A Bayesian Approach to Determination of F, D, and Z Values Used in Steam Sterilization Validation.

PubMed

Faya, Paul; Stamey, James D; Seaman, John W

2017-01-01

For manufacturers of sterile drug products, steam sterilization is a common method used to provide assurance of the sterility of manufacturing equipment and products. The validation of sterilization processes is a regulatory requirement and relies upon the estimation of key resistance parameters of microorganisms. Traditional methods have relied upon point estimates for the resistance parameters. In this paper, we propose a Bayesian method for estimation of the well-known D T , z , and F o values that are used in the development and validation of sterilization processes. A Bayesian approach allows the uncertainty about these values to be modeled using probability distributions, thereby providing a fully risk-based approach to measures of sterility assurance. An example is given using the survivor curve and fraction negative methods for estimation of resistance parameters, and we present a means by which a probabilistic conclusion can be made regarding the ability of a process to achieve a specified sterility criterion. LAY ABSTRACT: For manufacturers of sterile drug products, steam sterilization is a common method used to provide assurance of the sterility of manufacturing equipment and products. The validation of sterilization processes is a regulatory requirement and relies upon the estimation of key resistance parameters of microorganisms. Traditional methods have relied upon point estimates for the resistance parameters. In this paper, we propose a Bayesian method for estimation of the critical process parameters that are evaluated in the development and validation of sterilization processes. A Bayesian approach allows the uncertainty about these parameters to be modeled using probability distributions, thereby providing a fully risk-based approach to measures of sterility assurance. An example is given using the survivor curve and fraction negative methods for estimation of resistance parameters, and we present a means by which a probabilistic conclusion can be made regarding the ability of a process to achieve a specified sterility criterion. © PDA, Inc. 2017.

Maximum profile likelihood estimation of differential equation parameters through model based smoothing state estimates.

PubMed

Campbell, D A; Chkrebtii, O

2013-12-01

Statistical inference for biochemical models often faces a variety of characteristic challenges. In this paper we examine state and parameter estimation for the JAK-STAT intracellular signalling mechanism, which exemplifies the implementation intricacies common in many biochemical inference problems. We introduce an extension to the Generalized Smoothing approach for estimating delay differential equation models, addressing selection of complexity parameters, choice of the basis system, and appropriate optimization strategies. Motivated by the JAK-STAT system, we further extend the generalized smoothing approach to consider a nonlinear observation process with additional unknown parameters, and highlight how the approach handles unobserved states and unevenly spaced observations. The methodology developed is generally applicable to problems of estimation for differential equation models with delays, unobserved states, nonlinear observation processes, and partially observed histories. Crown Copyright © 2013. Published by Elsevier Inc. All rights reserved.

A Modified Penalty Parameter Approach for Optimal Estimation of UH with Simultaneous Estimation of Infiltration Parameters

NASA Astrophysics Data System (ADS)

Bhattacharjya, Rajib Kumar

2018-05-01

The unit hydrograph and the infiltration parameters of a watershed can be obtained from observed rainfall-runoff data by using inverse optimization technique. This is a two-stage optimization problem. In the first stage, the infiltration parameters are obtained and the unit hydrograph ordinates are estimated in the second stage. In order to combine this two-stage method into a single stage one, a modified penalty parameter approach is proposed for converting the constrained optimization problem to an unconstrained one. The proposed approach is designed in such a way that the model initially obtains the infiltration parameters and then searches the optimal unit hydrograph ordinates. The optimization model is solved using Genetic Algorithms. A reduction factor is used in the penalty parameter approach so that the obtained optimal infiltration parameters are not destroyed during subsequent generation of genetic algorithms, required for searching optimal unit hydrograph ordinates. The performance of the proposed methodology is evaluated by using two example problems. The evaluation shows that the model is superior, simple in concept and also has the potential for field application.

On a variational approach to some parameter estimation problems

NASA Technical Reports Server (NTRS)

Banks, H. T.

1985-01-01

Examples (1-D seismic, large flexible structures, bioturbation, nonlinear population dispersal) in which a variation setting can provide a convenient framework for convergence and stability arguments in parameter estimation problems are considered. Some of these examples are 1-D seismic, large flexible structures, bioturbation, and nonlinear population dispersal. Arguments for convergence and stability via a variational approach of least squares formulations of parameter estimation problems for partial differential equations is one aspect of the problem considered.

A framework for scalable parameter estimation of gene circuit models using structural information.

PubMed

Kuwahara, Hiroyuki; Fan, Ming; Wang, Suojin; Gao, Xin

2013-07-01

Systematic and scalable parameter estimation is a key to construct complex gene regulatory models and to ultimately facilitate an integrative systems biology approach to quantitatively understand the molecular mechanisms underpinning gene regulation. Here, we report a novel framework for efficient and scalable parameter estimation that focuses specifically on modeling of gene circuits. Exploiting the structure commonly found in gene circuit models, this framework decomposes a system of coupled rate equations into individual ones and efficiently integrates them separately to reconstruct the mean time evolution of the gene products. The accuracy of the parameter estimates is refined by iteratively increasing the accuracy of numerical integration using the model structure. As a case study, we applied our framework to four gene circuit models with complex dynamics based on three synthetic datasets and one time series microarray data set. We compared our framework to three state-of-the-art parameter estimation methods and found that our approach consistently generated higher quality parameter solutions efficiently. Although many general-purpose parameter estimation methods have been applied for modeling of gene circuits, our results suggest that the use of more tailored approaches to use domain-specific information may be a key to reverse engineering of complex biological systems. http://sfb.kaust.edu.sa/Pages/Software.aspx. Supplementary data are available at Bioinformatics online.

Obtaining parsimonious hydraulic conductivity fields using head and transport observations: A Bayesian geostatistical parameter estimation approach

NASA Astrophysics Data System (ADS)

Fienen, M.; Hunt, R.; Krabbenhoft, D.; Clemo, T.

2009-08-01

Flow path delineation is a valuable tool for interpreting the subsurface hydrogeochemical environment. Different types of data, such as groundwater flow and transport, inform different aspects of hydrogeologic parameter values (hydraulic conductivity in this case) which, in turn, determine flow paths. This work combines flow and transport information to estimate a unified set of hydrogeologic parameters using the Bayesian geostatistical inverse approach. Parameter flexibility is allowed by using a highly parameterized approach with the level of complexity informed by the data. Despite the effort to adhere to the ideal of minimal a priori structure imposed on the problem, extreme contrasts in parameters can result in the need to censor correlation across hydrostratigraphic bounding surfaces. These partitions segregate parameters into facies associations. With an iterative approach in which partitions are based on inspection of initial estimates, flow path interpretation is progressively refined through the inclusion of more types of data. Head observations, stable oxygen isotopes (18O/16O ratios), and tritium are all used to progressively refine flow path delineation on an isthmus between two lakes in the Trout Lake watershed, northern Wisconsin, United States. Despite allowing significant parameter freedom by estimating many distributed parameter values, a smooth field is obtained.

Obtaining parsimonious hydraulic conductivity fields using head and transport observations: A Bayesian geostatistical parameter estimation approach

USGS Publications Warehouse

Fienen, M.; Hunt, R.; Krabbenhoft, D.; Clemo, T.

2009-01-01

Flow path delineation is a valuable tool for interpreting the subsurface hydrogeochemical environment. Different types of data, such as groundwater flow and transport, inform different aspects of hydrogeologic parameter values (hydraulic conductivity in this case) which, in turn, determine flow paths. This work combines flow and transport information to estimate a unified set of hydrogeologic parameters using the Bayesian geostatistical inverse approach. Parameter flexibility is allowed by using a highly parameterized approach with the level of complexity informed by the data. Despite the effort to adhere to the ideal of minimal a priori structure imposed on the problem, extreme contrasts in parameters can result in the need to censor correlation across hydrostratigraphic bounding surfaces. These partitions segregate parameters into facies associations. With an iterative approach in which partitions are based on inspection of initial estimates, flow path interpretation is progressively refined through the inclusion of more types of data. Head observations, stable oxygen isotopes (18O/16O ratios), and tritium are all used to progressively refine flow path delineation on an isthmus between two lakes in the Trout Lake watershed, northern Wisconsin, United States. Despite allowing significant parameter freedom by estimating many distributed parameter values, a smooth field is obtained.

Graphical Evaluation of the Ridge-Type Robust Regression Estimators in Mixture Experiments

PubMed Central

Erkoc, Ali; Emiroglu, Esra

2014-01-01

In mixture experiments, estimation of the parameters is generally based on ordinary least squares (OLS). However, in the presence of multicollinearity and outliers, OLS can result in very poor estimates. In this case, effects due to the combined outlier-multicollinearity problem can be reduced to certain extent by using alternative approaches. One of these approaches is to use biased-robust regression techniques for the estimation of parameters. In this paper, we evaluate various ridge-type robust estimators in the cases where there are multicollinearity and outliers during the analysis of mixture experiments. Also, for selection of biasing parameter, we use fraction of design space plots for evaluating the effect of the ridge-type robust estimators with respect to the scaled mean squared error of prediction. The suggested graphical approach is illustrated on Hald cement data set. PMID:25202738

Graphical evaluation of the ridge-type robust regression estimators in mixture experiments.

PubMed

Erkoc, Ali; Emiroglu, Esra; Akay, Kadri Ulas

2014-01-01

In mixture experiments, estimation of the parameters is generally based on ordinary least squares (OLS). However, in the presence of multicollinearity and outliers, OLS can result in very poor estimates. In this case, effects due to the combined outlier-multicollinearity problem can be reduced to certain extent by using alternative approaches. One of these approaches is to use biased-robust regression techniques for the estimation of parameters. In this paper, we evaluate various ridge-type robust estimators in the cases where there are multicollinearity and outliers during the analysis of mixture experiments. Also, for selection of biasing parameter, we use fraction of design space plots for evaluating the effect of the ridge-type robust estimators with respect to the scaled mean squared error of prediction. The suggested graphical approach is illustrated on Hald cement data set.

Quantification of tumor perfusion using dynamic contrast-enhanced ultrasound: impact of mathematical modeling

NASA Astrophysics Data System (ADS)

Doury, Maxime; Dizeux, Alexandre; de Cesare, Alain; Lucidarme, Olivier; Pellot-Barakat, Claire; Bridal, S. Lori; Frouin, Frédérique

2017-02-01

Dynamic contrast-enhanced ultrasound has been proposed to monitor tumor therapy, as a complement to volume measurements. To assess the variability of perfusion parameters in ideal conditions, four consecutive test-retest studies were acquired in a mouse tumor model, using controlled injections. The impact of mathematical modeling on parameter variability was then investigated. Coefficients of variation (CV) of tissue blood volume (BV) and tissue blood flow (BF) based-parameters were estimated inside 32 sub-regions of the tumors, comparing the log-normal (LN) model with a one-compartment model fed by an arterial input function (AIF) and improved by the introduction of a time delay parameter. Relative perfusion parameters were also estimated by normalization of the LN parameters and normalization of the one-compartment parameters estimated with the AIF, using a reference tissue (RT) region. A direct estimation (rRTd) of relative parameters, based on the one-compartment model without using the AIF, was also obtained by using the kinetics inside the RT region. Results of test-retest studies show that absolute regional parameters have high CV, whatever the approach, with median values of about 30% for BV, and 40% for BF. The positive impact of normalization was established, showing a coherent estimation of relative parameters, with reduced CV (about 20% for BV and 30% for BF using the rRTd approach). These values were significantly lower (p  <  0.05) than the CV of absolute parameters. The rRTd approach provided the smallest CV and should be preferred for estimating relative perfusion parameters.

Inference of reactive transport model parameters using a Bayesian multivariate approach

NASA Astrophysics Data System (ADS)

Carniato, Luca; Schoups, Gerrit; van de Giesen, Nick

2014-08-01

Parameter estimation of subsurface transport models from multispecies data requires the definition of an objective function that includes different types of measurements. Common approaches are weighted least squares (WLS), where weights are specified a priori for each measurement, and weighted least squares with weight estimation (WLS(we)) where weights are estimated from the data together with the parameters. In this study, we formulate the parameter estimation task as a multivariate Bayesian inference problem. The WLS and WLS(we) methods are special cases in this framework, corresponding to specific prior assumptions about the residual covariance matrix. The Bayesian perspective allows for generalizations to cases where residual correlation is important and for efficient inference by analytically integrating out the variances (weights) and selected covariances from the joint posterior. Specifically, the WLS and WLS(we) methods are compared to a multivariate (MV) approach that accounts for specific residual correlations without the need for explicit estimation of the error parameters. When applied to inference of reactive transport model parameters from column-scale data on dissolved species concentrations, the following results were obtained: (1) accounting for residual correlation between species provides more accurate parameter estimation for high residual correlation levels whereas its influence for predictive uncertainty is negligible, (2) integrating out the (co)variances leads to an efficient estimation of the full joint posterior with a reduced computational effort compared to the WLS(we) method, and (3) in the presence of model structural errors, none of the methods is able to identify the correct parameter values.

Least-squares sequential parameter and state estimation for large space structures

NASA Technical Reports Server (NTRS)

Thau, F. E.; Eliazov, T.; Montgomery, R. C.

1982-01-01

This paper presents the formulation of simultaneous state and parameter estimation problems for flexible structures in terms of least-squares minimization problems. The approach combines an on-line order determination algorithm, with least-squares algorithms for finding estimates of modal approximation functions, modal amplitudes, and modal parameters. The approach combines previous results on separable nonlinear least squares estimation with a regression analysis formulation of the state estimation problem. The technique makes use of sequential Householder transformations. This allows for sequential accumulation of matrices required during the identification process. The technique is used to identify the modal prameters of a flexible beam.

Approaches in highly parameterized inversion: bgaPEST, a Bayesian geostatistical approach implementation with PEST: documentation and instructions

USGS Publications Warehouse

Fienen, Michael N.; D'Oria, Marco; Doherty, John E.; Hunt, Randall J.

2013-01-01

The application bgaPEST is a highly parameterized inversion software package implementing the Bayesian Geostatistical Approach in a framework compatible with the parameter estimation suite PEST. Highly parameterized inversion refers to cases in which parameters are distributed in space or time and are correlated with one another. The Bayesian aspect of bgaPEST is related to Bayesian probability theory in which prior information about parameters is formally revised on the basis of the calibration dataset used for the inversion. Conceptually, this approach formalizes the conditionality of estimated parameters on the specific data and model available. The geostatistical component of the method refers to the way in which prior information about the parameters is used. A geostatistical autocorrelation function is used to enforce structure on the parameters to avoid overfitting and unrealistic results. Bayesian Geostatistical Approach is designed to provide the smoothest solution that is consistent with the data. Optionally, users can specify a level of fit or estimate a balance between fit and model complexity informed by the data. Groundwater and surface-water applications are used as examples in this text, but the possible uses of bgaPEST extend to any distributed parameter applications.

Attitude determination and parameter estimation using vector observations - Theory

NASA Technical Reports Server (NTRS)

Markley, F. Landis

1989-01-01

Procedures for attitude determination based on Wahba's loss function are generalized to include the estimation of parameters other than the attitude, such as sensor biases. Optimization with respect to the attitude is carried out using the q-method, which does not require an a priori estimate of the attitude. Optimization with respect to the other parameters employs an iterative approach, which does require an a priori estimate of these parameters. Conventional state estimation methods require a priori estimates of both the parameters and the attitude, while the algorithm presented in this paper always computes the exact optimal attitude for given values of the parameters. Expressions for the covariance of the attitude and parameter estimates are derived.

Assessing statistical differences between parameters estimates in Partial Least Squares path modeling.

PubMed

Rodríguez-Entrena, Macario; Schuberth, Florian; Gelhard, Carsten

2018-01-01

Structural equation modeling using partial least squares (PLS-SEM) has become a main-stream modeling approach in various disciplines. Nevertheless, prior literature still lacks a practical guidance on how to properly test for differences between parameter estimates. Whereas existing techniques such as parametric and non-parametric approaches in PLS multi-group analysis solely allow to assess differences between parameters that are estimated for different subpopulations, the study at hand introduces a technique that allows to also assess whether two parameter estimates that are derived from the same sample are statistically different. To illustrate this advancement to PLS-SEM, we particularly refer to a reduced version of the well-established technology acceptance model.

Bias-Corrected Estimation of Noncentrality Parameters of Covariance Structure Models

ERIC Educational Resources Information Center

Raykov, Tenko

2005-01-01

A bias-corrected estimator of noncentrality parameters of covariance structure models is discussed. The approach represents an application of the bootstrap methodology for purposes of bias correction, and utilizes the relation between average of resample conventional noncentrality parameter estimates and their sample counterpart. The…

Effects of sampling close relatives on some elementary population genetics analyses.

PubMed

Wang, Jinliang

2018-01-01

Many molecular ecology analyses assume the genotyped individuals are sampled at random from a population and thus are representative of the population. Realistically, however, a sample may contain excessive close relatives (ECR) because, for example, localized juveniles are drawn from fecund species. Our knowledge is limited about how ECR affect the routinely conducted elementary genetics analyses, and how ECR are best dealt with to yield unbiased and accurate parameter estimates. This study quantifies the effects of ECR on some popular population genetics analyses of marker data, including the estimation of allele frequencies, F-statistics, expected heterozygosity (H e ), effective and observed numbers of alleles, and the tests of Hardy-Weinberg equilibrium (HWE) and linkage equilibrium (LE). It also investigates several strategies for handling ECR to mitigate their impact and to yield accurate parameter estimates. My analytical work, assisted by simulations, shows that ECR have large and global effects on all of the above marker analyses. The naïve approach of simply ignoring ECR could yield low-precision and often biased parameter estimates, and could cause too many false rejections of HWE and LE. The bold approach, which simply identifies and removes ECR, and the cautious approach, which estimates target parameters (e.g., H e ) by accounting for ECR and using naïve allele frequency estimates, eliminate the bias and the false HWE and LE rejections, but could reduce estimation precision substantially. The likelihood approach, which accounts for ECR in estimating allele frequencies and thus target parameters relying on allele frequencies, usually yields unbiased and the most accurate parameter estimates. Which of the four approaches is the most effective and efficient may depend on the particular marker analysis to be conducted. The results are discussed in the context of using marker data for understanding population properties and marker properties. © 2017 John Wiley & Sons Ltd.

Inverse and forward modeling under uncertainty using MRE-based Bayesian approach

NASA Astrophysics Data System (ADS)

Hou, Z.; Rubin, Y.

2004-12-01

A stochastic inverse approach for subsurface characterization is proposed and applied to shallow vadose zone at a winery field site in north California and to a gas reservoir at the Ormen Lange field site in the North Sea. The approach is formulated in a Bayesian-stochastic framework, whereby the unknown parameters are identified in terms of their statistical moments or their probabilities. Instead of the traditional single-valued estimation /prediction provided by deterministic methods, the approach gives a probability distribution for an unknown parameter. This allows calculating the mean, the mode, and the confidence interval, which is useful for a rational treatment of uncertainty and its consequences. The approach also allows incorporating data of various types and different error levels, including measurements of state variables as well as information such as bounds on or statistical moments of the unknown parameters, which may represent prior information. To obtain minimally subjective prior probabilities required for the Bayesian approach, the principle of Minimum Relative Entropy (MRE) is employed. The approach is tested in field sites for flow parameters identification and soil moisture estimation in the vadose zone and for gas saturation estimation at great depth below the ocean floor. Results indicate the potential of coupling various types of field data within a MRE-based Bayesian formalism for improving the estimation of the parameters of interest.

Dynamic Modeling from Flight Data with Unknown Time Skews

NASA Technical Reports Server (NTRS)

Morelli, Eugene A.

2016-01-01

A method for estimating dynamic model parameters from flight data with unknown time skews is described and demonstrated. The method combines data reconstruction, nonlinear optimization, and equation-error parameter estimation in the frequency domain to accurately estimate both dynamic model parameters and the relative time skews in the data. Data from a nonlinear F-16 aircraft simulation with realistic noise, instrumentation errors, and arbitrary time skews were used to demonstrate the approach. The approach was further evaluated using flight data from a subscale jet transport aircraft, where the measured data were known to have relative time skews. Comparison of modeling results obtained from time-skewed and time-synchronized data showed that the method accurately estimates both dynamic model parameters and relative time skew parameters from flight data with unknown time skews.

Informed spectral analysis: audio signal parameter estimation using side information

NASA Astrophysics Data System (ADS)

Fourer, Dominique; Marchand, Sylvain

2013-12-01

Parametric models are of great interest for representing and manipulating sounds. However, the quality of the resulting signals depends on the precision of the parameters. When the signals are available, these parameters can be estimated, but the presence of noise decreases the resulting precision of the estimation. Furthermore, the Cramér-Rao bound shows the minimal error reachable with the best estimator, which can be insufficient for demanding applications. These limitations can be overcome by using the coding approach which consists in directly transmitting the parameters with the best precision using the minimal bitrate. However, this approach does not take advantage of the information provided by the estimation from the signal and may require a larger bitrate and a loss of compatibility with existing file formats. The purpose of this article is to propose a compromised approach, called the 'informed approach,' which combines analysis with (coded) side information in order to increase the precision of parameter estimation using a lower bitrate than pure coding approaches, the audio signal being known. Thus, the analysis problem is presented in a coder/decoder configuration where the side information is computed and inaudibly embedded into the mixture signal at the coder. At the decoder, the extra information is extracted and is used to assist the analysis process. This study proposes applying this approach to audio spectral analysis using sinusoidal modeling which is a well-known model with practical applications and where theoretical bounds have been calculated. This work aims at uncovering new approaches for audio quality-based applications. It provides a solution for challenging problems like active listening of music, source separation, and realistic sound transformations.

Genomic data assimilation for estimating hybrid functional Petri net from time-course gene expression data.

PubMed

Nagasaki, Masao; Yamaguchi, Rui; Yoshida, Ryo; Imoto, Seiya; Doi, Atsushi; Tamada, Yoshinori; Matsuno, Hiroshi; Miyano, Satoru; Higuchi, Tomoyuki

2006-01-01

We propose an automatic construction method of the hybrid functional Petri net as a simulation model of biological pathways. The problems we consider are how we choose the values of parameters and how we set the network structure. Usually, we tune these unknown factors empirically so that the simulation results are consistent with biological knowledge. Obviously, this approach has the limitation in the size of network of interest. To extend the capability of the simulation model, we propose the use of data assimilation approach that was originally established in the field of geophysical simulation science. We provide genomic data assimilation framework that establishes a link between our simulation model and observed data like microarray gene expression data by using a nonlinear state space model. A key idea of our genomic data assimilation is that the unknown parameters in simulation model are converted as the parameter of the state space model and the estimates are obtained as the maximum a posteriori estimators. In the parameter estimation process, the simulation model is used to generate the system model in the state space model. Such a formulation enables us to handle both the model construction and the parameter tuning within a framework of the Bayesian statistical inferences. In particular, the Bayesian approach provides us a way of controlling overfitting during the parameter estimations that is essential for constructing a reliable biological pathway. We demonstrate the effectiveness of our approach using synthetic data. As a result, parameter estimation using genomic data assimilation works very well and the network structure is suitably selected.

System health monitoring using multiple-model adaptive estimation techniques

NASA Astrophysics Data System (ADS)

Sifford, Stanley Ryan

Monitoring system health for fault detection and diagnosis by tracking system parameters concurrently with state estimates is approached using a new multiple-model adaptive estimation (MMAE) method. This novel method is called GRid-based Adaptive Parameter Estimation (GRAPE). GRAPE expands existing MMAE methods by using new techniques to sample the parameter space. GRAPE expands on MMAE with the hypothesis that sample models can be applied and resampled without relying on a predefined set of models. GRAPE is initially implemented in a linear framework using Kalman filter models. A more generalized GRAPE formulation is presented using extended Kalman filter (EKF) models to represent nonlinear systems. GRAPE can handle both time invariant and time varying systems as it is designed to track parameter changes. Two techniques are presented to generate parameter samples for the parallel filter models. The first approach is called selected grid-based stratification (SGBS). SGBS divides the parameter space into equally spaced strata. The second approach uses Latin Hypercube Sampling (LHS) to determine the parameter locations and minimize the total number of required models. LHS is particularly useful when the parameter dimensions grow. Adding more parameters does not require the model count to increase for LHS. Each resample is independent of the prior sample set other than the location of the parameter estimate. SGBS and LHS can be used for both the initial sample and subsequent resamples. Furthermore, resamples are not required to use the same technique. Both techniques are demonstrated for both linear and nonlinear frameworks. The GRAPE framework further formalizes the parameter tracking process through a general approach for nonlinear systems. These additional methods allow GRAPE to either narrow the focus to converged values within a parameter range or expand the range in the appropriate direction to track the parameters outside the current parameter range boundary. Customizable rules define the specific resample behavior when the GRAPE parameter estimates converge. Convergence itself is determined from the derivatives of the parameter estimates using a simple moving average window to filter out noise. The system can be tuned to match the desired performance goals by making adjustments to parameters such as the sample size, convergence criteria, resample criteria, initial sampling method, resampling method, confidence in prior sample covariances, sample delay, and others.

Profile-likelihood Confidence Intervals in Item Response Theory Models.

PubMed

Chalmers, R Philip; Pek, Jolynn; Liu, Yang

2017-01-01

Confidence intervals (CIs) are fundamental inferential devices which quantify the sampling variability of parameter estimates. In item response theory, CIs have been primarily obtained from large-sample Wald-type approaches based on standard error estimates, derived from the observed or expected information matrix, after parameters have been estimated via maximum likelihood. An alternative approach to constructing CIs is to quantify sampling variability directly from the likelihood function with a technique known as profile-likelihood confidence intervals (PL CIs). In this article, we introduce PL CIs for item response theory models, compare PL CIs to classical large-sample Wald-type CIs, and demonstrate important distinctions among these CIs. CIs are then constructed for parameters directly estimated in the specified model and for transformed parameters which are often obtained post-estimation. Monte Carlo simulation results suggest that PL CIs perform consistently better than Wald-type CIs for both non-transformed and transformed parameters.

A New Formulation of the Filter-Error Method for Aerodynamic Parameter Estimation in Turbulence

NASA Technical Reports Server (NTRS)

Grauer, Jared A.; Morelli, Eugene A.

2015-01-01

A new formulation of the filter-error method for estimating aerodynamic parameters in nonlinear aircraft dynamic models during turbulence was developed and demonstrated. The approach uses an estimate of the measurement noise covariance to identify the model parameters, their uncertainties, and the process noise covariance, in a relaxation method analogous to the output-error method. Prior information on the model parameters and uncertainties can be supplied, and a post-estimation correction to the uncertainty was included to account for colored residuals not considered in the theory. No tuning parameters, needing adjustment by the analyst, are used in the estimation. The method was demonstrated in simulation using the NASA Generic Transport Model, then applied to the subscale T-2 jet-engine transport aircraft flight. Modeling results in different levels of turbulence were compared with results from time-domain output error and frequency- domain equation error methods to demonstrate the effectiveness of the approach.

Estimation and impact assessment of input and parameter uncertainty in predicting groundwater flow with a fully distributed model

NASA Astrophysics Data System (ADS)

Touhidul Mustafa, Syed Md.; Nossent, Jiri; Ghysels, Gert; Huysmans, Marijke

2017-04-01

Transient numerical groundwater flow models have been used to understand and forecast groundwater flow systems under anthropogenic and climatic effects, but the reliability of the predictions is strongly influenced by different sources of uncertainty. Hence, researchers in hydrological sciences are developing and applying methods for uncertainty quantification. Nevertheless, spatially distributed flow models pose significant challenges for parameter and spatially distributed input estimation and uncertainty quantification. In this study, we present a general and flexible approach for input and parameter estimation and uncertainty analysis of groundwater models. The proposed approach combines a fully distributed groundwater flow model (MODFLOW) with the DiffeRential Evolution Adaptive Metropolis (DREAM) algorithm. To avoid over-parameterization, the uncertainty of the spatially distributed model input has been represented by multipliers. The posterior distributions of these multipliers and the regular model parameters were estimated using DREAM. The proposed methodology has been applied in an overexploited aquifer in Bangladesh where groundwater pumping and recharge data are highly uncertain. The results confirm that input uncertainty does have a considerable effect on the model predictions and parameter distributions. Additionally, our approach also provides a new way to optimize the spatially distributed recharge and pumping data along with the parameter values under uncertain input conditions. It can be concluded from our approach that considering model input uncertainty along with parameter uncertainty is important for obtaining realistic model predictions and a correct estimation of the uncertainty bounds.

A Normalized Direct Approach for Estimating the Parameters of the Normal Ogive Three-Parameter Model for Ability Tests.

ERIC Educational Resources Information Center

Gugel, John F.

A new method for estimating the parameters of the normal ogive three-parameter model for multiple-choice test items--the normalized direct (NDIR) procedure--is examined. The procedure is compared to a more commonly used estimation procedure, Lord's LOGIST, using computer simulations. The NDIR procedure uses the normalized (mid-percentile)…

Linear least squares approach for evaluating crack tip fracture parameters using isochromatic and isoclinic data from digital photoelasticity

NASA Astrophysics Data System (ADS)

Patil, Prataprao; Vyasarayani, C. P.; Ramji, M.

2017-06-01

In this work, digital photoelasticity technique is used to estimate the crack tip fracture parameters for different crack configurations. Conventionally, only isochromatic data surrounding the crack tip is used for SIF estimation, but with the advent of digital photoelasticity, pixel-wise availability of both isoclinic and isochromatic data could be exploited for SIF estimation in a novel way. A linear least square approach is proposed to estimate the mixed-mode crack tip fracture parameters by solving the multi-parameter stress field equation. The stress intensity factor (SIF) is extracted from those estimated fracture parameters. The isochromatic and isoclinic data around the crack tip is estimated using the ten-step phase shifting technique. To get the unwrapped data, the adaptive quality guided phase unwrapping algorithm (AQGPU) has been used. The mixed mode fracture parameters, especially SIF are estimated for specimen configurations like single edge notch (SEN), center crack and straight crack ahead of inclusion using the proposed algorithm. The experimental SIF values estimated using the proposed method are compared with analytical/finite element analysis (FEA) results, and are found to be in good agreement.

An Indirect System Identification Technique for Stable Estimation of Continuous-Time Parameters of the Vestibulo-Ocular Reflex (VOR)

NASA Technical Reports Server (NTRS)

Kukreja, Sunil L.; Wallin, Ragnar; Boyle, Richard D.

2013-01-01

The vestibulo-ocular reflex (VOR) is a well-known dual mode bifurcating system that consists of slow and fast modes associated with nystagmus and saccade, respectively. Estimation of continuous-time parameters of nystagmus and saccade models are known to be sensitive to estimation methodology, noise and sampling rate. The stable and accurate estimation of these parameters are critical for accurate disease modelling, clinical diagnosis, robotic control strategies, mission planning for space exploration and pilot safety, etc. This paper presents a novel indirect system identification method for the estimation of continuous-time parameters of VOR employing standardised least-squares with dual sampling rates in a sparse structure. This approach permits the stable and simultaneous estimation of both nystagmus and saccade data. The efficacy of this approach is demonstrated via simulation of a continuous-time model of VOR with typical parameters found in clinical studies and in the presence of output additive noise.

Designing occupancy studies when false-positive detections occur

USGS Publications Warehouse

Clement, Matthew

2016-01-01

1.Recently, estimators have been developed to estimate occupancy probabilities when false-positive detections occur during presence-absence surveys. Some of these estimators combine different types of survey data to improve estimates of occupancy. With these estimators, there is a tradeoff between the number of sample units surveyed, and the number and type of surveys at each sample unit. Guidance on efficient design of studies when false positives occur is unavailable. 2.For a range of scenarios, I identified survey designs that minimized the mean square error of the estimate of occupancy. I considered an approach that uses one survey method and two observation states and an approach that uses two survey methods. For each approach, I used numerical methods to identify optimal survey designs when model assumptions were met and parameter values were correctly anticipated, when parameter values were not correctly anticipated, and when the assumption of no unmodelled detection heterogeneity was violated. 3.Under the approach with two observation states, false positive detections increased the number of recommended surveys, relative to standard occupancy models. If parameter values could not be anticipated, pessimism about detection probabilities avoided poor designs. Detection heterogeneity could require more or fewer repeat surveys, depending on parameter values. If model assumptions were met, the approach with two survey methods was inefficient. However, with poor anticipation of parameter values, with detection heterogeneity, or with removal sampling schemes, combining two survey methods could improve estimates of occupancy. 4.Ignoring false positives can yield biased parameter estimates, yet false positives greatly complicate the design of occupancy studies. Specific guidance for major types of false-positive occupancy models, and for two assumption violations common in field data, can conserve survey resources. This guidance can be used to design efficient monitoring programs and studies of species occurrence, species distribution, or habitat selection, when false positives occur during surveys.

Modern control concepts in hydrology

NASA Technical Reports Server (NTRS)

Duong, N.; Johnson, G. R.; Winn, C. B.

1974-01-01

Two approaches to an identification problem in hydrology are presented based upon concepts from modern control and estimation theory. The first approach treats the identification of unknown parameters in a hydrologic system subject to noisy inputs as an adaptive linear stochastic control problem; the second approach alters the model equation to account for the random part in the inputs, and then uses a nonlinear estimation scheme to estimate the unknown parameters. Both approaches use state-space concepts. The identification schemes are sequential and adaptive and can handle either time invariant or time dependent parameters. They are used to identify parameters in the Prasad model of rainfall-runoff. The results obtained are encouraging and conform with results from two previous studies; the first using numerical integration of the model equation along with a trial-and-error procedure, and the second, by using a quasi-linearization technique. The proposed approaches offer a systematic way of analyzing the rainfall-runoff process when the input data are imbedded in noise.

Establish Effective Lower Bounds of Watershed Slope for Traditional Hydrologic Methods

DOT National Transportation Integrated Search

2012-06-01

Equations to estimate timing parameters for a watershed contain watershed slope as a principal parameter and : estimates are usually inversely proportional to topographic slope. Hence as slope vanishes, the estimates approach : infinity. The research...

Reconstructing the hidden states in time course data of stochastic models.

PubMed

Zimmer, Christoph

2015-11-01

Parameter estimation is central for analyzing models in Systems Biology. The relevance of stochastic modeling in the field is increasing. Therefore, the need for tailored parameter estimation techniques is increasing as well. Challenges for parameter estimation are partial observability, measurement noise, and the computational complexity arising from the dimension of the parameter space. This article extends the multiple shooting for stochastic systems' method, developed for inference in intrinsic stochastic systems. The treatment of extrinsic noise and the estimation of the unobserved states is improved, by taking into account the correlation between unobserved and observed species. This article demonstrates the power of the method on different scenarios of a Lotka-Volterra model, including cases in which the prey population dies out or explodes, and a Calcium oscillation system. Besides showing how the new extension improves the accuracy of the parameter estimates, this article analyzes the accuracy of the state estimates. In contrast to previous approaches, the new approach is well able to estimate states and parameters for all the scenarios. As it does not need stochastic simulations, it is of the same order of speed as conventional least squares parameter estimation methods with respect to computational time. Copyright © 2015 The Authors. Published by Elsevier Inc. All rights reserved.

