.i.d. samples is not suitable for practical application to problems in which samples are time dependent. In this paper, we are mainly concerned with the empirical risk minimization (ERM) based learning process for time-dependent samples drawn from a continuous-time Markov chain. This learning process covers many kinds of practical applications, e.g., the prediction for a time series and the estimation of channel state information. Thus, it is significant to study its theoretical properties including the generalization bound, the asymptotic convergence, and the rate of convergence. It is noteworthy that, since samples are time dependent in this learning process, the concerns of this paper cannot (at least straightforwardly) be addressed by existing methods developed under the sample i.i.d. assumption. We first develop a deviation inequality for a sequence of time-dependent samples drawn from a continuous-time Markov chain and present a symmetrization inequality for such a sequence. By using the resultant deviation inequality and symmetrization inequality, we then obtain the generalization bounds of the ERM-based learning process for time-dependent samples drawn from a continuous-time Markov chain. Finally, based on the resultant generalization bounds, we analyze the asymptotic convergence and the rate of convergence of the learning process.

Exact goodness-of-fit tests for Markov chains.

PubMed

Besag, J; Mondal, D

2013-06-01

Goodness-of-fit tests are useful in assessing whether a statistical model is consistent with available data. However, the usual χ² asymptotics often fail, either because of the paucity of the data or because a nonstandard test statistic is of interest. In this article, we describe exact goodness-of-fit tests for first- and higher order Markov chains, with particular attention given to time-reversible ones. The tests are obtained by conditioning on the sufficient statistics for the transition probabilities and are implemented by simple Monte Carlo sampling or by Markov chain Monte Carlo. They apply both to single and to multiple sequences and allow a free choice of test statistic. Three examples are given. The first concerns multiple sequences of dry and wet January days for the years 1948-1983 at Snoqualmie Falls, Washington State, and suggests that standard analysis may be misleading. The second one is for a four-state DNA sequence and lends support to the original conclusion that a second-order Markov chain provides an adequate fit to the data. The last one is six-state atomistic data arising in molecular conformational dynamics simulation of solvated alanine dipeptide and points to strong evidence against a first-order reversible Markov chain at 6 picosecond time steps. © 2013, The International Biometric Society.

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

NASA Astrophysics Data System (ADS)

Migawa, Klaudiusz

2012-12-01

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

Sub- and super-diffusion on Cantor sets: Beyond the paradox

NASA Astrophysics Data System (ADS)

K. Golmankhaneh, Alireza; Balankin, Alexander S.

2018-04-01

There is no way to build a nontrivial Markov process having continuous trajectories on a totally disconnected fractal embedded in the Euclidean space. Accordingly, in order to delineate the diffusion process on the totally disconnected fractal, one needs to relax the continuum requirement. Consequently, a diffusion process depends on how the continuum requirement is handled. This explains the emergence of different types of anomalous diffusion on the same totally disconnected set. In this regard, we argue that the number of effective spatial degrees of freedom of a random walker on the totally disconnected Cantor set is equal to nsp = [ D ] + 1, where [ D ] is the integer part of the Hausdorff dimension of the Cantor set. Conversely, the number of effective dynamical degrees of freedom (ds) depends on the definition of a Markov process on the totally disconnected Cantor set embedded in the Euclidean space En (n ≥nsp). This allows us to deduce the equation of diffusion by employing the local differential operators on the Fα-support. The exact solutions of this equation are obtained on the middle-ɛ Cantor sets for different kinds of the Markovian random processes. The relation of our findings to physical phenomena observed in complex systems is highlighted.

Distributed delays in a hybrid model of tumor-immune system interplay.

PubMed

Caravagna, Giulio; Graudenzi, Alex; d'Onofrio, Alberto

2013-02-01

A tumor is kinetically characterized by the presence of multiple spatio-temporal scales in which its cells interplay with, for instance, endothelial cells or Immune system effectors, exchanging various chemical signals. By its nature, tumor growth is an ideal object of hybrid modeling where discrete stochastic processes model low-numbers entities, and mean-field equations model abundant chemical signals. Thus, we follow this approach to model tumor cells, effector cells and Interleukin-2, in order to capture the Immune surveillance effect. We here present a hybrid model with a generic delay kernel accounting that, due to many complex phenomena such as chemical transportation and cellular differentiation, the tumor-induced recruitment of effectors exhibits a lag period. This model is a Stochastic Hybrid Automata and its semantics is a Piecewise Deterministic Markov process where a two-dimensional stochastic process is interlinked to a multi-dimensional mean-field system. We instantiate the model with two well-known weak and strong delay kernels and perform simulations by using an algorithm to generate trajectories of this process. Via simulations and parametric sensitivity analysis techniques we (i) relate tumor mass growth with the two kernels, we (ii) measure the strength of the Immune surveillance in terms of probability distribution of the eradication times, and (iii) we prove, in the oscillatory regime, the existence of a stochastic bifurcation resulting in delay-induced tumor eradication.

Limiting Distributions of Functionals of Markov Chains.

DTIC Science & Technology

1984-08-01

limiting distributions; periodic * nonhomoger.,!ous Poisson processes . 19 ANS? MACY IConuui oe nonoe’ee if necorglooy and edern thty by block numbers...homogeneous Poisson processes is of interest in itself. The problem considered in this paper is of interest in the theory of partially observable...where we obtain the limiting distribution of the interevent times. Key Words: Markov Chains, Limiting Distributions, Periodic Nonhomogeneous Poisson

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

Treesearch

Mo Zhou; Joseph Buongiorno

2011-01-01

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

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

PubMed Central

Kappel, David; Nessler, Bernhard; Maass, Wolfgang

2014-01-01

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

An Adjoint State Method for Three-Dimensional Transmission Traveltime Tomography Using First-Arrivals

DTIC Science & Technology

2006-01-30

detail next. 3.2 Fast Sweeping Method for Equation (1) The fast sweeping method was originated in Boue and Dupis [5], its first PDE formulation was in...Geophysics, 50:903–923, 1985. [5] M. Boue and P. Dupuis. Markov chain approximations for deterministic control prob- lems with affine dynamics and

Testing the Efficiency of Markov Chain Monte Carlo with People Using Facial Affect Categories

ERIC Educational Resources Information Center

Martin, Jay B.; Griffiths, Thomas L.; Sanborn, Adam N.

2012-01-01

Exploring how people represent natural categories is a key step toward developing a better understanding of how people learn, form memories, and make decisions. Much research on categorization has focused on artificial categories that are created in the laboratory, since studying natural categories defined on high-dimensional stimuli such as…

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

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

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

2015-03-10

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

Vulnerability to paroxysmal oscillations in delayed neural networks: A basis for nocturnal frontal lobe epilepsy?

NASA Astrophysics Data System (ADS)

Quan, Austin; Osorio, Ivan; Ohira, Toru; Milton, John

2011-12-01

Resonance can occur in bistable dynamical systems due to the interplay between noise and delay (τ) in the absence of a periodic input. We investigate resonance in a two-neuron model with mutual time-delayed inhibitory feedback. For appropriate choices of the parameters and inputs three fixed-point attractors co-exist: two are stable and one is unstable. In the absence of noise, delay-induced transient oscillations (referred to herein as DITOs) arise whenever the initial function is tuned sufficiently close to the unstable fixed-point. In the presence of noisy perturbations, DITOs arise spontaneously. Since the correlation time for the stationary dynamics is ˜τ, we approximated a higher order Markov process by a three-state Markov chain model by rescaling time as t → 2sτ, identifying the states based on whether the sub-intervals were completely confined to one basin of attraction (the two stable attractors) or straddled the separatrix, and then determining the transition probability matrix empirically. The resultant Markov chain model captured the switching behaviors including the statistical properties of the DITOs. Our observations indicate that time-delayed and noisy bistable dynamical systems are prone to generate DITOs as switches between the two attractors occur. Bistable systems arise transiently in situations when one attractor is gradually replaced by another. This may explain, for example, why seizures in certain epileptic syndromes tend to occur as sleep stages change.

A Markov chain analysis of the movements of juvenile salmonids in the forebay of McNary Dam, Washington and Oregon, 2006-09

USGS Publications Warehouse

Adams, Noah S.; Hatton, Tyson W.

2012-01-01

Passage and survival data for yearling and subyearling Chinook salmon and juvenile steelhead were collected at McNary Dam between 2006 and 2009. These data have provided critical information for resource managers to implement structural and operational changes designed to improve the survival of juvenile salmonids as they migrate past the dam. Much of the information collected at McNary Dam was in the form of three-dimensional tracks of fish movements in the forebay. These data depicted the behavior of multiple species (in three dimensions) during different diel periods, spill conditions, powerhouse operations, and test configurations of the surface bypass structures (temporary spillway weirs; TSWs). One of the challenges in reporting three-dimensional results is presenting the information in a manner that allows interested parties to summarize the behavior of many fish over many different conditions across multiple years. To accomplish this, we investigated the feasibility of using a Markov chain analysis to characterize fish movement patterns in the forebay of McNary Dam. The Markov chain analysis is one way that can be used to summarize numerically the behavior of fish in the forebay. Numerically summarizing the behavior of juvenile salmonids in the forebay of McNary Dam using the Markov chain analysis allowed us to confirm what had been previously summarized using visualization software. For example, proportions of yearling and subyearling Chinook salmon passing the three powerhouse areas was often greater in the southern and middle areas, compared to the northern area. The opposite generally was observed for steelhead. Results of this analysis also allowed us to confirm and quantify the extent of milling behavior that had been observed for steelhead. For fish that were first detected in the powerhouse region, less than 0.10 of the steelhead, on average, passed within each of the powerhouse areas. Instead, steelhead transitioned to adjoining areas in the spillway before passing the dam. In comparison, greater than 0.20 of the Chinook salmon passed within the powerhouse areas. Less milling behavior was observed for all species for fish that first approached the spillway. Compared to the powerhouse areas, a higher proportion of fish, regardless of species, passed the spillway areas and fewer transitioned to adjoining areas in the powerhouse. In addition to quantifying what had been previously speculated about the behavior of fish in the forebay of McNary Dam, the Markov chain analysis refined our understanding of how fish behavior and passage can be influenced by changes to the operations and structure of McNary Dam. For example, the addition of TSWs to the spillway area clearly influenced the passage of fish. Previous results have been reported showing that TSWs increased the number of fish passing through non-turbine routes and the fish-track videos indicated, in general, how fish behaved before passing through the TSWs. However, the analysis presented in this report allowed us to better understand how fish moved across the face of the dam before passing the TSWs and provided a way to quantify the effect of TSW location. Installation of the TSWs in bays 22 and 20 clearly increased passage proportions through the southern one-third of the spillway area for all species, most significantly for steelhead. When the TSWs were moved to bays 19 and 20 in 2008, overall passage through the southern one-third of the spillway remained higher than 2006, but decreased from what was observed in 2007. Shifting the TSWs to the north decreased the proportion of fish passing through the TSWs and increased the number of fish that moved to adjoining areas before passing the dam. Perhaps the most interesting new information to come out of the two-step Markov chain analysis relates to how the performance of the TSWs was influenced by their proximity to the powerhouse. During 2007, the highest proportion of fish passing through TSW22 was for fish that transitioned from the powerhouse area. In contrast, a relatively low proportion of fish passed through TSW20 after coming from the powerhouse area. Instead, the proportion of fish that passed TSW20 after coming from the northern part of the spillway was twice as high as the proportion of fish that passed through TSW20 after coming from the powerhouse. During 2008, the TSW in bay 22 was moved to bay 19, leaving the TSW in bay 20 as the one closest to the powerhouse. As was the case when a TSW was located in bay 22; the proportion of fish passing TSW20 after coming from the powerhouse was greater than the proportion of fish passing through TSW20 after coming from the northern part of the spillway. Passage proportions for fish passing through TSW19, the farthest north of the two TSWs during 2008, was higher for fish that came from the northern part of the spillway compared to the proportion of fish that passed through TSW19 after coming from the powerhouse. The Markov chain analysis provided a mathematical way to characterize fish behavior in the forebay of McNary Dam and helped refine our understanding of how fish movements were influenced by operational and structural changes at McNary Dam. The Markov chain analysis also could be used to examine how future structural and operational changes proposed for McNary Dam might influence the passage of juvenile salmonids.

Optimal Limited Contingency Planning

NASA Technical Reports Server (NTRS)

Meuleau, Nicolas; Smith, David E.

2003-01-01

For a given problem, the optimal Markov policy over a finite horizon is a conditional plan containing a potentially large number of branches. However, there are applications where it is desirable to strictly limit the number of decision points and branches in a plan. This raises the question of how one goes about finding optimal plans containing only a limited number of branches. In this paper, we present an any-time algorithm for optimal k-contingency planning. It is the first optimal algorithm for limited contingency planning that is not an explicit enumeration of possible contingent plans. By modelling the problem as a partially observable Markov decision process, it implements the Bellman optimality principle and prunes the solution space. We present experimental results of applying this algorithm to some simple test cases.

A reward semi-Markov process with memory for wind speed modeling

NASA Astrophysics Data System (ADS)

Petroni, F.; D'Amico, G.; Prattico, F.

2012-04-01

The increasing interest in renewable energy leads scientific research to find a better way to recover most of the available energy. Particularly, the maximum energy recoverable from wind is equal to 59.3% of that available (Betz law) at a specific pitch angle and when the ratio between the wind speed in output and in input is equal to 1/3. The pitch angle is the angle formed between the airfoil of the blade of the wind turbine and the wind direction. Old turbine and a lot of that actually marketed, in fact, have always the same invariant geometry of the airfoil. This causes that wind turbines will work with an efficiency that is lower than 59.3%. New generation wind turbines, instead, have a system to variate the pitch angle by rotating the blades. This system able the wind turbines to recover, at different wind speed, always the maximum energy, working in Betz limit at different speed ratios. A powerful system control of the pitch angle allows the wind turbine to recover better the energy in transient regime. A good stochastic model for wind speed is then needed to help both the optimization of turbine design and to assist the system control to predict the value of the wind speed to positioning the blades quickly and correctly. The possibility to have synthetic data of wind speed is a powerful instrument to assist designer to verify the structures of the wind turbines or to estimate the energy recoverable from a specific site. To generate synthetic data, Markov chains of first or higher order are often used [1,2,3]. In particular in [1] is presented a comparison between a first-order Markov chain and a second-order Markov chain. A similar work, but only for the first-order Markov chain, is conduced by [2], presenting the probability transition matrix and comparing the energy spectral density and autocorrelation of real and synthetic wind speed data. A tentative to modeling and to join speed and direction of wind is presented in [3], by using two models, first-order Markov chain with different number of states, and Weibull distribution. All this model use Markov chains to generate synthetic wind speed time series but the search for a better model is still open. Approaching this issue, we applied new models which are generalization of Markov models. More precisely we applied semi-Markov models to generate synthetic wind speed time series. The primary goal of this analysis is the study of the time history of the wind in order to assess its reliability as a source of power and to determine the associated storage levels required. In order to assess this issue we use a probabilistic model based on indexed semi-Markov process [4] to which a reward structure is attached. Our model is used to calculate the expected energy produced by a given turbine and its variability expressed by the variance of the process. Our results can be used to compare different wind farms based on their reward and also on the risk of missed production due to the intrinsic variability of the wind speed process. The model is used to generate synthetic time series for wind speed by means of Monte Carlo simulations and backtesting procedure is used to compare results on first and second oder moments of rewards between real and synthetic data. [1] A. Shamshad, M.A. Bawadi, W.M.W. Wan Hussin, T.A. Majid, S.A.M. Sanusi, First and second order Markov chain models for synthetic gen- eration of wind speed time series, Energy 30 (2005) 693-708. [2] H. Nfaoui, H. Essiarab, A.A.M. Sayigh, A stochastic Markov chain model for simulating wind speed time series at Tangiers, Morocco, Re- newable Energy 29 (2004) 1407-1418. [3] F. Youcef Ettoumi, H. Sauvageot, A.-E.-H. Adane, Statistical bivariate modeling of wind using first-order Markov chain and Weibull distribu- tion, Renewable Energy 28 (2003) 1787-1802. [4]F. Petroni, G. D'Amico, F. Prattico, Indexed semi-Markov process for wind speed modeling. To be submitted.

A fast exact simulation method for a class of Markov jump processes.

PubMed

Li, Yao; Hu, Lili

2015-11-14

A new method of the stochastic simulation algorithm (SSA), named the Hashing-Leaping method (HLM), for exact simulations of a class of Markov jump processes, is presented in this paper. The HLM has a conditional constant computational cost per event, which is independent of the number of exponential clocks in the Markov process. The main idea of the HLM is to repeatedly implement a hash-table-like bucket sort algorithm for all times of occurrence covered by a time step with length τ. This paper serves as an introduction to this new SSA method. We introduce the method, demonstrate its implementation, analyze its properties, and compare its performance with three other commonly used SSA methods in four examples. Our performance tests and CPU operation statistics show certain advantages of the HLM for large scale problems.

Stochastic Calculus and Differential Equations for Physics and Finance

NASA Astrophysics Data System (ADS)

McCauley, Joseph L.

2013-02-01

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

[Birth and death process of computer viruses].

PubMed

Segawa, Katsunori; Nakano, Tatsuya; Nakata, Kotoko; Hayashi, Yuzuru

2006-01-01

The daily variations in the number of computer viruses found attaching to e-mails and the number of accesses to the home page of a national institute in Japan are examined. The power spectral densities (PSD) of the variation in the computer viruses show a time-correlation characteristic of Markov process, but the daily access number does not (identified as white noise). Like biological viruses, the variation in the computer viruses can be described by the birth-and-death model known as a Markov process.

Image segmentation using hidden Markov Gauss mixture models.

PubMed

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

2007-07-01

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

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

PubMed

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

2018-01-01

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

Probabilistic Model and Analysis of Conventional Preinstalled Mine Field Defense.

DTIC Science & Technology

1980-09-01

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

Symbolic Heuristic Search for Factored Markov Decision Processes

NASA Technical Reports Server (NTRS)

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

2003-01-01

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

CTPPL: A Continuous Time Probabilistic Programming Language

DTIC Science & Technology

2009-07-01

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

Using Markov Decision Processes with Heterogeneous Queueing Systems to Examine Military MEDEVAC Dispatching Policies

DTIC Science & Technology

2017-03-23

Air Force Institute of Technology AFIT Scholar Theses and Dissertations 3-23-2017 Using Markov Decision Processes with Heterogeneous Queueing Systems... TECHNOLOGY Wright-Patterson Air Force Base, Ohio DISTRIBUTION STATEMENT A APPROVED FOR PUBLIC RELEASE; DISTRIBUTION UNLIMITED. The views expressed in...POLICIES THESIS Presented to the Faculty Department of Operational Sciences Graduate School of Engineering and Management Air Force Institute of Technology

Composition of web services using Markov decision processes and dynamic programming.

PubMed

Uc-Cetina, Víctor; Moo-Mena, Francisco; Hernandez-Ucan, Rafael

2015-01-01

We propose a Markov decision process model for solving the Web service composition (WSC) problem. Iterative policy evaluation, value iteration, and policy iteration algorithms are used to experimentally validate our approach, with artificial and real data. The experimental results show the reliability of the model and the methods employed, with policy iteration being the best one in terms of the minimum number of iterations needed to estimate an optimal policy, with the highest Quality of Service attributes. Our experimental work shows how the solution of a WSC problem involving a set of 100,000 individual Web services and where a valid composition requiring the selection of 1,000 services from the available set can be computed in the worst case in less than 200 seconds, using an Intel Core i5 computer with 6 GB RAM. Moreover, a real WSC problem involving only 7 individual Web services requires less than 0.08 seconds, using the same computational power. Finally, a comparison with two popular reinforcement learning algorithms, sarsa and Q-learning, shows that these algorithms require one or two orders of magnitude and more time than policy iteration, iterative policy evaluation, and value iteration to handle WSC problems of the same complexity.

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

PubMed

Selvaraj, Lokesh; Ganesan, Balakrishnan

2014-01-01

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

Bayesian spatial transformation models with applications in neuroimaging data

PubMed Central

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

2013-01-01

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

Markov reward processes

NASA Technical Reports Server (NTRS)

Smith, R. M.

1991-01-01

Numerous applications in the area of computer system analysis can be effectively studied with Markov reward models. These models describe the behavior of the system with a continuous-time Markov chain, where a reward rate is associated with each state. In a reliability/availability model, upstates may have reward rate 1 and down states may have reward rate zero associated with them. In a queueing model, the number of jobs of certain type in a given state may be the reward rate attached to that state. In a combined model of performance and reliability, the reward rate of a state may be the computational capacity, or a related performance measure. Expected steady-state reward rate and expected instantaneous reward rate are clearly useful measures of the Markov reward model. More generally, the distribution of accumulated reward or time-averaged reward over a finite time interval may be determined from the solution of the Markov reward model. This information is of great practical significance in situations where the workload can be well characterized (deterministically, or by continuous functions e.g., distributions). The design process in the development of a computer system is an expensive and long term endeavor. For aerospace applications the reliability of the computer system is essential, as is the ability to complete critical workloads in a well defined real time interval. Consequently, effective modeling of such systems must take into account both performance and reliability. This fact motivates our use of Markov reward models to aid in the development and evaluation of fault tolerant computer systems.

Analyzing Dyadic Sequence Data—Research Questions and Implied Statistical Models

PubMed Central

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

2017-01-01

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

Tracking the visual focus of attention for a varying number of wandering people.

PubMed

Smith, Kevin; Ba, Sileye O; Odobez, Jean-Marc; Gatica-Perez, Daniel

2008-07-01

We define and address the problem of finding the visual focus of attention for a varying number of wandering people (VFOA-W), determining where the people's movement is unconstrained. VFOA-W estimation is a new and important problem with mplications for behavior understanding and cognitive science, as well as real-world applications. One such application, which we present in this article, monitors the attention passers-by pay to an outdoor advertisement. Our approach to the VFOA-W problem proposes a multi-person tracking solution based on a dynamic Bayesian network that simultaneously infers the (variable) number of people in a scene, their body locations, their head locations, and their head pose. For efficient inference in the resulting large variable-dimensional state-space we propose a Reversible Jump Markov Chain Monte Carlo (RJMCMC) sampling scheme, as well as a novel global observation model which determines the number of people in the scene and localizes them. We propose a Gaussian Mixture Model (GMM) and Hidden Markov Model (HMM)-based VFOA-W model which use head pose and location information to determine people's focus state. Our models are evaluated for tracking performance and ability to recognize people looking at an outdoor advertisement, with results indicating good performance on sequences where a moderate number of people pass in front of an advertisement.

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

PubMed

Djordjevic, Ivan B

2015-08-24

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

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

PubMed Central

Djordjevic, Ivan B.

2015-01-01

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

Influence of credit scoring on the dynamics of Markov chain

NASA Astrophysics Data System (ADS)

Galina, Timofeeva

2015-11-01

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

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

NASA Astrophysics Data System (ADS)

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

2013-11-01

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

Markov switching of the electricity supply curve and power prices dynamics

NASA Astrophysics Data System (ADS)

Mari, Carlo; Cananà, Lucianna

2012-02-01

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

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

NASA Astrophysics Data System (ADS)

Yamada, Yuhei; Yamazaki, Yoshihiro

2018-04-01

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

A fast exact simulation method for a class of Markov jump processes

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

Li, Yao, E-mail: yaoli@math.umass.edu; Hu, Lili, E-mail: lilyhu86@gmail.com

2015-11-14

A new method of the stochastic simulation algorithm (SSA), named the Hashing-Leaping method (HLM), for exact simulations of a class of Markov jump processes, is presented in this paper. The HLM has a conditional constant computational cost per event, which is independent of the number of exponential clocks in the Markov process. The main idea of the HLM is to repeatedly implement a hash-table-like bucket sort algorithm for all times of occurrence covered by a time step with length τ. This paper serves as an introduction to this new SSA method. We introduce the method, demonstrate its implementation, analyze itsmore » properties, and compare its performance with three other commonly used SSA methods in four examples. Our performance tests and CPU operation statistics show certain advantages of the HLM for large scale problems.« less

Bayesian parameter inference for stochastic biochemical network models using particle Markov chain Monte Carlo

PubMed Central

Golightly, Andrew; Wilkinson, Darren J.

2011-01-01

Computational systems biology is concerned with the development of detailed mechanistic models of biological processes. Such models are often stochastic and analytically intractable, containing uncertain parameters that must be estimated from time course data. In this article, we consider the task of inferring the parameters of a stochastic kinetic model defined as a Markov (jump) process. Inference for the parameters of complex nonlinear multivariate stochastic process models is a challenging problem, but we find here that algorithms based on particle Markov chain Monte Carlo turn out to be a very effective computationally intensive approach to the problem. Approximations to the inferential model based on stochastic differential equations (SDEs) are considered, as well as improvements to the inference scheme that exploit the SDE structure. We apply the methodology to a Lotka–Volterra system and a prokaryotic auto-regulatory network. PMID:23226583

OPTIMIZING OBSERVER EFFORT FOR FIELD DETECTION OF REPRODUCTIVE EFFECTS IN BIRDS

EPA Science Inventory

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

Fluctuation theorem: A critical review

NASA Astrophysics Data System (ADS)

Malek Mansour, M.; Baras, F.

2017-10-01

Fluctuation theorem for entropy production is revisited in the framework of stochastic processes. The applicability of the fluctuation theorem to physico-chemical systems and the resulting stochastic thermodynamics were analyzed. Some unexpected limitations are highlighted in the context of jump Markov processes. We have shown that these limitations handicap the ability of the resulting stochastic thermodynamics to correctly describe the state of non-equilibrium systems in terms of the thermodynamic properties of individual processes therein. Finally, we considered the case of diffusion processes and proved that the fluctuation theorem for entropy production becomes irrelevant at the stationary state in the case of one variable systems.

Honest Importance Sampling with Multiple Markov Chains

PubMed Central

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

2017-01-01

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

Honest Importance Sampling with Multiple Markov Chains.

PubMed

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

2015-01-01

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

Classification of customer lifetime value models using Markov chain

NASA Astrophysics Data System (ADS)

Permana, Dony; Pasaribu, Udjianna S.; Indratno, Sapto W.; Suprayogi

2017-10-01

A firm’s potential reward in future time from a customer can be determined by customer lifetime value (CLV). There are some mathematic methods to calculate it. One method is using Markov chain stochastic model. Here, a customer is assumed through some states. Transition inter the states follow Markovian properties. If we are given some states for a customer and the relationships inter states, then we can make some Markov models to describe the properties of the customer. As Markov models, CLV is defined as a vector contains CLV for a customer in the first state. In this paper we make a classification of Markov Models to calculate CLV. Start from two states of customer model, we make develop in many states models. The development a model is based on weaknesses in previous model. Some last models can be expected to describe how real characters of customers in a firm.

Probabilistic hazard assessment for skin sensitization potency by dose–response modeling using feature elimination instead of quantitative structure–activity relationships

PubMed Central

McKim, James M.; Hartung, Thomas; Kleensang, Andre; Sá-Rocha, Vanessa

2016-01-01

Supervised learning methods promise to improve integrated testing strategies (ITS), but must be adjusted to handle high dimensionality and dose–response data. ITS approaches are currently fueled by the increasing mechanistic understanding of adverse outcome pathways (AOP) and the development of tests reflecting these mechanisms. Simple approaches to combine skin sensitization data sets, such as weight of evidence, fail due to problems in information redundancy and high dimension-ality. The problem is further amplified when potency information (dose/response) of hazards would be estimated. Skin sensitization currently serves as the foster child for AOP and ITS development, as legislative pressures combined with a very good mechanistic understanding of contact dermatitis have led to test development and relatively large high-quality data sets. We curated such a data set and combined a recursive variable selection algorithm to evaluate the information available through in silico, in chemico and in vitro assays. Chemical similarity alone could not cluster chemicals’ potency, and in vitro models consistently ranked high in recursive feature elimination. This allows reducing the number of tests included in an ITS. Next, we analyzed with a hidden Markov model that takes advantage of an intrinsic inter-relationship among the local lymph node assay classes, i.e. the monotonous connection between local lymph node assay and dose. The dose-informed random forest/hidden Markov model was superior to the dose-naive random forest model on all data sets. Although balanced accuracy improvement may seem small, this obscures the actual improvement in misclassifications as the dose-informed hidden Markov model strongly reduced "false-negatives" (i.e. extreme sensitizers as non-sensitizer) on all data sets. PMID:26046447

Probabilistic hazard assessment for skin sensitization potency by dose-response modeling using feature elimination instead of quantitative structure-activity relationships.