Estimation of kinetic parameters from list-mode data using an indirect apporach

NASA Astrophysics Data System (ADS)

Ortiz, Joseph Christian

This dissertation explores the possibility of using an imaging approach to model classical pharmacokinetic (PK) problems. The kinetic parameters which describe the uptake rates of a drug within a biological system, are parameters of interest. Knowledge of the drug uptake in a system is useful in expediting the drug development process, as well as providing a dosage regimen for patients. Traditionally, the uptake rate of a drug in a system is obtained via sampling the concentration of the drug in a central compartment, usually the blood, and fitting the data to a curve. In a system consisting of multiple compartments, the number of kinetic parameters is proportional to the number of compartments, and in classical PK experiments, the number of identifiable parameters is less than the total number of parameters. Using an imaging approach to model classical PK problems, the support region of each compartment within the system will be exactly known, and all the kinetic parameters are uniquely identifiable. To solve for the kinetic parameters, an indirect approach, which is a two part process, was used. First the compartmental activity was obtained from data, and next the kinetic parameters were estimated. The novel aspect of the research is using listmode data to obtain the activity curves from a system as opposed to a traditional binned approach. Using techniques from information theoretic learning, particularly kernel density estimation, a non-parametric probability density function for the voltage outputs on each photo-multiplier tube, for each event, was generated on the fly, which was used in a least squares optimization routine to estimate the compartmental activity. The estimability of the activity curves for varying noise levels as well as time sample densities were explored. Once an estimate for the activity was obtained, the kinetic parameters were obtained using multiple cost functions, and the compared to each other using the mean squared error as the figure of merit.

JuPOETs: a constrained multiobjective optimization approach to estimate biochemical model ensembles in the Julia programming language.

PubMed

Bassen, David M; Vilkhovoy, Michael; Minot, Mason; Butcher, Jonathan T; Varner, Jeffrey D

2017-01-25

Ensemble modeling is a promising approach for obtaining robust predictions and coarse grained population behavior in deterministic mathematical models. Ensemble approaches address model uncertainty by using parameter or model families instead of single best-fit parameters or fixed model structures. Parameter ensembles can be selected based upon simulation error, along with other criteria such as diversity or steady-state performance. Simulations using parameter ensembles can estimate confidence intervals on model variables, and robustly constrain model predictions, despite having many poorly constrained parameters. In this software note, we present a multiobjective based technique to estimate parameter or models ensembles, the Pareto Optimal Ensemble Technique in the Julia programming language (JuPOETs). JuPOETs integrates simulated annealing with Pareto optimality to estimate ensembles on or near the optimal tradeoff surface between competing training objectives. We demonstrate JuPOETs on a suite of multiobjective problems, including test functions with parameter bounds and system constraints as well as for the identification of a proof-of-concept biochemical model with four conflicting training objectives. JuPOETs identified optimal or near optimal solutions approximately six-fold faster than a corresponding implementation in Octave for the suite of test functions. For the proof-of-concept biochemical model, JuPOETs produced an ensemble of parameters that gave both the mean of the training data for conflicting data sets, while simultaneously estimating parameter sets that performed well on each of the individual objective functions. JuPOETs is a promising approach for the estimation of parameter and model ensembles using multiobjective optimization. JuPOETs can be adapted to solve many problem types, including mixed binary and continuous variable types, bilevel optimization problems and constrained problems without altering the base algorithm. JuPOETs is open source, available under an MIT license, and can be installed using the Julia package manager from the JuPOETs GitHub repository.

A Bayesian approach to identifying structural nonlinearity using free-decay response: Application to damage detection in composites

USGS Publications Warehouse

Nichols, J.M.; Link, W.A.; Murphy, K.D.; Olson, C.C.

2010-01-01

This work discusses a Bayesian approach to approximating the distribution of parameters governing nonlinear structural systems. Specifically, we use a Markov Chain Monte Carlo method for sampling the posterior parameter distributions thus producing both point and interval estimates for parameters. The method is first used to identify both linear and nonlinear parameters in a multiple degree-of-freedom structural systems using free-decay vibrations. The approach is then applied to the problem of identifying the location, size, and depth of delamination in a model composite beam. The influence of additive Gaussian noise on the response data is explored with respect to the quality of the resulting parameter estimates.

Approaches for the direct estimation of lambda, and demographic contributions to lambda, using capture-recapture data

USGS Publications Warehouse

Nichols, James D.; Hines, James E.

2002-01-01

We first consider the estimation of the finite rate of population increase or population growth rate, u i , using capture-recapture data from open populations. We review estimation and modelling of u i under three main approaches to modelling openpopulation data: the classic approach of Jolly (1965) and Seber (1965), the superpopulation approach of Crosbie & Manly (1985) and Schwarz & Arnason (1996), and the temporal symmetry approach of Pradel (1996). Next, we consider the contributions of different demographic components to u i using a probabilistic approach based on the composition of the population at time i + 1 (Nichols et al., 2000b). The parameters of interest are identical to the seniority parameters, n i , of Pradel (1996). We review estimation of n i under the classic, superpopulation, and temporal symmetry approaches. We then compare these direct estimation approaches for u i and n i with analogues computed using projection matrix asymptotics. We also discuss various extensions of the estimation approaches to multistate applications and to joint likelihoods involving multiple data types.

Approaches for the direct estimation of lambda, and demographic contributions to lambda, using capture-recapture data

USGS Publications Warehouse

Nichols, J.D.; Hines, J.E.

2002-01-01

We first consider the estimation of the finite rate of population increase or population growth rate, lambda sub i, using capture-recapture data from open populations. We review estimation and modelling of lambda sub i under three main approaches to modelling open-population data: the classic approach of Jolly (1965) and Seber (1965), the superpopulation approach of Crosbie & Manly (1985) and Schwarz & Arnason (1996), and the temporal symmetry approach of Pradel (1996). Next, we consider the contributions of different demographic components to lambda sub i using a probabilistic approach based on the composition of the population at time i + 1 (Nichols et al., 2000b). The parameters of interest are identical to the seniority parameters, gamma sub i, of Pradel (1996). We review estimation of gamma sub i under the classic, superpopulation, and temporal symmetry approaches. We then compare these direct estimation approaches for lambda sub i and gamma sub i with analogues computed using projection matrix asymptotics. We also discuss various extensions of the estimation approaches to multistate applications and to joint likelihoods involving multiple data types.

Suspension parameter estimation in the frequency domain using a matrix inversion approach

NASA Astrophysics Data System (ADS)

Thite, A. N.; Banvidi, S.; Ibicek, T.; Bennett, L.

2011-12-01

The dynamic lumped parameter models used to optimise the ride and handling of a vehicle require base values of the suspension parameters. These parameters are generally experimentally identified. The accuracy of identified parameters can depend on the measurement noise and the validity of the model used. The existing publications on suspension parameter identification are generally based on the time domain and use a limited degree of freedom. Further, the data used are either from a simulated 'experiment' or from a laboratory test on an idealised quarter or a half-car model. In this paper, a method is developed in the frequency domain which effectively accounts for the measurement noise. Additional dynamic constraining equations are incorporated and the proposed formulation results in a matrix inversion approach. The nonlinearities in damping are estimated, however, using a time-domain approach. Full-scale 4-post rig test data of a vehicle are used. The variations in the results are discussed using the modal resonant behaviour. Further, a method is implemented to show how the results can be improved when the matrix inverted is ill-conditioned. The case study shows a good agreement between the estimates based on the proposed frequency-domain approach and measurable physical parameters.

A Bayesian inverse modeling approach to estimate soil hydraulic properties of a toposequence in southeastern Amazonia.

NASA Astrophysics Data System (ADS)

Stucchi Boschi, Raquel; Qin, Mingming; Gimenez, Daniel; Cooper, Miguel

2016-04-01

Modeling is an important tool for better understanding and assessing land use impacts on landscape processes. A key point for environmental modeling is the knowledge of soil hydraulic properties. However, direct determination of soil hydraulic properties is difficult and costly, particularly in vast and remote regions such as one constituting the Amazon Biome. One way to overcome this problem is to extrapolate accurately estimated data to pedologically similar sites. The van Genuchten (VG) parametric equation is the most commonly used for modeling SWRC. The use of a Bayesian approach in combination with the Markov chain Monte Carlo to estimate the VG parameters has several advantages compared to the widely used global optimization techniques. The Bayesian approach provides posterior distributions of parameters that are independent from the initial values and allow for uncertainty analyses. The main objectives of this study were: i) to estimate hydraulic parameters from data of pasture and forest sites by the Bayesian inverse modeling approach; and ii) to investigate the extrapolation of the estimated VG parameters to a nearby toposequence with pedologically similar soils to those used for its estimate. The parameters were estimated from volumetric water content and tension observations obtained after rainfall events during a 207-day period from pasture and forest sites located in the southeastern Amazon region. These data were used to run HYDRUS-1D under a Differential Evolution Adaptive Metropolis (DREAM) scheme 10,000 times, and only the last 2,500 times were used to calculate the posterior distributions of each hydraulic parameter along with 95% confidence intervals (CI) of volumetric water content and tension time series. Then, the posterior distributions were used to generate hydraulic parameters for two nearby toposequences composed by six soil profiles, three are under forest and three are under pasture. The parameters of the nearby site were accepted when the predicted tension time series were within the 95% CI which is derived from the calibration site using DREAM scheme.

A Bayesian consistent dual ensemble Kalman filter for state-parameter estimation in subsurface hydrology

NASA Astrophysics Data System (ADS)

Ait-El-Fquih, Boujemaa; El Gharamti, Mohamad; Hoteit, Ibrahim

2016-08-01

Ensemble Kalman filtering (EnKF) is an efficient approach to addressing uncertainties in subsurface groundwater models. The EnKF sequentially integrates field data into simulation models to obtain a better characterization of the model's state and parameters. These are generally estimated following joint and dual filtering strategies, in which, at each assimilation cycle, a forecast step by the model is followed by an update step with incoming observations. The joint EnKF directly updates the augmented state-parameter vector, whereas the dual EnKF empirically employs two separate filters, first estimating the parameters and then estimating the state based on the updated parameters. To develop a Bayesian consistent dual approach and improve the state-parameter estimates and their consistency, we propose in this paper a one-step-ahead (OSA) smoothing formulation of the state-parameter Bayesian filtering problem from which we derive a new dual-type EnKF, the dual EnKFOSA. Compared with the standard dual EnKF, it imposes a new update step to the state, which is shown to enhance the performance of the dual approach with almost no increase in the computational cost. Numerical experiments are conducted with a two-dimensional (2-D) synthetic groundwater aquifer model to investigate the performance and robustness of the proposed dual EnKFOSA, and to evaluate its results against those of the joint and dual EnKFs. The proposed scheme is able to successfully recover both the hydraulic head and the aquifer conductivity, providing further reliable estimates of their uncertainties. Furthermore, it is found to be more robust to different assimilation settings, such as the spatial and temporal distribution of the observations, and the level of noise in the data. Based on our experimental setups, it yields up to 25 % more accurate state and parameter estimations than the joint and dual approaches.

Improving slowness estimate stability and visualization using limited sensor pair correlation on seismic arrays

NASA Astrophysics Data System (ADS)

Gibbons, Steven J.; Näsholm, S. P.; Ruigrok, E.; Kværna, T.

2018-04-01

Seismic arrays enhance signal detection and parameter estimation by exploiting the time-delays between arriving signals on sensors at nearby locations. Parameter estimates can suffer due to both signal incoherence, with diminished waveform similarity between sensors, and aberration, with time-delays between coherent waveforms poorly represented by the wave-front model. Sensor-to-sensor correlation approaches to parameter estimation have an advantage over direct beamforming approaches in that individual sensor-pairs can be omitted without necessarily omitting entirely the data from each of the sensors involved. Specifically, we can omit correlations between sensors for which signal coherence in an optimal frequency band is anticipated to be poor or for which anomalous time-delays are anticipated. In practice, this usually means omitting correlations between more distant sensors. We present examples from International Monitoring System seismic arrays with poor parameter estimates resulting when classical f-k analysis is performed over the full array aperture. We demonstrate improved estimates and slowness grid displays using correlation beamforming restricted to correlations between sufficiently closely spaced sensors. This limited sensor-pair correlation (LSPC) approach has lower slowness resolution than would ideally be obtained by considering all sensor-pairs. However, this ideal estimate may be unattainable due to incoherence and/or aberration and the LSPC estimate can often exploit all channels, with the associated noise-suppression, while mitigating the complications arising from correlations between very distant sensors. The greatest need for the method is for short-period signals on large aperture arrays although we also demonstrate significant improvement for secondary regional phases on a small aperture array. LSPC can also provide a robust and flexible approach to parameter estimation on three-component seismic arrays.

Bayesian analysis of physiologically based toxicokinetic and toxicodynamic models.

PubMed

Hack, C Eric

2006-04-17

Physiologically based toxicokinetic (PBTK) and toxicodynamic (TD) models of bromate in animals and humans would improve our ability to accurately estimate the toxic doses in humans based on available animal studies. These mathematical models are often highly parameterized and must be calibrated in order for the model predictions of internal dose to adequately fit the experimentally measured doses. Highly parameterized models are difficult to calibrate and it is difficult to obtain accurate estimates of uncertainty or variability in model parameters with commonly used frequentist calibration methods, such as maximum likelihood estimation (MLE) or least squared error approaches. The Bayesian approach called Markov chain Monte Carlo (MCMC) analysis can be used to successfully calibrate these complex models. Prior knowledge about the biological system and associated model parameters is easily incorporated in this approach in the form of prior parameter distributions, and the distributions are refined or updated using experimental data to generate posterior distributions of parameter estimates. The goal of this paper is to give the non-mathematician a brief description of the Bayesian approach and Markov chain Monte Carlo analysis, how this technique is used in risk assessment, and the issues associated with this approach.

Estimating Function Approaches for Spatial Point Processes

NASA Astrophysics Data System (ADS)

Deng, Chong

Spatial point pattern data consist of locations of events that are often of interest in biological and ecological studies. Such data are commonly viewed as a realization from a stochastic process called spatial point process. To fit a parametric spatial point process model to such data, likelihood-based methods have been widely studied. However, while maximum likelihood estimation is often too computationally intensive for Cox and cluster processes, pairwise likelihood methods such as composite likelihood, Palm likelihood usually suffer from the loss of information due to the ignorance of correlation among pairs. For many types of correlated data other than spatial point processes, when likelihood-based approaches are not desirable, estimating functions have been widely used for model fitting. In this dissertation, we explore the estimating function approaches for fitting spatial point process models. These approaches, which are based on the asymptotic optimal estimating function theories, can be used to incorporate the correlation among data and yield more efficient estimators. We conducted a series of studies to demonstrate that these estmating function approaches are good alternatives to balance the trade-off between computation complexity and estimating efficiency. First, we propose a new estimating procedure that improves the efficiency of pairwise composite likelihood method in estimating clustering parameters. Our approach combines estimating functions derived from pairwise composite likeli-hood estimation and estimating functions that account for correlations among the pairwise contributions. Our method can be used to fit a variety of parametric spatial point process models and can yield more efficient estimators for the clustering parameters than pairwise composite likelihood estimation. We demonstrate its efficacy through a simulation study and an application to the longleaf pine data. Second, we further explore the quasi-likelihood approach on fitting second-order intensity function of spatial point processes. However, the original second-order quasi-likelihood is barely feasible due to the intense computation and high memory requirement needed to solve a large linear system. Motivated by the existence of geometric regular patterns in the stationary point processes, we find a lower dimension representation of the optimal weight function and propose a reduced second-order quasi-likelihood approach. Through a simulation study, we show that the proposed method not only demonstrates superior performance in fitting the clustering parameter but also merits in the relaxation of the constraint of the tuning parameter, H. Third, we studied the quasi-likelihood type estimating funciton that is optimal in a certain class of first-order estimating functions for estimating the regression parameter in spatial point process models. Then, by using a novel spectral representation, we construct an implementation that is computationally much more efficient and can be applied to more general setup than the original quasi-likelihood method.

Parameter Estimation and Model Selection for Indoor Environments Based on Sparse Observations

NASA Astrophysics Data System (ADS)

Dehbi, Y.; Loch-Dehbi, S.; Plümer, L.

2017-09-01

This paper presents a novel method for the parameter estimation and model selection for the reconstruction of indoor environments based on sparse observations. While most approaches for the reconstruction of indoor models rely on dense observations, we predict scenes of the interior with high accuracy in the absence of indoor measurements. We use a model-based top-down approach and incorporate strong but profound prior knowledge. The latter includes probability density functions for model parameters and sparse observations such as room areas and the building footprint. The floorplan model is characterized by linear and bi-linear relations with discrete and continuous parameters. We focus on the stochastic estimation of model parameters based on a topological model derived by combinatorial reasoning in a first step. A Gauss-Markov model is applied for estimation and simulation of the model parameters. Symmetries are represented and exploited during the estimation process. Background knowledge as well as observations are incorporated in a maximum likelihood estimation and model selection is performed with AIC/BIC. The likelihood is also used for the detection and correction of potential errors in the topological model. Estimation results are presented and discussed.

Maximum likelihood method for estimating airplane stability and control parameters from flight data in frequency domain

NASA Technical Reports Server (NTRS)

Klein, V.

1980-01-01

A frequency domain maximum likelihood method is developed for the estimation of airplane stability and control parameters from measured data. The model of an airplane is represented by a discrete-type steady state Kalman filter with time variables replaced by their Fourier series expansions. The likelihood function of innovations is formulated, and by its maximization with respect to unknown parameters the estimation algorithm is obtained. This algorithm is then simplified to the output error estimation method with the data in the form of transformed time histories, frequency response curves, or spectral and cross-spectral densities. The development is followed by a discussion on the equivalence of the cost function in the time and frequency domains, and on advantages and disadvantages of the frequency domain approach. The algorithm developed is applied in four examples to the estimation of longitudinal parameters of a general aviation airplane using computer generated and measured data in turbulent and still air. The cost functions in the time and frequency domains are shown to be equivalent; therefore, both approaches are complementary and not contradictory. Despite some computational advantages of parameter estimation in the frequency domain, this approach is limited to linear equations of motion with constant coefficients.

Ensemble-Based Parameter Estimation in a Coupled General Circulation Model

DOE PAGES

Liu, Y.; Liu, Z.; Zhang, S.; ...

2014-09-10

Parameter estimation provides a potentially powerful approach to reduce model bias for complex climate models. Here, in a twin experiment framework, the authors perform the first parameter estimation in a fully coupled ocean–atmosphere general circulation model using an ensemble coupled data assimilation system facilitated with parameter estimation. The authors first perform single-parameter estimation and then multiple-parameter estimation. In the case of the single-parameter estimation, the error of the parameter [solar penetration depth (SPD)] is reduced by over 90% after ~40 years of assimilation of the conventional observations of monthly sea surface temperature (SST) and salinity (SSS). The results of multiple-parametermore » estimation are less reliable than those of single-parameter estimation when only the monthly SST and SSS are assimilated. Assimilating additional observations of atmospheric data of temperature and wind improves the reliability of multiple-parameter estimation. The errors of the parameters are reduced by 90% in ~8 years of assimilation. Finally, the improved parameters also improve the model climatology. With the optimized parameters, the bias of the climatology of SST is reduced by ~90%. Altogether, this study suggests the feasibility of ensemble-based parameter estimation in a fully coupled general circulation model.« less

Estimating demographic parameters using a combination of known-fate and open N-mixture models

USGS Publications Warehouse

Schmidt, Joshua H.; Johnson, Devin S.; Lindberg, Mark S.; Adams, Layne G.

2015-01-01

Accurate estimates of demographic parameters are required to infer appropriate ecological relationships and inform management actions. Known-fate data from marked individuals are commonly used to estimate survival rates, whereas N-mixture models use count data from unmarked individuals to estimate multiple demographic parameters. However, a joint approach combining the strengths of both analytical tools has not been developed. Here we develop an integrated model combining known-fate and open N-mixture models, allowing the estimation of detection probability, recruitment, and the joint estimation of survival. We demonstrate our approach through both simulations and an applied example using four years of known-fate and pack count data for wolves (Canis lupus). Simulation results indicated that the integrated model reliably recovered parameters with no evidence of bias, and survival estimates were more precise under the joint model. Results from the applied example indicated that the marked sample of wolves was biased toward individuals with higher apparent survival rates than the unmarked pack mates, suggesting that joint estimates may be more representative of the overall population. Our integrated model is a practical approach for reducing bias while increasing precision and the amount of information gained from mark–resight data sets. We provide implementations in both the BUGS language and an R package.

Estimating demographic parameters using a combination of known-fate and open N-mixture models.

PubMed

Schmidt, Joshua H; Johnson, Devin S; Lindberg, Mark S; Adams, Layne G

2015-10-01

Accurate estimates of demographic parameters are required to infer appropriate ecological relationships and inform management actions. Known-fate data from marked individuals are commonly used to estimate survival rates, whereas N-mixture models use count data from unmarked individuals to estimate multiple demographic parameters. However, a joint approach combining the strengths of both analytical tools has not been developed. Here we develop an integrated model combining known-fate and open N-mixture models, allowing the estimation of detection probability, recruitment, and the joint estimation of survival. We demonstrate our approach through both simulations and an applied example using four years of known-fate and pack count data for wolves (Canis lupus). Simulation results indicated that the integrated model reliably recovered parameters with no evidence of bias, and survival estimates were more precise under the joint model. Results from the applied example indicated that the marked sample of wolves was biased toward individuals with higher apparent survival rates than the unmarked pack mates, suggesting that joint estimates may be more representative of the overall population. Our integrated model is a practical approach for reducing bias while increasing precision and the amount of information gained from mark-resight data sets. We provide implementations in both the BUGS language and an R package.

Uncertainties of flood frequency estimation approaches based on continuous simulation using data resampling

NASA Astrophysics Data System (ADS)

Arnaud, Patrick; Cantet, Philippe; Odry, Jean

2017-11-01

Flood frequency analyses (FFAs) are needed for flood risk management. Many methods exist ranging from classical purely statistical approaches to more complex approaches based on process simulation. The results of these methods are associated with uncertainties that are sometimes difficult to estimate due to the complexity of the approaches or the number of parameters, especially for process simulation. This is the case of the simulation-based FFA approach called SHYREG presented in this paper, in which a rainfall generator is coupled with a simple rainfall-runoff model in an attempt to estimate the uncertainties due to the estimation of the seven parameters needed to estimate flood frequencies. The six parameters of the rainfall generator are mean values, so their theoretical distribution is known and can be used to estimate the generator uncertainties. In contrast, the theoretical distribution of the single hydrological model parameter is unknown; consequently, a bootstrap method is applied to estimate the calibration uncertainties. The propagation of uncertainty from the rainfall generator to the hydrological model is also taken into account. This method is applied to 1112 basins throughout France. Uncertainties coming from the SHYREG method and from purely statistical approaches are compared, and the results are discussed according to the length of the recorded observations, basin size and basin location. Uncertainties of the SHYREG method decrease as the basin size increases or as the length of the recorded flow increases. Moreover, the results show that the confidence intervals of the SHYREG method are relatively small despite the complexity of the method and the number of parameters (seven). This is due to the stability of the parameters and takes into account the dependence of uncertainties due to the rainfall model and the hydrological calibration. Indeed, the uncertainties on the flow quantiles are on the same order of magnitude as those associated with the use of a statistical law with two parameters (here generalised extreme value Type I distribution) and clearly lower than those associated with the use of a three-parameter law (here generalised extreme value Type II distribution). For extreme flood quantiles, the uncertainties are mostly due to the rainfall generator because of the progressive saturation of the hydrological model.

Bayesian Markov Chain Monte Carlo inversion for weak anisotropy parameters and fracture weaknesses using azimuthal elastic impedance

NASA Astrophysics Data System (ADS)

Chen, Huaizhen; Pan, Xinpeng; Ji, Yuxin; Zhang, Guangzhi

2017-08-01

A system of aligned vertical fractures and fine horizontal shale layers combine to form equivalent orthorhombic media. Weak anisotropy parameters and fracture weaknesses play an important role in the description of orthorhombic anisotropy (OA). We propose a novel approach of utilizing seismic reflection amplitudes to estimate weak anisotropy parameters and fracture weaknesses from observed seismic data, based on azimuthal elastic impedance (EI). We first propose perturbation in stiffness matrix in terms of weak anisotropy parameters and fracture weaknesses, and using the perturbation and scattering function, we derive PP-wave reflection coefficient and azimuthal EI for the case of an interface separating two OA media. Then we demonstrate an approach to first use a model constrained damped least-squares algorithm to estimate azimuthal EI from partially incidence-phase-angle-stack seismic reflection data at different azimuths, and then extract weak anisotropy parameters and fracture weaknesses from the estimated azimuthal EI using a Bayesian Markov Chain Monte Carlo inversion method. In addition, a new procedure to construct rock physics effective model is presented to estimate weak anisotropy parameters and fracture weaknesses from well log interpretation results (minerals and their volumes, porosity, saturation, fracture density, etc.). Tests on synthetic and real data indicate that unknown parameters including elastic properties (P- and S-wave impedances and density), weak anisotropy parameters and fracture weaknesses can be estimated stably in the case of seismic data containing a moderate noise, and our approach can make a reasonable estimation of anisotropy in a fractured shale reservoir.

Comparison of Unidimensional and Multidimensional Approaches to IRT Parameter Estimation. Research Report. ETS RR-04-44

ERIC Educational Resources Information Center

Zhang, Jinming

2004-01-01

It is common to assume during statistical analysis of a multiscale assessment that the assessment has simple structure or that it is composed of several unidimensional subtests. Under this assumption, both the unidimensional and multidimensional approaches can be used to estimate item parameters. This paper theoretically demonstrates that these…

Evaluation of unconfined-aquifer parameters from pumping test data by nonlinear least squares

NASA Astrophysics Data System (ADS)

Heidari, Manoutchehr; Wench, Allen

1997-05-01

Nonlinear least squares (NLS) with automatic differentiation was used to estimate aquifer parameters from drawdown data obtained from published pumping tests conducted in homogeneous, water-table aquifers. The method is based on a technique that seeks to minimize the squares of residuals between observed and calculated drawdown subject to bounds that are placed on the parameter of interest. The analytical model developed by Neuman for flow to a partially penetrating well of infinitesimal diameter situated in an infinite, homogeneous and anisotropic aquifer was used to obtain calculated drawdown. NLS was first applied to synthetic drawdown data from a hypothetical but realistic aquifer to demonstrate that the relevant hydraulic parameters (storativity, specific yield, and horizontal and vertical hydraulic conductivity) can be evaluated accurately. Next the method was used to estimate the parameters at three field sites with widely varying hydraulic properties. NLS produced unbiased estimates of the aquifer parameters that are close to the estimates obtained with the same data using a visual curve-matching approach. Small differences in the estimates are a consequence of subjective interpretation introduced in the visual approach.

Evaluation of unconfined-aquifer parameters from pumping test data by nonlinear least squares

USGS Publications Warehouse

Heidari, M.; Moench, A.

1997-01-01

Nonlinear least squares (NLS) with automatic differentiation was used to estimate aquifer parameters from drawdown data obtained from published pumping tests conducted in homogeneous, water-table aquifers. The method is based on a technique that seeks to minimize the squares of residuals between observed and calculated drawdown subject to bounds that are placed on the parameter of interest. The analytical model developed by Neuman for flow to a partially penetrating well of infinitesimal diameter situated in an infinite, homogeneous and anisotropic aquifer was used to obtain calculated drawdown. NLS was first applied to synthetic drawdown data from a hypothetical but realistic aquifer to demonstrate that the relevant hydraulic parameters (storativity, specific yield, and horizontal and vertical hydraulic conductivity) can be evaluated accurately. Next the method was used to estimate the parameters at three field sites with widely varying hydraulic properties. NLS produced unbiased estimates of the aquifer parameters that are close to the estimates obtained with the same data using a visual curve-matching approach. Small differences in the estimates are a consequence of subjective interpretation introduced in the visual approach.

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

Liu, Y.; Liu, Z.; Zhang, S.

Parameter estimation provides a potentially powerful approach to reduce model bias for complex climate models. Here, in a twin experiment framework, the authors perform the first parameter estimation in a fully coupled ocean–atmosphere general circulation model using an ensemble coupled data assimilation system facilitated with parameter estimation. The authors first perform single-parameter estimation and then multiple-parameter estimation. In the case of the single-parameter estimation, the error of the parameter [solar penetration depth (SPD)] is reduced by over 90% after ~40 years of assimilation of the conventional observations of monthly sea surface temperature (SST) and salinity (SSS). The results of multiple-parametermore » estimation are less reliable than those of single-parameter estimation when only the monthly SST and SSS are assimilated. Assimilating additional observations of atmospheric data of temperature and wind improves the reliability of multiple-parameter estimation. The errors of the parameters are reduced by 90% in ~8 years of assimilation. Finally, the improved parameters also improve the model climatology. With the optimized parameters, the bias of the climatology of SST is reduced by ~90%. Altogether, this study suggests the feasibility of ensemble-based parameter estimation in a fully coupled general circulation model.« less

Bottom-up modeling approach for the quantitative estimation of parameters in pathogen-host interactions

PubMed Central

Lehnert, Teresa; Timme, Sandra; Pollmächer, Johannes; Hünniger, Kerstin; Kurzai, Oliver; Figge, Marc Thilo

2015-01-01

Opportunistic fungal pathogens can cause bloodstream infection and severe sepsis upon entering the blood stream of the host. The early immune response in human blood comprises the elimination of pathogens by antimicrobial peptides and innate immune cells, such as neutrophils or monocytes. Mathematical modeling is a predictive method to examine these complex processes and to quantify the dynamics of pathogen-host interactions. Since model parameters are often not directly accessible from experiment, their estimation is required by calibrating model predictions with experimental data. Depending on the complexity of the mathematical model, parameter estimation can be associated with excessively high computational costs in terms of run time and memory. We apply a strategy for reliable parameter estimation where different modeling approaches with increasing complexity are used that build on one another. This bottom-up modeling approach is applied to an experimental human whole-blood infection assay for Candida albicans. Aiming for the quantification of the relative impact of different routes of the immune response against this human-pathogenic fungus, we start from a non-spatial state-based model (SBM), because this level of model complexity allows estimating a priori unknown transition rates between various system states by the global optimization method simulated annealing. Building on the non-spatial SBM, an agent-based model (ABM) is implemented that incorporates the migration of interacting cells in three-dimensional space. The ABM takes advantage of estimated parameters from the non-spatial SBM, leading to a decreased dimensionality of the parameter space. This space can be scanned using a local optimization approach, i.e., least-squares error estimation based on an adaptive regular grid search, to predict cell migration parameters that are not accessible in experiment. In the future, spatio-temporal simulations of whole-blood samples may enable timely stratification of sepsis patients by distinguishing hyper-inflammatory from paralytic phases in immune dysregulation. PMID:26150807

Bottom-up modeling approach for the quantitative estimation of parameters in pathogen-host interactions.

PubMed

Lehnert, Teresa; Timme, Sandra; Pollmächer, Johannes; Hünniger, Kerstin; Kurzai, Oliver; Figge, Marc Thilo

2015-01-01

Opportunistic fungal pathogens can cause bloodstream infection and severe sepsis upon entering the blood stream of the host. The early immune response in human blood comprises the elimination of pathogens by antimicrobial peptides and innate immune cells, such as neutrophils or monocytes. Mathematical modeling is a predictive method to examine these complex processes and to quantify the dynamics of pathogen-host interactions. Since model parameters are often not directly accessible from experiment, their estimation is required by calibrating model predictions with experimental data. Depending on the complexity of the mathematical model, parameter estimation can be associated with excessively high computational costs in terms of run time and memory. We apply a strategy for reliable parameter estimation where different modeling approaches with increasing complexity are used that build on one another. This bottom-up modeling approach is applied to an experimental human whole-blood infection assay for Candida albicans. Aiming for the quantification of the relative impact of different routes of the immune response against this human-pathogenic fungus, we start from a non-spatial state-based model (SBM), because this level of model complexity allows estimating a priori unknown transition rates between various system states by the global optimization method simulated annealing. Building on the non-spatial SBM, an agent-based model (ABM) is implemented that incorporates the migration of interacting cells in three-dimensional space. The ABM takes advantage of estimated parameters from the non-spatial SBM, leading to a decreased dimensionality of the parameter space. This space can be scanned using a local optimization approach, i.e., least-squares error estimation based on an adaptive regular grid search, to predict cell migration parameters that are not accessible in experiment. In the future, spatio-temporal simulations of whole-blood samples may enable timely stratification of sepsis patients by distinguishing hyper-inflammatory from paralytic phases in immune dysregulation.

Space shuttle propulsion parameter estimation using optimal estimation techniques

NASA Technical Reports Server (NTRS)

1983-01-01

The first twelve system state variables are presented with the necessary mathematical developments for incorporating them into the filter/smoother algorithm. Other state variables, i.e., aerodynamic coefficients can be easily incorporated into the estimation algorithm, representing uncertain parameters, but for initial checkout purposes are treated as known quantities. An approach for incorporating the NASA propulsion predictive model results into the optimal estimation algorithm was identified. This approach utilizes numerical derivatives and nominal predictions within the algorithm with global iterations of the algorithm. The iterative process is terminated when the quality of the estimates provided no longer significantly improves.

Weighted linear least squares estimation of diffusion MRI parameters: strengths, limitations, and pitfalls.

PubMed

Veraart, Jelle; Sijbers, Jan; Sunaert, Stefan; Leemans, Alexander; Jeurissen, Ben

2013-11-01

Linear least squares estimators are widely used in diffusion MRI for the estimation of diffusion parameters. Although adding proper weights is necessary to increase the precision of these linear estimators, there is no consensus on how to practically define them. In this study, the impact of the commonly used weighting strategies on the accuracy and precision of linear diffusion parameter estimators is evaluated and compared with the nonlinear least squares estimation approach. Simulation and real data experiments were done to study the performance of the weighted linear least squares estimators with weights defined by (a) the squares of the respective noisy diffusion-weighted signals; and (b) the squares of the predicted signals, which are reconstructed from a previous estimate of the diffusion model parameters. The negative effect of weighting strategy (a) on the accuracy of the estimator was surprisingly high. Multi-step weighting strategies yield better performance and, in some cases, even outperformed the nonlinear least squares estimator. If proper weighting strategies are applied, the weighted linear least squares approach shows high performance characteristics in terms of accuracy/precision and may even be preferred over nonlinear estimation methods. Copyright © 2013 Elsevier Inc. All rights reserved.

Nonlinear finite element model updating for damage identification of civil structures using batch Bayesian estimation

NASA Astrophysics Data System (ADS)

Ebrahimian, Hamed; Astroza, Rodrigo; Conte, Joel P.; de Callafon, Raymond A.

2017-02-01

This paper presents a framework for structural health monitoring (SHM) and damage identification of civil structures. This framework integrates advanced mechanics-based nonlinear finite element (FE) modeling and analysis techniques with a batch Bayesian estimation approach to estimate time-invariant model parameters used in the FE model of the structure of interest. The framework uses input excitation and dynamic response of the structure and updates a nonlinear FE model of the structure to minimize the discrepancies between predicted and measured response time histories. The updated FE model can then be interrogated to detect, localize, classify, and quantify the state of damage and predict the remaining useful life of the structure. As opposed to recursive estimation methods, in the batch Bayesian estimation approach, the entire time history of the input excitation and output response of the structure are used as a batch of data to estimate the FE model parameters through a number of iterations. In the case of non-informative prior, the batch Bayesian method leads to an extended maximum likelihood (ML) estimation method to estimate jointly time-invariant model parameters and the measurement noise amplitude. The extended ML estimation problem is solved efficiently using a gradient-based interior-point optimization algorithm. Gradient-based optimization algorithms require the FE response sensitivities with respect to the model parameters to be identified. The FE response sensitivities are computed accurately and efficiently using the direct differentiation method (DDM). The estimation uncertainties are evaluated based on the Cramer-Rao lower bound (CRLB) theorem by computing the exact Fisher Information matrix using the FE response sensitivities with respect to the model parameters. The accuracy of the proposed uncertainty quantification approach is verified using a sampling approach based on the unscented transformation. Two validation studies, based on realistic structural FE models of a bridge pier and a moment resisting steel frame, are performed to validate the performance and accuracy of the presented nonlinear FE model updating approach and demonstrate its application to SHM. These validation studies show the excellent performance of the proposed framework for SHM and damage identification even in the presence of high measurement noise and/or way-out initial estimates of the model parameters. Furthermore, the detrimental effects of the input measurement noise on the performance of the proposed framework are illustrated and quantified through one of the validation studies.

Optimal Tuner Selection for Kalman Filter-Based Aircraft Engine Performance Estimation

NASA Technical Reports Server (NTRS)

Simon, Donald L.; Garg, Sanjay

2010-01-01

A linear point design methodology for minimizing the error in on-line Kalman filter-based aircraft engine performance estimation applications is presented. This technique specifically addresses the underdetermined estimation problem, where there are more unknown parameters than available sensor measurements. A systematic approach is applied to produce a model tuning parameter vector of appropriate dimension to enable estimation by a Kalman filter, while minimizing the estimation error in the parameters of interest. Tuning parameter selection is performed using a multi-variable iterative search routine which seeks to minimize the theoretical mean-squared estimation error. This paper derives theoretical Kalman filter estimation error bias and variance values at steady-state operating conditions, and presents the tuner selection routine applied to minimize these values. Results from the application of the technique to an aircraft engine simulation are presented and compared to the conventional approach of tuner selection. Experimental simulation results are found to be in agreement with theoretical predictions. The new methodology is shown to yield a significant improvement in on-line engine performance estimation accuracy

Automatic parameter selection for feature-based multi-sensor image registration

NASA Astrophysics Data System (ADS)

DelMarco, Stephen; Tom, Victor; Webb, Helen; Chao, Alan

2006-05-01

Accurate image registration is critical for applications such as precision targeting, geo-location, change-detection, surveillance, and remote sensing. However, the increasing volume of image data is exceeding the current capacity of human analysts to perform manual registration. This image data glut necessitates the development of automated approaches to image registration, including algorithm parameter value selection. Proper parameter value selection is crucial to the success of registration techniques. The appropriate algorithm parameters can be highly scene and sensor dependent. Therefore, robust algorithm parameter value selection approaches are a critical component of an end-to-end image registration algorithm. In previous work, we developed a general framework for multisensor image registration which includes feature-based registration approaches. In this work we examine the problem of automated parameter selection. We apply the automated parameter selection approach of Yitzhaky and Peli to select parameters for feature-based registration of multisensor image data. The approach consists of generating multiple feature-detected images by sweeping over parameter combinations and using these images to generate estimated ground truth. The feature-detected images are compared to the estimated ground truth images to generate ROC points associated with each parameter combination. We develop a strategy for selecting the optimal parameter set by choosing the parameter combination corresponding to the optimal ROC point. We present numerical results showing the effectiveness of the approach using registration of collected SAR data to reference EO data.

Bayesian approach to estimate AUC, partition coefficient and drug targeting index for studies with serial sacrifice design.

PubMed

Wang, Tianli; Baron, Kyle; Zhong, Wei; Brundage, Richard; Elmquist, William

2014-03-01

The current study presents a Bayesian approach to non-compartmental analysis (NCA), which provides the accurate and precise estimate of AUC 0 (∞) and any AUC 0 (∞) -based NCA parameter or derivation. In order to assess the performance of the proposed method, 1,000 simulated datasets were generated in different scenarios. A Bayesian method was used to estimate the tissue and plasma AUC 0 (∞) s and the tissue-to-plasma AUC 0 (∞) ratio. The posterior medians and the coverage of 95% credible intervals for the true parameter values were examined. The method was applied to laboratory data from a mice brain distribution study with serial sacrifice design for illustration. Bayesian NCA approach is accurate and precise in point estimation of the AUC 0 (∞) and the partition coefficient under a serial sacrifice design. It also provides a consistently good variance estimate, even considering the variability of the data and the physiological structure of the pharmacokinetic model. The application in the case study obtained a physiologically reasonable posterior distribution of AUC, with a posterior median close to the value estimated by classic Bailer-type methods. This Bayesian NCA approach for sparse data analysis provides statistical inference on the variability of AUC 0 (∞) -based parameters such as partition coefficient and drug targeting index, so that the comparison of these parameters following destructive sampling becomes statistically feasible.

A Parameter Estimation Scheme for Multiscale Kalman Smoother (MKS) Algorithm Used in Precipitation Data Fusion

NASA Technical Reports Server (NTRS)

Wang, Shugong; Liang, Xu

2013-01-01

A new approach is presented in this paper to effectively obtain parameter estimations for the Multiscale Kalman Smoother (MKS) algorithm. This new approach has demonstrated promising potentials in deriving better data products based on data of different spatial scales and precisions. Our new approach employs a multi-objective (MO) parameter estimation scheme (called MO scheme hereafter), rather than using the conventional maximum likelihood scheme (called ML scheme) to estimate the MKS parameters. Unlike the ML scheme, the MO scheme is not simply built on strict statistical assumptions related to prediction errors and observation errors, rather, it directly associates the fused data of multiple scales with multiple objective functions in searching best parameter estimations for MKS through optimization. In the MO scheme, objective functions are defined to facilitate consistency among the fused data at multiscales and the input data at their original scales in terms of spatial patterns and magnitudes. The new approach is evaluated through a Monte Carlo experiment and a series of comparison analyses using synthetic precipitation data. Our results show that the MKS fused precipitation performs better using the MO scheme than that using the ML scheme. Particularly, improvements are significant compared to that using the ML scheme for the fused precipitation associated with fine spatial resolutions. This is mainly due to having more criteria and constraints involved in the MO scheme than those included in the ML scheme. The weakness of the original ML scheme that blindly puts more weights onto the data associated with finer resolutions is overcome in our new approach.

SUITABILITY OF USING IN VITRO AND COMPUTATIONALLY ESTIMATED PARAMETERS IN SIMPLIFIED PHARMACOKINETIC MODELS

EPA Science Inventory

A challenge in PBPK model development is estimating the parameters for absorption, distribution, metabolism, and excretion of the parent compound and metabolites of interest. One approach to reduce the number of parameters has been to simplify pharmacokinetic models by lumping p...

Overcoming the winner's curse: estimating penetrance parameters from case-control data.

PubMed

Zollner, Sebastian; Pritchard, Jonathan K

2007-04-01

Genomewide association studies are now a widely used approach in the search for loci that affect complex traits. After detection of significant association, estimates of penetrance and allele-frequency parameters for the associated variant indicate the importance of that variant and facilitate the planning of replication studies. However, when these estimates are based on the original data used to detect the variant, the results are affected by an ascertainment bias known as the "winner's curse." The actual genetic effect is typically smaller than its estimate. This overestimation of the genetic effect may cause replication studies to fail because the necessary sample size is underestimated. Here, we present an approach that corrects for the ascertainment bias and generates an estimate of the frequency of a variant and its penetrance parameters. The method produces a point estimate and confidence region for the parameter estimates. We study the performance of this method using simulated data sets and show that it is possible to greatly reduce the bias in the parameter estimates, even when the original association study had low power. The uncertainty of the estimate decreases with increasing sample size, independent of the power of the original test for association. Finally, we show that application of the method to case-control data can improve the design of replication studies considerably.

Estimation of the ARNO model baseflow parameters using daily streamflow data

NASA Astrophysics Data System (ADS)

Abdulla, F. A.; Lettenmaier, D. P.; Liang, Xu

1999-09-01

An approach is described for estimation of baseflow parameters of the ARNO model, using historical baseflow recession sequences extracted from daily streamflow records. This approach allows four of the model parameters to be estimated without rainfall data, and effectively facilitates partitioning of the parameter estimation procedure so that parsimonious search procedures can be used to estimate the remaining storm response parameters separately. Three methods of optimization are evaluated for estimation of four baseflow parameters. These methods are the downhill Simplex (S), Simulated Annealing combined with the Simplex method (SA) and Shuffled Complex Evolution (SCE). These estimation procedures are explored in conjunction with four objective functions: (1) ordinary least squares; (2) ordinary least squares with Box-Cox transformation; (3) ordinary least squares on prewhitened residuals; (4) ordinary least squares applied to prewhitened with Box-Cox transformation of residuals. The effects of changing the seed random generator for both SA and SCE methods are also explored, as are the effects of the bounds of the parameters. Although all schemes converge to the same values of the objective function, SCE method was found to be less sensitive to these issues than both the SA and the Simplex schemes. Parameter uncertainty and interactions are investigated through estimation of the variance-covariance matrix and confidence intervals. As expected the parameters were found to be correlated and the covariance matrix was found to be not diagonal. Furthermore, the linearized confidence interval theory failed for about one-fourth of the catchments while the maximum likelihood theory did not fail for any of the catchments.

Impact of orbit modeling on DORIS station position and Earth rotation estimates

NASA Astrophysics Data System (ADS)

Štěpánek, Petr; Rodriguez-Solano, Carlos Javier; Hugentobler, Urs; Filler, Vratislav

2014-04-01

The high precision of estimated station coordinates and Earth rotation parameters (ERP) obtained from satellite geodetic techniques is based on the precise determination of the satellite orbit. This paper focuses on the analysis of the impact of different orbit parameterizations on the accuracy of station coordinates and the ERPs derived from DORIS observations. In a series of experiments the DORIS data from the complete year 2011 were processed with different orbit model settings. First, the impact of precise modeling of the non-conservative forces on geodetic parameters was compared with results obtained with an empirical-stochastic modeling approach. Second, the temporal spacing of drag scaling parameters was tested. Third, the impact of estimating once-per-revolution harmonic accelerations in cross-track direction was analyzed. And fourth, two different approaches for solar radiation pressure (SRP) handling were compared, namely adjusting SRP scaling parameter or fixing it on pre-defined values. Our analyses confirm that the empirical-stochastic orbit modeling approach, which does not require satellite attitude information and macro models, results for most of the monitored station parameters in comparable accuracy as the dynamical model that employs precise non-conservative force modeling. However, the dynamical orbit model leads to a reduction of the RMS values for the estimated rotation pole coordinates by 17% for x-pole and 12% for y-pole. The experiments show that adjusting atmospheric drag scaling parameters each 30 min is appropriate for DORIS solutions. Moreover, it was shown that the adjustment of cross-track once-per-revolution empirical parameter increases the RMS of the estimated Earth rotation pole coordinates. With recent data it was however not possible to confirm the previously known high annual variation in the estimated geocenter z-translation series as well as its mitigation by fixing the SRP parameters on pre-defined values.

A Two-Stage Estimation Method for Random Coefficient Differential Equation Models with Application to Longitudinal HIV Dynamic Data.

PubMed

Fang, Yun; Wu, Hulin; Zhu, Li-Xing

2011-07-01

We propose a two-stage estimation method for random coefficient ordinary differential equation (ODE) models. A maximum pseudo-likelihood estimator (MPLE) is derived based on a mixed-effects modeling approach and its asymptotic properties for population parameters are established. The proposed method does not require repeatedly solving ODEs, and is computationally efficient although it does pay a price with the loss of some estimation efficiency. However, the method does offer an alternative approach when the exact likelihood approach fails due to model complexity and high-dimensional parameter space, and it can also serve as a method to obtain the starting estimates for more accurate estimation methods. In addition, the proposed method does not need to specify the initial values of state variables and preserves all the advantages of the mixed-effects modeling approach. The finite sample properties of the proposed estimator are studied via Monte Carlo simulations and the methodology is also illustrated with application to an AIDS clinical data set.

The "covariation method" for estimating the parameters of the standard Dynamic Energy Budget model II: Properties and preliminary patterns

NASA Astrophysics Data System (ADS)

Lika, Konstadia; Kearney, Michael R.; Kooijman, Sebastiaan A. L. M.

2011-11-01

The covariation method for estimating the parameters of the standard Dynamic Energy Budget (DEB) model provides a single-step method of accessing all the core DEB parameters from commonly available empirical data. In this study, we assess the robustness of this parameter estimation procedure and analyse the role of pseudo-data using elasticity coefficients. In particular, we compare the performance of Maximum Likelihood (ML) vs. Weighted Least Squares (WLS) approaches and find that the two approaches tend to converge in performance as the number of uni-variate data sets increases, but that WLS is more robust when data sets comprise single points (zero-variate data). The efficiency of the approach is shown to be high, and the prior parameter estimates (pseudo-data) have very little influence if the real data contain information about the parameter values. For instance, the effects of the pseudo-value for the allocation fraction κ is reduced when there is information for both growth and reproduction, that for the energy conductance is reduced when information on age at birth and puberty is given, and the effects of the pseudo-value for the maturity maintenance rate coefficient are insignificant. The estimation of some parameters (e.g., the zoom factor and the shape coefficient) requires little information, while that of others (e.g., maturity maintenance rate, puberty threshold and reproduction efficiency) require data at several food levels. The generality of the standard DEB model, in combination with the estimation of all of its parameters, allows comparison of species on the basis of parameter values. We discuss a number of preliminary patterns emerging from the present collection of parameter estimates across a wide variety of taxa. We make the observation that the estimated value of the fraction κ of mobilised reserve that is allocated to soma is far away from the value that maximises reproduction. We recognise this as the reason why two very different parameter sets must exist that fit most data set reasonably well, and give arguments why, in most cases, the set with the large value of κ should be preferred. The continued development of a parameter database through the estimation procedures described here will provide a strong basis for understanding evolutionary patterns in metabolic organisation across the diversity of life.

A Bayesian approach to parameter and reliability estimation in the Poisson distribution.

NASA Technical Reports Server (NTRS)

Canavos, G. C.

1972-01-01

For life testing procedures, a Bayesian analysis is developed with respect to a random intensity parameter in the Poisson distribution. Bayes estimators are derived for the Poisson parameter and the reliability function based on uniform and gamma prior distributions of that parameter. A Monte Carlo procedure is implemented to make possible an empirical mean-squared error comparison between Bayes and existing minimum variance unbiased, as well as maximum likelihood, estimators. As expected, the Bayes estimators have mean-squared errors that are appreciably smaller than those of the other two.

Adaptive Modal Identification for Flutter Suppression Control

NASA Technical Reports Server (NTRS)

Nguyen, Nhan T.; Drew, Michael; Swei, Sean S.

2016-01-01

In this paper, we will develop an adaptive modal identification method for identifying the frequencies and damping of a flutter mode based on model-reference adaptive control (MRAC) and least-squares methods. The least-squares parameter estimation will achieve parameter convergence in the presence of persistent excitation whereas the MRAC parameter estimation does not guarantee parameter convergence. Two adaptive flutter suppression control approaches are developed: one based on MRAC and the other based on the least-squares method. The MRAC flutter suppression control is designed as an integral part of the parameter estimation where the feedback signal is used to estimate the modal information. On the other hand, the separation principle of control and estimation is applied to the least-squares method. The least-squares modal identification is used to perform parameter estimation.

Quasi-Newton methods for parameter estimation in functional differential equations

NASA Technical Reports Server (NTRS)

Brewer, Dennis W.

1988-01-01

A state-space approach to parameter estimation in linear functional differential equations is developed using the theory of linear evolution equations. A locally convergent quasi-Newton type algorithm is applied to distributed systems with particular emphasis on parameters that induce unbounded perturbations of the state. The algorithm is computationally implemented on several functional differential equations, including coefficient and delay estimation in linear delay-differential equations.

Comparing Different Approaches of Bias Correction for Ability Estimation in IRT Models. Research Report. ETS RR-08-13

ERIC Educational Resources Information Center

Lee, Yi-Hsuan; Zhang, Jinming

2008-01-01

The method of maximum-likelihood is typically applied to item response theory (IRT) models when the ability parameter is estimated while conditioning on the true item parameters. In practice, the item parameters are unknown and need to be estimated first from a calibration sample. Lewis (1985) and Zhang and Lu (2007) proposed the expected response…

Estimation of Staphylococcus aureus growth parameters from turbidity data: characterization of strain variation and comparison of methods.

PubMed

Lindqvist, R

2006-07-01

Turbidity methods offer possibilities for generating data required for addressing microorganism variability in risk modeling given that the results of these methods correspond to those of viable count methods. The objectives of this study were to identify the best approach for determining growth parameters based on turbidity data and use of a Bioscreen instrument and to characterize variability in growth parameters of 34 Staphylococcus aureus strains of different biotypes isolated from broiler carcasses. Growth parameters were estimated by fitting primary growth models to turbidity growth curves or to detection times of serially diluted cultures either directly or by using an analysis of variance (ANOVA) approach. The maximum specific growth rates in chicken broth at 17 degrees C estimated by time to detection methods were in good agreement with viable count estimates, whereas growth models (exponential and Richards) underestimated growth rates. Time to detection methods were selected for strain characterization. The variation of growth parameters among strains was best described by either the logistic or lognormal distribution, but definitive conclusions require a larger data set. The distribution of the physiological state parameter ranged from 0.01 to 0.92 and was not significantly different from a normal distribution. Strain variability was important, and the coefficient of variation of growth parameters was up to six times larger among strains than within strains. It is suggested to apply a time to detection (ANOVA) approach using turbidity measurements for convenient and accurate estimation of growth parameters. The results emphasize the need to consider implications of strain variability for predictive modeling and risk assessment.

Estimation of parameter uncertainty for an activated sludge model using Bayesian inference: a comparison with the frequentist method.

PubMed

Zonta, Zivko J; Flotats, Xavier; Magrí, Albert

2014-08-01

The procedure commonly used for the assessment of the parameters included in activated sludge models (ASMs) relies on the estimation of their optimal value within a confidence region (i.e. frequentist inference). Once optimal values are estimated, parameter uncertainty is computed through the covariance matrix. However, alternative approaches based on the consideration of the model parameters as probability distributions (i.e. Bayesian inference), may be of interest. The aim of this work is to apply (and compare) both Bayesian and frequentist inference methods when assessing uncertainty for an ASM-type model, which considers intracellular storage and biomass growth, simultaneously. Practical identifiability was addressed exclusively considering respirometric profiles based on the oxygen uptake rate and with the aid of probabilistic global sensitivity analysis. Parameter uncertainty was thus estimated according to both the Bayesian and frequentist inferential procedures. Results were compared in order to evidence the strengths and weaknesses of both approaches. Since it was demonstrated that Bayesian inference could be reduced to a frequentist approach under particular hypotheses, the former can be considered as a more generalist methodology. Hence, the use of Bayesian inference is encouraged for tackling inferential issues in ASM environments.

Numerical discretization-based estimation methods for ordinary differential equation models via penalized spline smoothing with applications in biomedical research.

PubMed

Wu, Hulin; Xue, Hongqi; Kumar, Arun

2012-06-01

Differential equations are extensively used for modeling dynamics of physical processes in many scientific fields such as engineering, physics, and biomedical sciences. Parameter estimation of differential equation models is a challenging problem because of high computational cost and high-dimensional parameter space. In this article, we propose a novel class of methods for estimating parameters in ordinary differential equation (ODE) models, which is motivated by HIV dynamics modeling. The new methods exploit the form of numerical discretization algorithms for an ODE solver to formulate estimating equations. First, a penalized-spline approach is employed to estimate the state variables and the estimated state variables are then plugged in a discretization formula of an ODE solver to obtain the ODE parameter estimates via a regression approach. We consider three different order of discretization methods, Euler's method, trapezoidal rule, and Runge-Kutta method. A higher-order numerical algorithm reduces numerical error in the approximation of the derivative, which produces a more accurate estimate, but its computational cost is higher. To balance the computational cost and estimation accuracy, we demonstrate, via simulation studies, that the trapezoidal discretization-based estimate is the best and is recommended for practical use. The asymptotic properties for the proposed numerical discretization-based estimators are established. Comparisons between the proposed methods and existing methods show a clear benefit of the proposed methods in regards to the trade-off between computational cost and estimation accuracy. We apply the proposed methods t an HIV study to further illustrate the usefulness of the proposed approaches. © 2012, The International Biometric Society.

ON ASYMPTOTIC DISTRIBUTION AND ASYMPTOTIC EFFICIENCY OF LEAST SQUARES ESTIMATORS OF SPATIAL VARIOGRAM PARAMETERS. (R827257)

EPA Science Inventory

Abstract

In this article, we consider the least-squares approach for estimating parameters of a spatial variogram and establish consistency and asymptotic normality of these estimators under general conditions. Large-sample distributions are also established under a sp...

A Bayesian approach for parameter estimation and prediction using a computationally intensive model

DOE PAGES

Higdon, Dave; McDonnell, Jordan D.; Schunck, Nicolas; ...

2015-02-05

Bayesian methods have been successful in quantifying uncertainty in physics-based problems in parameter estimation and prediction. In these cases, physical measurements y are modeled as the best fit of a physics-based modelmore » $$\\eta (\\theta )$$, where θ denotes the uncertain, best input setting. Hence the statistical model is of the form $$y=\\eta (\\theta )+\\epsilon ,$$ where $$\\epsilon $$ accounts for measurement, and possibly other, error sources. When nonlinearity is present in $$\\eta (\\cdot )$$, the resulting posterior distribution for the unknown parameters in the Bayesian formulation is typically complex and nonstandard, requiring computationally demanding computational approaches such as Markov chain Monte Carlo (MCMC) to produce multivariate draws from the posterior. Although generally applicable, MCMC requires thousands (or even millions) of evaluations of the physics model $$\\eta (\\cdot )$$. This requirement is problematic if the model takes hours or days to evaluate. To overcome this computational bottleneck, we present an approach adapted from Bayesian model calibration. This approach combines output from an ensemble of computational model runs with physical measurements, within a statistical formulation, to carry out inference. A key component of this approach is a statistical response surface, or emulator, estimated from the ensemble of model runs. We demonstrate this approach with a case study in estimating parameters for a density functional theory model, using experimental mass/binding energy measurements from a collection of atomic nuclei. Lastly, we also demonstrate how this approach produces uncertainties in predictions for recent mass measurements obtained at Argonne National Laboratory.« less

a Comparison Between Two Ols-Based Approaches to Estimating Urban Multifractal Parameters

NASA Astrophysics Data System (ADS)

Huang, Lin-Shan; Chen, Yan-Guang

Multifractal theory provides a new spatial analytical tool for urban studies, but many basic problems remain to be solved. Among various pending issues, the most significant one is how to obtain proper multifractal dimension spectrums. If an algorithm is improperly used, the parameter spectrums will be abnormal. This paper is devoted to investigating two ordinary least squares (OLS)-based approaches for estimating urban multifractal parameters. Using empirical study and comparative analysis, we demonstrate how to utilize the adequate linear regression to calculate multifractal parameters. The OLS regression analysis has two different approaches. One is that the intercept is fixed to zero, and the other is that the intercept is not limited. The results of comparative study show that the zero-intercept regression yields proper multifractal parameter spectrums within certain scale range of moment order, while the common regression method often leads to abnormal multifractal parameter values. A conclusion can be reached that fixing the intercept to zero is a more advisable regression method for multifractal parameters estimation, and the shapes of spectral curves and value ranges of fractal parameters can be employed to diagnose urban problems. This research is helpful for scientists to understand multifractal models and apply a more reasonable technique to multifractal parameter calculations.

Catchment Tomography - Joint Estimation of Surface Roughness and Hydraulic Conductivity with the EnKF

NASA Astrophysics Data System (ADS)

Baatz, D.; Kurtz, W.; Hendricks Franssen, H. J.; Vereecken, H.; Kollet, S. J.

2017-12-01

Parameter estimation for physically based, distributed hydrological models becomes increasingly challenging with increasing model complexity. The number of parameters is usually large and the number of observations relatively small, which results in large uncertainties. A moving transmitter - receiver concept to estimate spatially distributed hydrological parameters is presented by catchment tomography. In this concept, precipitation, highly variable in time and space, serves as a moving transmitter. As response to precipitation, runoff and stream discharge are generated along different paths and time scales, depending on surface and subsurface flow properties. Stream water levels are thus an integrated signal of upstream parameters, measured by stream gauges which serve as the receivers. These stream water level observations are assimilated into a distributed hydrological model, which is forced with high resolution, radar based precipitation estimates. Applying a joint state-parameter update with the Ensemble Kalman Filter, the spatially distributed Manning's roughness coefficient and saturated hydraulic conductivity are estimated jointly. The sequential data assimilation continuously integrates new information into the parameter estimation problem, especially during precipitation events. Every precipitation event constrains the possible parameter space. In the approach, forward simulations are performed with ParFlow, a variable saturated subsurface and overland flow model. ParFlow is coupled to the Parallel Data Assimilation Framework for the data assimilation and the joint state-parameter update. In synthetic, 3-dimensional experiments including surface and subsurface flow, hydraulic conductivity and the Manning's coefficient are efficiently estimated with the catchment tomography approach. A joint update of the Manning's coefficient and hydraulic conductivity tends to improve the parameter estimation compared to a single parameter update, especially in cases of biased initial parameter ensembles. The computational experiments additionally show to which degree of spatial heterogeneity and to which degree of uncertainty of subsurface flow parameters the Manning's coefficient and hydraulic conductivity can be estimated efficiently.

Real-time monitoring of a microbial electrolysis cell using an electrical equivalent circuit model.

PubMed

Hussain, S A; Perrier, M; Tartakovsky, B

2018-04-01

Efforts in developing microbial electrolysis cells (MECs) resulted in several novel approaches for wastewater treatment and bioelectrosynthesis. Practical implementation of these approaches necessitates the development of an adequate system for real-time (on-line) monitoring and diagnostics of MEC performance. This study describes a simple MEC equivalent electrical circuit (EEC) model and a parameter estimation procedure, which enable such real-time monitoring. The proposed approach involves MEC voltage and current measurements during its operation with periodic power supply connection/disconnection (on/off operation) followed by parameter estimation using either numerical or analytical solution of the model. The proposed monitoring approach is demonstrated using a membraneless MEC with flow-through porous electrodes. Laboratory tests showed that changes in the influent carbon source concentration and composition significantly affect MEC total internal resistance and capacitance estimated by the model. Fast response of these EEC model parameters to changes in operating conditions enables the development of a model-based approach for real-time monitoring and fault detection.

Estimation of cardiac conductivities in ventricular tissue by a variational approach

NASA Astrophysics Data System (ADS)

Yang, Huanhuan; Veneziani, Alessandro

2015-11-01

The bidomain model is the current standard model to simulate cardiac potential propagation. The numerical solution of this system of partial differential equations strongly depends on the model parameters and in particular on the cardiac conductivities. Unfortunately, it is quite problematic to measure these parameters in vivo and even more so in clinical practice, resulting in no common agreement in the literature. In this paper we consider a variational data assimilation approach to estimating those parameters. We consider the parameters as control variables to minimize the mismatch between the computed and the measured potentials under the constraint of the bidomain system. The existence of a minimizer of the misfit function is proved with the phenomenological Rogers-McCulloch ionic model, that completes the bidomain system. We significantly improve the numerical approaches in the literature by resorting to a derivative-based optimization method with settlement of some challenges due to discontinuity. The improvement in computational efficiency is confirmed by a 2D test as a direct comparison with approaches in the literature. The core of our numerical results is in 3D, on both idealized and real geometries, with the minimal ionic model. We demonstrate the reliability and the stability of the conductivity estimation approach in the presence of noise and with an imperfect knowledge of other model parameters.

Bayesian inference for psychology, part IV: parameter estimation and Bayes factors.

PubMed

Rouder, Jeffrey N; Haaf, Julia M; Vandekerckhove, Joachim

2018-02-01

In the psychological literature, there are two seemingly different approaches to inference: that from estimation of posterior intervals and that from Bayes factors. We provide an overview of each method and show that a salient difference is the choice of models. The two approaches as commonly practiced can be unified with a certain model specification, now popular in the statistics literature, called spike-and-slab priors. A spike-and-slab prior is a mixture of a null model, the spike, with an effect model, the slab. The estimate of the effect size here is a function of the Bayes factor, showing that estimation and model comparison can be unified. The salient difference is that common Bayes factor approaches provide for privileged consideration of theoretically useful parameter values, such as the value corresponding to the null hypothesis, while estimation approaches do not. Both approaches, either privileging the null or not, are useful depending on the goals of the analyst.

Semiparametric Estimation of the Impacts of Longitudinal Interventions on Adolescent Obesity using Targeted Maximum-Likelihood: Accessible Estimation with the ltmle Package

PubMed Central

Decker, Anna L.; Hubbard, Alan; Crespi, Catherine M.; Seto, Edmund Y.W.; Wang, May C.

2015-01-01

While child and adolescent obesity is a serious public health concern, few studies have utilized parameters based on the causal inference literature to examine the potential impacts of early intervention. The purpose of this analysis was to estimate the causal effects of early interventions to improve physical activity and diet during adolescence on body mass index (BMI), a measure of adiposity, using improved techniques. The most widespread statistical method in studies of child and adolescent obesity is multi-variable regression, with the parameter of interest being the coefficient on the variable of interest. This approach does not appropriately adjust for time-dependent confounding, and the modeling assumptions may not always be met. An alternative parameter to estimate is one motivated by the causal inference literature, which can be interpreted as the mean change in the outcome under interventions to set the exposure of interest. The underlying data-generating distribution, upon which the estimator is based, can be estimated via a parametric or semi-parametric approach. Using data from the National Heart, Lung, and Blood Institute Growth and Health Study, a 10-year prospective cohort study of adolescent girls, we estimated the longitudinal impact of physical activity and diet interventions on 10-year BMI z-scores via a parameter motivated by the causal inference literature, using both parametric and semi-parametric estimation approaches. The parameters of interest were estimated with a recently released R package, ltmle, for estimating means based upon general longitudinal treatment regimes. We found that early, sustained intervention on total calories had a greater impact than a physical activity intervention or non-sustained interventions. Multivariable linear regression yielded inflated effect estimates compared to estimates based on targeted maximum-likelihood estimation and data-adaptive super learning. Our analysis demonstrates that sophisticated, optimal semiparametric estimation of longitudinal treatment-specific means via ltmle provides an incredibly powerful, yet easy-to-use tool, removing impediments for putting theory into practice. PMID:26046009

Single neuron modeling and data assimilation in BNST neurons

NASA Astrophysics Data System (ADS)

Farsian, Reza

Neurons, although tiny in size, are vastly complicated systems, which are responsible for the most basic yet essential functions of any nervous system. Even the most simple models of single neurons are usually high dimensional, nonlinear, and contain many parameters and states which are unobservable in a typical neurophysiological experiment. One of the most fundamental problems in experimental neurophysiology is the estimation of these parameters and states, since knowing their values is essential in identification, model construction, and forward prediction of biological neurons. Common methods of parameter and state estimation do not perform well for neural models due to their high dimensionality and nonlinearity. In this dissertation, two alternative approaches for parameters and state estimation of biological neurons have been demonstrated: dynamical parameter estimation (DPE) and a Markov Chain Monte Carlo (MCMC) method. The first method uses elements of chaos control and synchronization theory for parameter and state estimation. MCMC is a statistical approach which uses a path integral formulation to evaluate a mean and an error bound for these unobserved parameters and states. These methods have been applied to biological system of neurons in Bed Nucleus of Stria Termialis neurons (BNST) of rats. State and parameters of neurons in both systems were estimated, and their value were used for recreating a realistic model and predicting the behavior of the neurons successfully. The knowledge of biological parameters can ultimately provide a better understanding of the internal dynamics of a neuron in order to build robust models of neuron networks.

Application of an Optimal Tuner Selection Approach for On-Board Self-Tuning Engine Models

NASA Technical Reports Server (NTRS)

Simon, Donald L.; Armstrong, Jeffrey B.; Garg, Sanjay

2012-01-01

An enhanced design methodology for minimizing the error in on-line Kalman filter-based aircraft engine performance estimation applications is presented in this paper. It specific-ally addresses the under-determined estimation problem, in which there are more unknown parameters than available sensor measurements. This work builds upon an existing technique for systematically selecting a model tuning parameter vector of appropriate dimension to enable estimation by a Kalman filter, while minimizing the estimation error in the parameters of interest. While the existing technique was optimized for open-loop engine operation at a fixed design point, in this paper an alternative formulation is presented that enables the technique to be optimized for an engine operating under closed-loop control throughout the flight envelope. The theoretical Kalman filter mean squared estimation error at a steady-state closed-loop operating point is derived, and the tuner selection approach applied to minimize this error is discussed. A technique for constructing a globally optimal tuning parameter vector, which enables full-envelope application of the technology, is also presented, along with design steps for adjusting the dynamic response of the Kalman filter state estimates. Results from the application of the technique to linear and nonlinear aircraft engine simulations are presented and compared to the conventional approach of tuner selection. The new methodology is shown to yield a significant improvement in on-line Kalman filter estimation accuracy.

Application of a Constant Gain Extended Kalman Filter for In-Flight Estimation of Aircraft Engine Performance Parameters

NASA Technical Reports Server (NTRS)

Kobayashi, Takahisa; Simon, Donald L.; Litt, Jonathan S.

2005-01-01

An approach based on the Constant Gain Extended Kalman Filter (CGEKF) technique is investigated for the in-flight estimation of non-measurable performance parameters of aircraft engines. Performance parameters, such as thrust and stall margins, provide crucial information for operating an aircraft engine in a safe and efficient manner, but they cannot be directly measured during flight. A technique to accurately estimate these parameters is, therefore, essential for further enhancement of engine operation. In this paper, a CGEKF is developed by combining an on-board engine model and a single Kalman gain matrix. In order to make the on-board engine model adaptive to the real engine s performance variations due to degradation or anomalies, the CGEKF is designed with the ability to adjust its performance through the adjustment of artificial parameters called tuning parameters. With this design approach, the CGEKF can maintain accurate estimation performance when it is applied to aircraft engines at offnominal conditions. The performance of the CGEKF is evaluated in a simulation environment using numerous component degradation and fault scenarios at multiple operating conditions.

Set-base dynamical parameter estimation and model invalidation for biochemical reaction networks.