PubMed

Luechtefeld, Thomas; Maertens, Alexandra; McKim, James M; Hartung, Thomas; Kleensang, Andre; Sá-Rocha, Vanessa

2015-11-01

Supervised learning methods promise to improve integrated testing strategies (ITS), but must be adjusted to handle high dimensionality and dose-response data. ITS approaches are currently fueled by the increasing mechanistic understanding of adverse outcome pathways (AOP) and the development of tests reflecting these mechanisms. Simple approaches to combine skin sensitization data sets, such as weight of evidence, fail due to problems in information redundancy and high dimensionality. The problem is further amplified when potency information (dose/response) of hazards would be estimated. Skin sensitization currently serves as the foster child for AOP and ITS development, as legislative pressures combined with a very good mechanistic understanding of contact dermatitis have led to test development and relatively large high-quality data sets. We curated such a data set and combined a recursive variable selection algorithm to evaluate the information available through in silico, in chemico and in vitro assays. Chemical similarity alone could not cluster chemicals' potency, and in vitro models consistently ranked high in recursive feature elimination. This allows reducing the number of tests included in an ITS. Next, we analyzed with a hidden Markov model that takes advantage of an intrinsic inter-relationship among the local lymph node assay classes, i.e. the monotonous connection between local lymph node assay and dose. The dose-informed random forest/hidden Markov model was superior to the dose-naive random forest model on all data sets. Although balanced accuracy improvement may seem small, this obscures the actual improvement in misclassifications as the dose-informed hidden Markov model strongly reduced " false-negatives" (i.e. extreme sensitizers as non-sensitizer) on all data sets. Copyright © 2015 John Wiley & Sons, Ltd.

Marginally specified priors for non-parametric Bayesian estimation

PubMed Central

Kessler, David C.; Hoff, Peter D.; Dunson, David B.

2014-01-01

Summary Prior specification for non-parametric Bayesian inference involves the difficult task of quantifying prior knowledge about a parameter of high, often infinite, dimension. A statistician is unlikely to have informed opinions about all aspects of such a parameter but will have real information about functionals of the parameter, such as the population mean or variance. The paper proposes a new framework for non-parametric Bayes inference in which the prior distribution for a possibly infinite dimensional parameter is decomposed into two parts: an informative prior on a finite set of functionals, and a non-parametric conditional prior for the parameter given the functionals. Such priors can be easily constructed from standard non-parametric prior distributions in common use and inherit the large support of the standard priors on which they are based. Additionally, posterior approximations under these informative priors can generally be made via minor adjustments to existing Markov chain approximation algorithms for standard non-parametric prior distributions. We illustrate the use of such priors in the context of multivariate density estimation using Dirichlet process mixture models, and in the modelling of high dimensional sparse contingency tables. PMID:25663813

Modeling Driver Behavior near Intersections in Hidden Markov Model

PubMed Central

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

2016-01-01

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

BATMAN--an R package for the automated quantification of metabolites from nuclear magnetic resonance spectra using a Bayesian model.

PubMed

Hao, Jie; Astle, William; De Iorio, Maria; Ebbels, Timothy M D

2012-08-01

Nuclear Magnetic Resonance (NMR) spectra are widely used in metabolomics to obtain metabolite profiles in complex biological mixtures. Common methods used to assign and estimate concentrations of metabolites involve either an expert manual peak fitting or extra pre-processing steps, such as peak alignment and binning. Peak fitting is very time consuming and is subject to human error. Conversely, alignment and binning can introduce artefacts and limit immediate biological interpretation of models. We present the Bayesian automated metabolite analyser for NMR spectra (BATMAN), an R package that deconvolutes peaks from one-dimensional NMR spectra, automatically assigns them to specific metabolites from a target list and obtains concentration estimates. The Bayesian model incorporates information on characteristic peak patterns of metabolites and is able to account for shifts in the position of peaks commonly seen in NMR spectra of biological samples. It applies a Markov chain Monte Carlo algorithm to sample from a joint posterior distribution of the model parameters and obtains concentration estimates with reduced error compared with conventional numerical integration and comparable to manual deconvolution by experienced spectroscopists. http://www1.imperial.ac.uk/medicine/people/t.ebbels/ t.ebbels@imperial.ac.uk.

A Recurrent Probabilistic Neural Network with Dimensionality Reduction Based on Time-series Discriminant Component Analysis.

PubMed

Hayashi, Hideaki; Shibanoki, Taro; Shima, Keisuke; Kurita, Yuichi; Tsuji, Toshio

2015-12-01

This paper proposes a probabilistic neural network (NN) developed on the basis of time-series discriminant component analysis (TSDCA) that can be used to classify high-dimensional time-series patterns. TSDCA involves the compression of high-dimensional time series into a lower dimensional space using a set of orthogonal transformations and the calculation of posterior probabilities based on a continuous-density hidden Markov model with a Gaussian mixture model expressed in the reduced-dimensional space. The analysis can be incorporated into an NN, which is named a time-series discriminant component network (TSDCN), so that parameters of dimensionality reduction and classification can be obtained simultaneously as network coefficients according to a backpropagation through time-based learning algorithm with the Lagrange multiplier method. The TSDCN is considered to enable high-accuracy classification of high-dimensional time-series patterns and to reduce the computation time taken for network training. The validity of the TSDCN is demonstrated for high-dimensional artificial data and electroencephalogram signals in the experiments conducted during the study.

Application of clustering methods: Regularized Markov clustering (R-MCL) for analyzing dengue virus similarity

NASA Astrophysics Data System (ADS)

Lestari, D.; Raharjo, D.; Bustamam, A.; Abdillah, B.; Widhianto, W.

2017-07-01

Dengue virus consists of 10 different constituent proteins and are classified into 4 major serotypes (DEN 1 - DEN 4). This study was designed to perform clustering against 30 protein sequences of dengue virus taken from Virus Pathogen Database and Analysis Resource (VIPR) using Regularized Markov Clustering (R-MCL) algorithm and then we analyze the result. By using Python program 3.4, R-MCL algorithm produces 8 clusters with more than one centroid in several clusters. The number of centroid shows the density level of interaction. Protein interactions that are connected in a tissue, form a complex protein that serves as a specific biological process unit. The analysis of result shows the R-MCL clustering produces clusters of dengue virus family based on the similarity role of their constituent protein, regardless of serotypes.

Linear system identification via backward-time observer models

NASA Technical Reports Server (NTRS)

Juang, Jer-Nan; Phan, Minh Q.

1992-01-01

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

Markov decision processes in natural resources management: observability and uncertainty

USGS Publications Warehouse

Williams, Byron K.

2015-01-01

The breadth and complexity of stochastic decision processes in natural resources presents a challenge to analysts who need to understand and use these approaches. The objective of this paper is to describe a class of decision processes that are germane to natural resources conservation and management, namely Markov decision processes, and to discuss applications and computing algorithms under different conditions of observability and uncertainty. A number of important similarities are developed in the framing and evaluation of different decision processes, which can be useful in their applications in natural resources management. The challenges attendant to partial observability are highlighted, and possible approaches for dealing with it are discussed.

A Layered Approach for Robust Spatial Virtual Human Pose Reconstruction Using a Still Image

PubMed Central

Guo, Chengyu; Ruan, Songsong; Liang, Xiaohui; Zhao, Qinping

2016-01-01

Pedestrian detection and human pose estimation are instructive for reconstructing a three-dimensional scenario and for robot navigation, particularly when large amounts of vision data are captured using various data-recording techniques. Using an unrestricted capture scheme, which produces occlusions or breezing, the information describing each part of a human body and the relationship between each part or even different pedestrians must be present in a still image. Using this framework, a multi-layered, spatial, virtual, human pose reconstruction framework is presented in this study to recover any deficient information in planar images. In this framework, a hierarchical parts-based deep model is used to detect body parts by using the available restricted information in a still image and is then combined with spatial Markov random fields to re-estimate the accurate joint positions in the deep network. Then, the planar estimation results are mapped onto a virtual three-dimensional space using multiple constraints to recover any deficient spatial information. The proposed approach can be viewed as a general pre-processing method to guide the generation of continuous, three-dimensional motion data. The experiment results of this study are used to describe the effectiveness and usability of the proposed approach. PMID:26907289

Cache-Oblivious parallel SIMD Viterbi decoding for sequence search in HMMER.

PubMed

Ferreira, Miguel; Roma, Nuno; Russo, Luis M S

2014-05-30

HMMER is a commonly used bioinformatics tool based on Hidden Markov Models (HMMs) to analyze and process biological sequences. One of its main homology engines is based on the Viterbi decoding algorithm, which was already highly parallelized and optimized using Farrar's striped processing pattern with Intel SSE2 instruction set extension. A new SIMD vectorization of the Viterbi decoding algorithm is proposed, based on an SSE2 inter-task parallelization approach similar to the DNA alignment algorithm proposed by Rognes. Besides this alternative vectorization scheme, the proposed implementation also introduces a new partitioning of the Markov model that allows a significantly more efficient exploitation of the cache locality. Such optimization, together with an improved loading of the emission scores, allows the achievement of a constant processing throughput, regardless of the innermost-cache size and of the dimension of the considered model. The proposed optimized vectorization of the Viterbi decoding algorithm was extensively evaluated and compared with the HMMER3 decoder to process DNA and protein datasets, proving to be a rather competitive alternative implementation. Being always faster than the already highly optimized ViterbiFilter implementation of HMMER3, the proposed Cache-Oblivious Parallel SIMD Viterbi (COPS) implementation provides a constant throughput and offers a processing speedup as high as two times faster, depending on the model's size.

A trans-dimensional Bayesian Markov chain Monte Carlo algorithm for model assessment using frequency-domain electromagnetic data

USGS Publications Warehouse

Minsley, Burke J.

2011-01-01

A meaningful interpretation of geophysical measurements requires an assessment of the space of models that are consistent with the data, rather than just a single, ‘best’ model which does not convey information about parameter uncertainty. For this purpose, a trans-dimensional Bayesian Markov chain Monte Carlo (MCMC) algorithm is developed for assessing frequencydomain electromagnetic (FDEM) data acquired from airborne or ground-based systems. By sampling the distribution of models that are consistent with measured data and any prior knowledge, valuable inferences can be made about parameter values such as the likely depth to an interface, the distribution of possible resistivity values as a function of depth and non-unique relationships between parameters. The trans-dimensional aspect of the algorithm allows the number of layers to be a free parameter that is controlled by the data, where models with fewer layers are inherently favoured, which provides a natural measure of parsimony and a significant degree of flexibility in parametrization. The MCMC algorithm is used with synthetic examples to illustrate how the distribution of acceptable models is affected by the choice of prior information, the system geometry and configuration and the uncertainty in the measured system elevation. An airborne FDEM data set that was acquired for the purpose of hydrogeological characterization is also studied. The results compare favorably with traditional least-squares analysis, borehole resistivity and lithology logs from the site, and also provide new information about parameter uncertainty necessary for model assessment.

Space system operations and support cost analysis using Markov chains

NASA Technical Reports Server (NTRS)

Unal, Resit; Dean, Edwin B.; Moore, Arlene A.; Fairbairn, Robert E.

1990-01-01

This paper evaluates the use of Markov chain process in probabilistic life cycle cost analysis and suggests further uses of the process as a design aid tool. A methodology is developed for estimating operations and support cost and expected life for reusable space transportation systems. Application of the methodology is demonstrated for the case of a hypothetical space transportation vehicle. A sensitivity analysis is carried out to explore the effects of uncertainty in key model inputs.

Application of Markov Models for Analysis of Development of Psychological Characteristics

ERIC Educational Resources Information Center

Kuravsky, Lev S.; Malykh, Sergey B.

2004-01-01

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

Modelling Faculty Replacement Strategies Using a Time-Dependent Finite Markov-Chain Process.

ERIC Educational Resources Information Center

Hackett, E. Raymond; Magg, Alexander A.; Carrigan, Sarah D.

1999-01-01

Describes the use of a time-dependent Markov-chain model to develop faculty-replacement strategies within a college at a research university. The study suggests that a stochastic modelling approach can provide valuable insight when planning for personnel needs in the immediate (five-to-ten year) future. (MSE)

Two Person Zero-Sum Semi-Markov Games with Unknown Holding Times Distribution on One Side: A Discounted Payoff Criterion

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

Minjarez-Sosa, J. Adolfo, E-mail: aminjare@gauss.mat.uson.mx; Luque-Vasquez, Fernando

This paper deals with two person zero-sum semi-Markov games with a possibly unbounded payoff function, under a discounted payoff criterion. Assuming that the distribution of the holding times H is unknown for one of the players, we combine suitable methods of statistical estimation of H with control procedures to construct an asymptotically discount optimal pair of strategies.

Development and Testing of Data Mining Algorithms for Earth Observation

NASA Technical Reports Server (NTRS)

Glymour, Clark

2005-01-01

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

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

NASA Astrophysics Data System (ADS)

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

2018-03-01

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

Adiabatic reduction of a model of stochastic gene expression with jump Markov process.

PubMed

Yvinec, Romain; Zhuge, Changjing; Lei, Jinzhi; Mackey, Michael C

2014-04-01

This paper considers adiabatic reduction in a model of stochastic gene expression with bursting transcription considered as a jump Markov process. In this model, the process of gene expression with auto-regulation is described by fast/slow dynamics. The production of mRNA is assumed to follow a compound Poisson process occurring at a rate depending on protein levels (the phenomena called bursting in molecular biology) and the production of protein is a linear function of mRNA numbers. When the dynamics of mRNA is assumed to be a fast process (due to faster mRNA degradation than that of protein) we prove that, with appropriate scalings in the burst rate, jump size or translational rate, the bursting phenomena can be transmitted to the slow variable. We show that, depending on the scaling, the reduced equation is either a stochastic differential equation with a jump Poisson process or a deterministic ordinary differential equation. These results are significant because adiabatic reduction techniques seem to have not been rigorously justified for a stochastic differential system containing a jump Markov process. We expect that the results can be generalized to adiabatic methods in more general stochastic hybrid systems.

Bayesian spatial transformation models with applications in neuroimaging data.

PubMed

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

2013-12-01

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

Modelling maximum river flow by using Bayesian Markov Chain Monte Carlo

NASA Astrophysics Data System (ADS)

Cheong, R. Y.; Gabda, D.

2017-09-01

Analysis of flood trends is vital since flooding threatens human living in terms of financial, environment and security. The data of annual maximum river flows in Sabah were fitted into generalized extreme value (GEV) distribution. Maximum likelihood estimator (MLE) raised naturally when working with GEV distribution. However, previous researches showed that MLE provide unstable results especially in small sample size. In this study, we used different Bayesian Markov Chain Monte Carlo (MCMC) based on Metropolis-Hastings algorithm to estimate GEV parameters. Bayesian MCMC method is a statistical inference which studies the parameter estimation by using posterior distribution based on Bayes’ theorem. Metropolis-Hastings algorithm is used to overcome the high dimensional state space faced in Monte Carlo method. This approach also considers more uncertainty in parameter estimation which then presents a better prediction on maximum river flow in Sabah.

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

PubMed

Shan, Gao; Zheng, Wei-Mou

2009-02-01

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

Intelligent classifier for dynamic fault patterns based on hidden Markov model

NASA Astrophysics Data System (ADS)

Xu, Bo; Feng, Yuguang; Yu, Jinsong

2006-11-01

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

The estimation of lower refractivity uncertainty from radar sea clutter using the Bayesian—MCMC method

NASA Astrophysics Data System (ADS)

Sheng, Zheng

2013-02-01

The estimation of lower atmospheric refractivity from radar sea clutter (RFC) is a complicated nonlinear optimization problem. This paper deals with the RFC problem in a Bayesian framework. It uses the unbiased Markov Chain Monte Carlo (MCMC) sampling technique, which can provide accurate posterior probability distributions of the estimated refractivity parameters by using an electromagnetic split-step fast Fourier transform terrain parabolic equation propagation model within a Bayesian inversion framework. In contrast to the global optimization algorithm, the Bayesian—MCMC can obtain not only the approximate solutions, but also the probability distributions of the solutions, that is, uncertainty analyses of solutions. The Bayesian—MCMC algorithm is implemented on the simulation radar sea-clutter data and the real radar sea-clutter data. Reference data are assumed to be simulation data and refractivity profiles are obtained using a helicopter. The inversion algorithm is assessed (i) by comparing the estimated refractivity profiles from the assumed simulation and the helicopter sounding data; (ii) the one-dimensional (1D) and two-dimensional (2D) posterior probability distribution of solutions.

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

PubMed

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

2017-12-01

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

Identification of the protein folding transition state from molecular dynamics trajectories

NASA Astrophysics Data System (ADS)

Muff, S.; Caflisch, A.

2009-03-01

The rate of protein folding is governed by the transition state so that a detailed characterization of its structure is essential for understanding the folding process. In vitro experiments have provided a coarse-grained description of the folding transition state ensemble (TSE) of small proteins. Atomistic details could be obtained by molecular dynamics (MD) simulations but it is not straightforward to extract the TSE directly from the MD trajectories, even for small peptides. Here, the structures in the TSE are isolated by the cut-based free-energy profile (cFEP) using the network whose nodes and links are configurations sampled by MD and direct transitions among them, respectively. The cFEP is a barrier-preserving projection that does not require arbitrarily chosen progress variables. First, a simple two-dimensional free-energy surface is used to illustrate the successful determination of the TSE by the cFEP approach and to explain the difficulty in defining boundary conditions of the Markov state model for an entropically stabilized free-energy minimum. The cFEP is then used to extract the TSE of a β-sheet peptide with a complex free-energy surface containing multiple basins and an entropic region. In contrast, Markov state models with boundary conditions defined by projected variables and conventional histogram-based free-energy profiles are not able to identify the TSE of the β-sheet peptide.

Composition of Web Services Using Markov Decision Processes and Dynamic Programming

PubMed Central

Uc-Cetina, Víctor; Moo-Mena, Francisco; Hernandez-Ucan, Rafael

2015-01-01

We propose a Markov decision process model for solving the Web service composition (WSC) problem. Iterative policy evaluation, value iteration, and policy iteration algorithms are used to experimentally validate our approach, with artificial and real data. The experimental results show the reliability of the model and the methods employed, with policy iteration being the best one in terms of the minimum number of iterations needed to estimate an optimal policy, with the highest Quality of Service attributes. Our experimental work shows how the solution of a WSC problem involving a set of 100,000 individual Web services and where a valid composition requiring the selection of 1,000 services from the available set can be computed in the worst case in less than 200 seconds, using an Intel Core i5 computer with 6 GB RAM. Moreover, a real WSC problem involving only 7 individual Web services requires less than 0.08 seconds, using the same computational power. Finally, a comparison with two popular reinforcement learning algorithms, sarsa and Q-learning, shows that these algorithms require one or two orders of magnitude and more time than policy iteration, iterative policy evaluation, and value iteration to handle WSC problems of the same complexity. PMID:25874247

On an adaptive preconditioned Crank-Nicolson MCMC algorithm for infinite dimensional Bayesian inference

NASA Astrophysics Data System (ADS)

Hu, Zixi; Yao, Zhewei; Li, Jinglai

2017-03-01

Many scientific and engineering problems require to perform Bayesian inference for unknowns of infinite dimension. In such problems, many standard Markov Chain Monte Carlo (MCMC) algorithms become arbitrary slow under the mesh refinement, which is referred to as being dimension dependent. To this end, a family of dimensional independent MCMC algorithms, known as the preconditioned Crank-Nicolson (pCN) methods, were proposed to sample the infinite dimensional parameters. In this work we develop an adaptive version of the pCN algorithm, where the covariance operator of the proposal distribution is adjusted based on sampling history to improve the simulation efficiency. We show that the proposed algorithm satisfies an important ergodicity condition under some mild assumptions. Finally we provide numerical examples to demonstrate the performance of the proposed method.

Students' Progress throughout Examination Process as a Markov Chain

ERIC Educational Resources Information Center

Hlavatý, Robert; Dömeová, Ludmila

2014-01-01

The paper is focused on students of Mathematical methods in economics at the Czech university of life sciences (CULS) in Prague. The idea is to create a model of students' progress throughout the whole course using the Markov chain approach. Each student has to go through various stages of the course requirements where his success depends on the…

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

NASA Astrophysics Data System (ADS)

Qin, Bo; Wang, Yiyu; Xu, Haoming

2018-03-01

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

Occam's Quantum Strop: Synchronizing and Compressing Classical Cryptic Processes via a Quantum Channel.

PubMed

Mahoney, John R; Aghamohammadi, Cina; Crutchfield, James P

2016-02-15

A stochastic process' statistical complexity stands out as a fundamental property: the minimum information required to synchronize one process generator to another. How much information is required, though, when synchronizing over a quantum channel? Recent work demonstrated that representing causal similarity as quantum state-indistinguishability provides a quantum advantage. We generalize this to synchronization and offer a sequence of constructions that exploit extended causal structures, finding substantial increase of the quantum advantage. We demonstrate that maximum compression is determined by the process' cryptic order--a classical, topological property closely allied to Markov order, itself a measure of historical dependence. We introduce an efficient algorithm that computes the quantum advantage and close noting that the advantage comes at a cost-one trades off prediction for generation complexity.

Learning an Eddy Viscosity Model Using Shrinkage and Bayesian Calibration: A Jet-in-Crossflow Case Study

DOE PAGES

Ray, Jaideep; Lefantzi, Sophia; Arunajatesan, Srinivasan; ...

2017-09-07

In this paper, we demonstrate a statistical procedure for learning a high-order eddy viscosity model (EVM) from experimental data and using it to improve the predictive skill of a Reynolds-averaged Navier–Stokes (RANS) simulator. The method is tested in a three-dimensional (3D), transonic jet-in-crossflow (JIC) configuration. The process starts with a cubic eddy viscosity model (CEVM) developed for incompressible flows. It is fitted to limited experimental JIC data using shrinkage regression. The shrinkage process removes all the terms from the model, except an intercept, a linear term, and a quadratic one involving the square of the vorticity. The shrunk eddy viscositymore » model is implemented in an RANS simulator and calibrated, using vorticity measurements, to infer three parameters. The calibration is Bayesian and is solved using a Markov chain Monte Carlo (MCMC) method. A 3D probability density distribution for the inferred parameters is constructed, thus quantifying the uncertainty in the estimate. The phenomenal cost of using a 3D flow simulator inside an MCMC loop is mitigated by using surrogate models (“curve-fits”). A support vector machine classifier (SVMC) is used to impose our prior belief regarding parameter values, specifically to exclude nonphysical parameter combinations. The calibrated model is compared, in terms of its predictive skill, to simulations using uncalibrated linear and CEVMs. Finally, we find that the calibrated model, with one quadratic term, is more accurate than the uncalibrated simulator. The model is also checked at a flow condition at which the model was not calibrated.« less

Learning an Eddy Viscosity Model Using Shrinkage and Bayesian Calibration: A Jet-in-Crossflow Case Study

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

Ray, Jaideep; Lefantzi, Sophia; Arunajatesan, Srinivasan

In this paper, we demonstrate a statistical procedure for learning a high-order eddy viscosity model (EVM) from experimental data and using it to improve the predictive skill of a Reynolds-averaged Navier–Stokes (RANS) simulator. The method is tested in a three-dimensional (3D), transonic jet-in-crossflow (JIC) configuration. The process starts with a cubic eddy viscosity model (CEVM) developed for incompressible flows. It is fitted to limited experimental JIC data using shrinkage regression. The shrinkage process removes all the terms from the model, except an intercept, a linear term, and a quadratic one involving the square of the vorticity. The shrunk eddy viscositymore » model is implemented in an RANS simulator and calibrated, using vorticity measurements, to infer three parameters. The calibration is Bayesian and is solved using a Markov chain Monte Carlo (MCMC) method. A 3D probability density distribution for the inferred parameters is constructed, thus quantifying the uncertainty in the estimate. The phenomenal cost of using a 3D flow simulator inside an MCMC loop is mitigated by using surrogate models (“curve-fits”). A support vector machine classifier (SVMC) is used to impose our prior belief regarding parameter values, specifically to exclude nonphysical parameter combinations. The calibrated model is compared, in terms of its predictive skill, to simulations using uncalibrated linear and CEVMs. Finally, we find that the calibrated model, with one quadratic term, is more accurate than the uncalibrated simulator. The model is also checked at a flow condition at which the model was not calibrated.« less

An open Markov chain scheme model for a credit consumption portfolio fed by ARIMA and SARMA processes

NASA Astrophysics Data System (ADS)

Esquível, Manuel L.; Fernandes, José Moniz; Guerreiro, Gracinda R.

2016-06-01

We introduce a schematic formalism for the time evolution of a random population entering some set of classes and such that each member of the population evolves among these classes according to a scheme based on a Markov chain model. We consider that the flow of incoming members is modeled by a time series and we detail the time series structure of the elements in each of the classes. We present a practical application to data from a credit portfolio of a Cape Verdian bank; after modeling the entering population in two different ways - namely as an ARIMA process and as a deterministic sigmoid type trend plus a SARMA process for the residues - we simulate the behavior of the population and compare the results. We get that the second method is more accurate in describing the behavior of the populations when compared to the observed values in a direct simulation of the Markov chain.

On the Mathematical Consequences of Binning Spike Trains.

PubMed

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

2017-01-01

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

Integrating hidden Markov model and PRAAT: a toolbox for robust automatic speech transcription

NASA Astrophysics Data System (ADS)

Kabir, A.; Barker, J.; Giurgiu, M.

2010-09-01

An automatic time-aligned phone transcription toolbox of English speech corpora has been developed. Especially the toolbox would be very useful to generate robust automatic transcription and able to produce phone level transcription using speaker independent models as well as speaker dependent models without manual intervention. The system is based on standard Hidden Markov Models (HMM) approach and it was successfully experimented over a large audiovisual speech corpus namely GRID corpus. One of the most powerful features of the toolbox is the increased flexibility in speech processing where the speech community would be able to import the automatic transcription generated by HMM Toolkit (HTK) into a popular transcription software, PRAAT, and vice-versa. The toolbox has been evaluated through statistical analysis on GRID data which shows that automatic transcription deviates by an average of 20 ms with respect to manual transcription.

Microscopic theory of energy dissipation and decoherence in open systems: A quantum Fermi's golden rule

NASA Astrophysics Data System (ADS)

Taj, D.; Iotti, R. C.; Rossi, F.

2009-11-01

We shall revisit the conventional adiabatic or Markov approximation, which — contrary to the semiclassical case- does not preserve the positive-definite character of the corresponding density matrix, thus leading to highly non-physical results. To overcome this serious limitation, originally addressed by Davies and co-workers almost three decades ago, we shall propose an alternative more general adiabatic procedure, able to provide a reliable/robust treatment of energy-dissipation and dephasing processes in electronic quantum devices. Unlike standard master-equation formulations, our procedure guarantees a positive evolution for a variety of physical subsystem (including the common partial trace), and quantum scattering rates are well defined even for subsystems with internal structure/ continuous energy spectrum. We shall compare the proposed Markov dissipation model with the conventional one also through basic simulations of energy-relaxation versus decoherence channels in prototypical semiconductor nanodevices.

An information hidden model holding cover distributions

NASA Astrophysics Data System (ADS)

Fu, Min; Cai, Chao; Dai, Zuxu

2018-03-01

The goal of steganography is to embed secret data into a cover so no one apart from the sender and intended recipients can find the secret data. Usually, the way the cover changing was decided by a hidden function. There were no existing model could be used to find an optimal function which can greatly reduce the distortion the cover suffered. This paper considers the cover carrying secret message as a random Markov chain, taking the advantages of a deterministic relation between initial distributions and transferring matrix of the Markov chain, and takes the transferring matrix as a constriction to decrease statistical distortion the cover suffered in the process of information hiding. Furthermore, a hidden function is designed and the transferring matrix is also presented to be a matrix from the original cover to the stego cover. Experiment results show that the new model preserves a consistent statistical characterizations of original and stego cover.

A variational method for analyzing limit cycle oscillations in stochastic hybrid systems

NASA Astrophysics Data System (ADS)

Bressloff, Paul C.; MacLaurin, James

2018-06-01

Many systems in biology can be modeled through ordinary differential equations, which are piece-wise continuous, and switch between different states according to a Markov jump process known as a stochastic hybrid system or piecewise deterministic Markov process (PDMP). In the fast switching limit, the dynamics converges to a deterministic ODE. In this paper, we develop a phase reduction method for stochastic hybrid systems that support a stable limit cycle in the deterministic limit. A classic example is the Morris-Lecar model of a neuron, where the switching Markov process is the number of open ion channels and the continuous process is the membrane voltage. We outline a variational principle for the phase reduction, yielding an exact analytic expression for the resulting phase dynamics. We demonstrate that this decomposition is accurate over timescales that are exponential in the switching rate ɛ-1 . That is, we show that for a constant C, the probability that the expected time to leave an O(a) neighborhood of the limit cycle is less than T scales as T exp (-C a /ɛ ) .

Unfolding mechanism of thrombin-binding aptamer revealed by molecular dynamics simulation and Markov State Model

NASA Astrophysics Data System (ADS)

Zeng, Xiaojun; Zhang, Liyun; Xiao, Xiuchan; Jiang, Yuanyuan; Guo, Yanzhi; Yu, Xinyan; Pu, Xuemei; Li, Menglong

2016-04-01

Thrombin-binding aptamer (TBA) with the sequence 5‧GGTTGGTGTGGTTGG3‧ could fold into G-quadruplex, which correlates with functionally important genomic regionsis. However, unfolding mechanism involved in the structural stability of G-quadruplex has not been satisfactorily elucidated on experiments so far. Herein, we studied the unfolding pathway of TBA by a combination of molecular dynamics simulation (MD) and Markov State Model (MSM). Our results revealed that the unfolding of TBA is not a simple two-state process but proceeds along multiple pathways with multistate intermediates. One high flux confirms some observations from NMR experiment. Another high flux exhibits a different and simpler unfolding pathway with less intermediates. Two important intermediate states were identified. One is similar to the G-triplex reported in the folding of G-quadruplex, but lack of H-bonding between guanines in the upper plane. More importantly, another intermediate state acting as a connector to link the folding region and the unfolding one, was the first time identified, which exhibits higher population and stability than the G-triplex-like intermediate. These results will provide valuable information for extending our understanding the folding landscape of G-quadruplex formation.

Approximate dynamic programming approaches for appointment scheduling with patient preferences.

PubMed

Li, Xin; Wang, Jin; Fung, Richard Y K

2018-04-01

During the appointment booking process in out-patient departments, the level of patient satisfaction can be affected by whether or not their preferences can be met, including the choice of physicians and preferred time slot. In addition, because the appointments are sequential, considering future possible requests is also necessary for a successful appointment system. This paper proposes a Markov decision process model for optimizing the scheduling of sequential appointments with patient preferences. In contrast to existing models, the evaluation of a booking decision in this model focuses on the extent to which preferences are satisfied. Characteristics of the model are analysed to develop a system for formulating booking policies. Based on these characteristics, two types of approximate dynamic programming algorithms are developed to avoid the curse of dimensionality. Experimental results suggest directions for further fine-tuning of the model, as well as improving the efficiency of the two proposed algorithms. Copyright © 2018 Elsevier B.V. All rights reserved.

Efficient statistical mapping of avian count data

USGS Publications Warehouse

Royle, J. Andrew; Wikle, C.K.

2005-01-01

We develop a spatial modeling framework for count data that is efficient to implement in high-dimensional prediction problems. We consider spectral parameterizations for the spatially varying mean of a Poisson model. The spectral parameterization of the spatial process is very computationally efficient, enabling effective estimation and prediction in large problems using Markov chain Monte Carlo techniques. We apply this model to creating avian relative abundance maps from North American Breeding Bird Survey (BBS) data. Variation in the ability of observers to count birds is modeled as spatially independent noise, resulting in over-dispersion relative to the Poisson assumption. This approach represents an improvement over existing approaches used for spatial modeling of BBS data which are either inefficient for continental scale modeling and prediction or fail to accommodate important distributional features of count data thus leading to inaccurate accounting of prediction uncertainty.

Bayesian calibration of terrestrial ecosystem models: A study of advanced Markov chain Monte Carlo methods

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

Lu, Dan; Ricciuto, Daniel; Walker, Anthony

Calibration of terrestrial ecosystem models is important but challenging. Bayesian inference implemented by Markov chain Monte Carlo (MCMC) sampling provides a comprehensive framework to estimate model parameters and associated uncertainties using their posterior distributions. The effectiveness and efficiency of the method strongly depend on the MCMC algorithm used. In this study, a Differential Evolution Adaptive Metropolis (DREAM) algorithm was used to estimate posterior distributions of 21 parameters for the data assimilation linked ecosystem carbon (DALEC) model using 14 years of daily net ecosystem exchange data collected at the Harvard Forest Environmental Measurement Site eddy-flux tower. The DREAM is a multi-chainmore » method and uses differential evolution technique for chain movement, allowing it to be efficiently applied to high-dimensional problems, and can reliably estimate heavy-tailed and multimodal distributions that are difficult for single-chain schemes using a Gaussian proposal distribution. The results were evaluated against the popular Adaptive Metropolis (AM) scheme. DREAM indicated that two parameters controlling autumn phenology have multiple modes in their posterior distributions while AM only identified one mode. The calibration of DREAM resulted in a better model fit and predictive performance compared to the AM. DREAM provides means for a good exploration of the posterior distributions of model parameters. Lastly, it reduces the risk of false convergence to a local optimum and potentially improves the predictive performance of the calibrated model.« less

Bayesian calibration of terrestrial ecosystem models: A study of advanced Markov chain Monte Carlo methods

DOE PAGES

Lu, Dan; Ricciuto, Daniel; Walker, Anthony; ...

2017-02-22

Calibration of terrestrial ecosystem models is important but challenging. Bayesian inference implemented by Markov chain Monte Carlo (MCMC) sampling provides a comprehensive framework to estimate model parameters and associated uncertainties using their posterior distributions. The effectiveness and efficiency of the method strongly depend on the MCMC algorithm used. In this study, a Differential Evolution Adaptive Metropolis (DREAM) algorithm was used to estimate posterior distributions of 21 parameters for the data assimilation linked ecosystem carbon (DALEC) model using 14 years of daily net ecosystem exchange data collected at the Harvard Forest Environmental Measurement Site eddy-flux tower. The DREAM is a multi-chainmore » method and uses differential evolution technique for chain movement, allowing it to be efficiently applied to high-dimensional problems, and can reliably estimate heavy-tailed and multimodal distributions that are difficult for single-chain schemes using a Gaussian proposal distribution. The results were evaluated against the popular Adaptive Metropolis (AM) scheme. DREAM indicated that two parameters controlling autumn phenology have multiple modes in their posterior distributions while AM only identified one mode. The calibration of DREAM resulted in a better model fit and predictive performance compared to the AM. DREAM provides means for a good exploration of the posterior distributions of model parameters. Lastly, it reduces the risk of false convergence to a local optimum and potentially improves the predictive performance of the calibrated model.« less

Information entropy to measure the spatial and temporal complexity of solute transport in heterogeneous porous media

NASA Astrophysics Data System (ADS)

Li, Weiyao; Huang, Guanhua; Xiong, Yunwu

2016-04-01

The complexity of the spatial structure of porous media, randomness of groundwater recharge and discharge (rainfall, runoff, etc.) has led to groundwater movement complexity, physical and chemical interaction between groundwater and porous media cause solute transport in the medium more complicated. An appropriate method to describe the complexity of features is essential when study on solute transport and conversion in porous media. Information entropy could measure uncertainty and disorder, therefore we attempted to investigate complexity, explore the contact between the information entropy and complexity of solute transport in heterogeneous porous media using information entropy theory. Based on Markov theory, two-dimensional stochastic field of hydraulic conductivity (K) was generated by transition probability. Flow and solute transport model were established under four conditions (instantaneous point source, continuous point source, instantaneous line source and continuous line source). The spatial and temporal complexity of solute transport process was characterized and evaluated using spatial moment and information entropy. Results indicated that the entropy increased as the increase of complexity of solute transport process. For the point source, the one-dimensional entropy of solute concentration increased at first and then decreased along X and Y directions. As time increased, entropy peak value basically unchanged, peak position migrated along the flow direction (X direction) and approximately coincided with the centroid position. With the increase of time, spatial variability and complexity of solute concentration increase, which result in the increases of the second-order spatial moment and the two-dimensional entropy. Information entropy of line source was higher than point source. Solute entropy obtained from continuous input was higher than instantaneous input. Due to the increase of average length of lithoface, media continuity increased, flow and solute transport complexity weakened, and the corresponding information entropy also decreased. Longitudinal macro dispersivity declined slightly at early time then rose. Solute spatial and temporal distribution had significant impacts on the information entropy. Information entropy could reflect the change of solute distribution. Information entropy appears a tool to characterize the spatial and temporal complexity of solute migration and provides a reference for future research.

Modelling dynamic fronto-parietal behaviour during minimally invasive surgery--a Markovian trip distribution approach.

PubMed

Leff, Daniel Richard; Orihuela-Espina, Felipe; Leong, Julian; Darzi, Ara; Yang, Guang-Zhong

2008-01-01

Learning to perform Minimally Invasive Surgery (MIS) requires considerable attention, concentration and spatial ability. Theoretically, this leads to activation in executive control (prefrontal) and visuospatial (parietal) centres of the brain. A novel approach is presented in this paper for analysing the flow of fronto-parietal haemodynamic behaviour and the associated variability between subjects. Serially acquired functional Near Infrared Spectroscopy (fNIRS) data from fourteen laparoscopic novices at different stages of learning is projected into a low-dimensional 'geospace', where sequentially acquired data is mapped to different locations. A trip distribution matrix based on consecutive directed trips between locations in the geospace reveals confluent fronto-parietal haemodynamic changes and a gravity model is applied to populate this matrix. To model global convergence in haemodynamic behaviour, a Markov chain is constructed and by comparing sequential haemodynamic distributions to the Markov's stationary distribution, inter-subject variability in learning an MIS task can be identified.

Markov chain sampling of the O(n) loop models on the infinite plane

NASA Astrophysics Data System (ADS)

Herdeiro, Victor

2017-07-01

A numerical method was recently proposed in Herdeiro and Doyon [Phys. Rev. E 94, 043322 (2016), 10.1103/PhysRevE.94.043322] showing a precise sampling of the infinite plane two-dimensional critical Ising model for finite lattice subsections. The present note extends the method to a larger class of models, namely the O(n) loop gas models for n ∈(1 ,2 ] . We argue that even though the Gibbs measure is nonlocal, it is factorizable on finite subsections when sufficient information on the loops touching the boundaries is stored. Our results attempt to show that provided an efficient Markov chain mixing algorithm and an improved discrete lattice dilation procedure the planar limit of the O(n) models can be numerically studied with efficiency similar to the Ising case. This confirms that scale invariance is the only requirement for the present numerical method to work.

Analysis of single-molecule fluorescence spectroscopic data with a Markov-modulated Poisson process.

PubMed

Jäger, Mark; Kiel, Alexander; Herten, Dirk-Peter; Hamprecht, Fred A

2009-10-05

We present a photon-by-photon analysis framework for the evaluation of data from single-molecule fluorescence spectroscopy (SMFS) experiments using a Markov-modulated Poisson process (MMPP). A MMPP combines a discrete (and hidden) Markov process with an additional Poisson process reflecting the observation of individual photons. The algorithmic framework is used to automatically analyze the dynamics of the complex formation and dissociation of Cu2+ ions with the bidentate ligand 2,2'-bipyridine-4,4'dicarboxylic acid in aqueous media. The process of association and dissociation of Cu2+ ions is monitored with SMFS. The dcbpy-DNA conjugate can exist in two or more distinct states which influence the photon emission rates. The advantage of a photon-by-photon analysis is that no information is lost in preprocessing steps. Different model complexities are investigated in order to best describe the recorded data and to determine transition rates on a photon-by-photon basis. The main strength of the method is that it allows to detect intermittent phenomena which are masked by binning and that are difficult to find using correlation techniques when they are short-lived.

Detecting memory and structure in human navigation patterns using Markov chain models of varying order.

PubMed

Singer, Philipp; Helic, Denis; Taraghi, Behnam; Strohmaier, Markus

2014-01-01

One of the most frequently used models for understanding human navigation on the Web is the Markov chain model, where Web pages are represented as states and hyperlinks as probabilities of navigating from one page to another. Predominantly, human navigation on the Web has been thought to satisfy the memoryless Markov property stating that the next page a user visits only depends on her current page and not on previously visited ones. This idea has found its way in numerous applications such as Google's PageRank algorithm and others. Recently, new studies suggested that human navigation may better be modeled using higher order Markov chain models, i.e., the next page depends on a longer history of past clicks. Yet, this finding is preliminary and does not account for the higher complexity of higher order Markov chain models which is why the memoryless model is still widely used. In this work we thoroughly present a diverse array of advanced inference methods for determining the appropriate Markov chain order. We highlight strengths and weaknesses of each method and apply them for investigating memory and structure of human navigation on the Web. Our experiments reveal that the complexity of higher order models grows faster than their utility, and thus we confirm that the memoryless model represents a quite practical model for human navigation on a page level. However, when we expand our analysis to a topical level, where we abstract away from specific page transitions to transitions between topics, we find that the memoryless assumption is violated and specific regularities can be observed. We report results from experiments with two types of navigational datasets (goal-oriented vs. free form) and observe interesting structural differences that make a strong argument for more contextual studies of human navigation in future work.

Detecting Memory and Structure in Human Navigation Patterns Using Markov Chain Models of Varying Order

PubMed Central

Singer, Philipp; Helic, Denis; Taraghi, Behnam; Strohmaier, Markus

2014-01-01

One of the most frequently used models for understanding human navigation on the Web is the Markov chain model, where Web pages are represented as states and hyperlinks as probabilities of navigating from one page to another. Predominantly, human navigation on the Web has been thought to satisfy the memoryless Markov property stating that the next page a user visits only depends on her current page and not on previously visited ones. This idea has found its way in numerous applications such as Google's PageRank algorithm and others. Recently, new studies suggested that human navigation may better be modeled using higher order Markov chain models, i.e., the next page depends on a longer history of past clicks. Yet, this finding is preliminary and does not account for the higher complexity of higher order Markov chain models which is why the memoryless model is still widely used. In this work we thoroughly present a diverse array of advanced inference methods for determining the appropriate Markov chain order. We highlight strengths and weaknesses of each method and apply them for investigating memory and structure of human navigation on the Web. Our experiments reveal that the complexity of higher order models grows faster than their utility, and thus we confirm that the memoryless model represents a quite practical model for human navigation on a page level. However, when we expand our analysis to a topical level, where we abstract away from specific page transitions to transitions between topics, we find that the memoryless assumption is violated and specific regularities can be observed. We report results from experiments with two types of navigational datasets (goal-oriented vs. free form) and observe interesting structural differences that make a strong argument for more contextual studies of human navigation in future work. PMID:25013937

A computer program for uncertainty analysis integrating regression and Bayesian methods

USGS Publications Warehouse

Lu, Dan; Ye, Ming; Hill, Mary C.; Poeter, Eileen P.; Curtis, Gary

2014-01-01

This work develops a new functionality in UCODE_2014 to evaluate Bayesian credible intervals using the Markov Chain Monte Carlo (MCMC) method. The MCMC capability in UCODE_2014 is based on the FORTRAN version of the differential evolution adaptive Metropolis (DREAM) algorithm of Vrugt et al. (2009), which estimates the posterior probability density function of model parameters in high-dimensional and multimodal sampling problems. The UCODE MCMC capability provides eleven prior probability distributions and three ways to initialize the sampling process. It evaluates parametric and predictive uncertainties and it has parallel computing capability based on multiple chains to accelerate the sampling process. This paper tests and demonstrates the MCMC capability using a 10-dimensional multimodal mathematical function, a 100-dimensional Gaussian function, and a groundwater reactive transport model. The use of the MCMC capability is made straightforward and flexible by adopting the JUPITER API protocol. With the new MCMC capability, UCODE_2014 can be used to calculate three types of uncertainty intervals, which all can account for prior information: (1) linear confidence intervals which require linearity and Gaussian error assumptions and typically 10s–100s of highly parallelizable model runs after optimization, (2) nonlinear confidence intervals which require a smooth objective function surface and Gaussian observation error assumptions and typically 100s–1,000s of partially parallelizable model runs after optimization, and (3) MCMC Bayesian credible intervals which require few assumptions and commonly 10,000s–100,000s or more partially parallelizable model runs. Ready access allows users to select methods best suited to their work, and to compare methods in many circumstances.

Towards automatic Markov reliability modeling of computer architectures

NASA Technical Reports Server (NTRS)

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

1986-01-01

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

Copula-based prediction of economic movements

NASA Astrophysics Data System (ADS)

García, J. E.; González-López, V. A.; Hirsh, I. D.

2016-06-01

In this paper we model the discretized returns of two paired time series BM&FBOVESPA Dividend Index and BM&FBOVESPA Public Utilities Index using multivariate Markov models. The discretization corresponds to three categories, high losses, high profits and the complementary periods of the series. In technical terms, the maximal memory that can be considered for a Markov model, can be derived from the size of the alphabet and dataset. The number of parameters needed to specify a discrete multivariate Markov chain grows exponentially with the order and dimension of the chain. In this case the size of the database is not large enough for a consistent estimation of the model. We apply a strategy to estimate a multivariate process with an order greater than the order achieved using standard procedures. The new strategy consist on obtaining a partition of the state space which is constructed from a combination, of the partitions corresponding to the two marginal processes and the partition corresponding to the multivariate Markov chain. In order to estimate the transition probabilities, all the partitions are linked using a copula. In our application this strategy provides a significant improvement in the movement predictions.

Discovering motion primitives for unsupervised grouping and one-shot learning of human actions, gestures, and expressions.

PubMed

Yang, Yang; Saleemi, Imran; Shah, Mubarak

2013-07-01

This paper proposes a novel representation of articulated human actions and gestures and facial expressions. The main goals of the proposed approach are: 1) to enable recognition using very few examples, i.e., one or k-shot learning, and 2) meaningful organization of unlabeled datasets by unsupervised clustering. Our proposed representation is obtained by automatically discovering high-level subactions or motion primitives, by hierarchical clustering of observed optical flow in four-dimensional, spatial, and motion flow space. The completely unsupervised proposed method, in contrast to state-of-the-art representations like bag of video words, provides a meaningful representation conducive to visual interpretation and textual labeling. Each primitive action depicts an atomic subaction, like directional motion of limb or torso, and is represented by a mixture of four-dimensional Gaussian distributions. For one--shot and k-shot learning, the sequence of primitive labels discovered in a test video are labeled using KL divergence, and can then be represented as a string and matched against similar strings of training videos. The same sequence can also be collapsed into a histogram of primitives or be used to learn a Hidden Markov model to represent classes. We have performed extensive experiments on recognition by one and k-shot learning as well as unsupervised action clustering on six human actions and gesture datasets, a composite dataset, and a database of facial expressions. These experiments confirm the validity and discriminative nature of the proposed representation.

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

NASA Astrophysics Data System (ADS)

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

2006-11-01

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

Stochastic-shielding approximation of Markov chains and its application to efficiently simulate random ion-channel gating.

PubMed

Schmandt, Nicolaus T; Galán, Roberto F

2012-09-14

Markov chains provide realistic models of numerous stochastic processes in nature. We demonstrate that in any Markov chain, the change in occupation number in state A is correlated to the change in occupation number in state B if and only if A and B are directly connected. This implies that if we are only interested in state A, fluctuations in B may be replaced with their mean if state B is not directly connected to A, which shortens computing time considerably. We show the accuracy and efficacy of our approximation theoretically and in simulations of stochastic ion-channel gating in neurons.

Combination of Markov state models and kinetic networks for the analysis of molecular dynamics simulations of peptide folding.

PubMed

Radford, Isolde H; Fersht, Alan R; Settanni, Giovanni

2011-06-09

Atomistic molecular dynamics simulations of the TZ1 beta-hairpin peptide have been carried out using an implicit model for the solvent. The trajectories have been analyzed using a Markov state model defined on the projections along two significant observables and a kinetic network approach. The Markov state model allowed for an unbiased identification of the metastable states of the system, and provided the basis for commitment probability calculations performed on the kinetic network. The kinetic network analysis served to extract the main transition state for folding of the peptide and to validate the results from the Markov state analysis. The combination of the two techniques allowed for a consistent and concise characterization of the dynamics of the peptide. The slowest relaxation process identified is the exchange between variably folded and denatured species, and the second slowest process is the exchange between two different subsets of the denatured state which could not be otherwise identified by simple inspection of the projected trajectory. The third slowest process is the exchange between a fully native and a partially folded intermediate state characterized by a native turn with a proximal backbone H-bond, and frayed side-chain packing and termini. The transition state for the main folding reaction is similar to the intermediate state, although a more native like side-chain packing is observed.

A trans-dimensional Bayesian Markov chain Monte Carlo algorithm for model assessment using frequency-domain electromagnetic data

USGS Publications Warehouse

Minsley, B.J.

2011-01-01

A meaningful interpretation of geophysical measurements requires an assessment of the space of models that are consistent with the data, rather than just a single, 'best' model which does not convey information about parameter uncertainty. For this purpose, a trans-dimensional Bayesian Markov chain Monte Carlo (MCMC) algorithm is developed for assessing frequency-domain electromagnetic (FDEM) data acquired from airborne or ground-based systems. By sampling the distribution of models that are consistent with measured data and any prior knowledge, valuable inferences can be made about parameter values such as the likely depth to an interface, the distribution of possible resistivity values as a function of depth and non-unique relationships between parameters. The trans-dimensional aspect of the algorithm allows the number of layers to be a free parameter that is controlled by the data, where models with fewer layers are inherently favoured, which provides a natural measure of parsimony and a significant degree of flexibility in parametrization. The MCMC algorithm is used with synthetic examples to illustrate how the distribution of acceptable models is affected by the choice of prior information, the system geometry and configuration and the uncertainty in the measured system elevation. An airborne FDEM data set that was acquired for the purpose of hydrogeological characterization is also studied. The results compare favourably with traditional least-squares analysis, borehole resistivity and lithology logs from the site, and also provide new information about parameter uncertainty necessary for model assessment. ?? 2011. Geophysical Journal International ?? 2011 RAS.

Markov Tracking for Agent Coordination

NASA Technical Reports Server (NTRS)

Washington, Richard; Lau, Sonie (Technical Monitor)

1998-01-01

Partially observable Markov decision processes (POMDPs) axe an attractive representation for representing agent behavior, since they capture uncertainty in both the agent's state and its actions. However, finding an optimal policy for POMDPs in general is computationally difficult. In this paper we present Markov Tracking, a restricted problem of coordinating actions with an agent or process represented as a POMDP Because the actions coordinate with the agent rather than influence its behavior, the optimal solution to this problem can be computed locally and quickly. We also demonstrate the use of the technique on sequential POMDPs, which can be used to model a behavior that follows a linear, acyclic trajectory through a series of states. By imposing a "windowing" restriction that restricts the number of possible alternatives considered at any moment to a fixed size, a coordinating action can be calculated in constant time, making this amenable to coordination with complex agents.

Stochastic Dynamics through Hierarchically Embedded Markov Chains

NASA Astrophysics Data System (ADS)

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

2017-02-01

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

Constructing 1/omegaalpha noise from reversible Markov chains.

PubMed

Erland, Sveinung; Greenwood, Priscilla E

2007-09-01

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

Stochastic Dynamics through Hierarchically Embedded Markov Chains.

PubMed

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

2017-02-03

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

Evaluating Polarization Data

NASA Astrophysics Data System (ADS)

Ireland, D. G.

2018-07-01

A method is presented, which ensures that different polarization observables describing one reaction channel are consistent with each other. Using the connection of the observables to the same underlying reaction amplitudes, a constrained estimate of the observables is carried out using a Markov Chain Monte Carlo method. Initial results indicate that the new estimates are guaranteed to be physical, and will remove the need for artificial fudge factors when these processed data are used in subsequent fits.

Learning Representation and Control in Markov Decision Processes

DTIC Science & Technology

2013-10-21

π. Figure 3 shows that Drazin bases outperforms the other bases on a two-room MDP. However, a drawback of Drazin bases is that they are...stochastic matrices. One drawback of diffusion wavelets is that it can gen- erate a large number of overcomplete bases, which needs to be effectively...proposed in [52], overcoming some of the drawbacks of LARS-TD. An approximate linear programming for finding l1 regularized solutions of the Bellman

Reduced equations of motion for quantum systems driven by diffusive Markov processes.

PubMed

Sarovar, Mohan; Grace, Matthew D

2012-09-28

The expansion of a stochastic Liouville equation for the coupled evolution of a quantum system and an Ornstein-Uhlenbeck process into a hierarchy of coupled differential equations is a useful technique that simplifies the simulation of stochastically driven quantum systems. We expand the applicability of this technique by completely characterizing the class of diffusive Markov processes for which a useful hierarchy of equations can be derived. The expansion of this technique enables the examination of quantum systems driven by non-Gaussian stochastic processes with bounded range. We present an application of this extended technique by simulating Stark-tuned Förster resonance transfer in Rydberg atoms with nonperturbative position fluctuations.

A Bayesian model for visual space perception

NASA Technical Reports Server (NTRS)

Curry, R. E.

1972-01-01

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

On spatial mutation-selection models

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

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

2013-11-15

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

Cache-Oblivious parallel SIMD Viterbi decoding for sequence search in HMMER

PubMed Central

2014-01-01

Background HMMER is a commonly used bioinformatics tool based on Hidden Markov Models (HMMs) to analyze and process biological sequences. One of its main homology engines is based on the Viterbi decoding algorithm, which was already highly parallelized and optimized using Farrar’s striped processing pattern with Intel SSE2 instruction set extension. Results A new SIMD vectorization of the Viterbi decoding algorithm is proposed, based on an SSE2 inter-task parallelization approach similar to the DNA alignment algorithm proposed by Rognes. Besides this alternative vectorization scheme, the proposed implementation also introduces a new partitioning of the Markov model that allows a significantly more efficient exploitation of the cache locality. Such optimization, together with an improved loading of the emission scores, allows the achievement of a constant processing throughput, regardless of the innermost-cache size and of the dimension of the considered model. Conclusions The proposed optimized vectorization of the Viterbi decoding algorithm was extensively evaluated and compared with the HMMER3 decoder to process DNA and protein datasets, proving to be a rather competitive alternative implementation. Being always faster than the already highly optimized ViterbiFilter implementation of HMMER3, the proposed Cache-Oblivious Parallel SIMD Viterbi (COPS) implementation provides a constant throughput and offers a processing speedup as high as two times faster, depending on the model’s size. PMID:24884826

Experiences with Markov Chain Monte Carlo Convergence Assessment in Two Psychometric Examples

ERIC Educational Resources Information Center

Sinharay, Sandip

2004-01-01

There is an increasing use of Markov chain Monte Carlo (MCMC) algorithms for fitting statistical models in psychometrics, especially in situations where the traditional estimation techniques are very difficult to apply. One of the disadvantages of using an MCMC algorithm is that it is not straightforward to determine the convergence of the…

Stability of the Markov operator and synchronization of Markovian random products

NASA Astrophysics Data System (ADS)

Díaz, Lorenzo J.; Matias, Edgar

2018-05-01

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

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

ERIC Educational Resources Information Center

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

2018-01-01

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

How well-connected is the surface of the global ocean?