PubMed

Rumschinski, Philipp; Borchers, Steffen; Bosio, Sandro; Weismantel, Robert; Findeisen, Rolf

2010-05-25

Mathematical modeling and analysis have become, for the study of biological and cellular processes, an important complement to experimental research. However, the structural and quantitative knowledge available for such processes is frequently limited, and measurements are often subject to inherent and possibly large uncertainties. This results in competing model hypotheses, whose kinetic parameters may not be experimentally determinable. Discriminating among these alternatives and estimating their kinetic parameters is crucial to improve the understanding of the considered process, and to benefit from the analytical tools at hand. In this work we present a set-based framework that allows to discriminate between competing model hypotheses and to provide guaranteed outer estimates on the model parameters that are consistent with the (possibly sparse and uncertain) experimental measurements. This is obtained by means of exact proofs of model invalidity that exploit the polynomial/rational structure of biochemical reaction networks, and by making use of an efficient strategy to balance solution accuracy and computational effort. The practicability of our approach is illustrated with two case studies. The first study shows that our approach allows to conclusively rule out wrong model hypotheses. The second study focuses on parameter estimation, and shows that the proposed method allows to evaluate the global influence of measurement sparsity, uncertainty, and prior knowledge on the parameter estimates. This can help in designing further experiments leading to improved parameter estimates.

Set-base dynamical parameter estimation and model invalidation for biochemical reaction networks

PubMed Central

2010-01-01

Background Mathematical modeling and analysis have become, for the study of biological and cellular processes, an important complement to experimental research. However, the structural and quantitative knowledge available for such processes is frequently limited, and measurements are often subject to inherent and possibly large uncertainties. This results in competing model hypotheses, whose kinetic parameters may not be experimentally determinable. Discriminating among these alternatives and estimating their kinetic parameters is crucial to improve the understanding of the considered process, and to benefit from the analytical tools at hand. Results In this work we present a set-based framework that allows to discriminate between competing model hypotheses and to provide guaranteed outer estimates on the model parameters that are consistent with the (possibly sparse and uncertain) experimental measurements. This is obtained by means of exact proofs of model invalidity that exploit the polynomial/rational structure of biochemical reaction networks, and by making use of an efficient strategy to balance solution accuracy and computational effort. Conclusions The practicability of our approach is illustrated with two case studies. The first study shows that our approach allows to conclusively rule out wrong model hypotheses. The second study focuses on parameter estimation, and shows that the proposed method allows to evaluate the global influence of measurement sparsity, uncertainty, and prior knowledge on the parameter estimates. This can help in designing further experiments leading to improved parameter estimates. PMID:20500862

Bayesian-based estimation of acoustic surface impedance: Finite difference frequency domain approach.

PubMed

Bockman, Alexander; Fackler, Cameron; Xiang, Ning

2015-04-01

Acoustic performance for an interior requires an accurate description of the boundary materials' surface acoustic impedance. Analytical methods may be applied to a small class of test geometries, but inverse numerical methods provide greater flexibility. The parameter estimation problem requires minimizing prediction vice observed acoustic field pressure. The Bayesian-network sampling approach presented here mitigates other methods' susceptibility to noise inherent to the experiment, model, and numerics. A geometry agnostic method is developed here and its parameter estimation performance is demonstrated for an air-backed micro-perforated panel in an impedance tube. Good agreement is found with predictions from the ISO standard two-microphone, impedance-tube method, and a theoretical model for the material. Data by-products exclusive to a Bayesian approach are analyzed to assess sensitivity of the method to nuisance parameters.

Improvement of Parameter Estimations in Tumor Growth Inhibition Models on Xenografted Animals: Handling Sacrifice Censoring and Error Caused by Experimental Measurement on Larger Tumor Sizes.

PubMed

Pierrillas, Philippe B; Tod, Michel; Amiel, Magali; Chenel, Marylore; Henin, Emilie

2016-09-01

The purpose of this study was to explore the impact of censoring due to animal sacrifice on parameter estimates and tumor volume calculated from two diameters in larger tumors during tumor growth experiments in preclinical studies. The type of measurement error that can be expected was also investigated. Different scenarios were challenged using the stochastic simulation and estimation process. One thousand datasets were simulated under the design of a typical tumor growth study in xenografted mice, and then, eight approaches were used for parameter estimation with the simulated datasets. The distribution of estimates and simulation-based diagnostics were computed for comparison. The different approaches were robust regarding the choice of residual error and gave equivalent results. However, by not considering missing data induced by sacrificing the animal, parameter estimates were biased and led to false inferences in terms of compound potency; the threshold concentration for tumor eradication when ignoring censoring was 581 ng.ml(-1), but the true value was 240 ng.ml(-1).

Fisher Scoring Method for Parameter Estimation of Geographically Weighted Ordinal Logistic Regression (GWOLR) Model

NASA Astrophysics Data System (ADS)

Widyaningsih, Purnami; Retno Sari Saputro, Dewi; Nugrahani Putri, Aulia

2017-06-01

GWOLR model combines geographically weighted regression (GWR) and (ordinal logistic reression) OLR models. Its parameter estimation employs maximum likelihood estimation. Such parameter estimation, however, yields difficult-to-solve system of nonlinear equations, and therefore numerical approximation approach is required. The iterative approximation approach, in general, uses Newton-Raphson (NR) method. The NR method has a disadvantage—its Hessian matrix is always the second derivatives of each iteration so it does not always produce converging results. With regard to this matter, NR model is modified by substituting its Hessian matrix into Fisher information matrix, which is termed Fisher scoring (FS). The present research seeks to determine GWOLR model parameter estimation using Fisher scoring method and apply the estimation on data of the level of vulnerability to Dengue Hemorrhagic Fever (DHF) in Semarang. The research concludes that health facilities give the greatest contribution to the probability of the number of DHF sufferers in both villages. Based on the number of the sufferers, IR category of DHF in both villages can be determined.

K-ε Turbulence Model Parameter Estimates Using an Approximate Self-similar Jet-in-Crossflow Solution

DOE PAGES

DeChant, Lawrence; Ray, Jaideep; Lefantzi, Sophia; ...

2017-06-09

The k-ε turbulence model has been described as perhaps “the most widely used complete turbulence model.” This family of heuristic Reynolds Averaged Navier-Stokes (RANS) turbulence closures is supported by a suite of model parameters that have been estimated by demanding the satisfaction of well-established canonical flows such as homogeneous shear flow, log-law behavior, etc. While this procedure does yield a set of so-called nominal parameters, it is abundantly clear that they do not provide a universally satisfactory turbulence model that is capable of simulating complex flows. Recent work on the Bayesian calibration of the k-ε model using jet-in-crossflow wind tunnelmore » data has yielded parameter estimates that are far more predictive than nominal parameter values. In this paper, we develop a self-similar asymptotic solution for axisymmetric jet-in-crossflow interactions and derive analytical estimates of the parameters that were inferred using Bayesian calibration. The self-similar method utilizes a near field approach to estimate the turbulence model parameters while retaining the classical far-field scaling to model flow field quantities. Our parameter values are seen to be far more predictive than the nominal values, as checked using RANS simulations and experimental measurements. They are also closer to the Bayesian estimates than the nominal parameters. A traditional simplified jet trajectory model is explicitly related to the turbulence model parameters and is shown to yield good agreement with measurement when utilizing the analytical derived turbulence model coefficients. Finally, the close agreement between the turbulence model coefficients obtained via Bayesian calibration and the analytically estimated coefficients derived in this paper is consistent with the contention that the Bayesian calibration approach is firmly rooted in the underlying physical description.« less

How the 2SLS/IV estimator can handle equality constraints in structural equation models: a system-of-equations approach.

PubMed

Nestler, Steffen

2014-05-01

Parameters in structural equation models are typically estimated using the maximum likelihood (ML) approach. Bollen (1996) proposed an alternative non-iterative, equation-by-equation estimator that uses instrumental variables. Although this two-stage least squares/instrumental variables (2SLS/IV) estimator has good statistical properties, one problem with its application is that parameter equality constraints cannot be imposed. This paper presents a mathematical solution to this problem that is based on an extension of the 2SLS/IV approach to a system of equations. We present an example in which our approach was used to examine strong longitudinal measurement invariance. We also investigated the new approach in a simulation study that compared it with ML in the examination of the equality of two latent regression coefficients and strong measurement invariance. Overall, the results show that the suggested approach is a useful extension of the original 2SLS/IV estimator and allows for the effective handling of equality constraints in structural equation models. © 2013 The British Psychological Society.

Reparametrization-based estimation of genetic parameters in multi-trait animal model using Integrated Nested Laplace Approximation.

PubMed

Mathew, Boby; Holand, Anna Marie; Koistinen, Petri; Léon, Jens; Sillanpää, Mikko J

2016-02-01

A novel reparametrization-based INLA approach as a fast alternative to MCMC for the Bayesian estimation of genetic parameters in multivariate animal model is presented. Multi-trait genetic parameter estimation is a relevant topic in animal and plant breeding programs because multi-trait analysis can take into account the genetic correlation between different traits and that significantly improves the accuracy of the genetic parameter estimates. Generally, multi-trait analysis is computationally demanding and requires initial estimates of genetic and residual correlations among the traits, while those are difficult to obtain. In this study, we illustrate how to reparametrize covariance matrices of a multivariate animal model/animal models using modified Cholesky decompositions. This reparametrization-based approach is used in the Integrated Nested Laplace Approximation (INLA) methodology to estimate genetic parameters of multivariate animal model. Immediate benefits are: (1) to avoid difficulties of finding good starting values for analysis which can be a problem, for example in Restricted Maximum Likelihood (REML); (2) Bayesian estimation of (co)variance components using INLA is faster to execute than using Markov Chain Monte Carlo (MCMC) especially when realized relationship matrices are dense. The slight drawback is that priors for covariance matrices are assigned for elements of the Cholesky factor but not directly to the covariance matrix elements as in MCMC. Additionally, we illustrate the concordance of the INLA results with the traditional methods like MCMC and REML approaches. We also present results obtained from simulated data sets with replicates and field data in rice.

Understanding and comparisons of different sampling approaches for the Fourier Amplitudes Sensitivity Test (FAST)

PubMed Central

Xu, Chonggang; Gertner, George

2013-01-01

Fourier Amplitude Sensitivity Test (FAST) is one of the most popular uncertainty and sensitivity analysis techniques. It uses a periodic sampling approach and a Fourier transformation to decompose the variance of a model output into partial variances contributed by different model parameters. Until now, the FAST analysis is mainly confined to the estimation of partial variances contributed by the main effects of model parameters, but does not allow for those contributed by specific interactions among parameters. In this paper, we theoretically show that FAST analysis can be used to estimate partial variances contributed by both main effects and interaction effects of model parameters using different sampling approaches (i.e., traditional search-curve based sampling, simple random sampling and random balance design sampling). We also analytically calculate the potential errors and biases in the estimation of partial variances. Hypothesis tests are constructed to reduce the effect of sampling errors on the estimation of partial variances. Our results show that compared to simple random sampling and random balance design sampling, sensitivity indices (ratios of partial variances to variance of a specific model output) estimated by search-curve based sampling generally have higher precision but larger underestimations. Compared to simple random sampling, random balance design sampling generally provides higher estimation precision for partial variances contributed by the main effects of parameters. The theoretical derivation of partial variances contributed by higher-order interactions and the calculation of their corresponding estimation errors in different sampling schemes can help us better understand the FAST method and provide a fundamental basis for FAST applications and further improvements. PMID:24143037

Understanding and comparisons of different sampling approaches for the Fourier Amplitudes Sensitivity Test (FAST).

PubMed

Xu, Chonggang; Gertner, George

2011-01-01

Fourier Amplitude Sensitivity Test (FAST) is one of the most popular uncertainty and sensitivity analysis techniques. It uses a periodic sampling approach and a Fourier transformation to decompose the variance of a model output into partial variances contributed by different model parameters. Until now, the FAST analysis is mainly confined to the estimation of partial variances contributed by the main effects of model parameters, but does not allow for those contributed by specific interactions among parameters. In this paper, we theoretically show that FAST analysis can be used to estimate partial variances contributed by both main effects and interaction effects of model parameters using different sampling approaches (i.e., traditional search-curve based sampling, simple random sampling and random balance design sampling). We also analytically calculate the potential errors and biases in the estimation of partial variances. Hypothesis tests are constructed to reduce the effect of sampling errors on the estimation of partial variances. Our results show that compared to simple random sampling and random balance design sampling, sensitivity indices (ratios of partial variances to variance of a specific model output) estimated by search-curve based sampling generally have higher precision but larger underestimations. Compared to simple random sampling, random balance design sampling generally provides higher estimation precision for partial variances contributed by the main effects of parameters. The theoretical derivation of partial variances contributed by higher-order interactions and the calculation of their corresponding estimation errors in different sampling schemes can help us better understand the FAST method and provide a fundamental basis for FAST applications and further improvements.

Optimized tuner selection for engine performance estimation

NASA Technical Reports Server (NTRS)

Simon, Donald L. (Inventor); Garg, Sanjay (Inventor)

2013-01-01

A methodology for minimizing the error in on-line Kalman filter-based aircraft engine performance estimation applications is presented. This technique specifically addresses the underdetermined estimation problem, where there are more unknown parameters than available sensor measurements. A systematic approach is applied to produce a model tuning parameter vector of appropriate dimension to enable estimation by a Kalman filter, while minimizing the estimation error in the parameters of interest. Tuning parameter selection is performed using a multi-variable iterative search routine which seeks to minimize the theoretical mean-squared estimation error. Theoretical Kalman filter estimation error bias and variance values are derived at steady-state operating conditions, and the tuner selection routine is applied to minimize these values. The new methodology yields an improvement in on-line engine performance estimation accuracy.

A Two-Stage Approach to Missing Data: Theory and Application to Auxiliary Variables

ERIC Educational Resources Information Center

Savalei, Victoria; Bentler, Peter M.

2009-01-01

A well-known ad-hoc approach to conducting structural equation modeling with missing data is to obtain a saturated maximum likelihood (ML) estimate of the population covariance matrix and then to use this estimate in the complete data ML fitting function to obtain parameter estimates. This 2-stage (TS) approach is appealing because it minimizes a…

Migration of antioxidants from polylactic acid films: A parameter estimation approach and an overview of the current mass transfer models.

PubMed

Samsudin, Hayati; Auras, Rafael; Mishra, Dharmendra; Dolan, Kirk; Burgess, Gary; Rubino, Maria; Selke, Susan; Soto-Valdez, Herlinda

2018-01-01

Migration studies of chemicals from contact materials have been widely conducted due to their importance in determining the safety and shelf life of a food product in their packages. The US Food and Drug Administration (FDA) and the European Food Safety Authority (EFSA) require this safety assessment for food contact materials. So, migration experiments are theoretically designed and experimentally conducted to obtain data that can be used to assess the kinetics of chemical release. In this work, a parameter estimation approach was used to review and to determine the mass transfer partition and diffusion coefficients governing the migration process of eight antioxidants from poly(lactic acid), PLA, based films into water/ethanol solutions at temperatures between 20 and 50°C. Scaled sensitivity coefficients were calculated to assess simultaneously estimation of a number of mass transfer parameters. An optimal experimental design approach was performed to show the importance of properly designing a migration experiment. Additional parameters also provide better insights on migration of the antioxidants. For example, the partition coefficients could be better estimated using data from the early part of the experiment instead at the end. Experiments could be conducted for shorter periods of time saving time and resources. Diffusion coefficients of the eight antioxidants from PLA films were between 0.2 and 19×10 -14 m 2 /s at ~40°C. The use of parameter estimation approach provided additional and useful insights about the migration of antioxidants from PLA films. Copyright © 2017 Elsevier Ltd. All rights reserved.

PARAMETER ESTIMATION OF TWO-FLUID CAPILLARY PRESSURE-SATURATION AND PERMEABILITY FUNCTIONS

EPA Science Inventory

Capillary pressure and permeability functions are crucial to the quantitative description of subsurface flow and transport. Earlier work has demonstrated the feasibility of using the inverse parameter estimation approach in determining these functions if both capillary pressure ...

A continuous optimization approach for inferring parameters in mathematical models of regulatory networks.

PubMed

Deng, Zhimin; Tian, Tianhai

2014-07-29

The advances of systems biology have raised a large number of sophisticated mathematical models for describing the dynamic property of complex biological systems. One of the major steps in developing mathematical models is to estimate unknown parameters of the model based on experimentally measured quantities. However, experimental conditions limit the amount of data that is available for mathematical modelling. The number of unknown parameters in mathematical models may be larger than the number of observation data. The imbalance between the number of experimental data and number of unknown parameters makes reverse-engineering problems particularly challenging. To address the issue of inadequate experimental data, we propose a continuous optimization approach for making reliable inference of model parameters. This approach first uses a spline interpolation to generate continuous functions of system dynamics as well as the first and second order derivatives of continuous functions. The expanded dataset is the basis to infer unknown model parameters using various continuous optimization criteria, including the error of simulation only, error of both simulation and the first derivative, or error of simulation as well as the first and second derivatives. We use three case studies to demonstrate the accuracy and reliability of the proposed new approach. Compared with the corresponding discrete criteria using experimental data at the measurement time points only, numerical results of the ERK kinase activation module show that the continuous absolute-error criteria using both function and high order derivatives generate estimates with better accuracy. This result is also supported by the second and third case studies for the G1/S transition network and the MAP kinase pathway, respectively. This suggests that the continuous absolute-error criteria lead to more accurate estimates than the corresponding discrete criteria. We also study the robustness property of these three models to examine the reliability of estimates. Simulation results show that the models with estimated parameters using continuous fitness functions have better robustness properties than those using the corresponding discrete fitness functions. The inference studies and robustness analysis suggest that the proposed continuous optimization criteria are effective and robust for estimating unknown parameters in mathematical models.

A Comparative Study of Distribution System Parameter Estimation Methods

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

Sun, Yannan; Williams, Tess L.; Gourisetti, Sri Nikhil Gup

2016-07-17

In this paper, we compare two parameter estimation methods for distribution systems: residual sensitivity analysis and state-vector augmentation with a Kalman filter. These two methods were originally proposed for transmission systems, and are still the most commonly used methods for parameter estimation. Distribution systems have much lower measurement redundancy than transmission systems. Therefore, estimating parameters is much more difficult. To increase the robustness of parameter estimation, the two methods are applied with combined measurement snapshots (measurement sets taken at different points in time), so that the redundancy for computing the parameter values is increased. The advantages and disadvantages of bothmore » methods are discussed. The results of this paper show that state-vector augmentation is a better approach for parameter estimation in distribution systems. Simulation studies are done on a modified version of IEEE 13-Node Test Feeder with varying levels of measurement noise and non-zero error in the other system model parameters.« less

Time Domain Estimation of Arterial Parameters using the Windkessel Model and the Monte Carlo Method

NASA Astrophysics Data System (ADS)

Gostuski, Vladimir; Pastore, Ignacio; Rodriguez Palacios, Gaspar; Vaca Diez, Gustavo; Moscoso-Vasquez, H. Marcela; Risk, Marcelo

2016-04-01

Numerous parameter estimation techniques exist for characterizing the arterial system using electrical circuit analogs. However, they are often limited by their requirements and usually high computational burdain. Therefore, a new method for estimating arterial parameters based on Monte Carlo simulation is proposed. A three element Windkessel model was used to represent the arterial system. The approach was to reduce the error between the calculated and physiological aortic pressure by randomly generating arterial parameter values, while keeping constant the arterial resistance. This last value was obtained for each subject using the arterial flow, and was a necessary consideration in order to obtain a unique set of values for the arterial compliance and peripheral resistance. The estimation technique was applied to in vivo data containing steady beats in mongrel dogs, and it reliably estimated Windkessel arterial parameters. Further, this method appears to be computationally efficient for on-line time-domain estimation of these parameters.

Recovery of Graded Response Model Parameters: A Comparison of Marginal Maximum Likelihood and Markov Chain Monte Carlo Estimation

ERIC Educational Resources Information Center

Kieftenbeld, Vincent; Natesan, Prathiba

2012-01-01

Markov chain Monte Carlo (MCMC) methods enable a fully Bayesian approach to parameter estimation of item response models. In this simulation study, the authors compared the recovery of graded response model parameters using marginal maximum likelihood (MML) and Gibbs sampling (MCMC) under various latent trait distributions, test lengths, and…

Reference tissue modeling with parameter coupling: application to a study of SERT binding in HIV

NASA Astrophysics Data System (ADS)

Endres, Christopher J.; Hammoud, Dima A.; Pomper, Martin G.

2011-04-01

When applicable, it is generally preferred to evaluate positron emission tomography (PET) studies using a reference tissue-based approach as that avoids the need for invasive arterial blood sampling. However, most reference tissue methods have been shown to have a bias that is dependent on the level of tracer binding, and the variability of parameter estimates may be substantially affected by noise level. In a study of serotonin transporter (SERT) binding in HIV dementia, it was determined that applying parameter coupling to the simplified reference tissue model (SRTM) reduced the variability of parameter estimates and yielded the strongest between-group significant differences in SERT binding. The use of parameter coupling makes the application of SRTM more consistent with conventional blood input models and reduces the total number of fitted parameters, thus should yield more robust parameter estimates. Here, we provide a detailed evaluation of the application of parameter constraint and parameter coupling to [11C]DASB PET studies. Five quantitative methods, including three methods that constrain the reference tissue clearance (kr2) to a common value across regions were applied to the clinical and simulated data to compare measurement of the tracer binding potential (BPND). Compared with standard SRTM, either coupling of kr2 across regions or constraining kr2 to a first-pass estimate improved the sensitivity of SRTM to measuring a significant difference in BPND between patients and controls. Parameter coupling was particularly effective in reducing the variance of parameter estimates, which was less than 50% of the variance obtained with standard SRTM. A linear approach was also improved when constraining kr2 to a first-pass estimate, although the SRTM-based methods yielded stronger significant differences when applied to the clinical study. This work shows that parameter coupling reduces the variance of parameter estimates and may better discriminate between-group differences in specific binding.

Inter-Individual Variability in High-Throughput Risk ...

EPA Pesticide Factsheets

We incorporate realistic human variability into an open-source high-throughput (HT) toxicokinetics (TK) modeling framework for use in a next-generation risk prioritization approach. Risk prioritization involves rapid triage of thousands of environmental chemicals, most which have little or no existing TK data. Chemicals are prioritized based on model estimates of hazard and exposure, to decide which chemicals should be first in line for further study. Hazard may be estimated with in vitro HT screening assays, e.g., U.S. EPA’s ToxCast program. Bioactive ToxCast concentrations can be extrapolated to doses that produce equivalent concentrations in body tissues using a reverse TK approach in which generic TK models are parameterized with 1) chemical-specific parameters derived from in vitro measurements and predicted from chemical structure; and 2) with physiological parameters for a virtual population. Here we draw physiological parameters from realistic estimates of distributions of demographic and anthropometric quantities in the modern U.S. population, based on the most recent CDC NHANES data. A Monte Carlo approach, accounting for the correlation structure in physiological parameters, is used to estimate ToxCast equivalent doses for the most sensitive portion of the population. To quantify risk, ToxCast equivalent doses are compared to estimates of exposure rates based on Bayesian inferences drawn from NHANES urinary analyte biomonitoring data. The inclusion

Bayesian generalized least squares regression with application to log Pearson type 3 regional skew estimation

NASA Astrophysics Data System (ADS)

Reis, D. S.; Stedinger, J. R.; Martins, E. S.

2005-10-01

This paper develops a Bayesian approach to analysis of a generalized least squares (GLS) regression model for regional analyses of hydrologic data. The new approach allows computation of the posterior distributions of the parameters and the model error variance using a quasi-analytic approach. Two regional skew estimation studies illustrate the value of the Bayesian GLS approach for regional statistical analysis of a shape parameter and demonstrate that regional skew models can be relatively precise with effective record lengths in excess of 60 years. With Bayesian GLS the marginal posterior distribution of the model error variance and the corresponding mean and variance of the parameters can be computed directly, thereby providing a simple but important extension of the regional GLS regression procedures popularized by Tasker and Stedinger (1989), which is sensitive to the likely values of the model error variance when it is small relative to the sampling error in the at-site estimator.

Bayesian parameter estimation in spectral quantitative photoacoustic tomography

NASA Astrophysics Data System (ADS)

Pulkkinen, Aki; Cox, Ben T.; Arridge, Simon R.; Kaipio, Jari P.; Tarvainen, Tanja

2016-03-01

Photoacoustic tomography (PAT) is an imaging technique combining strong contrast of optical imaging to high spatial resolution of ultrasound imaging. These strengths are achieved via photoacoustic effect, where a spatial absorption of light pulse is converted into a measurable propagating ultrasound wave. The method is seen as a potential tool for small animal imaging, pre-clinical investigations, study of blood vessels and vasculature, as well as for cancer imaging. The goal in PAT is to form an image of the absorbed optical energy density field via acoustic inverse problem approaches from the measured ultrasound data. Quantitative PAT (QPAT) proceeds from these images and forms quantitative estimates of the optical properties of the target. This optical inverse problem of QPAT is illposed. To alleviate the issue, spectral QPAT (SQPAT) utilizes PAT data formed at multiple optical wavelengths simultaneously with optical parameter models of tissue to form quantitative estimates of the parameters of interest. In this work, the inverse problem of SQPAT is investigated. Light propagation is modelled using the diffusion equation. Optical absorption is described with chromophore concentration weighted sum of known chromophore absorption spectra. Scattering is described by Mie scattering theory with an exponential power law. In the inverse problem, the spatially varying unknown parameters of interest are the chromophore concentrations, the Mie scattering parameters (power law factor and the exponent), and Gruneisen parameter. The inverse problem is approached with a Bayesian method. It is numerically demonstrated, that estimation of all parameters of interest is possible with the approach.

Likelihood parameter estimation for calibrating a soil moisture using radar backscatter

USDA-ARS?s Scientific Manuscript database

Assimilating soil moisture information contained in synthetic aperture radar imagery into land surface model predictions can be done using a calibration, or parameter estimation, approach. The presence of speckle, however, necessitates aggregating backscatter measurements over large land areas in or...

Temporal rainfall estimation using input data reduction and model inversion

NASA Astrophysics Data System (ADS)

Wright, A. J.; Vrugt, J. A.; Walker, J. P.; Pauwels, V. R. N.

2016-12-01

Floods are devastating natural hazards. To provide accurate, precise and timely flood forecasts there is a need to understand the uncertainties associated with temporal rainfall and model parameters. The estimation of temporal rainfall and model parameter distributions from streamflow observations in complex dynamic catchments adds skill to current areal rainfall estimation methods, allows for the uncertainty of rainfall input to be considered when estimating model parameters and provides the ability to estimate rainfall from poorly gauged catchments. Current methods to estimate temporal rainfall distributions from streamflow are unable to adequately explain and invert complex non-linear hydrologic systems. This study uses the Discrete Wavelet Transform (DWT) to reduce rainfall dimensionality for the catchment of Warwick, Queensland, Australia. The reduction of rainfall to DWT coefficients allows the input rainfall time series to be simultaneously estimated along with model parameters. The estimation process is conducted using multi-chain Markov chain Monte Carlo simulation with the DREAMZS algorithm. The use of a likelihood function that considers both rainfall and streamflow error allows for model parameter and temporal rainfall distributions to be estimated. Estimation of the wavelet approximation coefficients of lower order decomposition structures was able to estimate the most realistic temporal rainfall distributions. These rainfall estimates were all able to simulate streamflow that was superior to the results of a traditional calibration approach. It is shown that the choice of wavelet has a considerable impact on the robustness of the inversion. The results demonstrate that streamflow data contains sufficient information to estimate temporal rainfall and model parameter distributions. The extent and variance of rainfall time series that are able to simulate streamflow that is superior to that simulated by a traditional calibration approach is a demonstration of equifinality. The use of a likelihood function that considers both rainfall and streamflow error combined with the use of the DWT as a model data reduction technique allows the joint inference of hydrologic model parameters along with rainfall.

Bayesian Framework Approach for Prognostic Studies in Electrolytic Capacitor under Thermal Overstress Conditions

DTIC Science & Technology

2012-09-01

make end of life ( EOL ) and remaining useful life (RUL) estimations. Model-based prognostics approaches perform these tasks with the help of first...in parameters Degradation Modeling Parameter estimation Prediction Thermal / Electrical Stress Experimental Data State Space model RUL EOL ...distribution at given single time point kP , and use this for multi-step predictions to EOL . There are several methods which exits for selecting the sigma

Estimation of Qualitative and Quantitative Parameters of Air Cleaning by a Pulsed Corona Discharge Using Multicomponent Standard Mixtures

NASA Astrophysics Data System (ADS)

Filatov, I. E.; Uvarin, V. V.; Kuznetsov, D. L.

2018-05-01

The efficiency of removal of volatile organic impurities in air by a pulsed corona discharge is investigated using model mixtures. Based on the method of competing reactions, an approach to estimating the qualitative and quantitative parameters of the employed electrophysical technique is proposed. The concept of the "toluene coefficient" characterizing the relative reactivity of a component as compared to toluene is introduced. It is proposed that the energy efficiency of the electrophysical method be estimated using the concept of diversified yield of the removal process. Such an approach makes it possible to substantially intensify the determination of energy parameters of removal of impurities and can also serve as a criterion for estimating the effectiveness of various methods in which a nonequilibrium plasma is used for air cleaning from volatile impurities.

Channel-parameter estimation for satellite-to-submarine continuous-variable quantum key distribution

NASA Astrophysics Data System (ADS)

Guo, Ying; Xie, Cailang; Huang, Peng; Li, Jiawei; Zhang, Ling; Huang, Duan; Zeng, Guihua

2018-05-01

This paper deals with a channel-parameter estimation for continuous-variable quantum key distribution (CV-QKD) over a satellite-to-submarine link. In particular, we focus on the channel transmittances and the excess noise which are affected by atmospheric turbulence, surface roughness, zenith angle of the satellite, wind speed, submarine depth, etc. The estimation method is based on proposed algorithms and is applied to low-Earth orbits using the Monte Carlo approach. For light at 550 nm with a repetition frequency of 1 MHz, the effects of the estimated parameters on the performance of the CV-QKD system are assessed by a simulation by comparing the secret key bit rate in the daytime and at night. Our results show the feasibility of satellite-to-submarine CV-QKD, providing an unconditionally secure approach to achieve global networks for underwater communications.

Approaches to characterise chromatographic column performance based on global parameters accounting for peak broadening and skewness.

PubMed

Baeza-Baeza, J J; Pous-Torres, S; Torres-Lapasió, J R; García-Alvarez-Coque, M C

2010-04-02

Peak broadening and skewness are fundamental parameters in chromatography, since they affect the resolution capability of a chromatographic column. A common practice to characterise chromatographic columns is to estimate the efficiency and asymmetry factor for the peaks of one or more solutes eluted at selected experimental conditions. This has the drawback that the extra-column contributions to the peak variance and skewness make the peak shape parameters depend on the retention time. We propose and discuss here the use of several approaches that allow the estimation of global parameters (non-dependent on the retention time) to describe the column performance. The global parameters arise from different linear relationships that can be established between the peak variance, standard deviation, or half-widths with the retention time. Some of them describe exclusively the column contribution to the peak broadening, whereas others consider the extra-column effects also. The estimation of peak skewness was also possible for the approaches based on the half-widths. The proposed approaches were applied to the characterisation of different columns (Spherisorb, Zorbax SB, Zorbax Eclipse, Kromasil, Chromolith, X-Terra and Inertsil), using the chromatographic data obtained for several diuretics and basic drugs (beta-blockers). Copyright (c) 2010 Elsevier B.V. All rights reserved.

Bayesian hierarchical model for large-scale covariance matrix estimation.

PubMed

Zhu, Dongxiao; Hero, Alfred O

2007-12-01

Many bioinformatics problems implicitly depend on estimating large-scale covariance matrix. The traditional approaches tend to give rise to high variance and low accuracy due to "overfitting." We cast the large-scale covariance matrix estimation problem into the Bayesian hierarchical model framework, and introduce dependency between covariance parameters. We demonstrate the advantages of our approaches over the traditional approaches using simulations and OMICS data analysis.

Estimation and correction of different flavors of surface observation biases in ensemble Kalman filter

NASA Astrophysics Data System (ADS)

Lorente-Plazas, Raquel; Hacker, Josua P.; Collins, Nancy; Lee, Jared A.

2017-04-01

The impact of assimilating surface observations has been shown in several publications, for improving weather prediction inside of the boundary layer as well as the flow aloft. However, the assimilation of surface observations is often far from optimal due to the presence of both model and observation biases. The sources of these biases can be diverse: an instrumental offset, errors associated to the comparison of point-based observations and grid-cell average, etc. To overcome this challenge, a method was developed using the ensemble Kalman filter. The approach consists on representing each observation bias as a parameter. These bias parameters are added to the forward operator and they extend the state vector. As opposed to the observation bias estimation approaches most common in operational systems (e.g. for satellite radiances), the state vector and parameters are simultaneously updated by applying the Kalman filter equations to the augmented state. The method to estimate and correct the observation bias is evaluated using observing system simulation experiments (OSSEs) with the Weather Research and Forecasting (WRF) model. OSSEs are constructed for the conventional observation network including radiosondes, aircraft observations, atmospheric motion vectors, and surface observations. Three different kinds of biases are added to 2-meter temperature for synthetic METARs. From the simplest to more sophisticated, imposed biases are: (1) a spatially invariant bias, (2) a spatially varying bias proportional to topographic height differences between the model and the observations, and (3) bias that is proportional to the temperature. The target region characterized by complex terrain is the western U.S. on a domain with 30-km grid spacing. Observations are assimilated every 3 hours using an 80-member ensemble during September 2012. Results demonstrate that the approach is able to estimate and correct the bias when it is spatially invariant (experiment 1). More complex bias structure in experiments (2) and (3) are more difficult to estimate, but still possible. Estimated the parameter in experiments with unbiased observations results in spatial and temporal parameter variability about zero, and establishes a threshold on the accuracy of the parameter in further experiments. When the observations are biased, the mean parameter value is close to the true bias, but temporal and spatial variability in the parameter estimates is similar to the parameters used when estimating a zero bias in the observations. The distributions are related to other errors in the forecasts, indicating that the parameters are absorbing some of the forecast error from other sources. In this presentation we elucidate the reasons for the resulting parameter estimates, and their variability.

On-line estimation of error covariance parameters for atmospheric data assimilation

NASA Technical Reports Server (NTRS)

Dee, Dick P.

1995-01-01

A simple scheme is presented for on-line estimation of covariance parameters in statistical data assimilation systems. The scheme is based on a maximum-likelihood approach in which estimates are produced on the basis of a single batch of simultaneous observations. Simple-sample covariance estimation is reasonable as long as the number of available observations exceeds the number of tunable parameters by two or three orders of magnitude. Not much is known at present about model error associated with actual forecast systems. Our scheme can be used to estimate some important statistical model error parameters such as regionally averaged variances or characteristic correlation length scales. The advantage of the single-sample approach is that it does not rely on any assumptions about the temporal behavior of the covariance parameters: time-dependent parameter estimates can be continuously adjusted on the basis of current observations. This is of practical importance since it is likely to be the case that both model error and observation error strongly depend on the actual state of the atmosphere. The single-sample estimation scheme can be incorporated into any four-dimensional statistical data assimilation system that involves explicit calculation of forecast error covariances, including optimal interpolation (OI) and the simplified Kalman filter (SKF). The computational cost of the scheme is high but not prohibitive; on-line estimation of one or two covariance parameters in each analysis box of an operational bozed-OI system is currently feasible. A number of numerical experiments performed with an adaptive SKF and an adaptive version of OI, using a linear two-dimensional shallow-water model and artificially generated model error are described. The performance of the nonadaptive versions of these methods turns out to depend rather strongly on correct specification of model error parameters. These parameters are estimated under a variety of conditions, including uniformly distributed model error and time-dependent model error statistics.