PubMed

Froyland, Gary; Stuart, Robyn M; van Sebille, Erik

2014-09-01

The Ekman dynamics of the ocean surface circulation is known to contain attracting regions such as the great oceanic gyres and the associated garbage patches. Less well-known are the extents of the basins of attractions of these regions and how strongly attracting they are. Understanding the shape and extent of the basins of attraction sheds light on the question of the strength of connectivity of different regions of the ocean, which helps in understanding the flow of buoyant material like plastic litter. Using short flow time trajectory data from a global ocean model, we create a Markov chain model of the surface ocean dynamics. The surface ocean is not a conservative dynamical system as water in the ocean follows three-dimensional pathways, with upwelling and downwelling in certain regions. Using our Markov chain model, we easily compute net surface upwelling and downwelling, and verify that it matches observed patterns of upwelling and downwelling in the real ocean. We analyze the Markov chain to determine multiple attracting regions. Finally, using an eigenvector approach, we (i) identify the five major ocean garbage patches, (ii) partition the ocean into basins of attraction for each of the garbage patches, and (iii) partition the ocean into regions that demonstrate transient dynamics modulo the attracting garbage patches.

Real-time face and gesture analysis for human-robot interaction

NASA Astrophysics Data System (ADS)

Wallhoff, Frank; Rehrl, Tobias; Mayer, Christoph; Radig, Bernd

2010-05-01

Human communication relies on a large number of different communication mechanisms like spoken language, facial expressions, or gestures. Facial expressions and gestures are one of the main nonverbal communication mechanisms and pass large amounts of information between human dialog partners. Therefore, to allow for intuitive human-machine interaction, a real-time capable processing and recognition of facial expressions, hand and head gestures are of great importance. We present a system that is tackling these challenges. The input features for the dynamic head gestures and facial expressions are obtained from a sophisticated three-dimensional model, which is fitted to the user in a real-time capable manner. Applying this model different kinds of information are extracted from the image data and afterwards handed over to a real-time capable data-transferring framework, the so-called Real-Time DataBase (RTDB). In addition to the head and facial-related features, also low-level image features regarding the human hand - optical flow, Hu-moments are stored into the RTDB for the evaluation process of hand gestures. In general, the input of a single camera is sufficient for the parallel evaluation of the different gestures and facial expressions. The real-time capable recognition of the dynamic hand and head gestures are performed via different Hidden Markov Models, which have proven to be a quick and real-time capable classification method. On the other hand, for the facial expressions classical decision trees or more sophisticated support vector machines are used for the classification process. These obtained results of the classification processes are again handed over to the RTDB, where other processes (like a Dialog Management Unit) can easily access them without any blocking effects. In addition, an adjustable amount of history can be stored by the RTDB buffer unit.

An abstract specification language for Markov reliability models

NASA Technical Reports Server (NTRS)

Butler, R. W.

1985-01-01

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

An abstract language for specifying Markov reliability models

NASA Technical Reports Server (NTRS)

Butler, Ricky W.

1986-01-01

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

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

ERIC Educational Resources Information Center

Stifter, Cynthia A.; Rovine, Michael

2015-01-01

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

Efficiency of encounter-controlled reaction between diffusing reactants in a finite lattice: Non-nearest-neighbor effects

NASA Astrophysics Data System (ADS)

Bentz, Jonathan L.; Kozak, John J.; Nicolis, Gregoire

2005-08-01

The influence of non-nearest-neighbor displacements on the efficiency of diffusion-reaction processes involving one and two mobile diffusing reactants is studied. An exact analytic result is given for dimension d=1 from which, for large lattices, one can recover the asymptotic estimate reported 30 years ago by Lakatos-Lindenberg and Shuler. For dimensions d=2,3 we present numerically exact values for the mean time to reaction, as gauged by the mean walklength before reactive encounter, obtained via the theory of finite Markov processes and supported by Monte Carlo simulations. Qualitatively different results are found between processes occurring on d=1 versus d>1 lattices, and between results obtained assuming nearest-neighbor (only) versus non-nearest-neighbor displacements.

Finite size induces crossover temperature in growing spin chains

NASA Astrophysics Data System (ADS)

Sienkiewicz, Julian; Suchecki, Krzysztof; Hołyst, Janusz A.

2014-01-01

We introduce a growing one-dimensional quenched spin model that bases on asymmetrical one-side Ising interactions in the presence of external field. Numerical simulations and analytical calculations based on Markov chain theory show that when the external field is smaller than the exchange coupling constant J there is a nonmonotonous dependence of the mean magnetization on the temperature in a finite system. The crossover temperature Tc corresponding to the maximal magnetization decays with system size, approximately as the inverse of the Lambert W function. The observed phenomenon can be understood as an interplay between the thermal fluctuations and the presence of the first cluster determined by initial conditions. The effect exists also when spins are not quenched but fully thermalized after the attachment to the chain. By performing tests on real data we conceive the model is in part suitable for a qualitative description of online emotional discussions arranged in a chronological order, where a spin in every node conveys emotional valence of a subsequent post.

Finite size induces crossover temperature in growing spin chains.

PubMed

Sienkiewicz, Julian; Suchecki, Krzysztof; Hołyst, Janusz A

2014-01-01

We introduce a growing one-dimensional quenched spin model that bases on asymmetrical one-side Ising interactions in the presence of external field. Numerical simulations and analytical calculations based on Markov chain theory show that when the external field is smaller than the exchange coupling constant J there is a nonmonotonous dependence of the mean magnetization on the temperature in a finite system. The crossover temperature Tc corresponding to the maximal magnetization decays with system size, approximately as the inverse of the Lambert W function. The observed phenomenon can be understood as an interplay between the thermal fluctuations and the presence of the first cluster determined by initial conditions. The effect exists also when spins are not quenched but fully thermalized after the attachment to the chain. By performing tests on real data we conceive the model is in part suitable for a qualitative description of online emotional discussions arranged in a chronological order, where a spin in every node conveys emotional valence of a subsequent post.

Hydrologic Process Parameterization of Electrical Resistivity Imaging of Solute Plumes Using POD McMC

NASA Astrophysics Data System (ADS)

Awatey, M. T.; Irving, J.; Oware, E. K.

2016-12-01

Markov chain Monte Carlo (McMC) inversion frameworks are becoming increasingly popular in geophysics due to their ability to recover multiple equally plausible geologic features that honor the limited noisy measurements. Standard McMC methods, however, become computationally intractable with increasing dimensionality of the problem, for example, when working with spatially distributed geophysical parameter fields. We present a McMC approach based on a sparse proper orthogonal decomposition (POD) model parameterization that implicitly incorporates the physics of the underlying process. First, we generate training images (TIs) via Monte Carlo simulations of the target process constrained to a conceptual model. We then apply POD to construct basis vectors from the TIs. A small number of basis vectors can represent most of the variability in the TIs, leading to dimensionality reduction. A projection of the starting model into the reduced basis space generates the starting POD coefficients. At each iteration, only coefficients within a specified sampling window are resimulated assuming a Gaussian prior. The sampling window grows at a specified rate as the number of iteration progresses starting from the coefficients corresponding to the highest ranked basis to those of the least informative basis. We found this gradual increment in the sampling window to be more stable compared to resampling all the coefficients right from the first iteration. We demonstrate the performance of the algorithm with both synthetic and lab-scale electrical resistivity imaging of saline tracer experiments, employing the same set of basis vectors for all inversions. We consider two scenarios of unimodal and bimodal plumes. The unimodal plume is consistent with the hypothesis underlying the generation of the TIs whereas bimodality in plume morphology was not theorized. We show that uncertainty quantification using McMC can proceed in the reduced dimensionality space while accounting for the physics of the underlying process.

Multiscale hidden Markov models for photon-limited imaging

NASA Astrophysics Data System (ADS)

Nowak, Robert D.

1999-06-01

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

Computer modeling of lung cancer diagnosis-to-treatment process

PubMed Central

Ju, Feng; Lee, Hyo Kyung; Osarogiagbon, Raymond U.; Yu, Xinhua; Faris, Nick

2015-01-01

We introduce an example of a rigorous, quantitative method for quality improvement in lung cancer care-delivery. Computer process modeling methods are introduced for lung cancer diagnosis, staging and treatment selection process. Two types of process modeling techniques, discrete event simulation (DES) and analytical models, are briefly reviewed. Recent developments in DES are outlined and the necessary data and procedures to develop a DES model for lung cancer diagnosis, leading up to surgical treatment process are summarized. The analytical models include both Markov chain model and closed formulas. The Markov chain models with its application in healthcare are introduced and the approach to derive a lung cancer diagnosis process model is presented. Similarly, the procedure to derive closed formulas evaluating the diagnosis process performance is outlined. Finally, the pros and cons of these methods are discussed. PMID:26380181

Gauge-invariant formulation of high-field transport in semiconductors

NASA Astrophysics Data System (ADS)

Ciancio, Emanuele; Iotti, Rita C.; Rossi, Fausto

2004-04-01

In this paper we revisit the conventional description of carrier-phonon scattering in the presence of high electric fields by means of a gauge-invariant density-matrix approach. The proposed formulation of the transport problem allows us, on the one hand, to provide a gauge-independent formulation of Fermi’s golden rule; on the other hand, our analysis clearly shows that in the standard treatments of high-field carrier-phonon scattering—also referred to as intracollisional field effect—the possible variation of the basis states has been usually neglected. This is recognized to be the origin of the apparent discrepancy between scalar- and vector-potential treatments of the problem; indeed, a proper account of such contributions leads, in general, to an ill-defined Markov limit in the carrier-phonon interaction process, assigning to the scalar-potential or Wannier-Stark picture a privileged role. The neglect of such Zener-like contributions in the transport equation leads to a wrong estimation of the high-field voltage-current characteristics, and may partially account for the surprisingly good agreement between semiclassical and rigorous quantum-transport calculations previously reported. This is confirmed by fully three-dimensional simulations of charge transport in state-of-the-art semiconductor superlattices, which show a significant current overestimation.

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

PubMed

Dai, Qi; Yang, Yanchun; Wang, Tianming

2008-10-15

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

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

PubMed

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

2016-07-01

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

Stochastic thermodynamics across scales: Emergent inter-attractoral discrete Markov jump process and its underlying continuous diffusion

NASA Astrophysics Data System (ADS)

Santillán, Moisés; Qian, Hong

2013-01-01

We investigate the internal consistency of a recently developed mathematical thermodynamic structure across scales, between a continuous stochastic nonlinear dynamical system, i.e., a diffusion process with Langevin and Fokker-Planck equations, and its emergent discrete, inter-attractoral Markov jump process. We analyze how the system’s thermodynamic state functions, e.g. free energy F, entropy S, entropy production ep, free energy dissipation Ḟ, etc., are related when the continuous system is described with coarse-grained discrete variables. It is shown that the thermodynamics derived from the underlying, detailed continuous dynamics gives rise to exactly the free-energy representation of Gibbs and Helmholtz. That is, the system’s thermodynamic structure is the same as if one only takes a middle road and starts with the natural discrete description, with the corresponding transition rates empirically determined. By natural we mean in the thermodynamic limit of a large system, with an inherent separation of time scales between inter- and intra-attractoral dynamics. This result generalizes a fundamental idea from chemistry, and the theory of Kramers, by incorporating thermodynamics: while a mechanical description of a molecule is in terms of continuous bond lengths and angles, chemical reactions are phenomenologically described by a discrete representation, in terms of exponential rate laws and a stochastic thermodynamics.

Spatial-temporal modeling of malware propagation in networks.

PubMed

Chen, Zesheng; Ji, Chuanyi

2005-09-01

Network security is an important task of network management. One threat to network security is malware (malicious software) propagation. One type of malware is called topological scanning that spreads based on topology information. The focus of this work is on modeling the spread of topological malwares, which is important for understanding their potential damages, and for developing countermeasures to protect the network infrastructure. Our model is motivated by probabilistic graphs, which have been widely investigated in machine learning. We first use a graphical representation to abstract the propagation of malwares that employ different scanning methods. We then use a spatial-temporal random process to describe the statistical dependence of malware propagation in arbitrary topologies. As the spatial dependence is particularly difficult to characterize, the problem becomes how to use simple (i.e., biased) models to approximate the spatially dependent process. In particular, we propose the independent model and the Markov model as simple approximations. We conduct both theoretical analysis and extensive simulations on large networks using both real measurements and synthesized topologies to test the performance of the proposed models. Our results show that the independent model can capture temporal dependence and detailed topology information and, thus, outperforms the previous models, whereas the Markov model incorporates a certain spatial dependence and, thus, achieves a greater accuracy in characterizing both transient and equilibrium behaviors of malware propagation.

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

PubMed Central

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

2006-01-01

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

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

PubMed

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

2006-12-05

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

Optimized Diffusion of Run-and-Tumble Particles in Crowded Environments

NASA Astrophysics Data System (ADS)

Bertrand, Thibault; Zhao, Yongfeng; Bénichou, Olivier; Tailleur, Julien; Voituriez, Raphaël

2018-05-01

We study the transport of self-propelled particles in dynamic complex environments. To obtain exact results, we introduce a model of run-and-tumble particles (RTPs) moving in discrete time on a d -dimensional cubic lattice in the presence of diffusing hard-core obstacles. We derive an explicit expression for the diffusivity of the RTP, which is exact in the limit of low density of fixed obstacles. To do so, we introduce a generalization of Kac's theorem on the mean return times of Markov processes, which we expect to be relevant for a large class of lattice gas problems. Our results show the diffusivity of RTPs to be nonmonotonic in the tumbling probability for low enough obstacle mobility. These results prove the potential for the optimization of the transport of RTPs in crowded and disordered environments with applications to motile artificial and biological systems.

Massively parallel multicanonical simulations

NASA Astrophysics Data System (ADS)

Gross, Jonathan; Zierenberg, Johannes; Weigel, Martin; Janke, Wolfhard

2018-03-01

Generalized-ensemble Monte Carlo simulations such as the multicanonical method and similar techniques are among the most efficient approaches for simulations of systems undergoing discontinuous phase transitions or with rugged free-energy landscapes. As Markov chain methods, they are inherently serial computationally. It was demonstrated recently, however, that a combination of independent simulations that communicate weight updates at variable intervals allows for the efficient utilization of parallel computational resources for multicanonical simulations. Implementing this approach for the many-thread architecture provided by current generations of graphics processing units (GPUs), we show how it can be efficiently employed with of the order of 104 parallel walkers and beyond, thus constituting a versatile tool for Monte Carlo simulations in the era of massively parallel computing. We provide the fully documented source code for the approach applied to the paradigmatic example of the two-dimensional Ising model as starting point and reference for practitioners in the field.

Estimation of customer lifetime value of a health insurance with interest rates obeying uniform distribution

NASA Astrophysics Data System (ADS)

Widyawan, A.; Pasaribu, U. S.; Henintyas, Permana, D.

2015-12-01

Nowadays some firms, including insurer firms, think that customer-centric services are better than product-centric ones in terms of marketing. Insurance firms will try to attract as many new customer as possible while maintaining existing customer. This causes the Customer Lifetime Value (CLV) becomes a very important thing. CLV are able to put customer into different segments and calculate the present value of a firm's relationship with its customer. Insurance customer will depend on the last service he or she can get. So if the service is bad now, then customer will not renew his contract though the service is very good at an erlier time. Because of this situation one suitable mathematical model for modeling customer's relationships and calculating their lifetime value is Markov Chain. In addition, the advantages of using Markov Chain Modeling is its high degree of flexibility. In 2000, Pfeifer and Carraway states that Markov Chain Modeling can be used for customer retention situation. In this situation, Markov Chain Modeling requires only two states, which are present customer and former ones. This paper calculates customer lifetime value in an insurance firm with two distinctive interest rates; the constant interest rate and uniform distribution of interest rates. The result shows that loyal customer and the customer who increase their contract value have the highest CLV.

Theory and Applications of Weakly Interacting Markov Processes

DTIC Science & Technology

2018-02-03

Moderate deviation principles for stochastic dynamical systems. Boston University, Math Colloquium, March 27, 2015. • Moderate Deviation Principles for...Markov chain approximation method. Submitted. [8] E. Bayraktar and M. Ludkovski. Optimal trade execution in illiquid markets. Math . Finance, 21(4):681...701, 2011. [9] E. Bayraktar and M. Ludkovski. Liquidation in limit order books with controlled intensity. Math . Finance, 24(4):627–650, 2014. [10] P.D

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

NASA Technical Reports Server (NTRS)

Granat, R. A.

2003-01-01

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

Semi-Markov Models for Degradation-Based Reliability

DTIC Science & Technology

2010-01-01

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

Semi-Markov Approach to the Shipping Safety Modelling

NASA Astrophysics Data System (ADS)

Guze, Sambor; Smolarek, Leszek

2012-02-01

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

Identification of observer/Kalman filter Markov parameters: Theory and experiments

NASA Technical Reports Server (NTRS)

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

1991-01-01

An algorithm to compute Markov parameters of an observer or Kalman filter from experimental input and output data is discussed. The Markov parameters can then be used for identification of a state space representation, with associated Kalman gain or observer gain, for the purpose of controller design. The algorithm is a non-recursive matrix version of two recursive algorithms developed in previous works for different purposes. The relationship between these other algorithms is developed. The new matrix formulation here gives insight into the existence and uniqueness of solutions of certain equations and gives bounds on the proper choice of observer order. It is shown that if one uses data containing noise, and seeks the fastest possible deterministic observer, the deadbeat observer, one instead obtains the Kalman filter, which is the fastest possible observer in the stochastic environment. Results are demonstrated in numerical studies and in experiments on an ten-bay truss structure.

Markov Decision Process Measurement Model.

PubMed

LaMar, Michelle M

2018-03-01

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

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

NASA Technical Reports Server (NTRS)

Carpenter, Russell; Lee, Taesul

2008-01-01

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

A Linear Regression and Markov Chain Model for the Arabian Horse Registry

DTIC Science & Technology

1993-04-01

as a tax deduction? Yes No T-4367 68 26. Regardless of previous equine tax deductions, do you consider your current horse activities to be... (Mark one...E L T-4367 A Linear Regression and Markov Chain Model For the Arabian Horse Registry Accesion For NTIS CRA&I UT 7 4:iC=D 5 D-IC JA" LI J:13tjlC,3 lO...the Arabian Horse Registry, which needed to forecast its future registration of purebred Arabian horses . A linear regression model was utilized to

Stochastic Modeling based on Dictionary Approach for the Generation of Daily Precipitation Occurrences

NASA Astrophysics Data System (ADS)

Panu, U. S.; Ng, W.; Rasmussen, P. F.

2009-12-01

The modeling of weather states (i.e., precipitation occurrences) is critical when the historical data are not long enough for the desired analysis. Stochastic models (e.g., Markov Chain and Alternating Renewal Process (ARP)) of the precipitation occurrence processes generally assume the existence of short-term temporal-dependency between the neighboring states while implying the existence of long-term independency (randomness) of states in precipitation records. Existing temporal-dependent models for the generation of precipitation occurrences are restricted either by the fixed-length memory (e.g., the order of a Markov chain model), or by the reining states in segments (e.g., persistency of homogenous states within dry/wet-spell lengths of an ARP). The modeling of variable segment lengths and states could be an arduous task and a flexible modeling approach is required for the preservation of various segmented patterns of precipitation data series. An innovative Dictionary approach has been developed in the field of genome pattern recognition for the identification of frequently occurring genome segments in DNA sequences. The genome segments delineate the biologically meaningful ``words" (i.e., segments with a specific patterns in a series of discrete states) that can be jointly modeled with variable lengths and states. A meaningful “word”, in hydrology, can be referred to a segment of precipitation occurrence comprising of wet or dry states. Such flexibility would provide a unique advantage over the traditional stochastic models for the generation of precipitation occurrences. Three stochastic models, namely, the alternating renewal process using Geometric distribution, the second-order Markov chain model, and the Dictionary approach have been assessed to evaluate their efficacy for the generation of daily precipitation sequences. Comparisons involved three guiding principles namely (i) the ability of models to preserve the short-term temporal-dependency in data through the concepts of autocorrelation, average mutual information, and Hurst exponent, (ii) the ability of models to preserve the persistency within the homogenous dry/wet weather states through analysis of dry/wet-spell lengths between the observed and generated data, and (iii) the ability to assesses the goodness-of-fit of models through the likelihood estimates (i.e., AIC and BIC). Past 30 years of observed daily precipitation records from 10 Canadian meteorological stations were utilized for comparative analyses of the three models. In general, the Markov chain model performed well. The remainders of the models were found to be competitive from one another depending upon the scope and purpose of the comparison. Although the Markov chain model has a certain advantage in the generation of daily precipitation occurrences, the structural flexibility offered by the Dictionary approach in modeling the varied segment lengths of heterogeneous weather states provides a distinct and powerful advantage in the generation of precipitation sequences.

Electronic Noise and Fluctuations in Solids

NASA Astrophysics Data System (ADS)

Kogan, Sh.

2008-07-01

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

Data-driven confounder selection via Markov and Bayesian networks.

PubMed

Häggström, Jenny

2018-06-01

To unbiasedly estimate a causal effect on an outcome unconfoundedness is often assumed. If there is sufficient knowledge on the underlying causal structure then existing confounder selection criteria can be used to select subsets of the observed pretreatment covariates, X, sufficient for unconfoundedness, if such subsets exist. Here, estimation of these target subsets is considered when the underlying causal structure is unknown. The proposed method is to model the causal structure by a probabilistic graphical model, for example, a Markov or Bayesian network, estimate this graph from observed data and select the target subsets given the estimated graph. The approach is evaluated by simulation both in a high-dimensional setting where unconfoundedness holds given X and in a setting where unconfoundedness only holds given subsets of X. Several common target subsets are investigated and the selected subsets are compared with respect to accuracy in estimating the average causal effect. The proposed method is implemented with existing software that can easily handle high-dimensional data, in terms of large samples and large number of covariates. The results from the simulation study show that, if unconfoundedness holds given X, this approach is very successful in selecting the target subsets, outperforming alternative approaches based on random forests and LASSO, and that the subset estimating the target subset containing all causes of outcome yields smallest MSE in the average causal effect estimation. © 2017, The International Biometric Society.

Markov model of fatigue of a composite material with the poisson process of defect initiation

NASA Astrophysics Data System (ADS)

Paramonov, Yu.; Chatys, R.; Andersons, J.; Kleinhofs, M.

2012-05-01

As a development of the model where only one weak microvolume (WMV) and only a pulsating cyclic loading are considered, in the current version of the model, we take into account the presence of several weak sites where fatigue damage can accumulate and a loading with an arbitrary (but positive) stress ratio. The Poisson process of initiation of WMVs is considered, whose rate depends on the size of a specimen. The cumulative distribution function (cdf) of the fatigue life of every individual WMV is calculated using the Markov model of fatigue. For the case where this function is approximated by a lognormal distribution, a formula for calculating the cdf of fatigue life of the specimen (modeled as a chain of WMVs) is obtained. Only a pulsating cyclic loading was considered in the previous version of the model. Now, using the modified energy method, a loading cycle with an arbitrary stress ratio is "transformed" into an equivalent cycle with some other stress ratio. In such a way, the entire probabilistic fatigue diagram for any stress ratio with a positive cycle stress can be obtained. Numerical examples are presented.

A Markov State-based Quantitative Kinetic Model of Sodium Release from the Dopamine Transporter

NASA Astrophysics Data System (ADS)

Razavi, Asghar M.; Khelashvili, George; Weinstein, Harel

2017-01-01

The dopamine transporter (DAT) belongs to the neurotransmitter:sodium symporter (NSS) family of membrane proteins that are responsible for reuptake of neurotransmitters from the synaptic cleft to terminate a neuronal signal and enable subsequent neurotransmitter release from the presynaptic neuron. The release of one sodium ion from the crystallographically determined sodium binding site Na2 had been identified as an initial step in the transport cycle which prepares the transporter for substrate translocation by stabilizing an inward-open conformation. We have constructed Markov State Models (MSMs) from extensive molecular dynamics simulations of human DAT (hDAT) to explore the mechanism of this sodium release. Our results quantify the release process triggered by hydration of the Na2 site that occurs concomitantly with a conformational transition from an outward-facing to an inward-facing state of the transporter. The kinetics of the release process are computed from the MSM, and transition path theory is used to identify the most probable sodium release pathways. An intermediate state is discovered on the sodium release pathway, and the results reveal the importance of various modes of interaction of the N-terminus of hDAT in controlling the pathways of release.

Closed-form solution of decomposable stochastic models

NASA Technical Reports Server (NTRS)

Sjogren, Jon A.

1990-01-01

Markov and semi-Markov processes are increasingly being used in the modeling of complex reconfigurable systems (fault tolerant computers). The estimation of the reliability (or some measure of performance) of the system reduces to solving the process for its state probabilities. Such a model may exhibit numerous states and complicated transition distributions, contributing to an expensive and numerically delicate solution procedure. Thus, when a system exhibits a decomposition property, either structurally (autonomous subsystems), or behaviorally (component failure versus reconfiguration), it is desirable to exploit this decomposition in the reliability calculation. In interesting cases there can be failure states which arise from non-failure states of the subsystems. Equations are presented which allow the computation of failure probabilities of the total (combined) model without requiring a complete solution of the combined model. This material is presented within the context of closed-form functional representation of probabilities as utilized in the Symbolic Hierarchical Automated Reliability and Performance Evaluator (SHARPE) tool. The techniques adopted enable one to compute such probability functions for a much wider class of systems at a reduced computational cost. Several examples show how the method is used, especially in enhancing the versatility of the SHARPE tool.

Fast and asymptotic computation of the fixation probability for Moran processes on graphs.

PubMed

Alcalde Cuesta, F; González Sequeiros, P; Lozano Rojo, Á

2015-03-01

Evolutionary dynamics has been classically studied for homogeneous populations, but now there is a growing interest in the non-homogeneous case. One of the most important models has been proposed in Lieberman et al. (2005), adapting to a weighted directed graph the process described in Moran (1958). The Markov chain associated with the graph can be modified by erasing all non-trivial loops in its state space, obtaining the so-called Embedded Markov chain (EMC). The fixation probability remains unchanged, but the expected time to absorption (fixation or extinction) is reduced. In this paper, we shall use this idea to compute asymptotically the average fixation probability for complete bipartite graphs K(n,m). To this end, we firstly review some recent results on evolutionary dynamics on graphs trying to clarify some points. We also revisit the 'Star Theorem' proved in Lieberman et al. (2005) for the star graphs K(1,m). Theoretically, EMC techniques allow fast computation of the fixation probability, but in practice this is not always true. Thus, in the last part of the paper, we compare this algorithm with the standard Monte Carlo method for some kind of complex networks. Copyright © 2015 Elsevier Ireland Ltd. All rights reserved.

Ultrafast dynamics of photoexcited charge and spin currents in semiconductor nanostructures

NASA Astrophysics Data System (ADS)

Meier, Torsten; Pasenow, Bernhard; Duc, Huynh Thanh; Vu, Quang Tuyen; Haug, Hartmut; Koch, Stephan W.

2007-02-01

Employing the quantum interference among one- and two-photon excitations induced by ultrashort two-color laser pulses it is possible to generate charge and spin currents in semiconductors and semiconductor nanostructures on femtosecond time scales. Here, it is reviewed how the excitation process and the dynamics of such photocurrents can be described on the basis of a microscopic many-body theory. Numerical solutions of the semiconductor Bloch equations (SBE) provide a detailed description of the time-dependent material excitations. Applied to the case of photocurrents, numerical solutions of the SBE for a two-band model including many-body correlations on the second-Born Markov level predict an enhanced damping of the spin current relative to that of the charge current. Interesting effects are obtained when the scattering processes are computed beyond the Markovian limit. Whereas the overall decay of the currents is basically correctly described already within the Markov approximation, quantum-kinetic calculations show that memory effects may lead to additional oscillatory signatures in the current transients. When transitions to coupled heavy- and light-hole valence bands are incorporated into the SBE, additional charge and spin currents, which are not described by the two-band model, appear.

Constructing 1/ωα noise from reversible Markov chains

NASA Astrophysics Data System (ADS)

Erland, Sveinung; Greenwood, Priscilla E.