Deep convolutional neural networks for estimating porous material parameters with ultrasound tomography

NASA Astrophysics Data System (ADS)

Lähivaara, Timo; Kärkkäinen, Leo; Huttunen, Janne M. J.; Hesthaven, Jan S.

2018-02-01

We study the feasibility of data based machine learning applied to ultrasound tomography to estimate water-saturated porous material parameters. In this work, the data to train the neural networks is simulated by solving wave propagation in coupled poroviscoelastic-viscoelastic-acoustic media. As the forward model, we consider a high-order discontinuous Galerkin method while deep convolutional neural networks are used to solve the parameter estimation problem. In the numerical experiment, we estimate the material porosity and tortuosity while the remaining parameters which are of less interest are successfully marginalized in the neural networks-based inversion. Computational examples confirms the feasibility and accuracy of this approach.

Optimal estimation of parameters and states in stochastic time-varying systems with time delay

NASA Astrophysics Data System (ADS)

Torkamani, Shahab; Butcher, Eric A.

2013-08-01

In this study estimation of parameters and states in stochastic linear and nonlinear delay differential systems with time-varying coefficients and constant delay is explored. The approach consists of first employing a continuous time approximation to approximate the stochastic delay differential equation with a set of stochastic ordinary differential equations. Then the problem of parameter estimation in the resulting stochastic differential system is represented as an optimal filtering problem using a state augmentation technique. By adapting the extended Kalman-Bucy filter to the resulting system, the unknown parameters of the time-delayed system are estimated from noise-corrupted, possibly incomplete measurements of the states.

ESTIMATION OF CONSTANT AND TIME-VARYING DYNAMIC PARAMETERS OF HIV INFECTION IN A NONLINEAR DIFFERENTIAL EQUATION MODEL.

PubMed

Liang, Hua; Miao, Hongyu; Wu, Hulin

2010-03-01

Modeling viral dynamics in HIV/AIDS studies has resulted in deep understanding of pathogenesis of HIV infection from which novel antiviral treatment guidance and strategies have been derived. Viral dynamics models based on nonlinear differential equations have been proposed and well developed over the past few decades. However, it is quite challenging to use experimental or clinical data to estimate the unknown parameters (both constant and time-varying parameters) in complex nonlinear differential equation models. Therefore, investigators usually fix some parameter values, from the literature or by experience, to obtain only parameter estimates of interest from clinical or experimental data. However, when such prior information is not available, it is desirable to determine all the parameter estimates from data. In this paper, we intend to combine the newly developed approaches, a multi-stage smoothing-based (MSSB) method and the spline-enhanced nonlinear least squares (SNLS) approach, to estimate all HIV viral dynamic parameters in a nonlinear differential equation model. In particular, to the best of our knowledge, this is the first attempt to propose a comparatively thorough procedure, accounting for both efficiency and accuracy, to rigorously estimate all key kinetic parameters in a nonlinear differential equation model of HIV dynamics from clinical data. These parameters include the proliferation rate and death rate of uninfected HIV-targeted cells, the average number of virions produced by an infected cell, and the infection rate which is related to the antiviral treatment effect and is time-varying. To validate the estimation methods, we verified the identifiability of the HIV viral dynamic model and performed simulation studies. We applied the proposed techniques to estimate the key HIV viral dynamic parameters for two individual AIDS patients treated with antiretroviral therapies. We demonstrate that HIV viral dynamics can be well characterized and quantified for individual patients. As a result, personalized treatment decision based on viral dynamic models is possible.

An Efficient Data Partitioning to Improve Classification Performance While Keeping Parameters Interpretable

PubMed Central

Korjus, Kristjan; Hebart, Martin N.; Vicente, Raul

2016-01-01

Supervised machine learning methods typically require splitting data into multiple chunks for training, validating, and finally testing classifiers. For finding the best parameters of a classifier, training and validation are usually carried out with cross-validation. This is followed by application of the classifier with optimized parameters to a separate test set for estimating the classifier’s generalization performance. With limited data, this separation of test data creates a difficult trade-off between having more statistical power in estimating generalization performance versus choosing better parameters and fitting a better model. We propose a novel approach that we term “Cross-validation and cross-testing” improving this trade-off by re-using test data without biasing classifier performance. The novel approach is validated using simulated data and electrophysiological recordings in humans and rodents. The results demonstrate that the approach has a higher probability of discovering significant results than the standard approach of cross-validation and testing, while maintaining the nominal alpha level. In contrast to nested cross-validation, which is maximally efficient in re-using data, the proposed approach additionally maintains the interpretability of individual parameters. Taken together, we suggest an addition to currently used machine learning approaches which may be particularly useful in cases where model weights do not require interpretation, but parameters do. PMID:27564393

An Efficient Data Partitioning to Improve Classification Performance While Keeping Parameters Interpretable.

PubMed

Korjus, Kristjan; Hebart, Martin N; Vicente, Raul

2016-01-01

Supervised machine learning methods typically require splitting data into multiple chunks for training, validating, and finally testing classifiers. For finding the best parameters of a classifier, training and validation are usually carried out with cross-validation. This is followed by application of the classifier with optimized parameters to a separate test set for estimating the classifier's generalization performance. With limited data, this separation of test data creates a difficult trade-off between having more statistical power in estimating generalization performance versus choosing better parameters and fitting a better model. We propose a novel approach that we term "Cross-validation and cross-testing" improving this trade-off by re-using test data without biasing classifier performance. The novel approach is validated using simulated data and electrophysiological recordings in humans and rodents. The results demonstrate that the approach has a higher probability of discovering significant results than the standard approach of cross-validation and testing, while maintaining the nominal alpha level. In contrast to nested cross-validation, which is maximally efficient in re-using data, the proposed approach additionally maintains the interpretability of individual parameters. Taken together, we suggest an addition to currently used machine learning approaches which may be particularly useful in cases where model weights do not require interpretation, but parameters do.

Improved Determination of the Myelin Water Fraction in Human Brain using Magnetic Resonance Imaging through Bayesian Analysis of mcDESPOT

PubMed Central

Bouhrara, Mustapha; Spencer, Richard G.

2015-01-01

Myelin water fraction (MWF) mapping with magnetic resonance imaging has led to the ability to directly observe myelination and demyelination in both the developing brain and in disease. Multicomponent driven equilibrium single pulse observation of T1 and T2 (mcDESPOT) has been proposed as a rapid approach for multicomponent relaxometry and has been applied to map MWF in human brain. However, even for the simplest two-pool signal model consisting of MWF and non-myelin-associated water, the dimensionality of the parameter space for obtaining MWF estimates remains high. This renders parameter estimation difficult, especially at low-to-moderate signal-to-noise ratios (SNR), due to the presence of local minima and the flatness of the fit residual energy surface used for parameter determination using conventional nonlinear least squares (NLLS)-based algorithms. In this study, we introduce three Bayesian approaches for analysis of the mcDESPOT signal model to determine MWF. Given the high dimensional nature of mcDESPOT signal model, and, thereby, the high dimensional marginalizations over nuisance parameters needed to derive the posterior probability distribution of MWF parameter, the introduced Bayesian analyses use different approaches to reduce the dimensionality of the parameter space. The first approach uses normalization by average signal amplitude, and assumes that noise can be accurately estimated from signal-free regions of the image. The second approach likewise uses average amplitude normalization, but incorporates a full treatment of noise as an unknown variable through marginalization. The third approach does not use amplitude normalization and incorporates marginalization over both noise and signal amplitude. Through extensive Monte Carlo numerical simulations and analysis of in-vivo human brain datasets exhibiting a range of SNR and spatial resolution, we demonstrated the markedly improved accuracy and precision in the estimation of MWF using these Bayesian methods as compared to the stochastic region contraction (SRC) implementation of NLLS. PMID:26499810

A novel procedure for detecting and focusing moving objects with SAR based on the Wigner-Ville distribution

NASA Astrophysics Data System (ADS)

Barbarossa, S.; Farina, A.

A novel scheme for detecting moving targets with synthetic aperture radar (SAR) is presented. The proposed approach is based on the use of the Wigner-Ville distribution (WVD) for simultaneously detecting moving targets and estimating their motion kinematic parameters. The estimation plays a key role for focusing the target and correctly locating it with respect to the stationary background. The method has a number of advantages: (i) the detection is efficiently performed on the samples in the time-frequency domain, provided the WVD, without resorting to the use of a bank of filters, each one matched to possible values of the unknown target motion parameters; (ii) the estimation of the target motion parameters can be done on the same time-frequency domain by locating the line where the maximum energy of the WVD is concentrated. A validation of the approach is given by both analytical and simulation means. In addition, the estimation of the target kinematic parameters and the corresponding image focusing are also demonstrated.

Bias correction in the hierarchical likelihood approach to the analysis of multivariate survival data.

PubMed

Jeon, Jihyoun; Hsu, Li; Gorfine, Malka

2012-07-01

Frailty models are useful for measuring unobserved heterogeneity in risk of failures across clusters, providing cluster-specific risk prediction. In a frailty model, the latent frailties shared by members within a cluster are assumed to act multiplicatively on the hazard function. In order to obtain parameter and frailty variate estimates, we consider the hierarchical likelihood (H-likelihood) approach (Ha, Lee and Song, 2001. Hierarchical-likelihood approach for frailty models. Biometrika 88, 233-243) in which the latent frailties are treated as "parameters" and estimated jointly with other parameters of interest. We find that the H-likelihood estimators perform well when the censoring rate is low, however, they are substantially biased when the censoring rate is moderate to high. In this paper, we propose a simple and easy-to-implement bias correction method for the H-likelihood estimators under a shared frailty model. We also extend the method to a multivariate frailty model, which incorporates complex dependence structure within clusters. We conduct an extensive simulation study and show that the proposed approach performs very well for censoring rates as high as 80%. We also illustrate the method with a breast cancer data set. Since the H-likelihood is the same as the penalized likelihood function, the proposed bias correction method is also applicable to the penalized likelihood estimators.

Validation of Bayesian analysis of compartmental kinetic models in medical imaging.

PubMed

Sitek, Arkadiusz; Li, Quanzheng; El Fakhri, Georges; Alpert, Nathaniel M

2016-10-01

Kinetic compartmental analysis is frequently used to compute physiologically relevant quantitative values from time series of images. In this paper, a new approach based on Bayesian analysis to obtain information about these parameters is presented and validated. The closed-form of the posterior distribution of kinetic parameters is derived with a hierarchical prior to model the standard deviation of normally distributed noise. Markov chain Monte Carlo methods are used for numerical estimation of the posterior distribution. Computer simulations of the kinetics of F18-fluorodeoxyglucose (FDG) are used to demonstrate drawing statistical inferences about kinetic parameters and to validate the theory and implementation. Additionally, point estimates of kinetic parameters and covariance of those estimates are determined using the classical non-linear least squares approach. Posteriors obtained using methods proposed in this work are accurate as no significant deviation from the expected shape of the posterior was found (one-sided P>0.08). It is demonstrated that the results obtained by the standard non-linear least-square methods fail to provide accurate estimation of uncertainty for the same data set (P<0.0001). The results of this work validate new methods for a computer simulations of FDG kinetics. Results show that in situations where the classical approach fails in accurate estimation of uncertainty, Bayesian estimation provides an accurate information about the uncertainties in the parameters. Although a particular example of FDG kinetics was used in the paper, the methods can be extended for different pharmaceuticals and imaging modalities. Copyright © 2016 Associazione Italiana di Fisica Medica. Published by Elsevier Ltd. All rights reserved.

Unscented Kalman filter with parameter identifiability analysis for the estimation of multiple parameters in kinetic models

PubMed Central

2011-01-01

In systems biology, experimentally measured parameters are not always available, necessitating the use of computationally based parameter estimation. In order to rely on estimated parameters, it is critical to first determine which parameters can be estimated for a given model and measurement set. This is done with parameter identifiability analysis. A kinetic model of the sucrose accumulation in the sugar cane culm tissue developed by Rohwer et al. was taken as a test case model. What differentiates this approach is the integration of an orthogonal-based local identifiability method into the unscented Kalman filter (UKF), rather than using the more common observability-based method which has inherent limitations. It also introduces a variable step size based on the system uncertainty of the UKF during the sensitivity calculation. This method identified 10 out of 12 parameters as identifiable. These ten parameters were estimated using the UKF, which was run 97 times. Throughout the repetitions the UKF proved to be more consistent than the estimation algorithms used for comparison. PMID:21989173

A predictive parameter estimation approach for the thermodynamically constrained averaging theory applied to diffusion in porous media

NASA Astrophysics Data System (ADS)

Valdes-Parada, F. J.; Ostvar, S.; Wood, B. D.; Miller, C. T.

2017-12-01

Modeling of hierarchical systems such as porous media can be performed by different approaches that bridge microscale physics to the macroscale. Among the several alternatives available in the literature, the thermodynamically constrained averaging theory (TCAT) has emerged as a robust modeling approach that provides macroscale models that are consistent across scales. For specific closure relation forms, TCAT models are expressed in terms of parameters that depend upon the physical system under study. These parameters are usually obtained from inverse modeling based upon either experimental data or direct numerical simulation at the pore scale. Other upscaling approaches, such as the method of volume averaging, involve an a priori scheme for parameter estimation for certain microscale and transport conditions. In this work, we show how such a predictive scheme can be implemented in TCAT by studying the simple problem of single-phase passive diffusion in rigid and homogeneous porous media. The components of the effective diffusivity tensor are predicted for several porous media by solving ancillary boundary-value problems in periodic unit cells. The results are validated through a comparison with data from direct numerical simulation. This extension of TCAT constitutes a useful advance for certain classes of problems amenable to this estimation approach.

Parameter estimation in spiking neural networks: a reverse-engineering approach.

PubMed

Rostro-Gonzalez, H; Cessac, B; Vieville, T

2012-04-01

This paper presents a reverse engineering approach for parameter estimation in spiking neural networks (SNNs). We consider the deterministic evolution of a time-discretized network with spiking neurons, where synaptic transmission has delays, modeled as a neural network of the generalized integrate and fire type. Our approach aims at by-passing the fact that the parameter estimation in SNN results in a non-deterministic polynomial-time hard problem when delays are to be considered. Here, this assumption has been reformulated as a linear programming (LP) problem in order to perform the solution in a polynomial time. Besides, the LP problem formulation makes the fact that the reverse engineering of a neural network can be performed from the observation of the spike times explicit. Furthermore, we point out how the LP adjustment mechanism is local to each neuron and has the same structure as a 'Hebbian' rule. Finally, we present a generalization of this approach to the design of input-output (I/O) transformations as a practical method to 'program' a spiking network, i.e. find a set of parameters allowing us to exactly reproduce the network output, given an input. Numerical verifications and illustrations are provided.

Exploring Alternative Characteristic Curve Approaches to Linking Parameter Estimates from the Generalized Partial Credit Model.

ERIC Educational Resources Information Center

Roberts, James S.; Bao, Han; Huang, Chun-Wei; Gagne, Phill

Characteristic curve approaches for linking parameters from the generalized partial credit model were examined for cases in which common (anchor) items are calibrated separately in two groups. Three of these approaches are simple extensions of the test characteristic curve (TCC), item characteristic curve (ICC), and operating characteristic curve…

Parameter estimation and forecasting for multiplicative log-normal cascades.

PubMed

Leövey, Andrés E; Lux, Thomas

2012-04-01

We study the well-known multiplicative log-normal cascade process in which the multiplication of Gaussian and log normally distributed random variables yields time series with intermittent bursts of activity. Due to the nonstationarity of this process and the combinatorial nature of such a formalism, its parameters have been estimated mostly by fitting the numerical approximation of the associated non-Gaussian probability density function to empirical data, cf. Castaing et al. [Physica D 46, 177 (1990)]. More recently, alternative estimators based upon various moments have been proposed by Beck [Physica D 193, 195 (2004)] and Kiyono et al. [Phys. Rev. E 76, 041113 (2007)]. In this paper, we pursue this moment-based approach further and develop a more rigorous generalized method of moments (GMM) estimation procedure to cope with the documented difficulties of previous methodologies. We show that even under uncertainty about the actual number of cascade steps, our methodology yields very reliable results for the estimated intermittency parameter. Employing the Levinson-Durbin algorithm for best linear forecasts, we also show that estimated parameters can be used for forecasting the evolution of the turbulent flow. We compare forecasting results from the GMM and Kiyono et al.'s procedure via Monte Carlo simulations. We finally test the applicability of our approach by estimating the intermittency parameter and forecasting of volatility for a sample of financial data from stock and foreign exchange markets.

State, Parameter, and Unknown Input Estimation Problems in Active Automotive Safety Applications

NASA Astrophysics Data System (ADS)

Phanomchoeng, Gridsada

A variety of driver assistance systems such as traction control, electronic stability control (ESC), rollover prevention and lane departure avoidance systems are being developed by automotive manufacturers to reduce driver burden, partially automate normal driving operations, and reduce accidents. The effectiveness of these driver assistance systems can be significant enhanced if the real-time values of several vehicle parameters and state variables, namely tire-road friction coefficient, slip angle, roll angle, and rollover index, can be known. Since there are no inexpensive sensors available to measure these variables, it is necessary to estimate them. However, due to the significant nonlinear dynamics in a vehicle, due to unknown and changing plant parameters, and due to the presence of unknown input disturbances, the design of estimation algorithms for this application is challenging. This dissertation develops a new approach to observer design for nonlinear systems in which the nonlinearity has a globally (or locally) bounded Jacobian. The developed approach utilizes a modified version of the mean value theorem to express the nonlinearity in the estimation error dynamics as a convex combination of known matrices with time varying coefficients. The observer gains are then obtained by solving linear matrix inequalities (LMIs). A number of illustrative examples are presented to show that the developed approach is less conservative and more useful than the standard Lipschitz assumption based nonlinear observer. The developed nonlinear observer is utilized for estimation of slip angle, longitudinal vehicle velocity, and vehicle roll angle. In order to predict and prevent vehicle rollovers in tripped situations, it is necessary to estimate the vertical tire forces in the presence of unknown road disturbance inputs. An approach to estimate unknown disturbance inputs in nonlinear systems using dynamic model inversion and a modified version of the mean value theorem is presented. The developed theory is used to estimate vertical tire forces and predict tripped rollovers in situations involving road bumps, potholes, and lateral unknown force inputs. To estimate the tire-road friction coefficients at each individual tire of the vehicle, algorithms to estimate longitudinal forces and slip ratios at each tire are proposed. Subsequently, tire-road friction coefficients are obtained using recursive least squares parameter estimators that exploit the relationship between longitudinal force and slip ratio at each tire. The developed approaches are evaluated through simulations with industry standard software, CARSIM, with experimental tests on a Volvo XC90 sport utility vehicle and with experimental tests on a 1/8th scaled vehicle. The simulation and experimental results show that the developed approaches can reliably estimate the vehicle parameters and state variables needed for effective ESC and rollover prevention applications.

Estimating the kinetic parameters of activated sludge storage using weighted non-linear least-squares and accelerating genetic algorithm.

PubMed

Fang, Fang; Ni, Bing-Jie; Yu, Han-Qing

2009-06-01

In this study, weighted non-linear least-squares analysis and accelerating genetic algorithm are integrated to estimate the kinetic parameters of substrate consumption and storage product formation of activated sludge. A storage product formation equation is developed and used to construct the objective function for the determination of its production kinetics. The weighted least-squares analysis is employed to calculate the differences in the storage product concentration between the model predictions and the experimental data as the sum of squared weighted errors. The kinetic parameters for the substrate consumption and the storage product formation are estimated to be the maximum heterotrophic growth rate of 0.121/h, the yield coefficient of 0.44 mg CODX/mg CODS (COD, chemical oxygen demand) and the substrate half saturation constant of 16.9 mg/L, respectively, by minimizing the objective function using a real-coding-based accelerating genetic algorithm. Also, the fraction of substrate electrons diverted to the storage product formation is estimated to be 0.43 mg CODSTO/mg CODS. The validity of our approach is confirmed by the results of independent tests and the kinetic parameter values reported in literature, suggesting that this approach could be useful to evaluate the product formation kinetics of mixed cultures like activated sludge. More importantly, as this integrated approach could estimate the kinetic parameters rapidly and accurately, it could be applied to other biological processes.

Uncertainty Estimation in Elastic Full Waveform Inversion by Utilising the Hessian Matrix

NASA Astrophysics Data System (ADS)

Hagen, V. S.; Arntsen, B.; Raknes, E. B.

2017-12-01

Elastic Full Waveform Inversion (EFWI) is a computationally intensive iterative method for estimating elastic model parameters. A key element of EFWI is the numerical solution of the elastic wave equation which lies as a foundation to quantify the mismatch between synthetic (modelled) and true (real) measured seismic data. The misfit between the modelled and true receiver data is used to update the parameter model to yield a better fit between the modelled and true receiver signal. A common approach to the EFWI model update problem is to use a conjugate gradient search method. In this approach the resolution and cross-coupling for the estimated parameter update can be found by computing the full Hessian matrix. Resolution of the estimated model parameters depend on the chosen parametrisation, acquisition geometry, and temporal frequency range. Although some understanding has been gained, it is still not clear which elastic parameters can be reliably estimated under which conditions. With few exceptions, previous analyses have been based on arguments using radiation pattern analysis. We use the known adjoint-state technique with an expansion to compute the Hessian acting on a model perturbation to conduct our study. The Hessian is used to infer parameter resolution and cross-coupling for different selections of models, acquisition geometries, and data types, including streamer and ocean bottom seismic recordings. Information about the model uncertainty is obtained from the exact Hessian, and is essential when evaluating the quality of estimated parameters due to the strong influence of source-receiver geometry and frequency content. Investigation is done on both a homogeneous model and the Gullfaks model where we illustrate the influence of offset on parameter resolution and cross-coupling as a way of estimating uncertainty.

An Empirical Bayes Approach to Spatial Analysis

NASA Technical Reports Server (NTRS)

Morris, C. N.; Kostal, H.

1983-01-01

Multi-channel LANDSAT data are collected in several passes over agricultural areas during the growing season. How empirical Bayes modeling can be used to develop crop identification and discrimination techniques that account for spatial correlation in such data is considered. The approach models the unobservable parameters and the data separately, hoping to take advantage of the fact that the bulk of spatial correlation lies in the parameter process. The problem is then framed in terms of estimating posterior probabilities of crop types for each spatial area. Some empirical Bayes spatial estimation methods are used to estimate the logits of these probabilities.

Quantifying the influences of spectral resolution on uncertainty in leaf trait estimates through a Bayesian approach to RTM inversion

DOE PAGES

Shiklomanov, Alexey N.; Dietze, Michael C.; Viskari, Toni; ...

2016-06-09

The remote monitoring of plant canopies is critically needed for understanding of terrestrial ecosystem mechanics and biodiversity as well as capturing the short- to long-term responses of vegetation to disturbance and climate change. A variety of orbital, sub-orbital, and field instruments have been used to retrieve optical spectral signals and to study different vegetation properties such as plant biochemistry, nutrient cycling, physiology, water status, and stress. Radiative transfer models (RTMs) provide a mechanistic link between vegetation properties and observed spectral features, and RTM spectral inversion is a useful framework for estimating these properties from spectral data. However, existing approaches tomore » RTM spectral inversion are typically limited by the inability to characterize uncertainty in parameter estimates. Here, we introduce a Bayesian algorithm for the spectral inversion of the PROSPECT 5 leaf RTM that is distinct from past approaches in two important ways: First, the algorithm only uses reflectance and does not require transmittance observations, which have been plagued by a variety of measurement and equipment challenges. Second, the output is not a point estimate for each parameter but rather the joint probability distribution that includes estimates of parameter uncertainties and covariance structure. We validated our inversion approach using a database of leaf spectra together with measurements of equivalent water thickness (EWT) and leaf dry mass per unit area (LMA). The parameters estimated by our inversion were able to accurately reproduce the observed reflectance (RMSE VIS = 0.0063, RMSE NIR-SWIR = 0.0098) and transmittance (RMSE VIS = 0.0404, RMSE NIR-SWIR = 0.0551) for both broadleaved and conifer species. Inversion estimates of EWT and LMA for broadleaved species agreed well with direct measurements (CV EWT = 18.8%, CV LMA = 24.5%), while estimates for conifer species were less accurate (CV EWT = 53.2%, CV LMA = 63.3%). To examine the influence of spectral resolution on parameter uncertainty, we simulated leaf reflectance as observed by ten common remote sensing platforms with varying spectral configurations and performed a Bayesian inversion on the resulting spectra. We found that full-range hyperspectral platforms were able to retrieve all parameters accurately and precisely, while the parameter estimates of multispectral platforms were much less precise and prone to bias at high and low values. We also observed that variations in the width and location of spectral bands influenced the shape of the covariance structure of parameter estimates. Lastly, our Bayesian spectral inversion provides a powerful and versatile framework for future RTM development and single- and multi-instrumental remote sensing of vegetation.« less

Quantifying the influences of spectral resolution on uncertainty in leaf trait estimates through a Bayesian approach to RTM inversion

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

Shiklomanov, Alexey N.; Dietze, Michael C.; Viskari, Toni

The remote monitoring of plant canopies is critically needed for understanding of terrestrial ecosystem mechanics and biodiversity as well as capturing the short- to long-term responses of vegetation to disturbance and climate change. A variety of orbital, sub-orbital, and field instruments have been used to retrieve optical spectral signals and to study different vegetation properties such as plant biochemistry, nutrient cycling, physiology, water status, and stress. Radiative transfer models (RTMs) provide a mechanistic link between vegetation properties and observed spectral features, and RTM spectral inversion is a useful framework for estimating these properties from spectral data. However, existing approaches tomore » RTM spectral inversion are typically limited by the inability to characterize uncertainty in parameter estimates. Here, we introduce a Bayesian algorithm for the spectral inversion of the PROSPECT 5 leaf RTM that is distinct from past approaches in two important ways: First, the algorithm only uses reflectance and does not require transmittance observations, which have been plagued by a variety of measurement and equipment challenges. Second, the output is not a point estimate for each parameter but rather the joint probability distribution that includes estimates of parameter uncertainties and covariance structure. We validated our inversion approach using a database of leaf spectra together with measurements of equivalent water thickness (EWT) and leaf dry mass per unit area (LMA). The parameters estimated by our inversion were able to accurately reproduce the observed reflectance (RMSE VIS = 0.0063, RMSE NIR-SWIR = 0.0098) and transmittance (RMSE VIS = 0.0404, RMSE NIR-SWIR = 0.0551) for both broadleaved and conifer species. Inversion estimates of EWT and LMA for broadleaved species agreed well with direct measurements (CV EWT = 18.8%, CV LMA = 24.5%), while estimates for conifer species were less accurate (CV EWT = 53.2%, CV LMA = 63.3%). To examine the influence of spectral resolution on parameter uncertainty, we simulated leaf reflectance as observed by ten common remote sensing platforms with varying spectral configurations and performed a Bayesian inversion on the resulting spectra. We found that full-range hyperspectral platforms were able to retrieve all parameters accurately and precisely, while the parameter estimates of multispectral platforms were much less precise and prone to bias at high and low values. We also observed that variations in the width and location of spectral bands influenced the shape of the covariance structure of parameter estimates. Lastly, our Bayesian spectral inversion provides a powerful and versatile framework for future RTM development and single- and multi-instrumental remote sensing of vegetation.« less

Tube-Load Model Parameter Estimation for Monitoring Arterial Hemodynamics

PubMed Central

Zhang, Guanqun; Hahn, Jin-Oh; Mukkamala, Ramakrishna

2011-01-01

A useful model of the arterial system is the uniform, lossless tube with parametric load. This tube-load model is able to account for wave propagation and reflection (unlike lumped-parameter models such as the Windkessel) while being defined by only a few parameters (unlike comprehensive distributed-parameter models). As a result, the parameters may be readily estimated by accurate fitting of the model to available arterial pressure and flow waveforms so as to permit improved monitoring of arterial hemodynamics. In this paper, we review tube-load model parameter estimation techniques that have appeared in the literature for monitoring wave reflection, large artery compliance, pulse transit time, and central aortic pressure. We begin by motivating the use of the tube-load model for parameter estimation. We then describe the tube-load model, its assumptions and validity, and approaches for estimating its parameters. We next summarize the various techniques and their experimental results while highlighting their advantages over conventional techniques. We conclude the review by suggesting future research directions and describing potential applications. PMID:22053157

A novel Bayesian approach to accounting for uncertainty in fMRI-derived estimates of cerebral oxygen metabolism fluctuations

PubMed Central

Simon, Aaron B.; Dubowitz, David J.; Blockley, Nicholas P.; Buxton, Richard B.

2016-01-01

Calibrated blood oxygenation level dependent (BOLD) imaging is a multimodal functional MRI technique designed to estimate changes in cerebral oxygen metabolism from measured changes in cerebral blood flow and the BOLD signal. This technique addresses fundamental ambiguities associated with quantitative BOLD signal analysis; however, its dependence on biophysical modeling creates uncertainty in the resulting oxygen metabolism estimates. In this work, we developed a Bayesian approach to estimating the oxygen metabolism response to a neural stimulus and used it to examine the uncertainty that arises in calibrated BOLD estimation due to the presence of unmeasured model parameters. We applied our approach to estimate the CMRO2 response to a visual task using the traditional hypercapnia calibration experiment as well as to estimate the metabolic response to both a visual task and hypercapnia using the measurement of baseline apparent R2′ as a calibration technique. Further, in order to examine the effects of cerebral spinal fluid (CSF) signal contamination on the measurement of apparent R2′, we examined the effects of measuring this parameter with and without CSF-nulling. We found that the two calibration techniques provided consistent estimates of the metabolic response on average, with a median R2′-based estimate of the metabolic response to CO2 of 1.4%, and R2′- and hypercapnia-calibrated estimates of the visual response of 27% and 24%, respectively. However, these estimates were sensitive to different sources of estimation uncertainty. The R2′-calibrated estimate was highly sensitive to CSF contamination and to uncertainty in unmeasured model parameters describing flow-volume coupling, capillary bed characteristics, and the iso-susceptibility saturation of blood. The hypercapnia-calibrated estimate was relatively insensitive to these parameters but highly sensitive to the assumed metabolic response to CO2. PMID:26790354

A novel Bayesian approach to accounting for uncertainty in fMRI-derived estimates of cerebral oxygen metabolism fluctuations.

PubMed

Simon, Aaron B; Dubowitz, David J; Blockley, Nicholas P; Buxton, Richard B

2016-04-01

Calibrated blood oxygenation level dependent (BOLD) imaging is a multimodal functional MRI technique designed to estimate changes in cerebral oxygen metabolism from measured changes in cerebral blood flow and the BOLD signal. This technique addresses fundamental ambiguities associated with quantitative BOLD signal analysis; however, its dependence on biophysical modeling creates uncertainty in the resulting oxygen metabolism estimates. In this work, we developed a Bayesian approach to estimating the oxygen metabolism response to a neural stimulus and used it to examine the uncertainty that arises in calibrated BOLD estimation due to the presence of unmeasured model parameters. We applied our approach to estimate the CMRO2 response to a visual task using the traditional hypercapnia calibration experiment as well as to estimate the metabolic response to both a visual task and hypercapnia using the measurement of baseline apparent R2' as a calibration technique. Further, in order to examine the effects of cerebral spinal fluid (CSF) signal contamination on the measurement of apparent R2', we examined the effects of measuring this parameter with and without CSF-nulling. We found that the two calibration techniques provided consistent estimates of the metabolic response on average, with a median R2'-based estimate of the metabolic response to CO2 of 1.4%, and R2'- and hypercapnia-calibrated estimates of the visual response of 27% and 24%, respectively. However, these estimates were sensitive to different sources of estimation uncertainty. The R2'-calibrated estimate was highly sensitive to CSF contamination and to uncertainty in unmeasured model parameters describing flow-volume coupling, capillary bed characteristics, and the iso-susceptibility saturation of blood. The hypercapnia-calibrated estimate was relatively insensitive to these parameters but highly sensitive to the assumed metabolic response to CO2. Copyright © 2016 Elsevier Inc. All rights reserved.

Characteristics and Impact Factors of Parameter Alpha in the Nonlinear Advection-Aridity Method for Estimating Evapotranspiration at Interannual Scale in the Loess Plateau

NASA Astrophysics Data System (ADS)

Zhou, H.; Liu, W.; Ning, T.

2017-12-01

Land surface actual evapotranspiration plays a key role in the global water and energy cycles. Accurate estimation of evapotranspiration is crucial for understanding the interactions between the land surface and the atmosphere, as well as for managing water resources. The nonlinear advection-aridity approach was formulated by Brutsaert to estimate actual evapotranspiration in 2015. Subsequently, this approach has been verified, applied and developed by many scholars. The estimation, impact factors and correlation analysis of the parameter alpha (αe) of this approach has become important aspects of the research. According to the principle of this approach, the potential evapotranspiration (ETpo) (taking αe as 1) and the apparent potential evapotranspiration (ETpm) were calculated using the meteorological data of 123 sites of the Loess Plateau and its surrounding areas. Then the mean spatial values of precipitation (P), ETpm and ETpo for 13 catchments were obtained by a CoKriging interpolation algorithm. Based on the runoff data of the 13 catchments, actual evapotranspiration was calculated using the catchment water balance equation at the hydrological year scale (May to April of the following year) by ignoring the change of catchment water storage. Thus, the parameter was estimated, and its relationships with P, ETpm and aridity index (ETpm/P) were further analyzed. The results showed that the general range of annual parameter value was 0.385-1.085, with an average value of 0.751 and a standard deviation of 0.113. The mean annual parameter αe value showed different spatial characteristics, with lower values in northern and higher values in southern. The annual scale parameter linearly related with annual P (R2=0.89) and ETpm (R2=0.49), while it exhibited a power function relationship with the aridity index (R2=0.83). Considering the ETpm is a variable in the nonlinear advection-aridity approach in which its effect has been incorporated, the relationship of precipitation and parameter (αe=1.0×10-3*P+0.301) was developed. The value of αe in this study is lower than those in the published literature. The reason is unclear at this point and yet need further investigation. The preliminary application of the nonlinear advection-aridity approach in the Loess Plateau has shown promising results.

Aerodynamic parameter estimation via Fourier modulating function techniques

NASA Technical Reports Server (NTRS)

Pearson, A. E.

1995-01-01

Parameter estimation algorithms are developed in the frequency domain for systems modeled by input/output ordinary differential equations. The approach is based on Shinbrot's method of moment functionals utilizing Fourier based modulating functions. Assuming white measurement noises for linear multivariable system models, an adaptive weighted least squares algorithm is developed which approximates a maximum likelihood estimate and cannot be biased by unknown initial or boundary conditions in the data owing to a special property attending Shinbrot-type modulating functions. Application is made to perturbation equation modeling of the longitudinal and lateral dynamics of a high performance aircraft using flight-test data. Comparative studies are included which demonstrate potential advantages of the algorithm relative to some well established techniques for parameter identification. Deterministic least squares extensions of the approach are made to the frequency transfer function identification problem for linear systems and to the parameter identification problem for a class of nonlinear-time-varying differential system models.

Bayesian parameter estimation for nonlinear modelling of biological pathways.

PubMed

Ghasemi, Omid; Lindsey, Merry L; Yang, Tianyi; Nguyen, Nguyen; Huang, Yufei; Jin, Yu-Fang

2011-01-01

The availability of temporal measurements on biological experiments has significantly promoted research areas in systems biology. To gain insight into the interaction and regulation of biological systems, mathematical frameworks such as ordinary differential equations have been widely applied to model biological pathways and interpret the temporal data. Hill equations are the preferred formats to represent the reaction rate in differential equation frameworks, due to their simple structures and their capabilities for easy fitting to saturated experimental measurements. However, Hill equations are highly nonlinearly parameterized functions, and parameters in these functions cannot be measured easily. Additionally, because of its high nonlinearity, adaptive parameter estimation algorithms developed for linear parameterized differential equations cannot be applied. Therefore, parameter estimation in nonlinearly parameterized differential equation models for biological pathways is both challenging and rewarding. In this study, we propose a Bayesian parameter estimation algorithm to estimate parameters in nonlinear mathematical models for biological pathways using time series data. We used the Runge-Kutta method to transform differential equations to difference equations assuming a known structure of the differential equations. This transformation allowed us to generate predictions dependent on previous states and to apply a Bayesian approach, namely, the Markov chain Monte Carlo (MCMC) method. We applied this approach to the biological pathways involved in the left ventricle (LV) response to myocardial infarction (MI) and verified our algorithm by estimating two parameters in a Hill equation embedded in the nonlinear model. We further evaluated our estimation performance with different parameter settings and signal to noise ratios. Our results demonstrated the effectiveness of the algorithm for both linearly and nonlinearly parameterized dynamic systems. Our proposed Bayesian algorithm successfully estimated parameters in nonlinear mathematical models for biological pathways. This method can be further extended to high order systems and thus provides a useful tool to analyze biological dynamics and extract information using temporal data.

Bayesian `hyper-parameters' approach to joint estimation: the Hubble constant from CMB measurements

NASA Astrophysics Data System (ADS)

Lahav, O.; Bridle, S. L.; Hobson, M. P.; Lasenby, A. N.; Sodré, L.

2000-07-01

Recently several studies have jointly analysed data from different cosmological probes with the motivation of estimating cosmological parameters. Here we generalize this procedure to allow freedom in the relative weights of various probes. This is done by including in the joint χ2 function a set of `hyper-parameters', which are dealt with using Bayesian considerations. The resulting algorithm, which assumes uniform priors on the log of the hyper-parameters, is very simple: instead of minimizing \\sum \\chi_j2 (where \\chi_j2 is per data set j) we propose to minimize \\sum Nj (\\chi_j2) (where Nj is the number of data points per data set j). We illustrate the method by estimating the Hubble constant H0 from different sets of recent cosmic microwave background (CMB) experiments (including Saskatoon, Python V, MSAM1, TOCO and Boomerang). The approach can be generalized for combinations of cosmic probes, and for other priors on the hyper-parameters.

ECCM Scheme against Interrupted Sampling Repeater Jammer Based on Parameter-Adjusted Waveform Design

PubMed Central

Wei, Zhenhua; Peng, Bo; Shen, Rui

2018-01-01

Interrupted sampling repeater jamming (ISRJ) is an effective way of deceiving coherent radar sensors, especially for linear frequency modulated (LFM) radar. In this paper, for a simplified scenario with a single jammer, we propose a dynamic electronic counter-counter measure (ECCM) scheme based on jammer parameter estimation and transmitted signal design. Firstly, the LFM waveform is transmitted to estimate the main jamming parameters by investigating the discontinuousness of the ISRJ’s time-frequency (TF) characteristics. Then, a parameter-adjusted intra-pulse frequency coded signal, whose ISRJ signal after matched filtering only forms a single false target, is designed adaptively according to the estimated parameters, i.e., sampling interval, sampling duration and repeater times. Ultimately, for typical jamming scenes with different jamming signal ratio (JSR) and duty cycle, we propose two particular ISRJ suppression approaches. Simulation results validate the effective performance of the proposed scheme for countering the ISRJ, and the trade-off relationship between the two approaches is demonstrated. PMID:29642508

Adaptive Local Realignment of Protein Sequences.

PubMed

DeBlasio, Dan; Kececioglu, John

2018-06-11

While mutation rates can vary markedly over the residues of a protein, multiple sequence alignment tools typically use the same values for their scoring-function parameters across a protein's entire length. We present a new approach, called adaptive local realignment, that in contrast automatically adapts to the diversity of mutation rates along protein sequences. This builds upon a recent technique known as parameter advising, which finds global parameter settings for an aligner, to now adaptively find local settings. Our approach in essence identifies local regions with low estimated accuracy, constructs a set of candidate realignments using a carefully-chosen collection of parameter settings, and replaces the region if a realignment has higher estimated accuracy. This new method of local parameter advising, when combined with prior methods for global advising, boosts alignment accuracy as much as 26% over the best default setting on hard-to-align protein benchmarks, and by 6.4% over global advising alone. Adaptive local realignment has been implemented within the Opal aligner using the Facet accuracy estimator.

A Self-Organizing State-Space-Model Approach for Parameter Estimation in Hodgkin-Huxley-Type Models of Single Neurons

PubMed Central

Vavoulis, Dimitrios V.; Straub, Volko A.; Aston, John A. D.; Feng, Jianfeng

2012-01-01

Traditional approaches to the problem of parameter estimation in biophysical models of neurons and neural networks usually adopt a global search algorithm (for example, an evolutionary algorithm), often in combination with a local search method (such as gradient descent) in order to minimize the value of a cost function, which measures the discrepancy between various features of the available experimental data and model output. In this study, we approach the problem of parameter estimation in conductance-based models of single neurons from a different perspective. By adopting a hidden-dynamical-systems formalism, we expressed parameter estimation as an inference problem in these systems, which can then be tackled using a range of well-established statistical inference methods. The particular method we used was Kitagawa's self-organizing state-space model, which was applied on a number of Hodgkin-Huxley-type models using simulated or actual electrophysiological data. We showed that the algorithm can be used to estimate a large number of parameters, including maximal conductances, reversal potentials, kinetics of ionic currents, measurement and intrinsic noise, based on low-dimensional experimental data and sufficiently informative priors in the form of pre-defined constraints imposed on model parameters. The algorithm remained operational even when very noisy experimental data were used. Importantly, by combining the self-organizing state-space model with an adaptive sampling algorithm akin to the Covariance Matrix Adaptation Evolution Strategy, we achieved a significant reduction in the variance of parameter estimates. The algorithm did not require the explicit formulation of a cost function and it was straightforward to apply on compartmental models and multiple data sets. Overall, the proposed methodology is particularly suitable for resolving high-dimensional inference problems based on noisy electrophysiological data and, therefore, a potentially useful tool in the construction of biophysical neuron models. PMID:22396632

Space Shuttle propulsion parameter estimation using optimal estimation techniques, volume 1

NASA Technical Reports Server (NTRS)

1983-01-01

The mathematical developments and their computer program implementation for the Space Shuttle propulsion parameter estimation project are summarized. The estimation approach chosen is the extended Kalman filtering with a modified Bryson-Frazier smoother. Its use here is motivated by the objective of obtaining better estimates than those available from filtering and to eliminate the lag associated with filtering. The estimation technique uses as the dynamical process the six degree equations-of-motion resulting in twelve state vector elements. In addition to these are mass and solid propellant burn depth as the ""system'' state elements. The ""parameter'' state elements can include aerodynamic coefficient, inertia, center-of-gravity, atmospheric wind, etc. deviations from referenced values. Propulsion parameter state elements have been included not as options just discussed but as the main parameter states to be estimated. The mathematical developments were completed for all these parameters. Since the systems dynamics and measurement processes are non-linear functions of the states, the mathematical developments are taken up almost entirely by the linearization of these equations as required by the estimation algorithms.

Parameter Estimates in Differential Equation Models for Population Growth

ERIC Educational Resources Information Center

Winkel, Brian J.

2011-01-01

We estimate the parameters present in several differential equation models of population growth, specifically logistic growth models and two-species competition models. We discuss student-evolved strategies and offer "Mathematica" code for a gradient search approach. We use historical (1930s) data from microbial studies of the Russian biologist,…

Identification of dynamic systems, theory and formulation

NASA Technical Reports Server (NTRS)

Maine, R. E.; Iliff, K. W.

1985-01-01

The problem of estimating parameters of dynamic systems is addressed in order to present the theoretical basis of system identification and parameter estimation in a manner that is complete and rigorous, yet understandable with minimal prerequisites. Maximum likelihood and related estimators are highlighted. The approach used requires familiarity with calculus, linear algebra, and probability, but does not require knowledge of stochastic processes or functional analysis. The treatment emphasizes unification of the various areas in estimation in dynamic systems is treated as a direct outgrowth of the static system theory. Topics covered include basic concepts and definitions; numerical optimization methods; probability; statistical estimators; estimation in static systems; stochastic processes; state estimation in dynamic systems; output error, filter error, and equation error methods of parameter estimation in dynamic systems, and the accuracy of the estimates.

An Inequality Constrained Least-Squares Approach as an Alternative Estimation Procedure for Atmospheric Parameters from VLBI Observations

NASA Astrophysics Data System (ADS)

Halsig, Sebastian; Artz, Thomas; Iddink, Andreas; Nothnagel, Axel

2016-12-01

On its way through the atmosphere, radio signals are delayed and affected by bending and attenuation effects relative to a theoretical path in vacuum. In particular, the neutral part of the atmosphere contributes considerably to the error budget of space-geodetic observations. At the same time, space-geodetic techniques become more and more important in the understanding of the Earth's atmosphere, because atmospheric parameters can be linked to the water vapor content in the atmosphere. The tropospheric delay is usually taken into account by applying an adequate model for the hydrostatic component and by additionally estimating zenith wet delays for the highly variable wet component. Sometimes, the Ordinary Least Squares (OLS) approach leads to negative estimates, which would be equivalent to negative water vapor in the atmosphere and does, of course, not reflect meteorological and physical conditions in a plausible way. To cope with this phenomenon, we introduce an Inequality Constrained Least Squares (ICLS) method from the field of convex optimization and use inequality constraints to force the tropospheric parameters to be non-negative allowing for a more realistic tropospheric parameter estimation in a meteorological sense. Because deficiencies in the a priori hydrostatic modeling are almost fully compensated by the tropospheric estimates, the ICLS approach urgently requires suitable a priori hydrostatic delays. In this paper, we briefly describe the ICLS method and validate its impact with regard to station positions.

Quantifying potential health impacts of cadmium in cigarettes on smoker risk of lung cancer: a portfolio-of-mechanisms approach.

PubMed

Cox, Louis Anthony Tony

2006-12-01

This article introduces an approach to estimating the uncertain potential effects on lung cancer risk of removing a particular constituent, cadmium (Cd), from cigarette smoke, given the useful but incomplete scientific information available about its modes of action. The approach considers normal cell proliferation; DNA repair inhibition in normal cells affected by initiating events; proliferation, promotion, and progression of initiated cells; and death or sparing of initiated and malignant cells as they are further transformed to become fully tumorigenic. Rather than estimating unmeasured model parameters by curve fitting to epidemiological or animal experimental tumor data, we attempt rough estimates of parameters based on their biological interpretations and comparison to corresponding genetic polymorphism data. The resulting parameter estimates are admittedly uncertain and approximate, but they suggest a portfolio approach to estimating impacts of removing Cd that gives usefully robust conclusions. This approach views Cd as creating a portfolio of uncertain health impacts that can be expressed as biologically independent relative risk factors having clear mechanistic interpretations. Because Cd can act through many distinct biological mechanisms, it appears likely (subjective probability greater than 40%) that removing Cd from cigarette smoke would reduce smoker risks of lung cancer by at least 10%, although it is possible (consistent with what is known) that the true effect could be much larger or smaller. Conservative estimates and assumptions made in this calculation suggest that the true impact could be greater for some smokers. This conclusion appears to be robust to many scientific uncertainties about Cd and smoking effects.

Diffusion parameter mapping with the combined intravoxel incoherent motion and kurtosis model using artificial neural networks at 3 T.

PubMed

Bertleff, Marco; Domsch, Sebastian; Weingärtner, Sebastian; Zapp, Jascha; O'Brien, Kieran; Barth, Markus; Schad, Lothar R

2017-12-01

Artificial neural networks (ANNs) were used for voxel-wise parameter estimation with the combined intravoxel incoherent motion (IVIM) and kurtosis model facilitating robust diffusion parameter mapping in the human brain. The proposed ANN approach was compared with conventional least-squares regression (LSR) and state-of-the-art multi-step fitting (LSR-MS) in Monte-Carlo simulations and in vivo in terms of estimation accuracy and precision, number of outliers and sensitivity in the distinction between grey (GM) and white (WM) matter. Both the proposed ANN approach and LSR-MS yielded visually increased parameter map quality. Estimations of all parameters (perfusion fraction f, diffusion coefficient D, pseudo-diffusion coefficient D*, kurtosis K) were in good agreement with the literature using ANN, whereas LSR-MS resulted in D* overestimation and LSR yielded increased values for f and D*, as well as decreased values for K. Using ANN, outliers were reduced for the parameters f (ANN, 1%; LSR-MS, 19%; LSR, 8%), D* (ANN, 21%; LSR-MS, 25%; LSR, 23%) and K (ANN, 0%; LSR-MS, 0%; LSR, 15%). Moreover, ANN enabled significant distinction between GM and WM based on all parameters, whereas LSR facilitated this distinction only based on D and LSR-MS on f, D and K. Overall, the proposed ANN approach was found to be superior to conventional LSR, posing a powerful alternative to the state-of-the-art method LSR-MS with several advantages in the estimation of IVIM-kurtosis parameters, which might facilitate increased applicability of enhanced diffusion models at clinical scan times. Copyright © 2017 John Wiley & Sons, Ltd.

Parameter extraction using global particle swarm optimization approach and the influence of polymer processing temperature on the solar cell parameters

NASA Astrophysics Data System (ADS)

Kumar, S.; Singh, A.; Dhar, A.

2017-08-01

The accurate estimation of the photovoltaic parameters is fundamental to gain an insight of the physical processes occurring inside a photovoltaic device and thereby to optimize its design, fabrication processes, and quality. A simulative approach of accurately determining the device parameters is crucial for cell array and module simulation when applied in practical on-field applications. In this work, we have developed a global particle swarm optimization (GPSO) approach to estimate the different solar cell parameters viz., ideality factor (η), short circuit current (Isc), open circuit voltage (Voc), shunt resistant (Rsh), and series resistance (Rs) with wide a search range of over ±100 % for each model parameter. After validating the accurateness and global search power of the proposed approach with synthetic and noisy data, we applied the technique to the extract the PV parameters of ZnO/PCDTBT based hybrid solar cells (HSCs) prepared under different annealing conditions. Further, we examine the variation of extracted model parameters to unveil the physical processes occurring when different annealing temperatures are employed during the device fabrication and establish the role of improved charge transport in polymer films from independent FET measurements. The evolution of surface morphology, optical absorption, and chemical compositional behaviour of PCDTBT co-polymer films as a function of processing temperature has also been captured in the study and correlated with the findings from the PV parameters extracted using GPSO approach.

Inverse modeling approach for evaluation of kinetic parameters of a biofilm reactor using tabu search.

PubMed

Kumar, B Shiva; Venkateswarlu, Ch

2014-08-01

The complex nature of biological reactions in biofilm reactors often poses difficulties in analyzing such reactors experimentally. Mathematical models could be very useful for their design and analysis. However, application of biofilm reactor models to practical problems proves somewhat ineffective due to the lack of knowledge of accurate kinetic models and uncertainty in model parameters. In this work, we propose an inverse modeling approach based on tabu search (TS) to estimate the parameters of kinetic and film thickness models. TS is used to estimate these parameters as a consequence of the validation of the mathematical models of the process with the aid of measured data obtained from an experimental fixed-bed anaerobic biofilm reactor involving the treatment of pharmaceutical industry wastewater. The results evaluated for different modeling configurations of varying degrees of complexity illustrate the effectiveness of TS for accurate estimation of kinetic and film thickness model parameters of the biofilm process. The results show that the two-dimensional mathematical model with Edward kinetics (with its optimum parameters as mu(max)rho(s)/Y = 24.57, Ks = 1.352 and Ki = 102.36) and three-parameter film thickness expression (with its estimated parameters as a = 0.289 x 10(-5), b = 1.55 x 10(-4) and c = 15.2 x 10(-6)) better describes the biofilm reactor treating the industry wastewater.

Multimethod, multistate Bayesian hierarchical modeling approach for use in regional monitoring of wolves.

PubMed

Jiménez, José; García, Emilio J; Llaneza, Luis; Palacios, Vicente; González, Luis Mariano; García-Domínguez, Francisco; Múñoz-Igualada, Jaime; López-Bao, José Vicente

2016-08-01

In many cases, the first step in large-carnivore management is to obtain objective, reliable, and cost-effective estimates of population parameters through procedures that are reproducible over time. However, monitoring predators over large areas is difficult, and the data have a high level of uncertainty. We devised a practical multimethod and multistate modeling approach based on Bayesian hierarchical-site-occupancy models that combined multiple survey methods to estimate different population states for use in monitoring large predators at a regional scale. We used wolves (Canis lupus) as our model species and generated reliable estimates of the number of sites with wolf reproduction (presence of pups). We used 2 wolf data sets from Spain (Western Galicia in 2013 and Asturias in 2004) to test the approach. Based on howling surveys, the naïve estimation (i.e., estimate based only on observations) of the number of sites with reproduction was 9 and 25 sites in Western Galicia and Asturias, respectively. Our model showed 33.4 (SD 9.6) and 34.4 (3.9) sites with wolf reproduction, respectively. The number of occupied sites with wolf reproduction was 0.67 (SD 0.19) and 0.76 (0.11), respectively. This approach can be used to design more cost-effective monitoring programs (i.e., to define the sampling effort needed per site). Our approach should inspire well-coordinated surveys across multiple administrative borders and populations and lead to improved decision making for management of large carnivores on a landscape level. The use of this Bayesian framework provides a simple way to visualize the degree of uncertainty around population-parameter estimates and thus provides managers and stakeholders an intuitive approach to interpreting monitoring results. Our approach can be widely applied to large spatial scales in wildlife monitoring where detection probabilities differ between population states and where several methods are being used to estimate different population parameters. © 2016 Society for Conservation Biology.

Estimation of kinematic parameters in CALIFA galaxies: no-assumption on internal dynamics

NASA Astrophysics Data System (ADS)

García-Lorenzo, B.; Barrera-Ballesteros, J.; CALIFA Team

2016-06-01

We propose a simple approach to homogeneously estimate kinematic parameters of a broad variety of galaxies (elliptical, spirals, irregulars or interacting systems). This methodology avoids the use of any kinematical model or any assumption on internal dynamics. This simple but novel approach allows us to determine: the frequency of kinematic distortions, systemic velocity, kinematic center, and kinematic position angles which are directly measured from the two dimensional-distributions of radial velocities. We test our analysis tools using the CALIFA Survey

Investigating Separate and Concurrent Approaches for Item Parameter Drift in 3PL Item Response Theory Equating

ERIC Educational Resources Information Center

Arce-Ferrer, Alvaro J.; Bulut, Okan

2017-01-01

This study examines separate and concurrent approaches to combine the detection of item parameter drift (IPD) and the estimation of scale transformation coefficients in the context of the common item nonequivalent groups design with the three-parameter item response theory equating. The study uses real and synthetic data sets to compare the two…

Sensor fault diagnosis of singular delayed LPV systems with inexact parameters: an uncertain system approach

NASA Astrophysics Data System (ADS)

Hassanabadi, Amir Hossein; Shafiee, Masoud; Puig, Vicenc

2018-01-01

In this paper, sensor fault diagnosis of a singular delayed linear parameter varying (LPV) system is considered. In the considered system, the model matrices are dependent on some parameters which are real-time measurable. The case of inexact parameter measurements is considered which is close to real situations. Fault diagnosis in this system is achieved via fault estimation. For this purpose, an augmented system is created by including sensor faults as additional system states. Then, an unknown input observer (UIO) is designed which estimates both the system states and the faults in the presence of measurement noise, disturbances and uncertainty induced by inexact measured parameters. Error dynamics and the original system constitute an uncertain system due to inconsistencies between real and measured values of the parameters. Then, the robust estimation of the system states and the faults are achieved with H∞ performance and formulated with a set of linear matrix inequalities (LMIs). The designed UIO is also applicable for fault diagnosis of singular delayed LPV systems with unmeasurable scheduling variables. The efficiency of the proposed approach is illustrated with an example.

Inverse modeling of hydrologic parameters using surface flux and runoff observations in the Community Land Model

NASA Astrophysics Data System (ADS)

Sun, Y.; Hou, Z.; Huang, M.; Tian, F.; Leung, L. Ruby

2013-12-01

This study demonstrates the possibility of inverting hydrologic parameters using surface flux and runoff observations in version 4 of the Community Land Model (CLM4). Previous studies showed that surface flux and runoff calculations are sensitive to major hydrologic parameters in CLM4 over different watersheds, and illustrated the necessity and possibility of parameter calibration. Both deterministic least-square fitting and stochastic Markov-chain Monte Carlo (MCMC)-Bayesian inversion approaches are evaluated by applying them to CLM4 at selected sites with different climate and soil conditions. The unknowns to be estimated include surface and subsurface runoff generation parameters and vadose zone soil water parameters. We find that using model parameters calibrated by the sampling-based stochastic inversion approaches provides significant improvements in the model simulations compared to using default CLM4 parameter values, and that as more information comes in, the predictive intervals (ranges of posterior distributions) of the calibrated parameters become narrower. In general, parameters that are identified to be significant through sensitivity analyses and statistical tests are better calibrated than those with weak or nonlinear impacts on flux or runoff observations. Temporal resolution of observations has larger impacts on the results of inverse modeling using heat flux data than runoff data. Soil and vegetation cover have important impacts on parameter sensitivities, leading to different patterns of posterior distributions of parameters at different sites. Overall, the MCMC-Bayesian inversion approach effectively and reliably improves the simulation of CLM under different climates and environmental conditions. Bayesian model averaging of the posterior estimates with different reference acceptance probabilities can smooth the posterior distribution and provide more reliable parameter estimates, but at the expense of wider uncertainty bounds.

An objective analysis of the dynamic nature of field capacity

NASA Astrophysics Data System (ADS)

Twarakavi, Navin K. C.; Sakai, Masaru; Å Imå¯Nek, Jirka

2009-10-01

Field capacity is one of the most commonly used, and yet poorly defined, soil hydraulic properties. Traditionally, field capacity has been defined as the amount of soil moisture after excess water has drained away and the rate of downward movement has materially decreased. Unfortunately, this qualitative definition does not lend itself to an unambiguous quantitative approach for estimation. Because of the vagueness in defining what constitutes "drainage of excess water" from a soil, the estimation of field capacity has often been based upon empirical guidelines. These empirical guidelines are either time, pressure, or flux based. In this paper, we developed a numerical approach to estimate field capacity using a flux-based definition. The resulting approach was implemented on the soil parameter data set used by Schaap et al. (2001), and the estimated field capacity was compared to traditional definitions of field capacity. The developed modeling approach was implemented using the HYDRUS-1D software with the capability of simultaneously estimating field capacity for multiple soils with soil hydraulic parameter data. The Richards equation was used in conjunction with the van Genuchten-Mualem model to simulate variably saturated flow in a soil. Using the modeling approach to estimate field capacity also resulted in additional information such as (1) the pressure head, at which field capacity is attained, and (2) the drainage time needed to reach field capacity from saturated conditions under nonevaporative conditions. We analyzed the applicability of the modeling-based approach to estimate field capacity on real-world soils data. We also used the developed method to create contour diagrams showing the variation of field capacity with texture. It was found that using benchmark pressure heads to estimate field capacity from the retention curve leads to inaccurate results. Finally, a simple analytical equation was developed to predict field capacity from soil hydraulic parameter information. The analytical equation was found to be effective in its ability to predict field capacities.

Using Patient Health Questionnaire-9 item parameters of a common metric resulted in similar depression scores compared to independent item response theory model reestimation.

PubMed

Liegl, Gregor; Wahl, Inka; Berghöfer, Anne; Nolte, Sandra; Pieh, Christoph; Rose, Matthias; Fischer, Felix

2016-03-01

To investigate the validity of a common depression metric in independent samples. We applied a common metrics approach based on item-response theory for measuring depression to four German-speaking samples that completed the Patient Health Questionnaire (PHQ-9). We compared the PHQ item parameters reported for this common metric to reestimated item parameters that derived from fitting a generalized partial credit model solely to the PHQ-9 items. We calibrated the new model on the same scale as the common metric using two approaches (estimation with shifted prior and Stocking-Lord linking). By fitting a mixed-effects model and using Bland-Altman plots, we investigated the agreement between latent depression scores resulting from the different estimation models. We found different item parameters across samples and estimation methods. Although differences in latent depression scores between different estimation methods were statistically significant, these were clinically irrelevant. Our findings provide evidence that it is possible to estimate latent depression scores by using the item parameters from a common metric instead of reestimating and linking a model. The use of common metric parameters is simple, for example, using a Web application (http://www.common-metrics.org) and offers a long-term perspective to improve the comparability of patient-reported outcome measures. Copyright © 2016 Elsevier Inc. All rights reserved.

Comparison of screening-level and Monte Carlo approaches for wildlife food web exposure modeling

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

Pastorok, R.; Butcher, M.; LaTier, A.

1995-12-31

The implications of using quantitative uncertainty analysis (e.g., Monte Carlo) and site-specific tissue residue data for wildlife exposure modeling were examined with data on trace elements at the Clark Fork River Superfund Site. Exposure of white-tailed deer, red fox, and American kestrel was evaluated using three approaches. First, a screening-level exposure model was based on conservative estimates of exposure parameters, including estimates of dietary residues derived from bioconcentration factors (BCFs) and soil chemistry. A second model without Monte Carlo was based on site-specific data for tissue residues of trace elements (As, Cd, Cu, Pb, Zn) in key dietary species andmore » plausible assumptions for habitat spatial segmentation and other exposure parameters. Dietary species sampled included dominant grasses (tufted hairgrass and redtop), willows, alfalfa, barley, invertebrates (grasshoppers, spiders, and beetles), and deer mice. Third, the Monte Carlo analysis was based on the site-specific residue data and assumed or estimated distributions for exposure parameters. Substantial uncertainties are associated with several exposure parameters, especially BCFS, such that exposure and risk may be greatly overestimated in screening-level approaches. The results of the three approaches are compared with respect to realism, practicality, and data gaps. Collection of site-specific data on trace elements concentrations in plants and animals eaten by the target wildlife receptors is a cost-effective way to obtain realistic estimates of exposure. Implications of the results for exposure and risk estimates are discussed relative to use of wildlife exposure modeling and evaluation of remedial actions at Superfund sites.« less

Efficient Bayesian experimental design for contaminant source identification

NASA Astrophysics Data System (ADS)

Zhang, Jiangjiang; Zeng, Lingzao; Chen, Cheng; Chen, Dingjiang; Wu, Laosheng

2015-01-01

In this study, an efficient full Bayesian approach is developed for the optimal sampling well location design and source parameters identification of groundwater contaminants. An information measure, i.e., the relative entropy, is employed to quantify the information gain from concentration measurements in identifying unknown parameters. In this approach, the sampling locations that give the maximum expected relative entropy are selected as the optimal design. After the sampling locations are determined, a Bayesian approach based on Markov Chain Monte Carlo (MCMC) is used to estimate unknown parameters. In both the design and estimation, the contaminant transport equation is required to be solved many times to evaluate the likelihood. To reduce the computational burden, an interpolation method based on the adaptive sparse grid is utilized to construct a surrogate for the contaminant transport equation. The approximated likelihood can be evaluated directly from the surrogate, which greatly accelerates the design and estimation process. The accuracy and efficiency of our approach are demonstrated through numerical case studies. It is shown that the methods can be used to assist in both single sampling location and monitoring network design for contaminant source identifications in groundwater.

Maximum Entropy Approach in Dynamic Contrast-Enhanced Magnetic Resonance Imaging.

PubMed

Farsani, Zahra Amini; Schmid, Volker J

2017-01-01

In the estimation of physiological kinetic parameters from Dynamic Contrast-Enhanced Magnetic Resonance Imaging (DCE-MRI) data, the determination of the arterial input function (AIF) plays a key role. This paper proposes a Bayesian method to estimate the physiological parameters of DCE-MRI along with the AIF in situations, where no measurement of the AIF is available. In the proposed algorithm, the maximum entropy method (MEM) is combined with the maximum a posterior approach (MAP). To this end, MEM is used to specify a prior probability distribution of the unknown AIF. The ability of this method to estimate the AIF is validated using the Kullback-Leibler divergence. Subsequently, the kinetic parameters can be estimated with MAP. The proposed algorithm is evaluated with a data set from a breast cancer MRI study. The application shows that the AIF can reliably be determined from the DCE-MRI data using MEM. Kinetic parameters can be estimated subsequently. The maximum entropy method is a powerful tool to reconstructing images from many types of data. This method is useful for generating the probability distribution based on given information. The proposed method gives an alternative way to assess the input function from the existing data. The proposed method allows a good fit of the data and therefore a better estimation of the kinetic parameters. In the end, this allows for a more reliable use of DCE-MRI. Schattauer GmbH.

Bayesian estimation of the transmissivity spatial structure from pumping test data

NASA Astrophysics Data System (ADS)

Demir, Mehmet Taner; Copty, Nadim K.; Trinchero, Paolo; Sanchez-Vila, Xavier

2017-06-01

Estimating the statistical parameters (mean, variance, and integral scale) that define the spatial structure of the transmissivity or hydraulic conductivity fields is a fundamental step for the accurate prediction of subsurface flow and contaminant transport. In practice, the determination of the spatial structure is a challenge because of spatial heterogeneity and data scarcity. In this paper, we describe a novel approach that uses time drawdown data from multiple pumping tests to determine the transmissivity statistical spatial structure. The method builds on the pumping test interpretation procedure of Copty et al. (2011) (Continuous Derivation method, CD), which uses the time-drawdown data and its time derivative to estimate apparent transmissivity values as a function of radial distance from the pumping well. A Bayesian approach is then used to infer the statistical parameters of the transmissivity field by combining prior information about the parameters and the likelihood function expressed in terms of radially-dependent apparent transmissivities determined from pumping tests. A major advantage of the proposed Bayesian approach is that the likelihood function is readily determined from randomly generated multiple realizations of the transmissivity field, without the need to solve the groundwater flow equation. Applying the method to synthetically-generated pumping test data, we demonstrate that, through a relatively simple procedure, information on the spatial structure of the transmissivity may be inferred from pumping tests data. It is also shown that the prior parameter distribution has a significant influence on the estimation procedure, given the non-uniqueness of the estimation procedure. Results also indicate that the reliability of the estimated transmissivity statistical parameters increases with the number of available pumping tests.

A General and Flexible Approach to Estimating the Social Relations Model Using Bayesian Methods

ERIC Educational Resources Information Center

Ludtke, Oliver; Robitzsch, Alexander; Kenny, David A.; Trautwein, Ulrich

2013-01-01

The social relations model (SRM) is a conceptual, methodological, and analytical approach that is widely used to examine dyadic behaviors and interpersonal perception within groups. This article introduces a general and flexible approach to estimating the parameters of the SRM that is based on Bayesian methods using Markov chain Monte Carlo…

Development of advanced techniques for rotorcraft state estimation and parameter identification

NASA Technical Reports Server (NTRS)

Hall, W. E., Jr.; Bohn, J. G.; Vincent, J. H.

1980-01-01

An integrated methodology for rotorcraft system identification consists of rotorcraft mathematical modeling, three distinct data processing steps, and a technique for designing inputs to improve the identifiability of the data. These elements are as follows: (1) a Kalman filter smoother algorithm which estimates states and sensor errors from error corrupted data. Gust time histories and statistics may also be estimated; (2) a model structure estimation algorithm for isolating a model which adequately explains the data; (3) a maximum likelihood algorithm for estimating the parameters and estimates for the variance of these estimates; and (4) an input design algorithm, based on a maximum likelihood approach, which provides inputs to improve the accuracy of parameter estimates. Each step is discussed with examples to both flight and simulated data cases.

Time series modeling by a regression approach based on a latent process.

PubMed

Chamroukhi, Faicel; Samé, Allou; Govaert, Gérard; Aknin, Patrice

2009-01-01

Time series are used in many domains including finance, engineering, economics and bioinformatics generally to represent the change of a measurement over time. Modeling techniques may then be used to give a synthetic representation of such data. A new approach for time series modeling is proposed in this paper. It consists of a regression model incorporating a discrete hidden logistic process allowing for activating smoothly or abruptly different polynomial regression models. The model parameters are estimated by the maximum likelihood method performed by a dedicated Expectation Maximization (EM) algorithm. The M step of the EM algorithm uses a multi-class Iterative Reweighted Least-Squares (IRLS) algorithm to estimate the hidden process parameters. To evaluate the proposed approach, an experimental study on simulated data and real world data was performed using two alternative approaches: a heteroskedastic piecewise regression model using a global optimization algorithm based on dynamic programming, and a Hidden Markov Regression Model whose parameters are estimated by the Baum-Welch algorithm. Finally, in the context of the remote monitoring of components of the French railway infrastructure, and more particularly the switch mechanism, the proposed approach has been applied to modeling and classifying time series representing the condition measurements acquired during switch operations.

Hierarchical models and the analysis of bird survey information

USGS Publications Warehouse

Sauer, J.R.; Link, W.A.

2003-01-01

Management of birds often requires analysis of collections of estimates. We describe a hierarchical modeling approach to the analysis of these data, in which parameters associated with the individual species estimates are treated as random variables, and probability statements are made about the species parameters conditioned on the data. A Markov-Chain Monte Carlo (MCMC) procedure is used to fit the hierarchical model. This approach is computer intensive, and is based upon simulation. MCMC allows for estimation both of parameters and of derived statistics. To illustrate the application of this method, we use the case in which we are interested in attributes of a collection of estimates of population change. Using data for 28 species of grassland-breeding birds from the North American Breeding Bird Survey, we estimate the number of species with increasing populations, provide precision-adjusted rankings of species trends, and describe a measure of population stability as the probability that the trend for a species is within a certain interval. Hierarchical models can be applied to a variety of bird survey applications, and we are investigating their use in estimation of population change from survey data.