2007-09-01

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

Strong diffusion formulation of Markov chain ensembles and its optimal weaker reductions

NASA Astrophysics Data System (ADS)

Güler, Marifi

2017-10-01

Two self-contained diffusion formulations, in the form of coupled stochastic differential equations, are developed for the temporal evolution of state densities over an ensemble of Markov chains evolving independently under a common transition rate matrix. Our first formulation derives from Kurtz's strong approximation theorem of density-dependent Markov jump processes [Stoch. Process. Their Appl. 6, 223 (1978), 10.1016/0304-4149(78)90020-0] and, therefore, strongly converges with an error bound of the order of lnN /N for ensemble size N . The second formulation eliminates some fluctuation variables, and correspondingly some noise terms, within the governing equations of the strong formulation, with the objective of achieving a simpler analytic formulation and a faster computation algorithm when the transition rates are constant or slowly varying. There, the reduction of the structural complexity is optimal in the sense that the elimination of any given set of variables takes place with the lowest attainable increase in the error bound. The resultant formulations are supported by numerical simulations.

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

PubMed Central

Wei, Shaoceng; Kryscio, Richard J.

2015-01-01

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

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

PubMed

Wei, Shaoceng; Kryscio, Richard J

2016-12-01

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

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

USGS Publications Warehouse

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

2012-01-01

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

Activation rates for nonlinear stochastic flows driven by non-Gaussian noise

NASA Astrophysics Data System (ADS)

van den Broeck, C.; Hänggi, P.

1984-11-01

Activation rates are calculated for stochastic bistable flows driven by asymmetric dichotomic Markov noise (a two-state Markov process). This noise contains as limits both a particular type of non-Gaussian white shot noise and white Gaussian noise. Apart from investigating the role of colored noise on the escape rates, one can thus also study the influence of the non-Gaussian nature of the noise on these rates. The rate for white shot noise differs in leading order (Arrhenius factor) from the corresponding rate for white Gaussian noise of equal strength. In evaluating the rates we demonstrate the advantage of using transport theory over a mean first-passage time approach for cases with generally non-white and non-Gaussian noise sources. For white shot noise with exponentially distributed weights we succeed in evaluating the mean first-passage time of the corresponding integro-differential master-equation dynamics. The rate is shown to coincide in the weak noise limit with the inverse mean first-passage time.

Hierarchical relaxation methods for multispectral pixel classification as applied to target identification

NASA Astrophysics Data System (ADS)

Cohen, E. A., Jr.

1985-02-01

This report provides insights into the approaches toward image modeling as applied to target detection. The approach is that of examining the energy in prescribed wave-bands which emanate from a target and correlating the emissions. Typically, one might be looking at two or three infrared bands, possibly together with several visual bands. The target is segmented, using both first and second order modeling, into a set of interesting components and these components are correlated so as to enhance the classification process. A Markov-type model is used to provide an a priori assessment of the spatial relationships among critical parts of the target, and a stochastic model using the output of an initial probabilistic labeling is invoked. The tradeoff between this stochastic model and the Markov model is then optimized to yield a best labeling for identification purposes. In an identification of friend or foe (IFF) context, this methodology could be of interest, for it provides the ingredients for such a higher level of understanding.

Analysis of a Multiprocessor Guidance Computer. Ph.D. Thesis

NASA Technical Reports Server (NTRS)

Maltach, E. G.

1969-01-01

The design of the next generation of spaceborne digital computers is described. It analyzes a possible multiprocessor computer configuration. For the analysis, a set of representative space computing tasks was abstracted from the Lunar Module Guidance Computer programs as executed during the lunar landing, from the Apollo program. This computer performs at this time about 24 concurrent functions, with iteration rates from 10 times per second to once every two seconds. These jobs were tabulated in a machine-independent form, and statistics of the overall job set were obtained. It was concluded, based on a comparison of simulation and Markov results, that the Markov process analysis is accurate in predicting overall trends and in configuration comparisons, but does not provide useful detailed information in specific situations. Using both types of analysis, it was determined that the job scheduling function is a critical one for efficiency of the multiprocessor. It is recommended that research into the area of automatic job scheduling be performed.

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

NASA Astrophysics Data System (ADS)

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

2018-04-01

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

A Bayesian network model for predicting aquatic toxicity mode ...

EPA Pesticide Factsheets

The mode of toxic action (MoA) has been recognized as a key determinant of chemical toxicity, but development of predictive MoA classification models in aquatic toxicology has been limited. We developed a Bayesian network model to classify aquatic toxicity MoA using a recently published dataset containing over one thousand chemicals with MoA assignments for aquatic animal toxicity. Two dimensional theoretical chemical descriptors were generated for each chemical using the Toxicity Estimation Software Tool. The model was developed through augmented Markov blanket discovery from the dataset of 1098 chemicals with the MoA broad classifications as a target node. From cross validation, the overall precision for the model was 80.2%. The best precision was for the AChEI MoA (93.5%) where 257 chemicals out of 275 were correctly classified. Model precision was poorest for the reactivity MoA (48.5%) where 48 out of 99 reactive chemicals were correctly classified. Narcosis represented the largest class within the MoA dataset and had a precision and reliability of 80.0%, reflecting the global precision across all of the MoAs. False negatives for narcosis most often fell into electron transport inhibition, neurotoxicity or reactivity MoAs. False negatives for all other MoAs were most often narcosis. A probabilistic sensitivity analysis was undertaken for each MoA to examine the sensitivity to individual and multiple descriptor findings. The results show that the Markov blank

A Bayesian network model for predicting aquatic toxicity mode ...

EPA Pesticide Factsheets

The mode of toxic action (MoA) has been recognized as a key determinant of chemical toxicity but MoA classification in aquatic toxicology has been limited. We developed a Bayesian network model to classify aquatic toxicity mode of action using a recently published dataset containing over one thousand chemicals with MoA assignments for aquatic animal toxicity. Two dimensional theoretical chemical descriptors were generated for each chemical using the Toxicity Estimation Software Tool. The model was developed through augmented Markov blanket discovery from the data set with the MoA broad classifications as a target node. From cross validation, the overall precision for the model was 80.2% with a R2 of 0.959. The best precision was for the AChEI MoA (93.5%) where 257 chemicals out of 275 were correctly classified. Model precision was poorest for the reactivity MoA (48.5%) where 48 out of 99 reactive chemicals were correctly classified. Narcosis represented the largest class within the MoA dataset and had a precision and reliability of 80.0%, reflecting the global precision across all of the MoAs. False negatives for narcosis most often fell into electron transport inhibition, neurotoxicity or reactivity MoAs. False negatives for all other MoAs were most often narcosis. A probabilistic sensitivity analysis was undertaken for each MoA to examine the sensitivity to individual and multiple descriptor findings. The results show that the Markov blanket of a structurally

On a Possible Relationship between Linguistic Expertise and EEG Gamma Band Phase Synchrony

PubMed Central

Reiterer, Susanne; Pereda, Ernesto; Bhattacharya, Joydeep

2011-01-01

Recent research has shown that extensive training in and exposure to a second language can modify the language organization in the brain by causing both structural and functional changes. However it is not yet known how these changes are manifested by the dynamic brain oscillations and synchronization patterns subserving the language networks. In search for synchronization correlates of proficiency and expertise in second language acquisition, multivariate EEG signals were recorded from 44 high and low proficiency bilinguals during processing of natural language in their first and second languages. Gamma band (30–45 Hz) phase synchronization (PS) was calculated mainly by two recently developed methods: coarse-graining of Markov chains (estimating global phase synchrony, measuring the degree of PS between one electrode and all other electrodes), and phase lag index (PLI; estimating bivariate phase synchrony, measuring the degree of PS between a pair of electrodes). On comparing second versus first language processing, global PS by coarse-graining Markov chains indicated that processing of the second language needs significantly higher synchronization strength than first language. On comparing the proficiency groups, bivariate PS measure (i.e., PLI) revealed that during second language processing the low proficiency group showed stronger and broader network patterns than the high proficiency group, with interconnectivities between a left fronto-parietal network. Mean phase coherence analysis also indicated that the network activity was globally stronger in the low proficiency group during second language processing. PMID:22125542

Discrete time Markov chains (DTMC) susceptible infected susceptible (SIS) epidemic model with two pathogens in two patches

NASA Astrophysics Data System (ADS)

Lismawati, Eka; Respatiwulan; Widyaningsih, Purnami

2017-06-01

The SIS epidemic model describes the pattern of disease spread with characteristics that recovered individuals can be infected more than once. The number of susceptible and infected individuals every time follows the discrete time Markov process. It can be represented by the discrete time Markov chains (DTMC) SIS. The DTMC SIS epidemic model can be developed for two pathogens in two patches. The aims of this paper are to reconstruct and to apply the DTMC SIS epidemic model with two pathogens in two patches. The model was presented as transition probabilities. The application of the model obtain that the number of susceptible individuals decreases while the number of infected individuals increases for each pathogen in each patch.

An 'adding' algorithm for the Markov chain formalism for radiation transfer

NASA Technical Reports Server (NTRS)

Esposito, L. W.

1979-01-01

An adding algorithm is presented, that extends the Markov chain method and considers a preceding calculation as a single state of a new Markov chain. This method takes advantage of the description of the radiation transport as a stochastic process. Successive application of this procedure makes calculation possible for any optical depth without increasing the size of the linear system used. It is determined that the time required for the algorithm is comparable to that for a doubling calculation for homogeneous atmospheres. For an inhomogeneous atmosphere the new method is considerably faster than the standard adding routine. It is concluded that the algorithm is efficient, accurate, and suitable for smaller computers in calculating the diffuse intensity scattered by an inhomogeneous planetary atmosphere.

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

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

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

2014-02-15

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

Markov chain model for demersal fish catch analysis in Indonesia

NASA Astrophysics Data System (ADS)

Firdaniza; Gusriani, N.

2018-03-01

As an archipelagic country, Indonesia has considerable potential fishery resources. One of the fish resources that has high economic value is demersal fish. Demersal fish is a fish with a habitat in the muddy seabed. Demersal fish scattered throughout the Indonesian seas. Demersal fish production in each Indonesia’s Fisheries Management Area (FMA) varies each year. In this paper we have discussed the Markov chain model for demersal fish yield analysis throughout all Indonesia’s Fisheries Management Area. Data of demersal fish catch in every FMA in 2005-2014 was obtained from Directorate of Capture Fisheries. From this data a transition probability matrix is determined by the number of transitions from the catch that lie below the median or above the median. The Markov chain model of demersal fish catch data was an ergodic Markov chain model, so that the limiting probability of the Markov chain model can be determined. The predictive value of demersal fishing yields was obtained by calculating the combination of limiting probability with average catch results below the median and above the median. The results showed that for 2018 and long-term demersal fishing results in most of FMA were below the median value.

emcee: The MCMC Hammer

NASA Astrophysics Data System (ADS)

Foreman-Mackey, Daniel; Hogg, David W.; Lang, Dustin; Goodman, Jonathan

2013-03-01

We introduce a stable, well tested Python implementation of the affine-invariant ensemble sampler for Markov chain Monte Carlo (MCMC) proposed by Goodman & Weare (2010). The code is open source and has already been used in several published projects in the astrophysics literature. The algorithm behind emcee has several advantages over traditional MCMC sampling methods and it has excellent performance as measured by the autocorrelation time (or function calls per independent sample). One major advantage of the algorithm is that it requires hand-tuning of only 1 or 2 parameters compared to ˜N2 for a traditional algorithm in an N-dimensional parameter space. In this document, we describe the algorithm and the details of our implementation. Exploiting the parallelism of the ensemble method, emcee permits any user to take advantage of multiple CPU cores without extra effort. The code is available online at http://dan.iel.fm/emcee under the GNU General Public License v2.

Exploring the WTI crude oil price bubble process using the Markov regime switching model

NASA Astrophysics Data System (ADS)

Zhang, Yue-Jun; Wang, Jing

2015-03-01

The sharp volatility of West Texas Intermediate (WTI) crude oil price in the past decade triggers us to investigate the price bubbles and their evolving process. Empirical results indicate that the fundamental price of WTI crude oil appears relatively more stable than that of the market-trading price, which verifies the existence of oil price bubbles during the sample period. Besides, by allowing the WTI crude oil price bubble process to switch between two states (regimes) according to a first-order Markov chain, we are able to statistically discriminate upheaval from stable states in the crude oil price bubble process; and in most of time, the stable state dominates the WTI crude oil price bubbles while the upheaval state usually proves short-lived and accompanies unexpected market events.

Complete Scene Recovery and Terrain Classification in Textured Terrain Meshes

PubMed Central

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

2012-01-01

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

Twelve years of succession on sandy substrates in a post-mining landscape: a Markov chain analysis.

PubMed

Baasch, Annett; Tischew, Sabine; Bruelheide, Helge

2010-06-01

Knowledge of succession rates and pathways is crucial for devising restoration strategies for highly disturbed ecosystems such as surface-mined land. As these processes have often only been described in qualitative terms, we used Markov models to quantify transitions between successional stages. However, Markov models are often considered not attractive for some reasons, such as model assumptions (e.g., stationarity in space and time, or the high expenditure of time required to estimate successional transitions in the field). Here we present a solution for converting multivariate ecological time series into transition matrices and demonstrate the applicability of this approach for a data set that resulted from monitoring the succession of sandy dry grassland in a post-mining landscape. We analyzed five transition matrices, four one-step matrices referring to specific periods of transition (1995-1998, 1998-2001, 2001-2004, 2004-2007), and one matrix for the whole study period (stationary model, 1995-2007). Finally, the stationary model was enhanced to a partly time-variable model. Applying the stationary and the time-variable models, we started a prediction well outside our calibration period, beginning with 100% bare soil in 1974 as the known start of the succession, and generated the coverage of 12 predefined vegetation types in three-year intervals. Transitions among vegetation types changed significantly in space and over time. While the probability of colonization was almost constant over time, the replacement rate tended to increase, indicating that the speed of succession accelerated with time or fluctuations became stronger. The predictions of both models agreed surprisingly well with the vegetation data observed more than two decades later. This shows that our dry grassland succession in a post-mining landscape can be adequately described by comparably simple types of Markov models, although some model assumptions have not been fulfilled and within-plot transitions have not been observed with point exactness. The major achievement of our proposed way to convert vegetation time series into transition matrices is the estimation of probability of events--a strength not provided by other frequently used statistical methods in vegetation science.

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

NASA Astrophysics Data System (ADS)

Zhang, Wei; Jiang, Ling; Han, Lei

2018-04-01

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

Modular Hamiltonians on the null plane and the Markov property of the vacuum state

NASA Astrophysics Data System (ADS)

Casini, Horacio; Testé, Eduardo; Torroba, Gonzalo

2017-09-01

We compute the modular Hamiltonians of regions having the future horizon lying on a null plane. For a CFT this is equivalent to regions with a boundary of arbitrary shape lying on the null cone. These Hamiltonians have a local expression on the horizon formed by integrals of the stress tensor. We prove this result in two different ways, and show that the modular Hamiltonians of these regions form an infinite dimensional Lie algebra. The corresponding group of unitary transformations moves the fields on the null surface locally along the null generators with arbitrary null line dependent velocities, but act non-locally outside the null plane. We regain this result in greater generality using more abstract tools on the algebraic quantum field theory. Finally, we show that modular Hamiltonians on the null surface satisfy a Markov property that leads to the saturation of the strong sub-additive inequality for the entropies and to the strong super-additivity of the relative entropy.

Reconstruction of Exposure to m-Xylene from Human Biomonitoring Data Using PBPK Modelling, Bayesian Inference, and Markov Chain Monte Carlo Simulation

PubMed Central

McNally, Kevin; Cotton, Richard; Cocker, John; Jones, Kate; Bartels, Mike; Rick, David; Price, Paul; Loizou, George

2012-01-01

There are numerous biomonitoring programs, both recent and ongoing, to evaluate environmental exposure of humans to chemicals. Due to the lack of exposure and kinetic data, the correlation of biomarker levels with exposure concentrations leads to difficulty in utilizing biomonitoring data for biological guidance values. Exposure reconstruction or reverse dosimetry is the retrospective interpretation of external exposure consistent with biomonitoring data. We investigated the integration of physiologically based pharmacokinetic modelling, global sensitivity analysis, Bayesian inference, and Markov chain Monte Carlo simulation to obtain a population estimate of inhalation exposure to m-xylene. We used exhaled breath and venous blood m-xylene and urinary 3-methylhippuric acid measurements from a controlled human volunteer study in order to evaluate the ability of our computational framework to predict known inhalation exposures. We also investigated the importance of model structure and dimensionality with respect to its ability to reconstruct exposure. PMID:22719759

LD-SPatt: large deviations statistics for patterns on Markov chains.

PubMed

Nuel, G

2004-01-01

Statistics on Markov chains are widely used for the study of patterns in biological sequences. Statistics on these models can be done through several approaches. Central limit theorem (CLT) producing Gaussian approximations are one of the most popular ones. Unfortunately, in order to find a pattern of interest, these methods have to deal with tail distribution events where CLT is especially bad. In this paper, we propose a new approach based on the large deviations theory to assess pattern statistics. We first recall theoretical results for empiric mean (level 1) as well as empiric distribution (level 2) large deviations on Markov chains. Then, we present the applications of these results focusing on numerical issues. LD-SPatt is the name of GPL software implementing these algorithms. We compare this approach to several existing ones in terms of complexity and reliability and show that the large deviations are more reliable than the Gaussian approximations in absolute values as well as in terms of ranking and are at least as reliable as compound Poisson approximations. We then finally discuss some further possible improvements and applications of this new method.

[Succession caused by beaver (Castor fiber L.) life activity: II. A refined Markov model].

PubMed

Logofet; Evstigneev, O I; Aleinikov, A A; Morozova, A O

2015-01-01

The refined Markov model of cyclic zoogenic successions caused by beaver (Castor fiber L.) life activity represents a discrete chain of the following six states: flooded forest, swamped forest, pond, grassy swamp, shrubby swamp, and wet forest, which correspond to certain stages of succession. Those stages are defined, and a conceptual scheme of probable transitions between them for one time step is constructed from the knowledge of beaver behaviour in small river floodplains of "Bryanskii Les" Reserve. We calibrated the corresponding matrix of transition probabilities according to the optimization principle: minimizing differences between the model outcome and reality; the model generates a distribution of relative areas corresponding to the stages of succession, that has to be compared to those gained from case studies in the Reserve during 2002-2006. The time step is chosen to equal 2 years, and the first-step data in the sum of differences are given various weights, w (between 0 and 1). The value of w = 0.2 is selected due to its optimality and for some additional reasons. By the formulae of finite homogeneous Markov chain theory, we obtained the main results of the calibrated model, namely, a steady-state distribution of stage areas, indexes of cyclicity, and the mean durations (M(j)) of succession stages. The results of calibration give an objective quantitative nature to the expert knowledge of the course of succession and get a proper interpretation. The 2010 data, which are not involved in the calibration procedure, enabled assessing the quality of prediction by the homogeneous model in short-term (from the 2006 situation): the error of model area distribution relative to the distribution observed in 2010 falls into the range of 9-17%, the best prognosis being given by the least optimal matrices (rejected values of w). This indicates a formally heterogeneous nature of succession processes in time. Thus, the refined version of the homogeneous Markov chain has not eliminated all the contradictions between the model results and expert knowledge, which suggests a further model development towards a "logically inhomogeneous" version or/and refusal to postulate the Markov property in the conceptual scheme of succession.

Reconstructing dynamic molecular states from single-cell time series.

PubMed

Huang, Lirong; Pauleve, Loic; Zechner, Christoph; Unger, Michael; Hansen, Anders S; Koeppl, Heinz

2016-09-01

The notion of state for a system is prevalent in the quantitative sciences and refers to the minimal system summary sufficient to describe the time evolution of the system in a self-consistent manner. This is a prerequisite for a principled understanding of the inner workings of a system. Owing to the complexity of intracellular processes, experimental techniques that can retrieve a sufficient summary are beyond our reach. For the case of stochastic biomolecular reaction networks, we show how to convert the partial state information accessible by experimental techniques into a full system state using mathematical analysis together with a computational model. This is intimately related to the notion of conditional Markov processes and we introduce the posterior master equation and derive novel approximations to the corresponding infinite-dimensional posterior moment dynamics. We exemplify this state reconstruction approach using both in silico data and single-cell data from two gene expression systems in Saccharomyces cerevisiae, where we reconstruct the dynamic promoter and mRNA states from noisy protein abundance measurements. © 2016 The Author(s).

Impulsive Control for Continuous-Time Markov Decision Processes: A Linear Programming Approach

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

Dufour, F., E-mail: dufour@math.u-bordeaux1.fr; Piunovskiy, A. B., E-mail: piunov@liv.ac.uk

2016-08-15

In this paper, we investigate an optimization problem for continuous-time Markov decision processes with both impulsive and continuous controls. We consider the so-called constrained problem where the objective of the controller is to minimize a total expected discounted optimality criterion associated with a cost rate function while keeping other performance criteria of the same form, but associated with different cost rate functions, below some given bounds. Our model allows multiple impulses at the same time moment. The main objective of this work is to study the associated linear program defined on a space of measures including the occupation measures ofmore » the controlled process and to provide sufficient conditions to ensure the existence of an optimal control.« less

Modeling the defrost process in complex geometries - Part 1: Development of a one-dimensional defrost model

NASA Astrophysics Data System (ADS)

van Buren, Simon; Hertle, Ellen; Figueiredo, Patric; Kneer, Reinhold; Rohlfs, Wilko

2017-11-01

Frost formation is a common, often undesired phenomenon in heat exchanges such as air coolers. Thus, air coolers have to be defrosted periodically, causing significant energy consumption. For the design and optimization, prediction of defrosting by a CFD tool is desired. This paper presents a one-dimensional transient model approach suitable to be used as a zero-dimensional wall-function in CFD for modeling the defrost process at the fin and tube interfaces. In accordance to previous work a multi stage defrost model is introduced (e.g. [1, 2]). In the first instance the multi stage model is implemented and validated using MATLAB. The defrost process of a one-dimensional frost segment is investigated. Fixed boundary conditions are provided at the frost interfaces. The simulation results verify the plausibility of the designed model. The evaluation of the simulated defrost process shows the expected convergent behavior of the three-stage sequence.

Low-rank separated representation surrogates of high-dimensional stochastic functions: Application in Bayesian inference

NASA Astrophysics Data System (ADS)

Validi, AbdoulAhad

2014-03-01

This study introduces a non-intrusive approach in the context of low-rank separated representation to construct a surrogate of high-dimensional stochastic functions, e.g., PDEs/ODEs, in order to decrease the computational cost of Markov Chain Monte Carlo simulations in Bayesian inference. The surrogate model is constructed via a regularized alternative least-square regression with Tikhonov regularization using a roughening matrix computing the gradient of the solution, in conjunction with a perturbation-based error indicator to detect optimal model complexities. The model approximates a vector of a continuous solution at discrete values of a physical variable. The required number of random realizations to achieve a successful approximation linearly depends on the function dimensionality. The computational cost of the model construction is quadratic in the number of random inputs, which potentially tackles the curse of dimensionality in high-dimensional stochastic functions. Furthermore, this vector-valued separated representation-based model, in comparison to the available scalar-valued case, leads to a significant reduction in the cost of approximation by an order of magnitude equal to the vector size. The performance of the method is studied through its application to three numerical examples including a 41-dimensional elliptic PDE and a 21-dimensional cavity flow.

Quantum Markov chains

NASA Astrophysics Data System (ADS)

Gudder, Stanley

2008-07-01

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

The cutoff phenomenon in finite Markov chains.

PubMed Central

Diaconis, P

1996-01-01

Natural mixing processes modeled by Markov chains often show a sharp cutoff in their convergence to long-time behavior. This paper presents problems where the cutoff can be proved (card shuffling, the Ehrenfests' urn). It shows that chains with polynomial growth (drunkard's walk) do not show cutoffs. The best general understanding of such cutoffs (high multiplicity of second eigenvalues due to symmetry) is explored. Examples are given where the symmetry is broken but the cutoff phenomenon persists. PMID:11607633

Covariate adjustment of event histories estimated from Markov chains: the additive approach.

PubMed

Aalen, O O; Borgan, O; Fekjaer, H

2001-12-01

Markov chain models are frequently used for studying event histories that include transitions between several states. An empirical transition matrix for nonhomogeneous Markov chains has previously been developed, including a detailed statistical theory based on counting processes and martingales. In this article, we show how to estimate transition probabilities dependent on covariates. This technique may, e.g., be used for making estimates of individual prognosis in epidemiological or clinical studies. The covariates are included through nonparametric additive models on the transition intensities of the Markov chain. The additive model allows for estimation of covariate-dependent transition intensities, and again a detailed theory exists based on counting processes. The martingale setting now allows for a very natural combination of the empirical transition matrix and the additive model, resulting in estimates that can be expressed as stochastic integrals, and hence their properties are easily evaluated. Two medical examples will be given. In the first example, we study how the lung cancer mortality of uranium miners depends on smoking and radon exposure. In the second example, we study how the probability of being in response depends on patient group and prophylactic treatment for leukemia patients who have had a bone marrow transplantation. A program in R and S-PLUS that can carry out the analyses described here has been developed and is freely available on the Internet.

When the mean is not enough: Calculating fixation time distributions in birth-death processes.

PubMed

Ashcroft, Peter; Traulsen, Arne; Galla, Tobias

2015-10-01

Studies of fixation dynamics in Markov processes predominantly focus on the mean time to absorption. This may be inadequate if the distribution is broad and skewed. We compute the distribution of fixation times in one-step birth-death processes with two absorbing states. These are expressed in terms of the spectrum of the process, and we provide different representations as forward-only processes in eigenspace. These allow efficient sampling of fixation time distributions. As an application we study evolutionary game dynamics, where invading mutants can reach fixation or go extinct. We also highlight the median fixation time as a possible analog of mixing times in systems with small mutation rates and no absorbing states, whereas the mean fixation time has no such interpretation.

Pattern identification in time-course gene expression data with the CoGAPS matrix factorization.

PubMed

Fertig, Elana J; Stein-O'Brien, Genevieve; Jaffe, Andrew; Colantuoni, Carlo

2014-01-01

Patterns in time-course gene expression data can represent the biological processes that are active over the measured time period. However, the orthogonality constraint in standard pattern-finding algorithms, including notably principal components analysis (PCA), confounds expression changes resulting from simultaneous, non-orthogonal biological processes. Previously, we have shown that Markov chain Monte Carlo nonnegative matrix factorization algorithms are particularly adept at distinguishing such concurrent patterns. One such matrix factorization is implemented in the software package CoGAPS. We describe the application of this software and several technical considerations for identification of age-related patterns in a public, prefrontal cortex gene expression dataset.

Current recommendations on the estimation of transition probabilities in Markov cohort models for use in health care decision-making: a targeted literature review.

PubMed

Olariu, Elena; Cadwell, Kevin K; Hancock, Elizabeth; Trueman, David; Chevrou-Severac, Helene

2017-01-01

Although Markov cohort models represent one of the most common forms of decision-analytic models used in health care decision-making, correct implementation of such models requires reliable estimation of transition probabilities. This study sought to identify consensus statements or guidelines that detail how such transition probability matrices should be estimated. A literature review was performed to identify relevant publications in the following databases: Medline, Embase, the Cochrane Library, and PubMed. Electronic searches were supplemented by manual-searches of health technology assessment (HTA) websites in Australia, Belgium, Canada, France, Germany, Ireland, Norway, Portugal, Sweden, and the UK. One reviewer assessed studies for eligibility. Of the 1,931 citations identified in the electronic searches, no studies met the inclusion criteria for full-text review, and no guidelines on transition probabilities in Markov models were identified. Manual-searching of the websites of HTA agencies identified ten guidelines on economic evaluations (Australia, Belgium, Canada, France, Germany, Ireland, Norway, Portugal, Sweden, and UK). All identified guidelines provided general guidance on how to develop economic models, but none provided guidance on the calculation of transition probabilities. One relevant publication was identified following review of the reference lists of HTA agency guidelines: the International Society for Pharmacoeconomics and Outcomes Research taskforce guidance. This provided limited guidance on the use of rates and probabilities. There is limited formal guidance available on the estimation of transition probabilities for use in decision-analytic models. Given the increasing importance of cost-effectiveness analysis in the decision-making processes of HTA bodies and other medical decision-makers, there is a need for additional guidance to inform a more consistent approach to decision-analytic modeling. Further research should be done to develop more detailed guidelines on the estimation of transition probabilities.