Non-linear Parameter Estimates from Non-stationary MEG Data

PubMed Central

Martínez-Vargas, Juan D.; López, Jose D.; Baker, Adam; Castellanos-Dominguez, German; Woolrich, Mark W.; Barnes, Gareth

2016-01-01

We demonstrate a method to estimate key electrophysiological parameters from resting state data. In this paper, we focus on the estimation of head-position parameters. The recovery of these parameters is especially challenging as they are non-linearly related to the measured field. In order to do this we use an empirical Bayesian scheme to estimate the cortical current distribution due to a range of laterally shifted head-models. We compare different methods of approaching this problem from the division of M/EEG data into stationary sections and performing separate source inversions, to explaining all of the M/EEG data with a single inversion. We demonstrate this through estimation of head position in both simulated and empirical resting state MEG data collected using a head-cast. PMID:27597815

Exploratory Study for Continuous-time Parameter Estimation of Ankle Dynamics

NASA Technical Reports Server (NTRS)

Kukreja, Sunil L.; Boyle, Richard D.

2014-01-01

Recently, a parallel pathway model to describe ankle dynamics was proposed. This model provides a relationship between ankle angle and net ankle torque as the sum of a linear and nonlinear contribution. A technique to identify parameters of this model in discrete-time has been developed. However, these parameters are a nonlinear combination of the continuous-time physiology, making insight into the underlying physiology impossible. The stable and accurate estimation of continuous-time parameters is critical for accurate disease modeling, clinical diagnosis, robotic control strategies, development of optimal exercise protocols for longterm space exploration, sports medicine, etc. This paper explores the development of a system identification technique to estimate the continuous-time parameters of ankle dynamics. The effectiveness of this approach is assessed via simulation of a continuous-time model of ankle dynamics with typical parameters found in clinical studies. The results show that although this technique improves estimates, it does not provide robust estimates of continuous-time parameters of ankle dynamics. Due to this we conclude that alternative modeling strategies and more advanced estimation techniques be considered for future work.

Parameter estimation and forecasting for multiplicative log-normal cascades

NASA Astrophysics Data System (ADS)

Leövey, Andrés E.; Lux, Thomas

2012-04-01

We study the well-known multiplicative log-normal cascade process in which the multiplication of Gaussian and log normally distributed random variables yields time series with intermittent bursts of activity. Due to the nonstationarity of this process and the combinatorial nature of such a formalism, its parameters have been estimated mostly by fitting the numerical approximation of the associated non-Gaussian probability density function to empirical data, cf. Castaing [Physica DPDNPDT0167-278910.1016/0167-2789(90)90035-N 46, 177 (1990)]. More recently, alternative estimators based upon various moments have been proposed by Beck [Physica DPDNPDT0167-278910.1016/j.physd.2004.01.020 193, 195 (2004)] and Kiyono [Phys. Rev. EPLEEE81539-375510.1103/PhysRevE.76.041113 76, 041113 (2007)]. In this paper, we pursue this moment-based approach further and develop a more rigorous generalized method of moments (GMM) estimation procedure to cope with the documented difficulties of previous methodologies. We show that even under uncertainty about the actual number of cascade steps, our methodology yields very reliable results for the estimated intermittency parameter. Employing the Levinson-Durbin algorithm for best linear forecasts, we also show that estimated parameters can be used for forecasting the evolution of the turbulent flow. We compare forecasting results from the GMM and Kiyono 's procedure via Monte Carlo simulations. We finally test the applicability of our approach by estimating the intermittency parameter and forecasting of volatility for a sample of financial data from stock and foreign exchange markets.

Ensemble Kalman filter inference of spatially-varying Manning's n coefficients in the coastal ocean

NASA Astrophysics Data System (ADS)

Siripatana, Adil; Mayo, Talea; Knio, Omar; Dawson, Clint; Maître, Olivier Le; Hoteit, Ibrahim

2018-07-01

Ensemble Kalman (EnKF) filtering is an established framework for large scale state estimation problems. EnKFs can also be used for state-parameter estimation, using the so-called "Joint-EnKF" approach. The idea is simply to augment the state vector with the parameters to be estimated and assign invariant dynamics for the time evolution of the parameters. In this contribution, we investigate the efficiency of the Joint-EnKF for estimating spatially-varying Manning's n coefficients used to define the bottom roughness in the Shallow Water Equations (SWEs) of a coastal ocean model. Observation System Simulation Experiments (OSSEs) are conducted using the ADvanced CIRCulation (ADCIRC) model, which solves a modified form of the Shallow Water Equations. A deterministic EnKF, the Singular Evolutive Interpolated Kalman (SEIK) filter, is used to estimate a vector of Manning's n coefficients defined at the model nodal points by assimilating synthetic water elevation data. It is found that with reasonable ensemble size (O (10)) , the filter's estimate converges to the reference Manning's field. To enhance performance, we have further reduced the dimension of the parameter search space through a Karhunen-Loéve (KL) expansion. We have also iterated on the filter update step to better account for the nonlinearity of the parameter estimation problem. We study the sensitivity of the system to the ensemble size, localization scale, dimension of retained KL modes, and number of iterations. The performance of the proposed framework in term of estimation accuracy suggests that a well-tuned Joint-EnKF provides a promising robust approach to infer spatially varying seabed roughness parameters in the context of coastal ocean modeling.

Inverse Modeling of Hydrologic Parameters Using Surface Flux and Runoff Observations in the Community Land Model

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

Sun, Yu; Hou, Zhangshuan; Huang, Maoyi

2013-12-10

This study demonstrates the possibility of inverting hydrologic parameters using surface flux and runoff observations in version 4 of the Community Land Model (CLM4). Previous studies showed that surface flux and runoff calculations are sensitive to major hydrologic parameters in CLM4 over different watersheds, and illustrated the necessity and possibility of parameter calibration. Two inversion strategies, the deterministic least-square fitting and stochastic Markov-Chain Monte-Carlo (MCMC) - Bayesian inversion approaches, are evaluated by applying them to CLM4 at selected sites. The unknowns to be estimated include surface and subsurface runoff generation parameters and vadose zone soil water parameters. We find thatmore » using model parameters calibrated by the least-square fitting provides little improvements in the model simulations but the sampling-based stochastic inversion approaches are consistent - as more information comes in, the predictive intervals of the calibrated parameters become narrower and the misfits between the calculated and observed responses decrease. In general, parameters that are identified to be significant through sensitivity analyses and statistical tests are better calibrated than those with weak or nonlinear impacts on flux or runoff observations. Temporal resolution of observations has larger impacts on the results of inverse modeling using heat flux data than runoff data. Soil and vegetation cover have important impacts on parameter sensitivities, leading to the different patterns of posterior distributions of parameters at different sites. Overall, the MCMC-Bayesian inversion approach effectively and reliably improves the simulation of CLM under different climates and environmental conditions. Bayesian model averaging of the posterior estimates with different reference acceptance probabilities can smooth the posterior distribution and provide more reliable parameter estimates, but at the expense of wider uncertainty bounds.« less

Constraining Unsaturated Hydraulic Parameters Using the Latin Hypercube Sampling Method and Coupled Hydrogeophysical Approach

NASA Astrophysics Data System (ADS)

Farzamian, Mohammad; Monteiro Santos, Fernando A.; Khalil, Mohamed A.

2017-12-01

The coupled hydrogeophysical approach has proved to be a valuable tool for improving the use of geoelectrical data for hydrological model parameterization. In the coupled approach, hydrological parameters are directly inferred from geoelectrical measurements in a forward manner to eliminate the uncertainty connected to the independent inversion of electrical resistivity data. Several numerical studies have been conducted to demonstrate the advantages of a coupled approach; however, only a few attempts have been made to apply the coupled approach to actual field data. In this study, we developed a 1D coupled hydrogeophysical code to estimate the van Genuchten-Mualem model parameters, K s, n, θ r and α, from time-lapse vertical electrical sounding data collected during a constant inflow infiltration experiment. van Genuchten-Mualem parameters were sampled using the Latin hypercube sampling method to provide a full coverage of the range of each parameter from their distributions. By applying the coupled approach, vertical electrical sounding data were coupled to hydrological models inferred from van Genuchten-Mualem parameter samples to investigate the feasibility of constraining the hydrological model. The key approaches taken in the study are to (1) integrate electrical resistivity and hydrological data and avoiding data inversion, (2) estimate the total water mass recovery of electrical resistivity data and consider it in van Genuchten-Mualem parameters evaluation and (3) correct the influence of subsurface temperature fluctuations during the infiltration experiment on electrical resistivity data. The results of the study revealed that the coupled hydrogeophysical approach can improve the value of geophysical measurements in hydrological model parameterization. However, the approach cannot overcome the technical limitations of the geoelectrical method associated with resolution and of water mass recovery.

A note on variance estimation in random effects meta-regression.

PubMed

Sidik, Kurex; Jonkman, Jeffrey N

2005-01-01

For random effects meta-regression inference, variance estimation for the parameter estimates is discussed. Because estimated weights are used for meta-regression analysis in practice, the assumed or estimated covariance matrix used in meta-regression is not strictly correct, due to possible errors in estimating the weights. Therefore, this note investigates the use of a robust variance estimation approach for obtaining variances of the parameter estimates in random effects meta-regression inference. This method treats the assumed covariance matrix of the effect measure variables as a working covariance matrix. Using an example of meta-analysis data from clinical trials of a vaccine, the robust variance estimation approach is illustrated in comparison with two other methods of variance estimation. A simulation study is presented, comparing the three methods of variance estimation in terms of bias and coverage probability. We find that, despite the seeming suitability of the robust estimator for random effects meta-regression, the improved variance estimator of Knapp and Hartung (2003) yields the best performance among the three estimators, and thus may provide the best protection against errors in the estimated weights.

A different approach to estimate nonlinear regression model using numerical methods

NASA Astrophysics Data System (ADS)

Mahaboob, B.; Venkateswarlu, B.; Mokeshrayalu, G.; Balasiddamuni, P.

2017-11-01

This research paper concerns with the computational methods namely the Gauss-Newton method, Gradient algorithm methods (Newton-Raphson method, Steepest Descent or Steepest Ascent algorithm method, the Method of Scoring, the Method of Quadratic Hill-Climbing) based on numerical analysis to estimate parameters of nonlinear regression model in a very different way. Principles of matrix calculus have been used to discuss the Gradient-Algorithm methods. Yonathan Bard [1] discussed a comparison of gradient methods for the solution of nonlinear parameter estimation problems. However this article discusses an analytical approach to the gradient algorithm methods in a different way. This paper describes a new iterative technique namely Gauss-Newton method which differs from the iterative technique proposed by Gorden K. Smyth [2]. Hans Georg Bock et.al [10] proposed numerical methods for parameter estimation in DAE’s (Differential algebraic equation). Isabel Reis Dos Santos et al [11], Introduced weighted least squares procedure for estimating the unknown parameters of a nonlinear regression metamodel. For large-scale non smooth convex minimization the Hager and Zhang (HZ) conjugate gradient Method and the modified HZ (MHZ) method were presented by Gonglin Yuan et al [12].

Identification of internal properties of fibres and micro-swimmers

NASA Astrophysics Data System (ADS)

Plouraboué, Franck; Thiam, E. Ibrahima; Delmotte, Blaise; Climent, Eric

2017-01-01

In this paper, we address the identifiability of constitutive parameters of passive or active micro-swimmers. We first present a general framework for describing fibres or micro-swimmers using a bead-model description. Using a kinematic constraint formulation to describe fibres, flagellum or cilia, we find explicit linear relationship between elastic constitutive parameters and generalized velocities from computing contact forces. This linear formulation then permits one to address explicitly identifiability conditions and solve for parameter identification. We show that both active forcing and passive parameters are both identifiable independently but not simultaneously. We also provide unbiased estimators for generalized elastic parameters in the presence of Langevin-like forcing with Gaussian noise using a Bayesian approach. These theoretical results are illustrated in various configurations showing the efficiency of the proposed approach for direct parameter identification. The convergence of the proposed estimators is successfully tested numerically.

A biphasic parameter estimation method for quantitative analysis of dynamic renal scintigraphic data

NASA Astrophysics Data System (ADS)

Koh, T. S.; Zhang, Jeff L.; Ong, C. K.; Shuter, B.

2006-06-01

Dynamic renal scintigraphy is an established method in nuclear medicine, commonly used for the assessment of renal function. In this paper, a biphasic model fitting method is proposed for simultaneous estimation of both vascular and parenchymal parameters from renal scintigraphic data. These parameters include the renal plasma flow, vascular and parenchymal mean transit times, and the glomerular extraction rate. Monte Carlo simulation was used to evaluate the stability and confidence of the parameter estimates obtained by the proposed biphasic method, before applying the method on actual patient study cases to compare with the conventional fitting approach and other established renal indices. The various parameter estimates obtained using the proposed method were found to be consistent with the respective pathologies of the study cases. The renal plasma flow and extraction rate estimated by the proposed method were in good agreement with those previously obtained using dynamic computed tomography and magnetic resonance imaging.

A Hierarchical Bayesian Model for Calibrating Estimates of Species Divergence Times

PubMed Central

Heath, Tracy A.

2012-01-01

In Bayesian divergence time estimation methods, incorporating calibrating information from the fossil record is commonly done by assigning prior densities to ancestral nodes in the tree. Calibration prior densities are typically parametric distributions offset by minimum age estimates provided by the fossil record. Specification of the parameters of calibration densities requires the user to quantify his or her prior knowledge of the age of the ancestral node relative to the age of its calibrating fossil. The values of these parameters can, potentially, result in biased estimates of node ages if they lead to overly informative prior distributions. Accordingly, determining parameter values that lead to adequate prior densities is not straightforward. In this study, I present a hierarchical Bayesian model for calibrating divergence time analyses with multiple fossil age constraints. This approach applies a Dirichlet process prior as a hyperprior on the parameters of calibration prior densities. Specifically, this model assumes that the rate parameters of exponential prior distributions on calibrated nodes are distributed according to a Dirichlet process, whereby the rate parameters are clustered into distinct parameter categories. Both simulated and biological data are analyzed to evaluate the performance of the Dirichlet process hyperprior. Compared with fixed exponential prior densities, the hierarchical Bayesian approach results in more accurate and precise estimates of internal node ages. When this hyperprior is applied using Markov chain Monte Carlo methods, the ages of calibrated nodes are sampled from mixtures of exponential distributions and uncertainty in the values of calibration density parameters is taken into account. PMID:22334343

Customized Steady-State Constraints for Parameter Estimation in Non-Linear Ordinary Differential Equation Models

PubMed Central

Rosenblatt, Marcus; Timmer, Jens; Kaschek, Daniel

2016-01-01

Ordinary differential equation models have become a wide-spread approach to analyze dynamical systems and understand underlying mechanisms. Model parameters are often unknown and have to be estimated from experimental data, e.g., by maximum-likelihood estimation. In particular, models of biological systems contain a large number of parameters. To reduce the dimensionality of the parameter space, steady-state information is incorporated in the parameter estimation process. For non-linear models, analytical steady-state calculation typically leads to higher-order polynomial equations for which no closed-form solutions can be obtained. This can be circumvented by solving the steady-state equations for kinetic parameters, which results in a linear equation system with comparatively simple solutions. At the same time multiplicity of steady-state solutions is avoided, which otherwise is problematic for optimization. When solved for kinetic parameters, however, steady-state constraints tend to become negative for particular model specifications, thus, generating new types of optimization problems. Here, we present an algorithm based on graph theory that derives non-negative, analytical steady-state expressions by stepwise removal of cyclic dependencies between dynamical variables. The algorithm avoids multiple steady-state solutions by construction. We show that our method is applicable to most common classes of biochemical reaction networks containing inhibition terms, mass-action and Hill-type kinetic equations. Comparing the performance of parameter estimation for different analytical and numerical methods of incorporating steady-state information, we show that our approach is especially well-tailored to guarantee a high success rate of optimization. PMID:27243005

Customized Steady-State Constraints for Parameter Estimation in Non-Linear Ordinary Differential Equation Models.

PubMed

Rosenblatt, Marcus; Timmer, Jens; Kaschek, Daniel

2016-01-01

Ordinary differential equation models have become a wide-spread approach to analyze dynamical systems and understand underlying mechanisms. Model parameters are often unknown and have to be estimated from experimental data, e.g., by maximum-likelihood estimation. In particular, models of biological systems contain a large number of parameters. To reduce the dimensionality of the parameter space, steady-state information is incorporated in the parameter estimation process. For non-linear models, analytical steady-state calculation typically leads to higher-order polynomial equations for which no closed-form solutions can be obtained. This can be circumvented by solving the steady-state equations for kinetic parameters, which results in a linear equation system with comparatively simple solutions. At the same time multiplicity of steady-state solutions is avoided, which otherwise is problematic for optimization. When solved for kinetic parameters, however, steady-state constraints tend to become negative for particular model specifications, thus, generating new types of optimization problems. Here, we present an algorithm based on graph theory that derives non-negative, analytical steady-state expressions by stepwise removal of cyclic dependencies between dynamical variables. The algorithm avoids multiple steady-state solutions by construction. We show that our method is applicable to most common classes of biochemical reaction networks containing inhibition terms, mass-action and Hill-type kinetic equations. Comparing the performance of parameter estimation for different analytical and numerical methods of incorporating steady-state information, we show that our approach is especially well-tailored to guarantee a high success rate of optimization.

Improving the precision of lake ecosystem metabolism estimates by identifying predictors of model uncertainty

USGS Publications Warehouse

Rose, Kevin C.; Winslow, Luke A.; Read, Jordan S.; Read, Emily K.; Solomon, Christopher T.; Adrian, Rita; Hanson, Paul C.

2014-01-01

Diel changes in dissolved oxygen are often used to estimate gross primary production (GPP) and ecosystem respiration (ER) in aquatic ecosystems. Despite the widespread use of this approach to understand ecosystem metabolism, we are only beginning to understand the degree and underlying causes of uncertainty for metabolism model parameter estimates. Here, we present a novel approach to improve the precision and accuracy of ecosystem metabolism estimates by identifying physical metrics that indicate when metabolism estimates are highly uncertain. Using datasets from seventeen instrumented GLEON (Global Lake Ecological Observatory Network) lakes, we discovered that many physical characteristics correlated with uncertainty, including PAR (photosynthetically active radiation, 400-700 nm), daily variance in Schmidt stability, and wind speed. Low PAR was a consistent predictor of high variance in GPP model parameters, but also corresponded with low ER model parameter variance. We identified a threshold (30% of clear sky PAR) below which GPP parameter variance increased rapidly and was significantly greater in nearly all lakes compared with variance on days with PAR levels above this threshold. The relationship between daily variance in Schmidt stability and GPP model parameter variance depended on trophic status, whereas daily variance in Schmidt stability was consistently positively related to ER model parameter variance. Wind speeds in the range of ~0.8-3 m s–1 were consistent predictors of high variance for both GPP and ER model parameters, with greater uncertainty in eutrophic lakes. Our findings can be used to reduce ecosystem metabolism model parameter uncertainty and identify potential sources of that uncertainty.

Rotorcraft system identification techniques for handling qualities and stability and control evaluation

NASA Technical Reports Server (NTRS)

Hall, W. E., Jr.; Gupta, N. K.; Hansen, R. S.

1978-01-01

An integrated approach to rotorcraft system identification is described. This approach consists of sequential application of (1) data filtering to estimate states of the system and sensor errors, (2) model structure estimation to isolate significant model effects, and (3) parameter identification to quantify the coefficient of the model. An input design algorithm is described which can be used to design control inputs which maximize parameter estimation accuracy. Details of each aspect of the rotorcraft identification approach are given. Examples of both simulated and actual flight data processing are given to illustrate each phase of processing. The procedure is shown to provide means of calibrating sensor errors in flight data, quantifying high order state variable models from the flight data, and consequently computing related stability and control design models.

Image informative maps for component-wise estimating parameters of signal-dependent noise

NASA Astrophysics Data System (ADS)

Uss, Mykhail L.; Vozel, Benoit; Lukin, Vladimir V.; Chehdi, Kacem

2013-01-01

We deal with the problem of blind parameter estimation of signal-dependent noise from mono-component image data. Multispectral or color images can be processed in a component-wise manner. The main results obtained rest on the assumption that the image texture and noise parameters estimation problems are interdependent. A two-dimensional fractal Brownian motion (fBm) model is used for locally describing image texture. A polynomial model is assumed for the purpose of describing the signal-dependent noise variance dependence on image intensity. Using the maximum likelihood approach, estimates of both fBm-model and noise parameters are obtained. It is demonstrated that Fisher information (FI) on noise parameters contained in an image is distributed nonuniformly over intensity coordinates (an image intensity range). It is also shown how to find the most informative intensities and the corresponding image areas for a given noisy image. The proposed estimator benefits from these detected areas to improve the estimation accuracy of signal-dependent noise parameters. Finally, the potential estimation accuracy (Cramér-Rao Lower Bound, or CRLB) of noise parameters is derived, providing confidence intervals of these estimates for a given image. In the experiment, the proposed and existing state-of-the-art noise variance estimators are compared for a large image database using CRLB-based statistical efficiency criteria.

Quantitative estimation of climatic parameters from vegetation data in North America by the mutual climatic range technique

USGS Publications Warehouse

Anderson, Katherine H.; Bartlein, Patrick J.; Strickland, Laura E.; Pelltier, Richard T.; Thompson, Robert S.; Shafer, Sarah L.

2012-01-01

The mutual climatic range (MCR) technique is perhaps the most widely used method for estimating past climatic parameters from fossil assemblages, largely because it can be conducted on a simple list of the taxa present in an assemblage. When applied to plant macrofossil data, this unweighted approach (MCRun) will frequently identify a large range for a given climatic parameter where the species in an assemblage can theoretically live together. To narrow this range, we devised a new weighted approach (MCRwt) that employs information from the modern relations between climatic parameters and plant distributions to lessen the influence of the "tails" of the distributions of the climatic data associated with the taxa in an assemblage. To assess the performance of the MCR approaches, we applied them to a set of modern climatic data and plant distributions on a 25-km grid for North America, and compared observed and estimated climatic values for each grid point. In general, MCRwt was superior to MCRun in providing smaller anomalies, less bias, and better correlations between observed and estimated values. However, by the same measures, the results of Modern Analog Technique (MAT) approaches were superior to MCRwt. Although this might be reason to favor MAT approaches, they are based on assumptions that may not be valid for paleoclimatic reconstructions, including that: 1) the absence of a taxon from a fossil sample is meaningful, 2) plant associations were largely unaffected by past changes in either levels of atmospheric carbon dioxide or in the seasonal distributions of solar radiation, and 3) plant associations of the past are adequately represented on the modern landscape. To illustrate the application of these MCR and MAT approaches to paleoclimatic reconstructions, we applied them to a Pleistocene paleobotanical assemblage from the western United States. From our examinations of the estimates of modern and past climates from vegetation assemblages, we conclude that the MCRun technique provides reliable and unbiased estimates of the ranges of possible climatic conditions that can reasonably be associated with these assemblages. The application of MCRwt and MAT approaches can further constrain these estimates and may provide a systematic way to assess uncertainty. The data sets required for MCR analyses in North America are provided in a parallel publication.

Dynamic Parameter Identification of Subject-Specific Body Segment Parameters Using Robotics Formalism: Case Study Head Complex.

PubMed

Díaz-Rodríguez, Miguel; Valera, Angel; Page, Alvaro; Besa, Antonio; Mata, Vicente

2016-05-01

Accurate knowledge of body segment inertia parameters (BSIP) improves the assessment of dynamic analysis based on biomechanical models, which is of paramount importance in fields such as sport activities or impact crash test. Early approaches for BSIP identification rely on the experiments conducted on cadavers or through imaging techniques conducted on living subjects. Recent approaches for BSIP identification rely on inverse dynamic modeling. However, most of the approaches are focused on the entire body, and verification of BSIP for dynamic analysis for distal segment or chain of segments, which has proven to be of significant importance in impact test studies, is rarely established. Previous studies have suggested that BSIP should be obtained by using subject-specific identification techniques. To this end, our paper develops a novel approach for estimating subject-specific BSIP based on static and dynamics identification models (SIM, DIM). We test the validity of SIM and DIM by comparing the results using parameters obtained from a regression model proposed by De Leva (1996, "Adjustments to Zatsiorsky-Seluyanov's Segment Inertia Parameters," J. Biomech., 29(9), pp. 1223-1230). Both SIM and DIM are developed considering robotics formalism. First, the static model allows the mass and center of gravity (COG) to be estimated. Second, the results from the static model are included in the dynamics equation allowing us to estimate the moment of inertia (MOI). As a case study, we applied the approach to evaluate the dynamics modeling of the head complex. Findings provide some insight into the validity not only of the proposed method but also of the application proposed by De Leva (1996, "Adjustments to Zatsiorsky-Seluyanov's Segment Inertia Parameters," J. Biomech., 29(9), pp. 1223-1230) for dynamic modeling of body segments.

Bayesian approach to the analysis of neutron Brillouin scattering data on liquid metals

NASA Astrophysics Data System (ADS)

De Francesco, A.; Guarini, E.; Bafile, U.; Formisano, F.; Scaccia, L.

2016-08-01

When the dynamics of liquids and disordered systems at mesoscopic level is investigated by means of inelastic scattering (e.g., neutron or x ray), spectra are often characterized by a poor definition of the excitation lines and spectroscopic features in general and one important issue is to establish how many of these lines need to be included in the modeling function and to estimate their parameters. Furthermore, when strongly damped excitations are present, commonly used and widespread fitting algorithms are particularly affected by the choice of initial values of the parameters. An inadequate choice may lead to an inefficient exploration of the parameter space, resulting in the algorithm getting stuck in a local minimum. In this paper, we present a Bayesian approach to the analysis of neutron Brillouin scattering data in which the number of excitation lines is treated as unknown and estimated along with the other model parameters. We propose a joint estimation procedure based on a reversible-jump Markov chain Monte Carlo algorithm, which efficiently explores the parameter space, producing a probabilistic measure to quantify the uncertainty on the number of excitation lines as well as reliable parameter estimates. The method proposed could turn out of great importance in extracting physical information from experimental data, especially when the detection of spectral features is complicated not only because of the properties of the sample, but also because of the limited instrumental resolution and count statistics. The approach is tested on generated data set and then applied to real experimental spectra of neutron Brillouin scattering from a liquid metal, previously analyzed in a more traditional way.

Estimation of macroscopic elastic characteristics for hierarchical anisotropic solids based on probabilistic approach

NASA Astrophysics Data System (ADS)

Smolina, Irina Yu.

2015-10-01

Mechanical properties of a cable are of great importance in design and strength calculation of flexible cables. The problem of determination of elastic properties and rigidity characteristics of a cable modeled by anisotropic helical elastic rod is considered. These characteristics are calculated indirectly by means of the parameters received from statistical processing of experimental data. These parameters are considered as random quantities. With taking into account probable nature of these parameters the formulas for estimation of the macroscopic elastic moduli of a cable are obtained. The calculating expressions for macroscopic flexural rigidity, shear rigidity and torsion rigidity using the macroscopic elastic characteristics obtained before are presented. Statistical estimations of the rigidity characteristics of some cable grades are adduced. A comparison with those characteristics received on the basis of deterministic approach is given.

Joint Multi-Fiber NODDI Parameter Estimation and Tractography Using the Unscented Information Filter

PubMed Central

Reddy, Chinthala P.; Rathi, Yogesh

2016-01-01

Tracing white matter fiber bundles is an integral part of analyzing brain connectivity. An accurate estimate of the underlying tissue parameters is also paramount in several neuroscience applications. In this work, we propose to use a joint fiber model estimation and tractography algorithm that uses the NODDI (neurite orientation dispersion diffusion imaging) model to estimate fiber orientation dispersion consistently and smoothly along the fiber tracts along with estimating the intracellular and extracellular volume fractions from the diffusion signal. While the NODDI model has been used in earlier works to estimate the microstructural parameters at each voxel independently, for the first time, we propose to integrate it into a tractography framework. We extend this framework to estimate the NODDI parameters for two crossing fibers, which is imperative to trace fiber bundles through crossings as well as to estimate the microstructural parameters for each fiber bundle separately. We propose to use the unscented information filter (UIF) to accurately estimate the model parameters and perform tractography. The proposed approach has significant computational performance improvements as well as numerical robustness over the unscented Kalman filter (UKF). Our method not only estimates the confidence in the estimated parameters via the covariance matrix, but also provides the Fisher-information matrix of the state variables (model parameters), which can be quite useful to measure model complexity. Results from in-vivo human brain data sets demonstrate the ability of our algorithm to trace through crossing fiber regions, while estimating orientation dispersion and other biophysical model parameters in a consistent manner along the tracts. PMID:27147956

Joint Multi-Fiber NODDI Parameter Estimation and Tractography Using the Unscented Information Filter.

PubMed

Reddy, Chinthala P; Rathi, Yogesh

2016-01-01

Tracing white matter fiber bundles is an integral part of analyzing brain connectivity. An accurate estimate of the underlying tissue parameters is also paramount in several neuroscience applications. In this work, we propose to use a joint fiber model estimation and tractography algorithm that uses the NODDI (neurite orientation dispersion diffusion imaging) model to estimate fiber orientation dispersion consistently and smoothly along the fiber tracts along with estimating the intracellular and extracellular volume fractions from the diffusion signal. While the NODDI model has been used in earlier works to estimate the microstructural parameters at each voxel independently, for the first time, we propose to integrate it into a tractography framework. We extend this framework to estimate the NODDI parameters for two crossing fibers, which is imperative to trace fiber bundles through crossings as well as to estimate the microstructural parameters for each fiber bundle separately. We propose to use the unscented information filter (UIF) to accurately estimate the model parameters and perform tractography. The proposed approach has significant computational performance improvements as well as numerical robustness over the unscented Kalman filter (UKF). Our method not only estimates the confidence in the estimated parameters via the covariance matrix, but also provides the Fisher-information matrix of the state variables (model parameters), which can be quite useful to measure model complexity. Results from in-vivo human brain data sets demonstrate the ability of our algorithm to trace through crossing fiber regions, while estimating orientation dispersion and other biophysical model parameters in a consistent manner along the tracts.

Chaos synchronization and Nelder-Mead search for parameter estimation in nonlinear pharmacological systems: Estimating tumor antigenicity in a model of immunotherapy.

PubMed

Pillai, Nikhil; Craig, Morgan; Dokoumetzidis, Aristeidis; Schwartz, Sorell L; Bies, Robert; Freedman, Immanuel

2018-06-19

In mathematical pharmacology, models are constructed to confer a robust method for optimizing treatment. The predictive capability of pharmacological models depends heavily on the ability to track the system and to accurately determine parameters with reference to the sensitivity in projected outcomes. To closely track chaotic systems, one may choose to apply chaos synchronization. An advantageous byproduct of this methodology is the ability to quantify model parameters. In this paper, we illustrate the use of chaos synchronization combined with Nelder-Mead search to estimate parameters of the well-known Kirschner-Panetta model of IL-2 immunotherapy from noisy data. Chaos synchronization with Nelder-Mead search is shown to provide more accurate and reliable estimates than Nelder-Mead search based on an extended least squares (ELS) objective function. Our results underline the strength of this approach to parameter estimation and provide a broader framework of parameter identification for nonlinear models in pharmacology. Copyright © 2018 Elsevier Ltd. All rights reserved.

Experimental design and efficient parameter estimation in preclinical pharmacokinetic studies.

PubMed

Ette, E I; Howie, C A; Kelman, A W; Whiting, B

1995-05-01

Monte Carlo simulation technique used to evaluate the effect of the arrangement of concentrations on the efficiency of estimation of population pharmacokinetic parameters in the preclinical setting is described. Although the simulations were restricted to the one compartment model with intravenous bolus input, they provide the basis of discussing some structural aspects involved in designing a destructive ("quantic") preclinical population pharmacokinetic study with a fixed sample size as is usually the case in such studies. The efficiency of parameter estimation obtained with sampling strategies based on the three and four time point designs were evaluated in terms of the percent prediction error, design number, individual and joint confidence intervals coverage for parameter estimates approaches, and correlation analysis. The data sets contained random terms for both inter- and residual intra-animal variability. The results showed that the typical population parameter estimates for clearance and volume were efficiently (accurately and precisely) estimated for both designs, while interanimal variability (the only random effect parameter that could be estimated) was inefficiently (inaccurately and imprecisely) estimated with most sampling schedules of the two designs. The exact location of the third and fourth time point for the three and four time point designs, respectively, was not critical to the efficiency of overall estimation of all population parameters of the model. However, some individual population pharmacokinetic parameters were sensitive to the location of these times.

Stochastic parameter estimation in nonlinear time-delayed vibratory systems with distributed delay

NASA Astrophysics Data System (ADS)

Torkamani, Shahab; Butcher, Eric A.

2013-07-01

The stochastic estimation of parameters and states in linear and nonlinear time-delayed vibratory systems with distributed delay is explored. The approach consists of first employing a continuous time approximation to approximate the delayed integro-differential system with a large set of ordinary differential equations having stochastic excitations. Then the problem of state and parameter estimation in the resulting stochastic ordinary differential system is represented as an optimal filtering problem using a state augmentation technique. By adapting the extended Kalman-Bucy filter to the augmented filtering problem, the unknown parameters of the time-delayed system are estimated from noise-corrupted, possibly incomplete measurements of the states. Similarly, the upper bound of the distributed delay can also be estimated by the proposed technique. As an illustrative example to a practical problem in vibrations, the parameter, delay upper bound, and state estimation from noise-corrupted measurements in a distributed force model widely used for modeling machine tool vibrations in the turning operation is investigated.

Recovering Parameters of Johnson's SB Distribution

Treesearch

Bernard R. Parresol

2003-01-01

A new parameter recovery model for Johnson's SB distribution is developed. This latest alternative approach permits recovery of the range and both shape parameters. Previous models recovered only the two shape parameters. Also, a simple procedure for estimating the distribution minimum from sample values is presented. The new methodology...

Accounting for nonsampling error in estimates of HIV epidemic trends from antenatal clinic sentinel surveillance

PubMed Central

Eaton, Jeffrey W.; Bao, Le

2017-01-01

Objectives The aim of the study was to propose and demonstrate an approach to allow additional nonsampling uncertainty about HIV prevalence measured at antenatal clinic sentinel surveillance (ANC-SS) in model-based inferences about trends in HIV incidence and prevalence. Design Mathematical model fitted to surveillance data with Bayesian inference. Methods We introduce a variance inflation parameter σinfl2 that accounts for the uncertainty of nonsampling errors in ANC-SS prevalence. It is additive to the sampling error variance. Three approaches are tested for estimating σinfl2 using ANC-SS and household survey data from 40 subnational regions in nine countries in sub-Saharan, as defined in UNAIDS 2016 estimates. Methods were compared using in-sample fit and out-of-sample prediction of ANC-SS data, fit to household survey prevalence data, and the computational implications. Results Introducing the additional variance parameter σinfl2 increased the error variance around ANC-SS prevalence observations by a median of 2.7 times (interquartile range 1.9–3.8). Using only sampling error in ANC-SS prevalence ( σinfl2=0), coverage of 95% prediction intervals was 69% in out-of-sample prediction tests. This increased to 90% after introducing the additional variance parameter σinfl2. The revised probabilistic model improved model fit to household survey prevalence and increased epidemic uncertainty intervals most during the early epidemic period before 2005. Estimating σinfl2 did not increase the computational cost of model fitting. Conclusions: We recommend estimating nonsampling error in ANC-SS as an additional parameter in Bayesian inference using the Estimation and Projection Package model. This approach may prove useful for incorporating other data sources such as routine prevalence from Prevention of mother-to-child transmission testing into future epidemic estimates. PMID:28296801

Implicit assimilation for marine ecological models

NASA Astrophysics Data System (ADS)

Weir, B.; Miller, R.; Spitz, Y. H.