Two-dimensional signal processing with application to image restoration

NASA Technical Reports Server (NTRS)

Assefi, T.

1974-01-01

A recursive technique for modeling and estimating a two-dimensional signal contaminated by noise is presented. A two-dimensional signal is assumed to be an undistorted picture, where the noise introduces the distortion. Both the signal and the noise are assumed to be wide-sense stationary processes with known statistics. Thus, to estimate the two-dimensional signal is to enhance the picture. The picture representing the two-dimensional signal is converted to one dimension by scanning the image horizontally one line at a time. The scanner output becomes a nonstationary random process due to the periodic nature of the scanner operation. Procedures to obtain a dynamical model corresponding to the autocorrelation function of the scanner output are derived. Utilizing the model, a discrete Kalman estimator is designed to enhance the image.

Recursive utility in a Markov environment with stochastic growth

PubMed Central

Hansen, Lars Peter; Scheinkman, José A.

2012-01-01

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

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

NASA Astrophysics Data System (ADS)

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

2015-12-01

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

Recursive utility in a Markov environment with stochastic growth.

PubMed

Hansen, Lars Peter; Scheinkman, José A

2012-07-24

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

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

NASA Astrophysics Data System (ADS)

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

2017-10-01

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

Metastable Distributions of Markov Chains with Rare Transitions

NASA Astrophysics Data System (ADS)

Freidlin, M.; Koralov, L.

2017-06-01

In this paper we consider Markov chains X^\\varepsilon _t with transition rates that depend on a small parameter \\varepsilon . We are interested in the long time behavior of X^\\varepsilon _t at various \\varepsilon -dependent time scales t = t(\\varepsilon ). The asymptotic behavior depends on how the point (1/\\varepsilon , t(\\varepsilon )) approaches infinity. We introduce a general notion of complete asymptotic regularity (a certain asymptotic relation between the ratios of transition rates), which ensures the existence of the metastable distribution for each initial point and a given time scale t(\\varepsilon ). The technique of i-graphs allows one to describe the metastable distribution explicitly. The result may be viewed as a generalization of the ergodic theorem to the case of parameter-dependent Markov chains.

Surfactant 1-Hexadecyl-3-methylimidazolium Chloride Can Convert One-Dimensional Viologen Bromoplumbate into Zero-Dimensional.

PubMed

Liu, Guangfeng; Liu, Jie; Nie, Lina; Ban, Rui; Armatas, Gerasimos S; Tao, Xutang; Zhang, Qichun

2017-05-15

A zero-dimensional N,N'-dibutyl-4,4'-dipyridinium bromoplumbate, [BV] 6 [Pb 9 Br 30 ], with unusual discrete [Pb 9 Br 30 ] 12- anionic clusters was prepared via a facile surfactant-mediated solvothermal process. This bromoplumbate exhibits a narrower optical band gap relative to the congeneric one-dimensional viologen bromoplumbates.

A stochastic estimation procedure for intermittently-observed semi-Markov multistate models with back transitions.

PubMed

Aralis, Hilary; Brookmeyer, Ron

2017-01-01

Multistate models provide an important method for analyzing a wide range of life history processes including disease progression and patient recovery following medical intervention. Panel data consisting of the states occupied by an individual at a series of discrete time points are often used to estimate transition intensities of the underlying continuous-time process. When transition intensities depend on the time elapsed in the current state and back transitions between states are possible, this intermittent observation process presents difficulties in estimation due to intractability of the likelihood function. In this manuscript, we present an iterative stochastic expectation-maximization algorithm that relies on a simulation-based approximation to the likelihood function and implement this algorithm using rejection sampling. In a simulation study, we demonstrate the feasibility and performance of the proposed procedure. We then demonstrate application of the algorithm to a study of dementia, the Nun Study, consisting of intermittently-observed elderly subjects in one of four possible states corresponding to intact cognition, impaired cognition, dementia, and death. We show that the proposed stochastic expectation-maximization algorithm substantially reduces bias in model parameter estimates compared to an alternative approach used in the literature, minimal path estimation. We conclude that in estimating intermittently observed semi-Markov models, the proposed approach is a computationally feasible and accurate estimation procedure that leads to substantial improvements in back transition estimates.

Molecular analyses of the principal components of response strength.

PubMed Central

Killeen, Peter R; Hall, Scott S; Reilly, Mark P; Kettle, Lauren C

2002-01-01

Killeen and Hall (2001) showed that a common factor called strength underlies the key dependent variables of response probability, latency, and rate, and that overall response rate is a good predictor of strength. In a search for the mechanisms that underlie those correlations, this article shows that (a) the probability of responding on a trial is a two-state Markov process; (b) latency and rate of responding can be described in terms of the probability and period of stochastic machines called clocked Bernoulli modules, and (c) one such machine, the refractory Poisson process, provides a functional relation between the probability of observing a response during any epoch and the rate of responding. This relation is one of proportionality at low rates and curvilinearity at higher rates. PMID:12216975

Occam’s Quantum Strop: Synchronizing and Compressing Classical Cryptic Processes via a Quantum Channel

NASA Astrophysics Data System (ADS)

Mahoney, John R.; Aghamohammadi, Cina; Crutchfield, James P.

2016-02-01

A stochastic process’ statistical complexity stands out as a fundamental property: the minimum information required to synchronize one process generator to another. How much information is required, though, when synchronizing over a quantum channel? Recent work demonstrated that representing causal similarity as quantum state-indistinguishability provides a quantum advantage. We generalize this to synchronization and offer a sequence of constructions that exploit extended causal structures, finding substantial increase of the quantum advantage. We demonstrate that maximum compression is determined by the process’ cryptic order-a classical, topological property closely allied to Markov order, itself a measure of historical dependence. We introduce an efficient algorithm that computes the quantum advantage and close noting that the advantage comes at a cost-one trades off prediction for generation complexity.

Method and apparatus for obtaining complete speech signals for speech recognition applications

NASA Technical Reports Server (NTRS)

Abrash, Victor (Inventor); Cesari, Federico (Inventor); Franco, Horacio (Inventor); George, Christopher (Inventor); Zheng, Jing (Inventor)

2009-01-01

The present invention relates to a method and apparatus for obtaining complete speech signals for speech recognition applications. In one embodiment, the method continuously records an audio stream comprising a sequence of frames to a circular buffer. When a user command to commence or terminate speech recognition is received, the method obtains a number of frames of the audio stream occurring before or after the user command in order to identify an augmented audio signal for speech recognition processing. In further embodiments, the method analyzes the augmented audio signal in order to locate starting and ending speech endpoints that bound at least a portion of speech to be processed for recognition. At least one of the speech endpoints is located using a Hidden Markov Model.

Markov modulated Poisson process models incorporating covariates for rainfall intensity.

PubMed

Thayakaran, R; Ramesh, N I

2013-01-01

Time series of rainfall bucket tip times at the Beaufort Park station, Bracknell, in the UK are modelled by a class of Markov modulated Poisson processes (MMPP) which may be thought of as a generalization of the Poisson process. Our main focus in this paper is to investigate the effects of including covariate information into the MMPP model framework on statistical properties. In particular, we look at three types of time-varying covariates namely temperature, sea level pressure, and relative humidity that are thought to be affecting the rainfall arrival process. Maximum likelihood estimation is used to obtain the parameter estimates, and likelihood ratio tests are employed in model comparison. Simulated data from the fitted model are used to make statistical inferences about the accumulated rainfall in the discrete time interval. Variability of the daily Poisson arrival rates is studied.

Optimal regulation in systems with stochastic time sampling

NASA Technical Reports Server (NTRS)

Montgomery, R. C.; Lee, P. S.

1980-01-01

An optimal control theory that accounts for stochastic variable time sampling in a distributed microprocessor based flight control system is presented. The theory is developed by using a linear process model for the airplane dynamics and the information distribution process is modeled as a variable time increment process where, at the time that information is supplied to the control effectors, the control effectors know the time of the next information update only in a stochastic sense. An optimal control problem is formulated and solved for the control law that minimizes the expected value of a quadratic cost function. The optimal cost obtained with a variable time increment Markov information update process where the control effectors know only the past information update intervals and the Markov transition mechanism is almost identical to that obtained with a known and uniform information update interval.

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

NASA Technical Reports Server (NTRS)

Greenland, A.

1980-01-01

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

SPOTting model parameters using a ready-made Python package

NASA Astrophysics Data System (ADS)

Houska, Tobias; Kraft, Philipp; Breuer, Lutz

2015-04-01

The selection and parameterization of reliable process descriptions in ecological modelling is driven by several uncertainties. The procedure is highly dependent on various criteria, like the used algorithm, the likelihood function selected and the definition of the prior parameter distributions. A wide variety of tools have been developed in the past decades to optimize parameters. Some of the tools are closed source. Due to this, the choice for a specific parameter estimation method is sometimes more dependent on its availability than the performance. A toolbox with a large set of methods can support users in deciding about the most suitable method. Further, it enables to test and compare different methods. We developed the SPOT (Statistical Parameter Optimization Tool), an open source python package containing a comprehensive set of modules, to analyze and optimize parameters of (environmental) models. SPOT comes along with a selected set of algorithms for parameter optimization and uncertainty analyses (Monte Carlo, MC; Latin Hypercube Sampling, LHS; Maximum Likelihood, MLE; Markov Chain Monte Carlo, MCMC; Scuffled Complex Evolution, SCE-UA; Differential Evolution Markov Chain, DE-MCZ), together with several likelihood functions (Bias, (log-) Nash-Sutcliff model efficiency, Correlation Coefficient, Coefficient of Determination, Covariance, (Decomposed-, Relative-, Root-) Mean Squared Error, Mean Absolute Error, Agreement Index) and prior distributions (Binomial, Chi-Square, Dirichlet, Exponential, Laplace, (log-, multivariate-) Normal, Pareto, Poisson, Cauchy, Uniform, Weibull) to sample from. The model-independent structure makes it suitable to analyze a wide range of applications. We apply all algorithms of the SPOT package in three different case studies. Firstly, we investigate the response of the Rosenbrock function, where the MLE algorithm shows its strengths. Secondly, we study the Griewank function, which has a challenging response surface for optimization methods. Here we see simple algorithms like the MCMC struggling to find the global optimum of the function, while algorithms like SCE-UA and DE-MCZ show their strengths. Thirdly, we apply an uncertainty analysis of a one-dimensional physically based hydrological model build with the Catchment Modelling Framework (CMF). The model is driven by meteorological and groundwater data from a Free Air Carbon Enrichment (FACE) experiment in Linden (Hesse, Germany). Simulation results are evaluated with measured soil moisture data. We search for optimal parameter sets of the van Genuchten-Mualem function and find different equally optimal solutions with some of the algorithms. The case studies reveal that the implemented SPOT methods work sufficiently well. They further show the benefit of having one tool at hand that includes a number of parameter search methods, likelihood functions and a priori parameter distributions within one platform independent package.

Invited commentary: Lost in estimation--searching for alternatives to markov chains to fit complex Bayesian models.

PubMed

Molitor, John

2012-03-01

Bayesian methods have seen an increase in popularity in a wide variety of scientific fields, including epidemiology. One of the main reasons for their widespread application is the power of the Markov chain Monte Carlo (MCMC) techniques generally used to fit these models. As a result, researchers often implicitly associate Bayesian models with MCMC estimation procedures. However, Bayesian models do not always require Markov-chain-based methods for parameter estimation. This is important, as MCMC estimation methods, while generally quite powerful, are complex and computationally expensive and suffer from convergence problems related to the manner in which they generate correlated samples used to estimate probability distributions for parameters of interest. In this issue of the Journal, Cole et al. (Am J Epidemiol. 2012;175(5):368-375) present an interesting paper that discusses non-Markov-chain-based approaches to fitting Bayesian models. These methods, though limited, can overcome some of the problems associated with MCMC techniques and promise to provide simpler approaches to fitting Bayesian models. Applied researchers will find these estimation approaches intuitively appealing and will gain a deeper understanding of Bayesian models through their use. However, readers should be aware that other non-Markov-chain-based methods are currently in active development and have been widely published in other fields.

Efficient Stochastic Inversion Using Adjoint Models and Kernel-PCA

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

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

2017-10-18

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

Cluster-based control of a separating flow over a smoothly contoured ramp

NASA Astrophysics Data System (ADS)

Kaiser, Eurika; Noack, Bernd R.; Spohn, Andreas; Cattafesta, Louis N.; Morzyński, Marek

2017-12-01

The ability to manipulate and control fluid flows is of great importance in many scientific and engineering applications. The proposed closed-loop control framework addresses a key issue of model-based control: The actuation effect often results from slow dynamics of strongly nonlinear interactions which the flow reveals at timescales much longer than the prediction horizon of any model. Hence, we employ a probabilistic approach based on a cluster-based discretization of the Liouville equation for the evolution of the probability distribution. The proposed methodology frames high-dimensional, nonlinear dynamics into low-dimensional, probabilistic, linear dynamics which considerably simplifies the optimal control problem while preserving nonlinear actuation mechanisms. The data-driven approach builds upon a state space discretization using a clustering algorithm which groups kinematically similar flow states into a low number of clusters. The temporal evolution of the probability distribution on this set of clusters is then described by a control-dependent Markov model. This Markov model can be used as predictor for the ergodic probability distribution for a particular control law. This probability distribution approximates the long-term behavior of the original system on which basis the optimal control law is determined. We examine how the approach can be used to improve the open-loop actuation in a separating flow dominated by Kelvin-Helmholtz shedding. For this purpose, the feature space, in which the model is learned, and the admissible control inputs are tailored to strongly oscillatory flows.

Merging parallel tempering with sequential geostatistical resampling for improved posterior exploration of high-dimensional subsurface categorical fields

NASA Astrophysics Data System (ADS)

Laloy, Eric; Linde, Niklas; Jacques, Diederik; Mariethoz, Grégoire

2016-04-01

The sequential geostatistical resampling (SGR) algorithm is a Markov chain Monte Carlo (MCMC) scheme for sampling from possibly non-Gaussian, complex spatially-distributed prior models such as geologic facies or categorical fields. In this work, we highlight the limits of standard SGR for posterior inference of high-dimensional categorical fields with realistically complex likelihood landscapes and benchmark a parallel tempering implementation (PT-SGR). Our proposed PT-SGR approach is demonstrated using synthetic (error corrupted) data from steady-state flow and transport experiments in categorical 7575- and 10,000-dimensional 2D conductivity fields. In both case studies, every SGR trial gets trapped in a local optima while PT-SGR maintains an higher diversity in the sampled model states. The advantage of PT-SGR is most apparent in an inverse transport problem where the posterior distribution is made bimodal by construction. PT-SGR then converges towards the appropriate data misfit much faster than SGR and partly recovers the two modes. In contrast, for the same computational resources SGR does not fit the data to the appropriate error level and hardly produces a locally optimal solution that looks visually similar to one of the two reference modes. Although PT-SGR clearly surpasses SGR in performance, our results also indicate that using a small number (16-24) of temperatures (and thus parallel cores) may not permit complete sampling of the posterior distribution by PT-SGR within a reasonable computational time (less than 1-2 weeks).

The application of Markov decision process in restaurant delivery robot

NASA Astrophysics Data System (ADS)

Wang, Yong; Hu, Zhen; Wang, Ying

2017-05-01

As the restaurant delivery robot is often in a dynamic and complex environment, including the chairs inadvertently moved to the channel and customers coming and going. The traditional path planning algorithm is not very ideal. To solve this problem, this paper proposes the Markov dynamic state immediate reward (MDR) path planning algorithm according to the traditional Markov decision process. First of all, it uses MDR to plan a global path, then navigates along this path. When the sensor detects there is no obstructions in front state, increase its immediate state reward value; when the sensor detects there is an obstacle in front, plan a global path that can avoid obstacle with the current position as the new starting point and reduce its state immediate reward value. This continues until the target is reached. When the robot learns for a period of time, it can avoid those places where obstacles are often present when planning the path. By analyzing the simulation experiment, the algorithm has achieved good results in the global path planning under the dynamic environment.

Radiative transfer calculated from a Markov chain formalism

NASA Technical Reports Server (NTRS)

Esposito, L. W.; House, L. L.

1978-01-01

The theory of Markov chains is used to formulate the radiative transport problem in a general way by modeling the successive interactions of a photon as a stochastic process. Under the minimal requirement that the stochastic process is a Markov chain, the determination of the diffuse reflection or transmission from a scattering atmosphere is equivalent to the solution of a system of linear equations. This treatment is mathematically equivalent to, and thus has many of the advantages of, Monte Carlo methods, but can be considerably more rapid than Monte Carlo algorithms for numerical calculations in particular applications. We have verified the speed and accuracy of this formalism for the standard problem of finding the intensity of scattered light from a homogeneous plane-parallel atmosphere with an arbitrary phase function for scattering. Accurate results over a wide range of parameters were obtained with computation times comparable to those of a standard 'doubling' routine. The generality of this formalism thus allows fast, direct solutions to problems that were previously soluble only by Monte Carlo methods. Some comparisons are made with respect to integral equation methods.

Markov Chain Monte Carlo in the Analysis of Single-Molecule Experimental Data

NASA Astrophysics Data System (ADS)

Kou, S. C.; Xie, X. Sunney; Liu, Jun S.

2003-11-01

This article provides a Bayesian analysis of the single-molecule fluorescence lifetime experiment designed to probe the conformational dynamics of a single DNA hairpin molecule. The DNA hairpin's conformational change is initially modeled as a two-state Markov chain, which is not observable and has to be indirectly inferred. The Brownian diffusion of the single molecule, in addition to the hidden Markov structure, further complicates the matter. We show that the analytical form of the likelihood function can be obtained in the simplest case and a Metropolis-Hastings algorithm can be designed to sample from the posterior distribution of the parameters of interest and to compute desired estiamtes. To cope with the molecular diffusion process and the potentially oscillating energy barrier between the two states of the DNA hairpin, we introduce a data augmentation technique to handle both the Brownian diffusion and the hidden Ornstein-Uhlenbeck process associated with the fluctuating energy barrier, and design a more sophisticated Metropolis-type algorithm. Our method not only increases the estimating resolution by several folds but also proves to be successful for model discrimination.

Local Composite Quantile Regression Smoothing for Harris Recurrent Markov Processes

PubMed Central

Li, Degui; Li, Runze

2016-01-01

In this paper, we study the local polynomial composite quantile regression (CQR) smoothing method for the nonlinear and nonparametric models under the Harris recurrent Markov chain framework. The local polynomial CQR regression method is a robust alternative to the widely-used local polynomial method, and has been well studied in stationary time series. In this paper, we relax the stationarity restriction on the model, and allow that the regressors are generated by a general Harris recurrent Markov process which includes both the stationary (positive recurrent) and nonstationary (null recurrent) cases. Under some mild conditions, we establish the asymptotic theory for the proposed local polynomial CQR estimator of the mean regression function, and show that the convergence rate for the estimator in nonstationary case is slower than that in stationary case. Furthermore, a weighted type local polynomial CQR estimator is provided to improve the estimation efficiency, and a data-driven bandwidth selection is introduced to choose the optimal bandwidth involved in the nonparametric estimators. Finally, we give some numerical studies to examine the finite sample performance of the developed methodology and theory. PMID:27667894

Block-accelerated aggregation multigrid for Markov chains with application to PageRank problems

NASA Astrophysics Data System (ADS)

Shen, Zhao-Li; Huang, Ting-Zhu; Carpentieri, Bruno; Wen, Chun; Gu, Xian-Ming

2018-06-01

Recently, the adaptive algebraic aggregation multigrid method has been proposed for computing stationary distributions of Markov chains. This method updates aggregates on every iterative cycle to keep high accuracies of coarse-level corrections. Accordingly, its fast convergence rate is well guaranteed, but often a large proportion of time is cost by aggregation processes. In this paper, we show that the aggregates on each level in this method can be utilized to transfer the probability equation of that level into a block linear system. Then we propose a Block-Jacobi relaxation that deals with the block system on each level to smooth error. Some theoretical analysis of this technique is presented, meanwhile it is also adapted to solve PageRank problems. The purpose of this technique is to accelerate the adaptive aggregation multigrid method and its variants for solving Markov chains and PageRank problems. It also attempts to shed some light on new solutions for making aggregation processes more cost-effective for aggregation multigrid methods. Numerical experiments are presented to illustrate the effectiveness of this technique.

The exit-time problem for a Markov jump process

NASA Astrophysics Data System (ADS)

Burch, N.; D'Elia, M.; Lehoucq, R. B.

2014-12-01

The purpose of this paper is to consider the exit-time problem for a finite-range Markov jump process, i.e, the distance the particle can jump is bounded independent of its location. Such jump diffusions are expedient models for anomalous transport exhibiting super-diffusion or nonstandard normal diffusion. We refer to the associated deterministic equation as a volume-constrained nonlocal diffusion equation. The volume constraint is the nonlocal analogue of a boundary condition necessary to demonstrate that the nonlocal diffusion equation is well-posed and is consistent with the jump process. A critical aspect of the analysis is a variational formulation and a recently developed nonlocal vector calculus. This calculus allows us to pose nonlocal backward and forward Kolmogorov equations, the former equation granting the various moments of the exit-time distribution.

Some Work and Some Play: Microscopic and Macroscopic Approaches to Labor and Leisure

PubMed Central

Niyogi, Ritwik K.; Shizgal, Peter; Dayan, Peter

2014-01-01

Given the option, humans and other animals elect to distribute their time between work and leisure, rather than choosing all of one and none of the other. Traditional accounts of partial allocation have characterised behavior on a macroscopic timescale, reporting and studying the mean times spent in work or leisure. However, averaging over the more microscopic processes that govern choices is known to pose tricky theoretical problems, and also eschews any possibility of direct contact with the neural computations involved. We develop a microscopic framework, formalized as a semi-Markov decision process with possibly stochastic choices, in which subjects approximately maximise their expected returns by making momentary commitments to one or other activity. We show macroscopic utilities that arise from microscopic ones, and demonstrate how facets such as imperfect substitutability can arise in a more straightforward microscopic manner. PMID:25474151

Bayesian reconstruction of projection reconstruction NMR (PR-NMR).

PubMed

Yoon, Ji Won

2014-11-01

Projection reconstruction nuclear magnetic resonance (PR-NMR) is a technique for generating multidimensional NMR spectra. A small number of projections from lower-dimensional NMR spectra are used to reconstruct the multidimensional NMR spectra. In our previous work, it was shown that multidimensional NMR spectra are efficiently reconstructed using peak-by-peak based reversible jump Markov chain Monte Carlo (RJMCMC) algorithm. We propose an extended and generalized RJMCMC algorithm replacing a simple linear model with a linear mixed model to reconstruct close NMR spectra into true spectra. This statistical method generates samples in a Bayesian scheme. Our proposed algorithm is tested on a set of six projections derived from the three-dimensional 700 MHz HNCO spectrum of a protein HasA. Copyright © 2014 Elsevier Ltd. All rights reserved.

Markovian Analysis of the Sequential Behavior of the Spontaneous Spinal Cord Dorsum Potentials Induced by Acute Nociceptive Stimulation in the Anesthetized Cat.

PubMed

Martin, Mario; Béjar, Javier; Esposito, Gennaro; Chávez, Diógenes; Contreras-Hernández, Enrique; Glusman, Silvio; Cortés, Ulises; Rudomín, Pablo

2017-01-01

In a previous study we developed a Machine Learning procedure for the automatic identification and classification of spontaneous cord dorsum potentials ( CDPs ). This study further supported the proposal that in the anesthetized cat, the spontaneous CDPs recorded from different lumbar spinal segments are generated by a distributed network of dorsal horn neurons with structured (non-random) patterns of functional connectivity and that these configurations can be changed to other non-random and stable configurations after the noceptive stimulation produced by the intradermic injection of capsaicin in the anesthetized cat. Here we present a study showing that the sequence of identified forms of the spontaneous CDPs follows a Markov chain of at least order one. That is, the system has memory in the sense that the spontaneous activation of dorsal horn neuronal ensembles producing the CDPs is not independent of the most recent activity. We used this markovian property to build a procedure to identify portions of signals as belonging to a specific functional state of connectivity among the neuronal networks involved in the generation of the CDPs . We have tested this procedure during acute nociceptive stimulation produced by the intradermic injection of capsaicin in intact as well as spinalized preparations. Altogether, our results indicate that CDP sequences cannot be generated by a renewal stochastic process. Moreover, it is possible to describe some functional features of activity in the cord dorsum by modeling the CDP sequences as generated by a Markov order one stochastic process. Finally, these Markov models make possible to determine the functional state which produced a CDP sequence. The proposed identification procedures appear to be useful for the analysis of the sequential behavior of the ongoing CDPs recorded from different spinal segments in response to a variety of experimental procedures including the changes produced by acute nociceptive stimulation. They are envisaged as a useful tool to examine alterations of the patterns of functional connectivity between dorsal horn neurons under normal and different pathological conditions, an issue of potential clinical concern.

Singular Behavior of the Leading Lyapunov Exponent of a Product of Random {2 × 2} Matrices

NASA Astrophysics Data System (ADS)

Genovese, Giuseppe; Giacomin, Giambattista; Greenblatt, Rafael Leon

2017-05-01

We consider a certain infinite product of random {2 × 2} matrices appearing in the solution of some 1 and 1 + 1 dimensional disordered models in statistical mechanics, which depends on a parameter ɛ > 0 and on a real random variable with distribution {μ}. For a large class of {μ}, we prove the prediction by Derrida and Hilhorst (J Phys A 16:2641, 1983) that the Lyapunov exponent behaves like {C ɛ^{2 α}} in the limit {ɛ \\searrow 0}, where {α \\in (0,1)} and {C > 0} are determined by {μ}. Derrida and Hilhorst performed a two-scale analysis of the integral equation for the invariant distribution of the Markov chain associated to the matrix product and obtained a probability measure that is expected to be close to the invariant one for small {ɛ}. We introduce suitable norms and exploit contractivity properties to show that such a probability measure is indeed close to the invariant one in a sense that implies a suitable control of the Lyapunov exponent.

Evaluation methodologies for an advanced information processing system

NASA Technical Reports Server (NTRS)

Schabowsky, R. S., Jr.; Gai, E.; Walker, B. K.; Lala, J. H.; Motyka, P.

1984-01-01

The system concept and requirements for an Advanced Information Processing System (AIPS) are briefly described, but the emphasis of this paper is on the evaluation methodologies being developed and utilized in the AIPS program. The evaluation tasks include hardware reliability, maintainability and availability, software reliability, performance, and performability. Hardware RMA and software reliability are addressed with Markov modeling techniques. The performance analysis for AIPS is based on queueing theory. Performability is a measure of merit which combines system reliability and performance measures. The probability laws of the performance measures are obtained from the Markov reliability models. Scalar functions of this law such as the mean and variance provide measures of merit in the AIPS performability evaluations.

Recombination Processes and Nonlinear Markov Chains.

PubMed

Pirogov, Sergey; Rybko, Alexander; Kalinina, Anastasia; Gelfand, Mikhail

2016-09-01

Bacteria are known to exchange genetic information by horizontal gene transfer. Since the frequency of homologous recombination depends on the similarity between the recombining segments, several studies examined whether this could lead to the emergence of subspecies. Most of them simulated fixed-size Wright-Fisher populations, in which the genetic drift should be taken into account. Here, we use nonlinear Markov processes to describe a bacterial population evolving under mutation and recombination. We consider a population structure as a probability measure on the space of genomes. This approach implies the infinite population size limit, and thus, the genetic drift is not assumed. We prove that under these conditions, the emergence of subspecies is impossible.

Gastric bypass is a cost-saving procedure: results from a comprehensive Markov model.

PubMed

Faria, Gil R; Preto, John R; Costa-Maia, José

2013-04-01

Obesity is a growing public health problem in industrialized countries and is directly and indirectly responsible for almost 10% of all health expenditures. Bariatric surgery is the best available treatment, however, associated with important economical expenditures. So, cost-effectiveness analysis of the available surgical options is paramount. We developed a Markov model for three different strategies: best medical management, gastric band, and gastric bypass. The Markov model was constructed to allow for the evaluation of the impact of several obesity-related comorbidities. The results were derived for a representative population of morbidly obese patients, and subgroup analyses were performed for patients without comorbidities, patients with diabetes mellitus, different age, and body mass index (BMI) groups. Cost-effectiveness analysis was performed accounting for lifetime costs and from a societal perspective. Gastric bypass is a dominant strategy, rendering a significant decrease in lifetime costs and increase in quality-adjusted life years (QALYs). Comparing with the best medical management, in the global population of patients with a BMI of > 35 kg/m2, gastric bypass renders 1.9 extra QALYs and saves on average 13,244€ per patient. Younger patients, patients with a BMI between 40 and 50 kg/m2, and patients without obesity-related diseases are the ones with a bigger benefit in terms of cost effectiveness. Gastric bypass surgery increases quality-adjusted survival and saves resources to health systems. As such, it can be an important process to control the ever-increasing health expenditure.

Quantum theory of open systems based on stochastic differential equations of generalized Langevin (non-Wiener) type

NASA Astrophysics Data System (ADS)

Basharov, A. M.

2012-09-01

It is shown that the effective Hamiltonian representation, as it is formulated in author's papers, serves as a basis for distinguishing, in a broadband environment of an open quantum system, independent noise sources that determine, in terms of the stationary quantum Wiener and Poisson processes in the Markov approximation, the effective Hamiltonian and the equation for the evolution operator of the open system and its environment. General stochastic differential equations of generalized Langevin (non-Wiener) type for the evolution operator and the kinetic equation for the density matrix of an open system are obtained, which allow one to analyze the dynamics of a wide class of localized open systems in the Markov approximation. The main distinctive features of the dynamics of open quantum systems described in this way are the stabilization of excited states with respect to collective processes and an additional frequency shift of the spectrum of the open system. As an illustration of the general approach developed, the photon dynamics in a single-mode cavity without losses on the mirrors is considered, which contains identical intracavity atoms coupled to the external vacuum electromagnetic field. For some atomic densities, the photons of the cavity mode are "locked" inside the cavity, thus exhibiting a new phenomenon of radiation trapping and non-Wiener dynamics.

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

PubMed

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

2014-01-01

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

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

PubMed Central

Lu, Yisu; Jiang, Jun; Chen, Wufan

2014-01-01

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

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

NASA Astrophysics Data System (ADS)

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

2017-06-01

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

Un formalisme de systemes a sauts pour la recirculation optimale des casses dans une machine a papier

NASA Astrophysics Data System (ADS)

Khanbaghi, Maryam

Increasing closure of white water circuits is making mill productivity and quality of paper produced increasingly affected by the occurrence of paper breaks. In this thesis the main objective is the development of white water and broke recirculation policies. The thesis consists of three main parts, respectively corresponding to the synthesis of a statistical model of paper breaks in a paper mill, the basic mathematical setup for the formulation of white water and broke recirculation policies in the mill as a jump linear quadratic regulation problem, and finally the tuning of the control law based on first passage-time theory, and its extension to the case of control sensitive paper break rates. More specifically, in the first part a statistical model of paper machine breaks is developed. We start from the hypothesis that the breaks process is a Markov chain with three states: the first state is the operational one, while the two others are associated with the general types of paper-breaks that can take place in the mill (wet breaks and dry breaks). The Markovian hypothesis is empirically validated. We also establish how paper-break rates are correlated with machine speed and broke recirculation ratio. Subsequently, we show how the obtained Markov chain model of paper-breaks can be used to formulate a machine operating speed parameter optimization problem. In the second part, upon recognizing that paper breaks can be modelled as a Markov chain type of process which, when interacting with the continuous mill dynamics, yields a jump Markov model, jump linear theory is proposed as a means of constructing white water and broke recirculation strategies which minimize process variability. Reduced process variability comes at the expense of relatively large swings in white water and broke tanks level. Since the linear design does not specifically account for constraints on the state-space, under the resulting law, damaging events of tank overflow or emptiness can occur. A heuristic simulation-based approach is proposed to choose the performance measure design parameters to keep the mean time between incidents of fluid in broke and white water tanks either overflowing, or reaching dangerously low levels, sufficiently long. In the third part, a methodology, mainly founded on the first passage-time theory of stochastic processes, is proposed to choose the performance measure design parameters to limit process variability while accounting for the possibility of undesirable tank overflows or tank emptiness. The heart of the approach is an approximation technique for evaluating mean first passage-times of the controlled tanks levels. This technique appears to have an applicability which largely exceeds the problem area it was designed for. Furthermore, the introduction of control sensitive break rates and the analysis of the ensuing control problem are presented. This is to account for the experimentally observed increase in breaks concomitant with flow rate variability.

Statistical learning of music- and language-like sequences and tolerance for spectral shifts.

PubMed

Daikoku, Tatsuya; Yatomi, Yutaka; Yumoto, Masato

2015-02-01

In our previous study (Daikoku, Yatomi, & Yumoto, 2014), we demonstrated that the N1m response could be a marker for the statistical learning process of pitch sequence, in which each tone was ordered by a Markov stochastic model. The aim of the present study was to investigate how the statistical learning of music- and language-like auditory sequences is reflected in the N1m responses based on the assumption that both language and music share domain generality. By using vowel sounds generated by a formant synthesizer, we devised music- and language-like auditory sequences in which higher-ordered transitional rules were embedded according to a Markov stochastic model by controlling fundamental (F0) and/or formant frequencies (F1-F2). In each sequence, F0 and/or F1-F2 were spectrally shifted in the last one-third of the tone sequence. Neuromagnetic responses to the tone sequences were recorded from 14 right-handed normal volunteers. In the music- and language-like sequences with pitch change, the N1m responses to the tones that appeared with higher transitional probability were significantly decreased compared with the responses to the tones that appeared with lower transitional probability within the first two-thirds of each sequence. Moreover, the amplitude difference was even retained within the last one-third of the sequence after the spectral shifts. However, in the language-like sequence without pitch change, no significant difference could be detected. The pitch change may facilitate the statistical learning in language and music. Statistically acquired knowledge may be appropriated to process altered auditory sequences with spectral shifts. The relative processing of spectral sequences may be a domain-general auditory mechanism that is innate to humans. Copyright © 2014 Elsevier Inc. All rights reserved.

Cultural Markov blankets? Mind the other minds gap!. Comment on "Answering Schrödinger's question: A free-energy formulation" by Maxwell James Désormeau Ramstead et al.

NASA Astrophysics Data System (ADS)

Veissière, Samuel

2018-03-01

Ramstead et al. have pulled an impressive feat. By combining recent developments in evolutionary systems theory (EST), machine learning, and theoretical biology, they seek to apply the free-energy principle (FEP) to tackle one of the most intractable questions in the physics of life: why and how do living systems resist the second law of thermodynamics and maintain themselves in a state of bounded organization? The authors expand on a formal model of neuronal self-organization to articulate a meta-theory of perception, action, and biobehaviour that they extend from the human brain and mind to body and society. They call this model "variational neuroethology" [1]. The basic idea is simple and elegant: living systems self-organize optimally by resisting internal entropy; that is, by minimizing free-energy. The model draws on, and significantly expands on Bayesian predictive-processing (PP) theories of cognition, according to which the brain generates statistical predictions of the environment based on prior learning, and guides behaviour by working optimally to minimise prediction errors. In the neuroethology account, free energy is understood as "a function of probabilistic beliefs" encoded in an organism's internal states about external states of the world. The model thus rejoins 'enactivist' and 'affordances' accounts in phenomenology and ecological psychology, in which 'reality' for a living organism is understood as perspective-dependent, and constructed from an agent's prior dispositions ("probabilistic beliefs" in Bayesian terms). In ecological terms, an organism operates in a niche within what its dispositions in relation to features of the environment 'afford'. Ramstead et al. borrow the concept of Markov Blanket from mathematics to describe the processing of internal states and beliefs through which an organism perceives its environment. In machine learning, a Markov Blank is a learning algorithm consisting of a network of nested 'parent' and 'children' nodes for hierarchical information processing. Ramstead et al. take up this model to describe the perceptive 'veil' through which human sensory states are coupled to affordances of the broader environment. Building on the recently formulated cultural affordances paradigm, the authors extend their model to a meta-theory of the human niche, in which "cultural ensembles minimise free energy by enculturing their members so that they share common sets of precision-weighting priors". Ramstead et al. propose to enrich the cultural affordances account by bringing in the hierarchical mechanistic mind (HMM) model, which assumes the free-energy principle as a general mechanism underpinning cognitive function on evolutionary, developmental, and real-time scales. They concede, however, that ways of further integrating the HMM with cultural affordances remain an open question. As a cognitive anthropologist and co-author of the first Cultural Affordances article [2], I am happy to provide the outline of an answer. For humans, affordances are mediated through recursive loops between natural features of the environment and human conventions. A chair, for example, affords sitting for bipedal agents. This is 'natural' enough. But for humans, chairs afford sitting and not-sitting in myriad context and status-specific ways. A throne affords not-sitting for all but the monarch. In the absence of the monarch, it may afford transgressive sitting for the most daring. How do these conventional affordances come to hold with such precision? In the original model, we defined culture as collectively patterned and mutually reinforced behaviour mediated by largely implicit expectations about what one expects others to also expect - and to expect of one by extension. Environmental cues may act as triggers of affordances, but joint meta-expectations do all the mediating work. Meaning and affordances in the environment of the Homo Sapiens niche, are mostly (if not exclusively) picked up through the 'veil' of what one expects others to expect. The Markov Blanket in the human niche (the cultural Markov Blanket), thus, serves as a buffer to exploit statistical regularities in human psychology at least as much, if not more than in external states of the world. Human internal states about external states, in other words, are mediated by expectations about other humans' internal states. The nestedness of these inferences should be primarily conceptualized at the level of recursive mindreading - or inferences about other humans' internal states (about both internal and external states), dispositions, anticipations, and propositional attitudes. In order to function optimally and minimise cognitive energy in any given context, I have to know that you [the context-relevant other, actual or generalized] know that I know that you know that I know, etc. how to behave in that context. Navigating social life and cultural affordances requires the smooth acquisition, processing, and constant updating of infinitely recursive inferences about many specific, generalized, and hypothetical other minds. It might be useful to specify, thus, that the cultural Markov Blanket is one that mediates world-agent perception and action through the veil of Other Minds.

Mathematical modeling of transformation process of structurally unstable magnetic configurations into structurally stable ones in two-dimensional and three-dimensional geometry

NASA Astrophysics Data System (ADS)

Inovenkov, Igor; Echkina, Eugenia; Ponomarenko, Loubov

Magnetic reconnection is a fundamental process in astrophysical, space and laboratory plasma. In essence, it represents a change of topology of the magnetic field caused by readjustment of the structure of the magnetic field lines. This change leads to release of energy accumulated in the field. We consider transformation process of structurally unstable magnetic configurations into the structurally steady ones from the point of view of the Catastrophe theory. Special attention is paid to modeling of evolution of the structurally unstable three-dimensional magnetic fields.

ASSIST user manual

NASA Technical Reports Server (NTRS)

Johnson, Sally C.; Boerschlein, David P.

1995-01-01

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

Effective degree Markov-chain approach for discrete-time epidemic processes on uncorrelated networks.

PubMed

Cai, Chao-Ran; Wu, Zhi-Xi; Guan, Jian-Yue

2014-11-01

Recently, Gómez et al. proposed a microscopic Markov-chain approach (MMCA) [S. Gómez, J. Gómez-Gardeñes, Y. Moreno, and A. Arenas, Phys. Rev. E 84, 036105 (2011)PLEEE81539-375510.1103/PhysRevE.84.036105] to the discrete-time susceptible-infected-susceptible (SIS) epidemic process and found that the epidemic prevalence obtained by this approach agrees well with that by simulations. However, we found that the approach cannot be straightforwardly extended to a susceptible-infected-recovered (SIR) epidemic process (due to its irreversible property), and the epidemic prevalences obtained by MMCA and Monte Carlo simulations do not match well when the infection probability is just slightly above the epidemic threshold. In this contribution we extend the effective degree Markov-chain approach, proposed for analyzing continuous-time epidemic processes [J. Lindquist, J. Ma, P. Driessche, and F. Willeboordse, J. Math. Biol. 62, 143 (2011)JMBLAJ0303-681210.1007/s00285-010-0331-2], to address discrete-time binary-state (SIS) or three-state (SIR) epidemic processes on uncorrelated complex networks. It is shown that the final epidemic size as well as the time series of infected individuals obtained from this approach agree very well with those by Monte Carlo simulations. Our results are robust to the change of different parameters, including the total population size, the infection probability, the recovery probability, the average degree, and the degree distribution of the underlying networks.

Convergence of Transition Probability Matrix in CLVMarkov Models

NASA Astrophysics Data System (ADS)

Permana, D.; Pasaribu, U. S.; Indratno, S. W.; Suprayogi, S.

2018-04-01

A transition probability matrix is an arrangement of transition probability from one states to another in a Markov chain model (MCM). One of interesting study on the MCM is its behavior for a long time in the future. The behavior is derived from one property of transition probabilty matrix for n steps. This term is called the convergence of the n-step transition matrix for n move to infinity. Mathematically, the convergence of the transition probability matrix is finding the limit of the transition matrix which is powered by n where n moves to infinity. The convergence form of the transition probability matrix is very interesting as it will bring the matrix to its stationary form. This form is useful for predicting the probability of transitions between states in the future. The method usually used to find the convergence of transition probability matrix is through the process of limiting the distribution. In this paper, the convergence of the transition probability matrix is searched using a simple concept of linear algebra that is by diagonalizing the matrix.This method has a higher level of complexity because it has to perform the process of diagonalization in its matrix. But this way has the advantage of obtaining a common form of power n of the transition probability matrix. This form is useful to see transition matrix before stationary. For example cases are taken from CLV model using MCM called Model of CLV-Markov. There are several models taken by its transition probability matrix to find its convergence form. The result is that the convergence of the matrix of transition probability through diagonalization has similarity with convergence with commonly used distribution of probability limiting method.

Application of Markov chain Monte Carlo analysis to biomathematical modeling of respirable dust in US and UK coal miners

PubMed Central

Sweeney, Lisa M.; Parker, Ann; Haber, Lynne T.; Tran, C. Lang; Kuempel, Eileen D.

2015-01-01

A biomathematical model was previously developed to describe the long-term clearance and retention of particles in the lungs of coal miners. The model structure was evaluated and parameters were estimated in two data sets, one from the United States and one from the United Kingdom. The three-compartment model structure consists of deposition of inhaled particles in the alveolar region, competing processes of either clearance from the alveolar region or translocation to the lung interstitial region, and very slow, irreversible sequestration of interstitialized material in the lung-associated lymph nodes. Point estimates of model parameter values were estimated separately for the two data sets. In the current effort, Bayesian population analysis using Markov chain Monte Carlo simulation was used to recalibrate the model while improving assessments of parameter variability and uncertainty. When model parameters were calibrated simultaneously to the two data sets, agreement between the derived parameters for the two groups was very good, and the central tendency values were similar to those derived from the deterministic approach. These findings are relevant to the proposed update of the ICRP human respiratory tract model with revisions to the alveolar-interstitial region based on this long-term particle clearance and retention model. PMID:23454101

Kullback-Leibler Divergence-Based Differential Evolution Markov Chain Filter for Global Localization of Mobile Robots.

PubMed

Martín, Fernando; Moreno, Luis; Garrido, Santiago; Blanco, Dolores

2015-09-16

One of the most important skills desired for a mobile robot is the ability to obtain its own location even in challenging environments. The information provided by the sensing system is used here to solve the global localization problem. In our previous work, we designed different algorithms founded on evolutionary strategies in order to solve the aforementioned task. The latest developments are presented in this paper. The engine of the localization module is a combination of the Markov chain Monte Carlo sampling technique and the Differential Evolution method, which results in a particle filter based on the minimization of a fitness function. The robot's pose is estimated from a set of possible locations weighted by a cost value. The measurements of the perceptive sensors are used together with the predicted ones in a known map to define a cost function to optimize. Although most localization methods rely on quadratic fitness functions, the sensed information is processed asymmetrically in this filter. The Kullback-Leibler divergence is the basis of a cost function that makes it possible to deal with different types of occlusions. The algorithm performance has been checked in a real map. The results are excellent in environments with dynamic and unmodeled obstacles, a fact that causes occlusions in the sensing area.

Kullback-Leibler Divergence-Based Differential Evolution Markov Chain Filter for Global Localization of Mobile Robots

PubMed Central

Martín, Fernando; Moreno, Luis; Garrido, Santiago; Blanco, Dolores

2015-01-01

One of the most important skills desired for a mobile robot is the ability to obtain its own location even in challenging environments. The information provided by the sensing system is used here to solve the global localization problem. In our previous work, we designed different algorithms founded on evolutionary strategies in order to solve the aforementioned task. The latest developments are presented in this paper. The engine of the localization module is a combination of the Markov chain Monte Carlo sampling technique and the Differential Evolution method, which results in a particle filter based on the minimization of a fitness function. The robot’s pose is estimated from a set of possible locations weighted by a cost value. The measurements of the perceptive sensors are used together with the predicted ones in a known map to define a cost function to optimize. Although most localization methods rely on quadratic fitness functions, the sensed information is processed asymmetrically in this filter. The Kullback-Leibler divergence is the basis of a cost function that makes it possible to deal with different types of occlusions. The algorithm performance has been checked in a real map. The results are excellent in environments with dynamic and unmodeled obstacles, a fact that causes occlusions in the sensing area. PMID:26389914

Parallel Markov chain Monte Carlo - bridging the gap to high-performance Bayesian computation in animal breeding and genetics.

PubMed

Wu, Xiao-Lin; Sun, Chuanyu; Beissinger, Timothy M; Rosa, Guilherme Jm; Weigel, Kent A; Gatti, Natalia de Leon; Gianola, Daniel

2012-09-25

Most Bayesian models for the analysis of complex traits are not analytically tractable and inferences are based on computationally intensive techniques. This is true of Bayesian models for genome-enabled selection, which uses whole-genome molecular data to predict the genetic merit of candidate animals for breeding purposes. In this regard, parallel computing can overcome the bottlenecks that can arise from series computing. Hence, a major goal of the present study is to bridge the gap to high-performance Bayesian computation in the context of animal breeding and genetics. Parallel Monte Carlo Markov chain algorithms and strategies are described in the context of animal breeding and genetics. Parallel Monte Carlo algorithms are introduced as a starting point including their applications to computing single-parameter and certain multiple-parameter models. Then, two basic approaches for parallel Markov chain Monte Carlo are described: one aims at parallelization within a single chain; the other is based on running multiple chains, yet some variants are discussed as well. Features and strategies of the parallel Markov chain Monte Carlo are illustrated using real data, including a large beef cattle dataset with 50K SNP genotypes. Parallel Markov chain Monte Carlo algorithms are useful for computing complex Bayesian models, which does not only lead to a dramatic speedup in computing but can also be used to optimize model parameters in complex Bayesian models. Hence, we anticipate that use of parallel Markov chain Monte Carlo will have a profound impact on revolutionizing the computational tools for genomic selection programs.

Parallel Markov chain Monte Carlo - bridging the gap to high-performance Bayesian computation in animal breeding and genetics

PubMed Central

2012-01-01

Background Most Bayesian models for the analysis of complex traits are not analytically tractable and inferences are based on computationally intensive techniques. This is true of Bayesian models for genome-enabled selection, which uses whole-genome molecular data to predict the genetic merit of candidate animals for breeding purposes. In this regard, parallel computing can overcome the bottlenecks that can arise from series computing. Hence, a major goal of the present study is to bridge the gap to high-performance Bayesian computation in the context of animal breeding and genetics. Results Parallel Monte Carlo Markov chain algorithms and strategies are described in the context of animal breeding and genetics. Parallel Monte Carlo algorithms are introduced as a starting point including their applications to computing single-parameter and certain multiple-parameter models. Then, two basic approaches for parallel Markov chain Monte Carlo are described: one aims at parallelization within a single chain; the other is based on running multiple chains, yet some variants are discussed as well. Features and strategies of the parallel Markov chain Monte Carlo are illustrated using real data, including a large beef cattle dataset with 50K SNP genotypes. Conclusions Parallel Markov chain Monte Carlo algorithms are useful for computing complex Bayesian models, which does not only lead to a dramatic speedup in computing but can also be used to optimize model parameters in complex Bayesian models. Hence, we anticipate that use of parallel Markov chain Monte Carlo will have a profound impact on revolutionizing the computational tools for genomic selection programs. PMID:23009363

Compressive sampling of polynomial chaos expansions: Convergence analysis and sampling strategies

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

Hampton, Jerrad; Doostan, Alireza, E-mail: alireza.doostan@colorado.edu

2015-01-01

Sampling orthogonal polynomial bases via Monte Carlo is of interest for uncertainty quantification of models with random inputs, using Polynomial Chaos (PC) expansions. It is known that bounding a probabilistic parameter, referred to as coherence, yields a bound on the number of samples necessary to identify coefficients in a sparse PC expansion via solution to an ℓ{sub 1}-minimization problem. Utilizing results for orthogonal polynomials, we bound the coherence parameter for polynomials of Hermite and Legendre type under their respective natural sampling distribution. In both polynomial bases we identify an importance sampling distribution which yields a bound with weaker dependence onmore » the order of the approximation. For more general orthonormal bases, we propose the coherence-optimal sampling: a Markov Chain Monte Carlo sampling, which directly uses the basis functions under consideration to achieve a statistical optimality among all sampling schemes with identical support. We demonstrate these different sampling strategies numerically in both high-order and high-dimensional, manufactured PC expansions. In addition, the quality of each sampling method is compared in the identification of solutions to two differential equations, one with a high-dimensional random input and the other with a high-order PC expansion. In both cases, the coherence-optimal sampling scheme leads to similar or considerably improved accuracy.« less

Spatially constrained Bayesian inversion of frequency- and time-domain electromagnetic data from the Tellus projects

NASA Astrophysics Data System (ADS)

Kiyan, Duygu; Rath, Volker; Delhaye, Robert

2017-04-01

The frequency- and time-domain airborne electromagnetic (AEM) data collected under the Tellus projects of the Geological Survey of Ireland (GSI) which represent a wealth of information on the multi-dimensional electrical structure of Ireland's near-surface. Our project, which was funded by GSI under the framework of their Short Call Research Programme, aims to develop and implement inverse techniques based on various Bayesian methods for these densely sampled data. We have developed a highly flexible toolbox using Python language for the one-dimensional inversion of AEM data along the flight lines. The computational core is based on an adapted frequency- and time-domain forward modelling core derived from the well-tested open-source code AirBeo, which was developed by the CSIRO (Australia) and the AMIRA consortium. Three different inversion methods have been implemented: (i) Tikhonov-type inversion including optimal regularisation methods (Aster el al., 2012; Zhdanov, 2015), (ii) Bayesian MAP inversion in parameter and data space (e.g. Tarantola, 2005), and (iii) Full Bayesian inversion with Markov Chain Monte Carlo (Sambridge and Mosegaard, 2002; Mosegaard and Sambridge, 2002), all including different forms of spatial constraints. The methods have been tested on synthetic and field data. This contribution will introduce the toolbox and present case studies on the AEM data from the Tellus projects.

How Complex, Probable, and Predictable is Genetically Driven Red Queen Chaos?

PubMed

Duarte, Jorge; Rodrigues, Carla; Januário, Cristina; Martins, Nuno; Sardanyés, Josep

2015-12-01

Coevolution between two antagonistic species has been widely studied theoretically for both ecologically- and genetically-driven Red Queen dynamics. A typical outcome of these systems is an oscillatory behavior causing an endless series of one species adaptation and others counter-adaptation. More recently, a mathematical model combining a three-species food chain system with an adaptive dynamics approach revealed genetically driven chaotic Red Queen coevolution. In the present article, we analyze this mathematical model mainly focusing on the impact of species rates of evolution (mutation rates) in the dynamics. Firstly, we analytically proof the boundedness of the trajectories of the chaotic attractor. The complexity of the coupling between the dynamical variables is quantified using observability indices. By using symbolic dynamics theory, we quantify the complexity of genetically driven Red Queen chaos computing the topological entropy of existing one-dimensional iterated maps using Markov partitions. Co-dimensional two bifurcation diagrams are also built from the period ordering of the orbits of the maps. Then, we study the predictability of the Red Queen chaos, found in narrow regions of mutation rates. To extend the previous analyses, we also computed the likeliness of finding chaos in a given region of the parameter space varying other model parameters simultaneously. Such analyses allowed us to compute a mean predictability measure for the system in the explored region of the parameter space. We found that genetically driven Red Queen chaos, although being restricted to small regions of the analyzed parameter space, might be highly unpredictable.

The Influence of Hydroxylation on Maintaining CpG Methylation Patterns: A Hidden Markov Model Approach.

PubMed

Giehr, Pascal; Kyriakopoulos, Charalampos; Ficz, Gabriella; Wolf, Verena; Walter, Jörn

2016-05-01

DNA methylation and demethylation are opposing processes that when in balance create stable patterns of epigenetic memory. The control of DNA methylation pattern formation by replication dependent and independent demethylation processes has been suggested to be influenced by Tet mediated oxidation of 5mC. Several alternative mechanisms have been proposed suggesting that 5hmC influences either replication dependent maintenance of DNA methylation or replication independent processes of active demethylation. Using high resolution hairpin oxidative bisulfite sequencing data, we precisely determine the amount of 5mC and 5hmC and model the contribution of 5hmC to processes of demethylation in mouse ESCs. We develop an extended hidden Markov model capable of accurately describing the regional contribution of 5hmC to demethylation dynamics. Our analysis shows that 5hmC has a strong impact on replication dependent demethylation, mainly by impairing methylation maintenance.

An empirically derived three-dimensional Laplace resonance in the Gliese 876 planetary system

NASA Astrophysics Data System (ADS)

Nelson, Benjamin E.; Robertson, Paul M.; Payne, Matthew J.; Pritchard, Seth M.; Deck, Katherine M.; Ford, Eric B.; Wright, Jason T.; Isaacson, Howard T.

2016-01-01

We report constraints on the three-dimensional orbital architecture for all four planets known to orbit the nearby M dwarf Gliese 876 based solely on Doppler measurements and demanding long-term orbital stability. Our data set incorporates publicly available radial velocities taken with the ELODIE and CORALIE spectrographs, High Accuracy Radial velocity Planet Searcher (HARPS), and Keck HIgh Resolution Echelle Spectrometer (HIRES) as well as previously unpublished HIRES velocities. We first quantitatively assess the validity of the planets thought to orbit GJ 876 by computing the Bayes factors for a variety of different coplanar models using an importance sampling algorithm. We find that a four-planet model is preferred over a three-planet model. Next, we apply a Newtonian Markov chain Monte Carlo algorithm to perform a Bayesian analysis of the planet masses and orbits using an N-body model in three-dimensional space. Based on the radial velocities alone, we find that a 99 per cent credible interval provides upper limits on the mutual inclinations for the three resonant planets (Φcb < 6.20° for the {c} and {b} pair and Φbe < 28.5° for the {b} and {e} pair). Subsequent dynamical integrations of our posterior sample find that the GJ 876 planets must be roughly coplanar (Φcb < 2.60° and Φbe < 7.87°, suggesting that the amount of planet-planet scattering in the system has been low. We investigate the distribution of the respective resonant arguments of each planet pair and find that at least one argument for each planet pair and the Laplace argument librate. The libration amplitudes in our three-dimensional orbital model support the idea of the outer three planets having undergone significant past disc migration.

Simulation Methods for Poisson Processes in Nonstationary Systems.

DTIC Science & Technology

1978-08-01

for simulation of nonhomogeneous Poisson processes is stated with log-linear rate function. The method is based on an identity relating the...and relatively efficient new method for simulation of one-dimensional and two-dimensional nonhomogeneous Poisson processes is described. The method is

Quantifying Uncertainty in Near Surface Electromagnetic Imaging Using Bayesian Methods

NASA Astrophysics Data System (ADS)

Blatter, D. B.; Ray, A.; Key, K.

2017-12-01

Geoscientists commonly use electromagnetic methods to image the Earth's near surface. Field measurements of EM fields are made (often with the aid an artificial EM source) and then used to infer near surface electrical conductivity via a process known as inversion. In geophysics, the standard inversion tool kit is robust and can provide an estimate of the Earth's near surface conductivity that is both geologically reasonable and compatible with the measured field data. However, standard inverse methods struggle to provide a sense of the uncertainty in the estimate they provide. This is because the task of finding an Earth model that explains the data to within measurement error is non-unique - that is, there are many, many such models; but the standard methods provide only one "answer." An alternative method, known as Bayesian inversion, seeks to explore the full range of Earth model parameters that can adequately explain the measured data, rather than attempting to find a single, "ideal" model. Bayesian inverse methods can therefore provide a quantitative assessment of the uncertainty inherent in trying to infer near surface conductivity from noisy, measured field data. This study applies a Bayesian inverse method (called trans-dimensional Markov chain Monte Carlo) to transient airborne EM data previously collected over Taylor Valley - one of the McMurdo Dry Valleys in Antarctica. Our results confirm the reasonableness of previous estimates (made using standard methods) of near surface conductivity beneath Taylor Valley. In addition, we demonstrate quantitatively the uncertainty associated with those estimates. We demonstrate that Bayesian inverse methods can provide quantitative uncertainty to estimates of near surface conductivity.

Kalman-Filter-Based Orientation Determination Using Inertial/Magnetic Sensors: Observability Analysis and Performance Evaluation

PubMed Central

Sabatini, Angelo Maria

2011-01-01

In this paper we present a quaternion-based Extended Kalman Filter (EKF) for estimating the three-dimensional orientation of a rigid body. The EKF exploits the measurements from an Inertial Measurement Unit (IMU) that is integrated with a tri-axial magnetic sensor. Magnetic disturbances and gyro bias errors are modeled and compensated by including them in the filter state vector. We employ the observability rank criterion based on Lie derivatives to verify the conditions under which the nonlinear system that describes the process of motion tracking by the IMU is observable, namely it may provide sufficient information for performing the estimation task with bounded estimation errors. The observability conditions are that the magnetic field, perturbed by first-order Gauss-Markov magnetic variations, and the gravity vector are not collinear and that the IMU is subject to some angular motions. Computer simulations and experimental testing are presented to evaluate the algorithm performance, including when the observability conditions are critical. PMID:22163689

(n, N) type maintenance policy for multi-component systems with failure interactions

NASA Astrophysics Data System (ADS)

Zhang, Zhuoqi; Wu, Su; Li, Binfeng; Lee, Seungchul

2015-04-01

This paper studies maintenance policies for multi-component systems in which failure interactions and opportunistic maintenance (OM) involve. This maintenance problem can be formulated as a Markov decision process (MDP). However, since an action set and state space in MDP exponentially expand as the number of components increase, traditional approaches are computationally intractable. To deal with curse of dimensionality, we decompose such a multi-component system into mutually influential single-component systems. Each single-component system is formulated as an MDP with the objective of minimising its long-run average maintenance cost. Under some reasonable assumptions, we prove the existence of the optimal (n, N) type policy for a single-component system. An algorithm to obtain the optimal (n, N) type policy is also proposed. Based on the proposed algorithm, we develop an iterative approximation algorithm to obtain an acceptable maintenance policy for a multi-component system. Numerical examples find that failure interactions and OM pose significant effects on a maintenance policy.

Nonlinear stochastic exclusion financial dynamics modeling and time-dependent intrinsic detrended cross-correlation

NASA Astrophysics Data System (ADS)

Zhang, Wei; Wang, Jun

2017-09-01

In attempt to reproduce price dynamics of financial markets, a stochastic agent-based financial price model is proposed and investigated by stochastic exclusion process. The exclusion process, one of interacting particle systems, is usually thought of as modeling particle motion (with the conserved number of particles) in a continuous time Markov process. In this work, the process is utilized to imitate the trading interactions among the investing agents, in order to explain some stylized facts found in financial time series dynamics. To better understand the correlation behaviors of the proposed model, a new time-dependent intrinsic detrended cross-correlation (TDI-DCC) is introduced and performed, also, the autocorrelation analyses are applied in the empirical research. Furthermore, to verify the rationality of the financial price model, the actual return series are also considered to be comparatively studied with the simulation ones. The comparison results of return behaviors reveal that this financial price dynamics model can reproduce some correlation features of actual stock markets.

Event-chain algorithm for the Heisenberg model: Evidence for z≃1 dynamic scaling.

PubMed

Nishikawa, Yoshihiko; Michel, Manon; Krauth, Werner; Hukushima, Koji

2015-12-01

We apply the event-chain Monte Carlo algorithm to the three-dimensional ferromagnetic Heisenberg model. The algorithm is rejection-free and also realizes an irreversible Markov chain that satisfies global balance. The autocorrelation functions of the magnetic susceptibility and the energy indicate a dynamical critical exponent z≈1 at the critical temperature, while that of the magnetization does not measure the performance of the algorithm. We show that the event-chain Monte Carlo algorithm substantially reduces the dynamical critical exponent from the conventional value of z≃2.

Reflection Positive Stochastic Processes Indexed by Lie Groups

NASA Astrophysics Data System (ADS)

Jorgensen, Palle E. T.; Neeb, Karl-Hermann; Ólafsson, Gestur

2016-06-01

Reflection positivity originates from one of the Osterwalder-Schrader axioms for constructive quantum field theory. It serves as a bridge between euclidean and relativistic quantum field theory. In mathematics, more specifically, in representation theory, it is related to the Cartan duality of symmetric Lie groups (Lie groups with an involution) and results in a transformation of a unitary representation of a symmetric Lie group to a unitary representation of its Cartan dual. In this article we continue our investigation of representation theoretic aspects of reflection positivity by discussing reflection positive Markov processes indexed by Lie groups, measures on path spaces, and invariant gaussian measures in spaces of distribution vectors. This provides new constructions of reflection positive unitary representations.

A VLSI implementation for synthetic aperture radar image processing

NASA Technical Reports Server (NTRS)

Premkumar, A.; Purviance, J.

1990-01-01

A simple physical model for the Synthetic Aperture Radar (SAR) is presented. This model explains the one dimensional and two dimensional nature of the received SAR signal in the range and azimuth directions. A time domain correlator, its algorithm, and features are explained. The correlator is ideally suited for VLSI implementation. A real time SAR architecture using these correlators is proposed. In the proposed architecture, the received SAR data is processed using one dimensional correlators for determining the range while two dimensional correlators are used to determine the azimuth of a target. The architecture uses only three different types of custom VLSI chips and a small amount of memory.

On Markov parameters in system identification

NASA Technical Reports Server (NTRS)

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

1991-01-01

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

The exit-time problem for a Markov jump process

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

Burch, N.; D'Elia, Marta; Lehoucq, Richard B.

2014-12-15

The purpose of our paper is to consider the exit-time problem for a finite-range Markov jump process, i.e, the distance the particle can jump is bounded independent of its location. Such jump diffusions are expedient models for anomalous transport exhibiting super-diffusion or nonstandard normal diffusion. We refer to the associated deterministic equation as a volume-constrained nonlocal diffusion equation. The volume constraint is the nonlocal analogue of a boundary condition necessary to demonstrate that the nonlocal diffusion equation is well-posed and is consistent with the jump process. A critical aspect of the analysis is a variational formulation and a recently developedmore » nonlocal vector calculus. Furthermore, this calculus allows us to pose nonlocal backward and forward Kolmogorov equations, the former equation granting the various moments of the exit-time distribution.« less

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

PubMed Central

Griego, R. J.; Hersh, R.

1969-01-01

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

ASSIST: User's manual

NASA Technical Reports Server (NTRS)

Johnson, S. C.

1986-01-01

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

Dynamic Programming for Structured Continuous Markov Decision Problems

NASA Technical Reports Server (NTRS)

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

2004-01-01

We describe an approach for exploiting structure in Markov Decision Processes with continuous state variables. At each step of the dynamic programming, the state space is dynamically partitioned into regions where the value function is the same throughout the region. We first describe the algorithm for piecewise constant representations. We then extend it to piecewise linear representations, using techniques from POMDPs to represent and reason about linear surfaces efficiently. We show that for complex, structured problems, our approach exploits the natural structure so that optimal solutions can be computed efficiently.

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

NASA Technical Reports Server (NTRS)

White, A. L.

1984-01-01

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

Using hidden Markov models to align multiple sequences.

PubMed

Mount, David W

2009-07-01

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

Re-forming supercritical quasi-parallel shocks. I - One- and two-dimensional simulations

NASA Technical Reports Server (NTRS)

Thomas, V. A.; Winske, D.; Omidi, N.

1990-01-01

The process of reforming supercritical quasi-parallel shocks is investigated using one-dimensional and two-dimensional hybrid (particle ion, massless fluid electron) simulations both of shocks and of simpler two-stream interactions. It is found that the supercritical quasi-parallel shock is not steady. Instread of a well-defined shock ramp between upstream and downstream states that remains at a fixed position in the flow, the ramp periodically steepens, broadens, and then reforms upstream of its former position. It is concluded that the wave generation process is localized at the shock ramp and that the reformation process proceeds in the absence of upstream perturbations intersecting the shock.

Pitch angle scattering of relativistic electrons from stationary magnetic waves: Continuous Markov process and quasilinear theory

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

Lemons, Don S.

2012-01-15

We develop a Markov process theory of charged particle scattering from stationary, transverse, magnetic waves. We examine approximations that lead to quasilinear theory, in particular the resonant diffusion approximation. We find that, when appropriate, the resonant diffusion approximation simplifies the result of the weak turbulence approximation without significant further restricting the regime of applicability. We also explore a theory generated by expanding drift and diffusion rates in terms of a presumed small correlation time. This small correlation time expansion leads to results valid for relatively small pitch angle and large wave energy density - a regime that may govern pitchmore » angle scattering of high-energy electrons into the geomagnetic loss cone.« less

Multivariate longitudinal data analysis with mixed effects hidden Markov models.

PubMed

Raffa, Jesse D; Dubin, Joel A

2015-09-01

Multiple longitudinal responses are often collected as a means to capture relevant features of the true outcome of interest, which is often hidden and not directly measurable. We outline an approach which models these multivariate longitudinal responses as generated from a hidden disease process. We propose a class of models which uses a hidden Markov model with separate but correlated random effects between multiple longitudinal responses. This approach was motivated by a smoking cessation clinical trial, where a bivariate longitudinal response involving both a continuous and a binomial response was collected for each participant to monitor smoking behavior. A Bayesian method using Markov chain Monte Carlo is used. Comparison of separate univariate response models to the bivariate response models was undertaken. Our methods are demonstrated on the smoking cessation clinical trial dataset, and properties of our approach are examined through extensive simulation studies. © 2015, The International Biometric Society.

Statistical significance test for transition matrices of atmospheric Markov chains

NASA Technical Reports Server (NTRS)

Vautard, Robert; Mo, Kingtse C.; Ghil, Michael

1990-01-01

Low-frequency variability of large-scale atmospheric dynamics can be represented schematically by a Markov chain of multiple flow regimes. This Markov chain contains useful information for the long-range forecaster, provided that the statistical significance of the associated transition matrix can be reliably tested. Monte Carlo simulation yields a very reliable significance test for the elements of this matrix. The results of this test agree with previously used empirical formulae when each cluster of maps identified as a distinct flow regime is sufficiently large and when they all contain a comparable number of maps. Monte Carlo simulation provides a more reliable way to test the statistical significance of transitions to and from small clusters. It can determine the most likely transitions, as well as the most unlikely ones, with a prescribed level of statistical significance.

Quasi- and pseudo-maximum likelihood estimators for discretely observed continuous-time Markov branching processes

PubMed Central

Chen, Rui; Hyrien, Ollivier

2011-01-01

This article deals with quasi- and pseudo-likelihood estimation in a class of continuous-time multi-type Markov branching processes observed at discrete points in time. “Conventional” and conditional estimation are discussed for both approaches. We compare their properties and identify situations where they lead to asymptotically equivalent estimators. Both approaches possess robustness properties, and coincide with maximum likelihood estimation in some cases. Quasi-likelihood functions involving only linear combinations of the data may be unable to estimate all model parameters. Remedial measures exist, including the resort either to non-linear functions of the data or to conditioning the moments on appropriate sigma-algebras. The method of pseudo-likelihood may also resolve this issue. We investigate the properties of these approaches in three examples: the pure birth process, the linear birth-and-death process, and a two-type process that generalizes the previous two examples. Simulations studies are conducted to evaluate performance in finite samples. PMID:21552356

Generalized species sampling priors with latent Beta reinforcements

PubMed Central

Airoldi, Edoardo M.; Costa, Thiago; Bassetti, Federico; Leisen, Fabrizio; Guindani, Michele

2014-01-01

Many popular Bayesian nonparametric priors can be characterized in terms of exchangeable species sampling sequences. However, in some applications, exchangeability may not be appropriate. We introduce a novel and probabilistically coherent family of non-exchangeable species sampling sequences characterized by a tractable predictive probability function with weights driven by a sequence of independent Beta random variables. We compare their theoretical clustering properties with those of the Dirichlet Process and the two parameters Poisson-Dirichlet process. The proposed construction provides a complete characterization of the joint process, differently from existing work. We then propose the use of such process as prior distribution in a hierarchical Bayes modeling framework, and we describe a Markov Chain Monte Carlo sampler for posterior inference. We evaluate the performance of the prior and the robustness of the resulting inference in a simulation study, providing a comparison with popular Dirichlet Processes mixtures and Hidden Markov Models. Finally, we develop an application to the detection of chromosomal aberrations in breast cancer by leveraging array CGH data. PMID:25870462

Zipf exponent of trajectory distribution in the hidden Markov model

NASA Astrophysics Data System (ADS)

Bochkarev, V. V.; Lerner, E. Yu

2014-03-01

This paper is the first step of generalization of the previously obtained full classification of the asymptotic behavior of the probability for Markov chain trajectories for the case of hidden Markov models. The main goal is to study the power (Zipf) and nonpower asymptotics of the frequency list of trajectories of hidden Markov frequencys and to obtain explicit formulae for the exponent of the power asymptotics. We consider several simple classes of hidden Markov models. We prove that the asymptotics for a hidden Markov model and for the corresponding Markov chain can be essentially different.

Modeling and Classifying Six-Dimensional Trajectories for Teleoperation Under a Time Delay

NASA Technical Reports Server (NTRS)

SunSpiral, Vytas; Wheeler, Kevin R.; Allan, Mark B.; Martin, Rodney

2006-01-01

Within the context of teleoperating the JSC Robonaut humanoid robot under 2-10 second time delays, this paper explores the technical problem of modeling and classifying human motions represented as six-dimensional (position and orientation) trajectories. A dual path research agenda is reviewed which explored both deterministic approaches and stochastic approaches using Hidden Markov Models. Finally, recent results are shown from a new model which represents the fusion of these two research paths. Questions are also raised about the possibility of automatically generating autonomous actions by reusing the same predictive models of human behavior to be the source of autonomous control. This approach changes the role of teleoperation from being a stand-in for autonomy into the first data collection step for developing generative models capable of autonomous control of the robot.

Noise can speed convergence in Markov chains.

PubMed

Franzke, Brandon; Kosko, Bart

2011-10-01

A new theorem shows that noise can speed convergence to equilibrium in discrete finite-state Markov chains. The noise applies to the state density and helps the Markov chain explore improbable regions of the state space. The theorem ensures that a stochastic-resonance noise benefit exists for states that obey a vector-norm inequality. Such noise leads to faster convergence because the noise reduces the norm components. A corollary shows that a noise benefit still occurs if the system states obey an alternate norm inequality. This leads to a noise-benefit algorithm that requires knowledge of the steady state. An alternative blind algorithm uses only past state information to achieve a weaker noise benefit. Simulations illustrate the predicted noise benefits in three well-known Markov models. The first model is a two-parameter Ehrenfest diffusion model that shows how noise benefits can occur in the class of birth-death processes. The second model is a Wright-Fisher model of genotype drift in population genetics. The third model is a chemical reaction network of zeolite crystallization. A fourth simulation shows a convergence rate increase of 64% for states that satisfy the theorem and an increase of 53% for states that satisfy the corollary. A final simulation shows that even suboptimal noise can speed convergence if the noise applies over successive time cycles. Noise benefits tend to be sharpest in Markov models that do not converge quickly and that do not have strong absorbing states.

The algebra of the general Markov model on phylogenetic trees and networks.

PubMed

Sumner, J G; Holland, B R; Jarvis, P D

2012-04-01

It is known that the Kimura 3ST model of sequence evolution on phylogenetic trees can be extended quite naturally to arbitrary split systems. However, this extension relies heavily on mathematical peculiarities of the associated Hadamard transformation, and providing an analogous augmentation of the general Markov model has thus far been elusive. In this paper, we rectify this shortcoming by showing how to extend the general Markov model on trees to include incompatible edges; and even further to more general network models. This is achieved by exploring the algebra of the generators of the continuous-time Markov chain together with the “splitting” operator that generates the branching process on phylogenetic trees. For simplicity, we proceed by discussing the two state case and then show that our results are easily extended to more states with little complication. Intriguingly, upon restriction of the two state general Markov model to the parameter space of the binary symmetric model, our extension is indistinguishable from the Hadamard approach only on trees; as soon as any incompatible splits are introduced the two approaches give rise to differing probability distributions with disparate structure. Through exploration of a simple example, we give an argument that our extension to more general networks has desirable properties that the previous approaches do not share. In particular, our construction allows for convergent evolution of previously divergent lineages; a property that is of significant interest for biological applications.

Resolving structural uncertainty in natural resources management using POMDP approaches

USGS Publications Warehouse

Williams, B.K.

2011-01-01

In recent years there has been a growing focus on the uncertainties of natural resources management, and the importance of accounting for uncertainty in assessing management effectiveness. This paper focuses on uncertainty in resource management in terms of discrete-state Markov decision processes (MDP) under structural uncertainty and partial observability. It describes the treatment of structural uncertainty with approaches developed for partially observable resource systems. In particular, I show how value iteration for partially observable MDPs (POMDP) can be extended to structurally uncertain MDPs. A key difference between these process classes is that structurally uncertain MDPs require the tracking of system state as well as a probability structure for the structure uncertainty, whereas with POMDPs require only a probability structure for the observation uncertainty. The added complexity of the optimization problem under structural uncertainty is compensated by reduced dimensionality in the search for optimal strategy. A solution algorithm for structurally uncertain processes is outlined for a simple example in conservation biology. By building on the conceptual framework developed for POMDPs, natural resource analysts and decision makers who confront structural uncertainties in natural resources can take advantage of the rapid growth in POMDP methods and approaches, and thereby produce better conservation strategies over a larger class of resource problems. ?? 2011.

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

NASA Astrophysics Data System (ADS)

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

2018-04-01

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

The Extraction of One-Dimensional Flow Properties from Multi-Dimensional Data Sets

NASA Technical Reports Server (NTRS)

Baurle, Robert A.; Gaffney, Richard L., Jr.

2007-01-01

The engineering design and analysis of air-breathing propulsion systems relies heavily on zero- or one-dimensional properties (e.g. thrust, total pressure recovery, mixing and combustion efficiency, etc.) for figures of merit. The extraction of these parameters from experimental data sets and/or multi-dimensional computational data sets is therefore an important aspect of the design process. A variety of methods exist for extracting performance measures from multi-dimensional data sets. Some of the information contained in the multi-dimensional flow is inevitably lost when any one-dimensionalization technique is applied. Hence, the unique assumptions associated with a given approach may result in one-dimensional properties that are significantly different than those extracted using alternative approaches. The purpose of this effort is to examine some of the more popular methods used for the extraction of performance measures from multi-dimensional data sets, reveal the strengths and weaknesses of each approach, and highlight various numerical issues that result when mapping data from a multi-dimensional space to a space of one dimension.

The Art of Extracting One-Dimensional Flow Properties from Multi-Dimensional Data Sets

NASA Technical Reports Server (NTRS)

Baurle, R. A.; Gaffney, R. L.

2007-01-01

The engineering design and analysis of air-breathing propulsion systems relies heavily on zero- or one-dimensional properties (e:g: thrust, total pressure recovery, mixing and combustion efficiency, etc.) for figures of merit. The extraction of these parameters from experimental data sets and/or multi-dimensional computational data sets is therefore an important aspect of the design process. A variety of methods exist for extracting performance measures from multi-dimensional data sets. Some of the information contained in the multi-dimensional flow is inevitably lost when any one-dimensionalization technique is applied. Hence, the unique assumptions associated with a given approach may result in one-dimensional properties that are significantly different than those extracted using alternative approaches. The purpose of this effort is to examine some of the more popular methods used for the extraction of performance measures from multi-dimensional data sets, reveal the strengths and weaknesses of each approach, and highlight various numerical issues that result when mapping data from a multi-dimensional space to a space of one dimension.

Fundamental Study on One-Dimensional-Array Medical Ultrasound Probe with Piezoelectric Polycrystalline Film by Hydrothermal Method: Experimental Fabrication of One-Dimensional-Array Ultrasound Probe

NASA Astrophysics Data System (ADS)

Endo, Akito; Kawashima, Norimichi; Takeuchi, Shinichi; Ishikawa, Mutsuo; Kurosawa, Minoru Kuribayashi

2007-07-01

We deposited a lead zirconate titanete (PZT) polycrystalline film on a titanium substrate by the hydrothermal method and fabricated a transducer using the PZT film for use as an ultrasound probe. A 10 MHz miniature one-dimensional-array medical ultrasound probe containing the PZT film was developed. After sputtering titanium on the surface of a hydroxyapatite substrate, the titanium film on the substrate was etched by the photolithography to form a one-dimensional titanium film electrode array. We could thus fabricate a miniature one-dimensional-array ultrasound probe by the hydrothermal method. Transmitted ultrasound pulses from a 10 MHz commercial ultrasound probe were received by the newly fabricated one-dimensional-array ultrasound probe. The fabrication process of the probe and the results of experiments on receiving waveforms were reported in this paper.

Diffusive transport in the presence of stochastically gated absorption

NASA Astrophysics Data System (ADS)

Bressloff, Paul C.; Karamched, Bhargav R.; Lawley, Sean D.; Levien, Ethan

2017-08-01

We analyze a population of Brownian particles moving in a spatially uniform environment with stochastically gated absorption. The state of the environment at time t is represented by a discrete stochastic variable k (t )∈{0 ,1 } such that the rate of absorption is γ [1 -k (t )] , with γ a positive constant. The variable k (t ) evolves according to a two-state Markov chain. We focus on how stochastic gating affects the attenuation of particle absorption with distance from a localized source in a one-dimensional domain. In the static case (no gating), the steady-state attenuation is given by an exponential with length constant √{D /γ }, where D is the diffusivity. We show that gating leads to slower, nonexponential attenuation. We also explore statistical correlations between particles due to the fact that they all diffuse in the same switching environment. Such correlations can be determined in terms of moments of the solution to a corresponding stochastic Fokker-Planck equation.

Covariance Partition Priors: A Bayesian Approach to Simultaneous Covariance Estimation for Longitudinal Data.

PubMed

Gaskins, J T; Daniels, M J

2016-01-02

The estimation of the covariance matrix is a key concern in the analysis of longitudinal data. When data consists of multiple groups, it is often assumed the covariance matrices are either equal across groups or are completely distinct. We seek methodology to allow borrowing of strength across potentially similar groups to improve estimation. To that end, we introduce a covariance partition prior which proposes a partition of the groups at each measurement time. Groups in the same set of the partition share dependence parameters for the distribution of the current measurement given the preceding ones, and the sequence of partitions is modeled as a Markov chain to encourage similar structure at nearby measurement times. This approach additionally encourages a lower-dimensional structure of the covariance matrices by shrinking the parameters of the Cholesky decomposition toward zero. We demonstrate the performance of our model through two simulation studies and the analysis of data from a depression study. This article includes Supplementary Material available online.

An intermediate-scale model for thermal hydrology in low-relief permafrost-affected landscapes

DOE PAGES

Jan, Ahmad; Coon, Ethan T.; Painter, Scott L.; ...

2017-07-10

Integrated surface/subsurface models for simulating the thermal hydrology of permafrost-affected regions in a warming climate have recently become available, but computational demands of those new process-rich simu- lation tools have thus far limited their applications to one-dimensional or small two-dimensional simulations. We present a mixed-dimensional model structure for efficiently simulating surface/subsurface thermal hydrology in low-relief permafrost regions at watershed scales. The approach replaces a full three-dimensional system with a two-dimensional overland thermal hydrology system and a family of one-dimensional vertical columns, where each column represents a fully coupled surface/subsurface thermal hydrology system without lateral flow. The system is then operatormore » split, sequentially updating the overland flow system without sources and the one-dimensional columns without lateral flows. We show that the app- roach is highly scalable, supports subcycling of different processes, and compares well with the corresponding fully three-dimensional representation at significantly less computational cost. Those advances enable recently developed representations of freezing soil physics to be coupled with thermal overland flow and surface energy balance at scales of 100s of meters. Furthermore developed and demonstrated for permafrost thermal hydrology, the mixed-dimensional model structure is applicable to integrated surface/subsurface thermal hydrology in general.« less

Segmenting Continuous Motions with Hidden Semi-markov Models and Gaussian Processes

PubMed Central

Nakamura, Tomoaki; Nagai, Takayuki; Mochihashi, Daichi; Kobayashi, Ichiro; Asoh, Hideki; Kaneko, Masahide

2017-01-01

Humans divide perceived continuous information into segments to facilitate recognition. For example, humans can segment speech waves into recognizable morphemes. Analogously, continuous motions are segmented into recognizable unit actions. People can divide continuous information into segments without using explicit segment points. This capacity for unsupervised segmentation is also useful for robots, because it enables them to flexibly learn languages, gestures, and actions. In this paper, we propose a Gaussian process-hidden semi-Markov model (GP-HSMM) that can divide continuous time series data into segments in an unsupervised manner. Our proposed method consists of a generative model based on the hidden semi-Markov model (HSMM), the emission distributions of which are Gaussian processes (GPs). Continuous time series data is generated by connecting segments generated by the GP. Segmentation can be achieved by using forward filtering-backward sampling to estimate the model's parameters, including the lengths and classes of the segments. In an experiment using the CMU motion capture dataset, we tested GP-HSMM with motion capture data containing simple exercise motions; the results of this experiment showed that the proposed GP-HSMM was comparable with other methods. We also conducted an experiment using karate motion capture data, which is more complex than exercise motion capture data; in this experiment, the segmentation accuracy of GP-HSMM was 0.92, which outperformed other methods. PMID:29311889

Subjective figure reversal in two- and three-dimensional perceptual space.

PubMed

Radilová, J; Radil-Weiss, T

1984-08-01

A permanently illuminated pattern of Mach's truncated pyramid can be perceived according to the experimental instruction given, either as a three-dimensional reversible figure with spontaneously changing convex and concave interpretation (in one experiment), or as a two-dimensional reversible figure-ground pattern (in another experiment). The reversal rate was about twice as slow, without the subjects being aware of it, if it was perceived as a three-dimensional figure compared to the situation when it was perceived as two-dimensional. It may be hypothetized that in the three-dimensional case, the process of perception requires more sequential steps than in the two-dimensional one.

Pavement maintenance optimization model using Markov Decision Processes

NASA Astrophysics Data System (ADS)

Mandiartha, P.; Duffield, C. F.; Razelan, I. S. b. M.; Ismail, A. b. H.

2017-09-01

This paper presents an optimization model for selection of pavement maintenance intervention using a theory of Markov Decision Processes (MDP). There are some particular characteristics of the MDP developed in this paper which distinguish it from other similar studies or optimization models intended for pavement maintenance policy development. These unique characteristics include a direct inclusion of constraints into the formulation of MDP, the use of an average cost method of MDP, and the policy development process based on the dual linear programming solution. The limited information or discussions that are available on these matters in terms of stochastic based optimization model in road network management motivates this study. This paper uses a data set acquired from road authorities of state of Victoria, Australia, to test the model and recommends steps in the computation of MDP based stochastic optimization model, leading to the development of optimum pavement maintenance policy.