2012-12-01

We use a new data assimilation method to estimate the parameters of a marine ecological model. At a given point in the ocean, the estimated values of the parameters determine the behaviors of the modeled planktonic groups, and thus indicate which species are dominant. To begin, we assimilate in situ observations, e.g., the Bermuda Atlantic Time-series Study, the Hawaii Ocean Time-series, and Ocean Weather Station Papa. From there, we estimate the parameters at surrounding points in space based on satellite observations of ocean color. Given the variation of the estimated parameters, we divide the ocean into regions meant to represent distinct ecosystems. An important feature of the data assimilation approach is that it refines the confidence limits of the optimal Gaussian approximation to the distribution of the parameters. This enables us to determine the ecological divisions with greater accuracy.

Implementation of the EM Algorithm in the Estimation of Item Parameters: The BILOG Computer Program.

ERIC Educational Resources Information Center

Mislevy, Robert J.; Bock, R. Darrell

This paper reviews the basic elements of the EM approach to estimating item parameters and illustrates its use with one simulated and one real data set. In order to illustrate the use of the BILOG computer program, runs for 1-, 2-, and 3-parameter models are presented for the two sets of data. First is a set of responses from 1,000 persons to five…

Efficient Bayesian experimental design for contaminant source identification

NASA Astrophysics Data System (ADS)

Zhang, J.; Zeng, L.

2013-12-01

In this study, an efficient full Bayesian approach is developed for the optimal sampling well location design and source parameter identification of groundwater contaminants. An information measure, i.e., the relative entropy, is employed to quantify the information gain from indirect concentration measurements in identifying unknown source parameters such as the release time, strength and location. In this approach, the sampling location that gives the maximum relative entropy is selected as the optimal one. Once the sampling location is determined, a Bayesian approach based on Markov Chain Monte Carlo (MCMC) is used to estimate unknown source parameters. In both the design and estimation, the contaminant transport equation is required to be solved many times to evaluate the likelihood. To reduce the computational burden, an interpolation method based on the adaptive sparse grid is utilized to construct a surrogate for the contaminant transport. The approximated likelihood can be evaluated directly from the surrogate, which greatly accelerates the design and estimation process. The accuracy and efficiency of our approach are demonstrated through numerical case studies. Compared with the traditional optimal design, which is based on the Gaussian linear assumption, the method developed in this study can cope with arbitrary nonlinearity. It can be used to assist in groundwater monitor network design and identification of unknown contaminant sources. Contours of the expected information gain. The optimal observing location corresponds to the maximum value. Posterior marginal probability densities of unknown parameters, the thick solid black lines are for the designed location. For comparison, other 7 lines are for randomly chosen locations. The true values are denoted by vertical lines. It is obvious that the unknown parameters are estimated better with the desinged location.

Estimating cellular parameters through optimization procedures: elementary principles and applications.

PubMed

Kimura, Akatsuki; Celani, Antonio; Nagao, Hiromichi; Stasevich, Timothy; Nakamura, Kazuyuki

2015-01-01

Construction of quantitative models is a primary goal of quantitative biology, which aims to understand cellular and organismal phenomena in a quantitative manner. In this article, we introduce optimization procedures to search for parameters in a quantitative model that can reproduce experimental data. The aim of optimization is to minimize the sum of squared errors (SSE) in a prediction or to maximize likelihood. A (local) maximum of likelihood or (local) minimum of the SSE can efficiently be identified using gradient approaches. Addition of a stochastic process enables us to identify the global maximum/minimum without becoming trapped in local maxima/minima. Sampling approaches take advantage of increasing computational power to test numerous sets of parameters in order to determine the optimum set. By combining Bayesian inference with gradient or sampling approaches, we can estimate both the optimum parameters and the form of the likelihood function related to the parameters. Finally, we introduce four examples of research that utilize parameter optimization to obtain biological insights from quantified data: transcriptional regulation, bacterial chemotaxis, morphogenesis, and cell cycle regulation. With practical knowledge of parameter optimization, cell and developmental biologists can develop realistic models that reproduce their observations and thus, obtain mechanistic insights into phenomena of interest.

Global parameter estimation for thermodynamic models of transcriptional regulation.

PubMed

Suleimenov, Yerzhan; Ay, Ahmet; Samee, Md Abul Hassan; Dresch, Jacqueline M; Sinha, Saurabh; Arnosti, David N

2013-07-15

Deciphering the mechanisms involved in gene regulation holds the key to understanding the control of central biological processes, including human disease, population variation, and the evolution of morphological innovations. New experimental techniques including whole genome sequencing and transcriptome analysis have enabled comprehensive modeling approaches to study gene regulation. In many cases, it is useful to be able to assign biological significance to the inferred model parameters, but such interpretation should take into account features that affect these parameters, including model construction and sensitivity, the type of fitness calculation, and the effectiveness of parameter estimation. This last point is often neglected, as estimation methods are often selected for historical reasons or for computational ease. Here, we compare the performance of two parameter estimation techniques broadly representative of local and global approaches, namely, a quasi-Newton/Nelder-Mead simplex (QN/NMS) method and a covariance matrix adaptation-evolutionary strategy (CMA-ES) method. The estimation methods were applied to a set of thermodynamic models of gene transcription applied to regulatory elements active in the Drosophila embryo. Measuring overall fit, the global CMA-ES method performed significantly better than the local QN/NMS method on high quality data sets, but this difference was negligible on lower quality data sets with increased noise or on data sets simplified by stringent thresholding. Our results suggest that the choice of parameter estimation technique for evaluation of gene expression models depends both on quality of data, the nature of the models [again, remains to be established] and the aims of the modeling effort. Copyright © 2013 Elsevier Inc. All rights reserved.

Hydrological parameter estimations from a conservative tracer test with variable-density effects at the Boise Hydrogeophysical Research Site

NASA Astrophysics Data System (ADS)

Dafflon, B.; Barrash, W.; Cardiff, M.; Johnson, T. C.

2011-12-01

Reliable predictions of groundwater flow and solute transport require an estimation of the detailed distribution of the parameters (e.g., hydraulic conductivity, effective porosity) controlling these processes. However, such parameters are difficult to estimate because of the inaccessibility and complexity of the subsurface. In this regard, developments in parameter estimation techniques and investigations of field experiments are still challenging and necessary to improve our understanding and the prediction of hydrological processes. Here we analyze a conservative tracer test conducted at the Boise Hydrogeophysical Research Site in 2001 in a heterogeneous unconfined fluvial aquifer. Some relevant characteristics of this test include: variable-density (sinking) effects because of the injection concentration of the bromide tracer, the relatively small size of the experiment, and the availability of various sources of geophysical and hydrological information. The information contained in this experiment is evaluated through several parameter estimation approaches, including a grid-search-based strategy, stochastic simulation of hydrological property distributions, and deterministic inversion using regularization and pilot-point techniques. Doing this allows us to investigate hydraulic conductivity and effective porosity distributions and to compare the effects of assumptions from several methods and parameterizations. Our results provide new insights into the understanding of variable-density transport processes and the hydrological relevance of incorporating various sources of information in parameter estimation approaches. Among others, the variable-density effect and the effective porosity distribution, as well as their coupling with the hydraulic conductivity structure, are seen to be significant in the transport process. The results also show that assumed prior information can strongly influence the estimated distributions of hydrological properties.

Adaptive estimation of nonlinear parameters of a nonholonomic spherical robot using a modified fuzzy-based speed gradient algorithm

NASA Astrophysics Data System (ADS)

Roozegar, Mehdi; Mahjoob, Mohammad J.; Ayati, Moosa

2017-05-01

This paper deals with adaptive estimation of the unknown parameters and states of a pendulum-driven spherical robot (PDSR), which is a nonlinear in parameters (NLP) chaotic system with parametric uncertainties. Firstly, the mathematical model of the robot is deduced by applying the Newton-Euler methodology for a system of rigid bodies. Then, based on the speed gradient (SG) algorithm, the states and unknown parameters of the robot are estimated online for different step length gains and initial conditions. The estimated parameters are updated adaptively according to the error between estimated and true state values. Since the errors of the estimated states and parameters as well as the convergence rates depend significantly on the value of step length gain, this gain should be chosen optimally. Hence, a heuristic fuzzy logic controller is employed to adjust the gain adaptively. Simulation results indicate that the proposed approach is highly encouraging for identification of this NLP chaotic system even if the initial conditions change and the uncertainties increase; therefore, it is reliable to be implemented on a real robot.

Estimation of Ecosystem Parameters of the Community Land Model with DREAM: Evaluation of the Potential for Upscaling Net Ecosystem Exchange

NASA Astrophysics Data System (ADS)

Hendricks Franssen, H. J.; Post, H.; Vrugt, J. A.; Fox, A. M.; Baatz, R.; Kumbhar, P.; Vereecken, H.

2015-12-01

Estimation of net ecosystem exchange (NEE) by land surface models is strongly affected by uncertain ecosystem parameters and initial conditions. A possible approach is the estimation of plant functional type (PFT) specific parameters for sites with measurement data like NEE and application of the parameters at other sites with the same PFT and no measurements. This upscaling strategy was evaluated in this work for sites in Germany and France. Ecosystem parameters and initial conditions were estimated with NEE-time series of one year length, or a time series of only one season. The DREAM(zs) algorithm was used for the estimation of parameters and initial conditions. DREAM(zs) is not limited to Gaussian distributions and can condition to large time series of measurement data simultaneously. DREAM(zs) was used in combination with the Community Land Model (CLM) v4.5. Parameter estimates were evaluated by model predictions at the same site for an independent verification period. In addition, the parameter estimates were evaluated at other, independent sites situated >500km away with the same PFT. The main conclusions are: i) simulations with estimated parameters reproduced better the NEE measurement data in the verification periods, including the annual NEE-sum (23% improvement), annual NEE-cycle and average diurnal NEE course (error reduction by factor 1,6); ii) estimated parameters based on seasonal NEE-data outperformed estimated parameters based on yearly data; iii) in addition, those seasonal parameters were often also significantly different from their yearly equivalents; iv) estimated parameters were significantly different if initial conditions were estimated together with the parameters. We conclude that estimated PFT-specific parameters improve land surface model predictions significantly at independent verification sites and for independent verification periods so that their potential for upscaling is demonstrated. However, simulation results also indicate that possibly the estimated parameters mask other model errors. This would imply that their application at climatic time scales would not improve model predictions. A central question is whether the integration of many different data streams (e.g., biomass, remotely sensed LAI) could solve the problems indicated here.

Modal parameter estimation and monitoring for on-line flight flutter analysis

NASA Astrophysics Data System (ADS)

Verboven, P.; Cauberghe, B.; Guillaume, P.; Vanlanduit, S.; Parloo, E.

2004-05-01

The clearance of the flight envelope of a new airplane by means of flight flutter testing is time consuming and expensive. Most common approach is to track the modal damping ratios during a number of flight conditions, and hence the accuracy of the damping estimates plays a crucial role. However, aircraft manufacturers desire to decrease the flight flutter testing time for practical, safety and economical reasons by evolving from discrete flight test points to a more continuous flight test pattern. Therefore, this paper presents an approach that provides modal parameter estimation and monitoring for an aircraft with a slowly time-varying structural behaviour that will be observed during a faster and more continuous exploration of the flight envelope. The proposed identification approach estimates the modal parameters directly from input/output Fourier data. This avoids the need for an averaging-based pre-processing of the data, which becomes inapplicable in the case that only short data records are measured. Instead of using a Hanning window to reduce effects of leakage, these transient effects are modelled simultaneously with the dynamical behaviour of the airplane. The method is validated for the monitoring of the system poles during flight flutter testing.

Markov Chain Monte Carlo Estimation of Item Parameters for the Generalized Graded Unfolding Model

ERIC Educational Resources Information Center

de la Torre, Jimmy; Stark, Stephen; Chernyshenko, Oleksandr S.

2006-01-01

The authors present a Markov Chain Monte Carlo (MCMC) parameter estimation procedure for the generalized graded unfolding model (GGUM) and compare it to the marginal maximum likelihood (MML) approach implemented in the GGUM2000 computer program, using simulated and real personality data. In the simulation study, test length, number of response…

Factors Affecting the Item Parameter Estimation and Classification Accuracy of the DINA Model

ERIC Educational Resources Information Center

de la Torre, Jimmy; Hong, Yuan; Deng, Weiling

2010-01-01

To better understand the statistical properties of the deterministic inputs, noisy "and" gate cognitive diagnosis (DINA) model, the impact of several factors on the quality of the item parameter estimates and classification accuracy was investigated. Results of the simulation study indicate that the fully Bayes approach is most accurate when the…

Accelerated Sensitivity Analysis in High-Dimensional Stochastic Reaction Networks

PubMed Central

Arampatzis, Georgios; Katsoulakis, Markos A.; Pantazis, Yannis

2015-01-01

Existing sensitivity analysis approaches are not able to handle efficiently stochastic reaction networks with a large number of parameters and species, which are typical in the modeling and simulation of complex biochemical phenomena. In this paper, a two-step strategy for parametric sensitivity analysis for such systems is proposed, exploiting advantages and synergies between two recently proposed sensitivity analysis methodologies for stochastic dynamics. The first method performs sensitivity analysis of the stochastic dynamics by means of the Fisher Information Matrix on the underlying distribution of the trajectories; the second method is a reduced-variance, finite-difference, gradient-type sensitivity approach relying on stochastic coupling techniques for variance reduction. Here we demonstrate that these two methods can be combined and deployed together by means of a new sensitivity bound which incorporates the variance of the quantity of interest as well as the Fisher Information Matrix estimated from the first method. The first step of the proposed strategy labels sensitivities using the bound and screens out the insensitive parameters in a controlled manner. In the second step of the proposed strategy, a finite-difference method is applied only for the sensitivity estimation of the (potentially) sensitive parameters that have not been screened out in the first step. Results on an epidermal growth factor network with fifty parameters and on a protein homeostasis with eighty parameters demonstrate that the proposed strategy is able to quickly discover and discard the insensitive parameters and in the remaining potentially sensitive parameters it accurately estimates the sensitivities. The new sensitivity strategy can be several times faster than current state-of-the-art approaches that test all parameters, especially in “sloppy” systems. In particular, the computational acceleration is quantified by the ratio between the total number of parameters over the number of the sensitive parameters. PMID:26161544

Exact and Approximate Statistical Inference for Nonlinear Regression and the Estimating Equation Approach.

PubMed

Demidenko, Eugene

2017-09-01

The exact density distribution of the nonlinear least squares estimator in the one-parameter regression model is derived in closed form and expressed through the cumulative distribution function of the standard normal variable. Several proposals to generalize this result are discussed. The exact density is extended to the estimating equation (EE) approach and the nonlinear regression with an arbitrary number of linear parameters and one intrinsically nonlinear parameter. For a very special nonlinear regression model, the derived density coincides with the distribution of the ratio of two normally distributed random variables previously obtained by Fieller (1932), unlike other approximations previously suggested by other authors. Approximations to the density of the EE estimators are discussed in the multivariate case. Numerical complications associated with the nonlinear least squares are illustrated, such as nonexistence and/or multiple solutions, as major factors contributing to poor density approximation. The nonlinear Markov-Gauss theorem is formulated based on the near exact EE density approximation.

Effect of primary and secondary parameters on analytical estimation of effective thermal conductivity of two phase materials using unit cell approach

NASA Astrophysics Data System (ADS)

S, Chidambara Raja; P, Karthikeyan; Kumaraswamidhas, L. A.; M, Ramu

2018-05-01

Most of the thermal design systems involve two phase materials and analysis of such systems requires detailed understanding of the thermal characteristics of the two phase material. This article aimed to develop geometry dependent unit cell approach model by considering the effects of all primary parameters (conductivity ratio and concentration) and secondary parameters (geometry, contact resistance, natural convection, Knudsen and radiation) for the estimation of effective thermal conductivity of two-phase materials. The analytical equations have been formulated based on isotherm approach for 2-D and 3-D spatially periodic medium. The developed models are validated with standard models and suited for all kind of operating conditions. The results have shown substantial improvement compared to the existing models and are in good agreement with the experimental data.

Estimation of object motion parameters from noisy images.

PubMed

Broida, T J; Chellappa, R

1986-01-01

An approach is presented for the estimation of object motion parameters based on a sequence of noisy images. The problem considered is that of a rigid body undergoing unknown rotational and translational motion. The measurement data consists of a sequence of noisy image coordinates of two or more object correspondence points. By modeling the object dynamics as a function of time, estimates of the model parameters (including motion parameters) can be extracted from the data using recursive and/or batch techniques. This permits a desired degree of smoothing to be achieved through the use of an arbitrarily large number of images. Some assumptions regarding object structure are presently made. Results are presented for a recursive estimation procedure: the case considered here is that of a sequence of one dimensional images of a two dimensional object. Thus, the object moves in one transverse dimension, and in depth, preserving the fundamental ambiguity of the central projection image model (loss of depth information). An iterated extended Kalman filter is used for the recursive solution. Noise levels of 5-10 percent of the object image size are used. Approximate Cramer-Rao lower bounds are derived for the model parameter estimates as a function of object trajectory and noise level. This approach may be of use in situations where it is difficult to resolve large numbers of object match points, but relatively long sequences of images (10 to 20 or more) are available.

Computational system identification of continuous-time nonlinear systems using approximate Bayesian computation

NASA Astrophysics Data System (ADS)

Krishnanathan, Kirubhakaran; Anderson, Sean R.; Billings, Stephen A.; Kadirkamanathan, Visakan

2016-11-01

In this paper, we derive a system identification framework for continuous-time nonlinear systems, for the first time using a simulation-focused computational Bayesian approach. Simulation approaches to nonlinear system identification have been shown to outperform regression methods under certain conditions, such as non-persistently exciting inputs and fast-sampling. We use the approximate Bayesian computation (ABC) algorithm to perform simulation-based inference of model parameters. The framework has the following main advantages: (1) parameter distributions are intrinsically generated, giving the user a clear description of uncertainty, (2) the simulation approach avoids the difficult problem of estimating signal derivatives as is common with other continuous-time methods, and (3) as noted above, the simulation approach improves identification under conditions of non-persistently exciting inputs and fast-sampling. Term selection is performed by judging parameter significance using parameter distributions that are intrinsically generated as part of the ABC procedure. The results from a numerical example demonstrate that the method performs well in noisy scenarios, especially in comparison to competing techniques that rely on signal derivative estimation.

Simultaneous estimation of local-scale and flow path-scale dual-domain mass transfer parameters using geoelectrical monitoring

USGS Publications Warehouse

Briggs, Martin A.; Day-Lewis, Frederick D.; Ong, John B.; Curtis, Gary P.; Lane, John W.

2013-01-01

Anomalous solute transport, modeled as rate-limited mass transfer, has an observable geoelectrical signature that can be exploited to infer the controlling parameters. Previous experiments indicate the combination of time-lapse geoelectrical and fluid conductivity measurements collected during ionic tracer experiments provides valuable insight into the exchange of solute between mobile and immobile porosity. Here, we use geoelectrical measurements to monitor tracer experiments at a former uranium mill tailings site in Naturita, Colorado. We use nonlinear regression to calibrate dual-domain mass transfer solute-transport models to field data. This method differs from previous approaches by calibrating the model simultaneously to observed fluid conductivity and geoelectrical tracer signals using two parameter scales: effective parameters for the flow path upgradient of the monitoring point and the parameters local to the monitoring point. We use regression statistics to rigorously evaluate the information content and sensitivity of fluid conductivity and geophysical data, demonstrating multiple scales of mass transfer parameters can simultaneously be estimated. Our results show, for the first time, field-scale spatial variability of mass transfer parameters (i.e., exchange-rate coefficient, porosity) between local and upgradient effective parameters; hence our approach provides insight into spatial variability and scaling behavior. Additional synthetic modeling is used to evaluate the scope of applicability of our approach, indicating greater range than earlier work using temporal moments and a Lagrangian-based Damköhler number. The introduced Eulerian-based Damköhler is useful for estimating tracer injection duration needed to evaluate mass transfer exchange rates that range over several orders of magnitude.

Estimating groundwater recharge uncertainty from joint application of an aquifer test and the water-table fluctuation method

NASA Astrophysics Data System (ADS)

Delottier, H.; Pryet, A.; Lemieux, J. M.; Dupuy, A.

2018-05-01

Specific yield and groundwater recharge of unconfined aquifers are both essential parameters for groundwater modeling and sustainable groundwater development, yet the collection of reliable estimates of these parameters remains challenging. Here, a joint approach combining an aquifer test with application of the water-table fluctuation (WTF) method is presented to estimate these parameters and quantify their uncertainty. The approach requires two wells: an observation well instrumented with a pressure probe for long-term monitoring and a pumping well, located in the vicinity, for the aquifer test. The derivative of observed drawdown levels highlights the necessity to represent delayed drainage from the unsaturated zone when interpreting the aquifer test results. Groundwater recharge is estimated with an event-based WTF method in order to minimize the transient effects of flow dynamics in the unsaturated zone. The uncertainty on groundwater recharge is obtained by the propagation of the uncertainties on specific yield (Bayesian inference) and groundwater recession dynamics (regression analysis) through the WTF equation. A major portion of the uncertainty on groundwater recharge originates from the uncertainty on the specific yield. The approach was applied to a site in Bordeaux (France). Groundwater recharge was estimated to be 335 mm with an associated uncertainty of 86.6 mm at 2σ. By the use of cost-effective instrumentation and parsimonious methods of interpretation, the replication of such a joint approach should be encouraged to provide reliable estimates of specific yield and groundwater recharge over a region of interest. This is necessary to reduce the predictive uncertainty of groundwater management models.

Probabilistic segmentation and intensity estimation for microarray images.

PubMed

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

2006-01-01

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

Development of the One-Sided Nonlinear Adaptive Doppler Shift Estimation

NASA Technical Reports Server (NTRS)

Beyon, Jeffrey Y.; Koch, Grady J.; Singh, Upendra N.; Kavaya, Michael J.; Serror, Judith A.

2009-01-01

The new development of a one-sided nonlinear adaptive shift estimation technique (NADSET) is introduced. The background of the algorithm and a brief overview of NADSET are presented. The new technique is applied to the wind parameter estimates from a 2-micron wavelength coherent Doppler lidar system called VALIDAR located in NASA Langley Research Center in Virginia. The new technique enhances wind parameters such as Doppler shift and power estimates in low Signal-To-Noise-Ratio (SNR) regimes using the estimates in high SNR regimes as the algorithm scans the range bins from low to high altitude. The original NADSET utilizes the statistics in both the lower and the higher range bins to refine the wind parameter estimates in between. The results of the two different approaches of NADSET are compared.

An empirical Bayes approach for the Poisson life distribution.

NASA Technical Reports Server (NTRS)

Canavos, G. C.

1973-01-01

A smooth empirical Bayes estimator is derived for the intensity parameter (hazard rate) in the Poisson distribution as used in life testing. The reliability function is also estimated either by using the empirical Bayes estimate of the parameter, or by obtaining the expectation of the reliability function. The behavior of the empirical Bayes procedure is studied through Monte Carlo simulation in which estimates of mean-squared errors of the empirical Bayes estimators are compared with those of conventional estimators such as minimum variance unbiased or maximum likelihood. Results indicate a significant reduction in mean-squared error of the empirical Bayes estimators over the conventional variety.

On the multivariate total least-squares approach to empirical coordinate transformations. Three algorithms

NASA Astrophysics Data System (ADS)

Schaffrin, Burkhard; Felus, Yaron A.

2008-06-01

The multivariate total least-squares (MTLS) approach aims at estimating a matrix of parameters, Ξ, from a linear model ( Y- E Y = ( X- E X ) · Ξ) that includes an observation matrix, Y, another observation matrix, X, and matrices of randomly distributed errors, E Y and E X . Two special cases of the MTLS approach include the standard multivariate least-squares approach where only the observation matrix, Y, is perturbed by random errors and, on the other hand, the data least-squares approach where only the coefficient matrix X is affected by random errors. In a previous contribution, the authors derived an iterative algorithm to solve the MTLS problem by using the nonlinear Euler-Lagrange conditions. In this contribution, new lemmas are developed to analyze the iterative algorithm, modify it, and compare it with a new ‘closed form’ solution that is based on the singular-value decomposition. For an application, the total least-squares approach is used to estimate the affine transformation parameters that convert cadastral data from the old to the new Israeli datum. Technical aspects of this approach, such as scaling the data and fixing the columns in the coefficient matrix are investigated. This case study illuminates the issue of “symmetry” in the treatment of two sets of coordinates for identical point fields, a topic that had already been emphasized by Teunissen (1989, Festschrift to Torben Krarup, Geodetic Institute Bull no. 58, Copenhagen, Denmark, pp 335-342). The differences between the standard least-squares and the TLS approach are analyzed in terms of the estimated variance component and a first-order approximation of the dispersion matrix of the estimated parameters.

Precision Parameter Estimation and Machine Learning

NASA Astrophysics Data System (ADS)

Wandelt, Benjamin D.

2008-12-01

I discuss the strategy of ``Acceleration by Parallel Precomputation and Learning'' (AP-PLe) that can vastly accelerate parameter estimation in high-dimensional parameter spaces and costly likelihood functions, using trivially parallel computing to speed up sequential exploration of parameter space. This strategy combines the power of distributed computing with machine learning and Markov-Chain Monte Carlo techniques efficiently to explore a likelihood function, posterior distribution or χ2-surface. This strategy is particularly successful in cases where computing the likelihood is costly and the number of parameters is moderate or large. We apply this technique to two central problems in cosmology: the solution of the cosmological parameter estimation problem with sufficient accuracy for the Planck data using PICo; and the detailed calculation of cosmological helium and hydrogen recombination with RICO. Since the APPLe approach is designed to be able to use massively parallel resources to speed up problems that are inherently serial, we can bring the power of distributed computing to bear on parameter estimation problems. We have demonstrated this with the CosmologyatHome project.

Adaptive and Personalized Plasma Insulin Concentration Estimation for Artificial Pancreas Systems.

PubMed

Hajizadeh, Iman; Rashid, Mudassir; Samadi, Sediqeh; Feng, Jianyuan; Sevil, Mert; Hobbs, Nicole; Lazaro, Caterina; Maloney, Zacharie; Brandt, Rachel; Yu, Xia; Turksoy, Kamuran; Littlejohn, Elizabeth; Cengiz, Eda; Cinar, Ali

2018-05-01

The artificial pancreas (AP) system, a technology that automatically administers exogenous insulin in people with type 1 diabetes mellitus (T1DM) to regulate their blood glucose concentrations, necessitates the estimation of the amount of active insulin already present in the body to avoid overdosing. An adaptive and personalized plasma insulin concentration (PIC) estimator is designed in this work to accurately quantify the insulin present in the bloodstream. The proposed PIC estimation approach incorporates Hovorka's glucose-insulin model with the unscented Kalman filtering algorithm. Methods for the personalized initialization of the time-varying model parameters to individual patients for improved estimator convergence are developed. Data from 20 three-days-long closed-loop clinical experiments conducted involving subjects with T1DM are used to evaluate the proposed PIC estimation approach. The proposed methods are applied to the clinical data containing significant disturbances, such as unannounced meals and exercise, and the results demonstrate the accurate real-time estimation of the PIC with the root mean square error of 7.15 and 9.25 mU/L for the optimization-based fitted parameters and partial least squares regression-based testing parameters, respectively. The accurate real-time estimation of PIC will benefit the AP systems by preventing overdelivery of insulin when significant insulin is present in the bloodstream.

Comparison of bootstrap approaches for estimation of uncertainties of DTI parameters.

PubMed

Chung, SungWon; Lu, Ying; Henry, Roland G

2006-11-01

Bootstrap is an empirical non-parametric statistical technique based on data resampling that has been used to quantify uncertainties of diffusion tensor MRI (DTI) parameters, useful in tractography and in assessing DTI methods. The current bootstrap method (repetition bootstrap) used for DTI analysis performs resampling within the data sharing common diffusion gradients, requiring multiple acquisitions for each diffusion gradient. Recently, wild bootstrap was proposed that can be applied without multiple acquisitions. In this paper, two new approaches are introduced called residual bootstrap and repetition bootknife. We show that repetition bootknife corrects for the large bias present in the repetition bootstrap method and, therefore, better estimates the standard errors. Like wild bootstrap, residual bootstrap is applicable to single acquisition scheme, and both are based on regression residuals (called model-based resampling). Residual bootstrap is based on the assumption that non-constant variance of measured diffusion-attenuated signals can be modeled, which is actually the assumption behind the widely used weighted least squares solution of diffusion tensor. The performances of these bootstrap approaches were compared in terms of bias, variance, and overall error of bootstrap-estimated standard error by Monte Carlo simulation. We demonstrate that residual bootstrap has smaller biases and overall errors, which enables estimation of uncertainties with higher accuracy. Understanding the properties of these bootstrap procedures will help us to choose the optimal approach for estimating uncertainties that can benefit hypothesis testing based on DTI parameters, probabilistic fiber tracking, and optimizing DTI methods.

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

Vrugt, Jasper A; Robinson, Bruce A; Ter Braak, Cajo J F

In recent years, a strong debate has emerged in the hydrologic literature regarding what constitutes an appropriate framework for uncertainty estimation. Particularly, there is strong disagreement whether an uncertainty framework should have its roots within a proper statistical (Bayesian) context, or whether such a framework should be based on a different philosophy and implement informal measures and weaker inference to summarize parameter and predictive distributions. In this paper, we compare a formal Bayesian approach using Markov Chain Monte Carlo (MCMC) with generalized likelihood uncertainty estimation (GLUE) for assessing uncertainty in conceptual watershed modeling. Our formal Bayesian approach is implemented usingmore » the recently developed differential evolution adaptive metropolis (DREAM) MCMC scheme with a likelihood function that explicitly considers model structural, input and parameter uncertainty. Our results demonstrate that DREAM and GLUE can generate very similar estimates of total streamflow uncertainty. This suggests that formal and informal Bayesian approaches have more common ground than the hydrologic literature and ongoing debate might suggest. The main advantage of formal approaches is, however, that they attempt to disentangle the effect of forcing, parameter and model structural error on total predictive uncertainty. This is key to improving hydrologic theory and to better understand and predict the flow of water through catchments.« less

Impacts of different types of measurements on estimating unsaturated flow parameters

NASA Astrophysics Data System (ADS)

Shi, Liangsheng; Song, Xuehang; Tong, Juxiu; Zhu, Yan; Zhang, Qiuru

2015-05-01

This paper assesses the value of different types of measurements for estimating soil hydraulic parameters. A numerical method based on ensemble Kalman filter (EnKF) is presented to solely or jointly assimilate point-scale soil water head data, point-scale soil water content data, surface soil water content data and groundwater level data. This study investigates the performance of EnKF under different types of data, the potential worth contained in these data, and the factors that may affect estimation accuracy. Results show that for all types of data, smaller measurements errors lead to faster convergence to the true values. Higher accuracy measurements are required to improve the parameter estimation if a large number of unknown parameters need to be identified simultaneously. The data worth implied by the surface soil water content data and groundwater level data is prone to corruption by a deviated initial guess. Surface soil moisture data are capable of identifying soil hydraulic parameters for the top layers, but exert less or no influence on deeper layers especially when estimating multiple parameters simultaneously. Groundwater level is one type of valuable information to infer the soil hydraulic parameters. However, based on the approach used in this study, the estimates from groundwater level data may suffer severe degradation if a large number of parameters must be identified. Combined use of two or more types of data is helpful to improve the parameter estimation.

Impacts of Different Types of Measurements on Estimating Unsaturatedflow Parameters

NASA Astrophysics Data System (ADS)

Shi, L.

2015-12-01

This study evaluates the value of different types of measurements for estimating soil hydraulic parameters. A numerical method based on ensemble Kalman filter (EnKF) is presented to solely or jointly assimilate point-scale soil water head data, point-scale soil water content data, surface soil water content data and groundwater level data. This study investigates the performance of EnKF under different types of data, the potential worth contained in these data, and the factors that may affect estimation accuracy. Results show that for all types of data, smaller measurements errors lead to faster convergence to the true values. Higher accuracy measurements are required to improve the parameter estimation if a large number of unknown parameters need to be identified simultaneously. The data worth implied by the surface soil water content data and groundwater level data is prone to corruption by a deviated initial guess. Surface soil moisture data are capable of identifying soil hydraulic parameters for the top layers, but exert less or no influence on deeper layers especially when estimating multiple parameters simultaneously. Groundwater level is one type of valuable information to infer the soil hydraulic parameters. However, based on the approach used in this study, the estimates from groundwater level data may suffer severe degradation if a large number of parameters must be identified. Combined use of two or more types of data is helpful to improve the parameter estimation.

Parameters effective on estimating a nonstationary mixed-phase wavelet using cumulant matching approach

NASA Astrophysics Data System (ADS)

Vosoughi, Ehsan; Javaherian, Abdolrahim

2018-01-01

Seismic inversion is a process performed to remove the effects of propagated wavelets in order to recover the acoustic impedance. To obtain valid velocity and density values related to subsurface layers through the inversion process, it is highly essential to perform reliable wavelet estimation such as cumulant matching approach. For this purpose, the seismic data were windowed in this work in such a way that two consecutive windows were only one sample apart. Also, we did not consider any fixed wavelet for any window and let the phase of each wavelet rotate in each sample in the window. Comparing the fourth order cumulant of the whitened trace and fourth-order moment of the all-pass operator in each window generated a cost function that should be minimized with a non-linear optimization method. In this regard, parameters effective on the estimation of the nonstationary mixed-phase wavelets were tested over the created nonstationary seismic trace at 0.82 s and 1.6 s. Besides, we compared the consequences of each parameter on estimated wavelets at two mentioned times. The parameters studied in this work are window length, taper type, the number of iteration, signal-to-noise ratio, bandwidth to central frequency ratio, and Q factor. The results show that applying the optimum values of the effective parameters, the average correlation of the estimated mixed-phase wavelets with the original ones is about 87%. Moreover, the effectiveness of the proposed approach was examined on a synthetic nonstationary seismic section with variable Q factor values alongside the time and offset axis. Eventually, the cumulant matching method was applied on a cross line of the migrated data from a 3D data set of an oilfield in the Persian Gulf. Also, the effect of the wrong Q estimation on the estimated mixed-phase wavelet was considered on the real data set. It is concluded that the accuracy of the estimated wavelet relied on the estimated Q and more than 10% error in the estimated value of Q is acceptable. Eventually, an 88% correlation was found between the estimated mixed-phase wavelets and the original ones for three horizons. The estimated wavelets applied to the data and the result of deconvolution processes was presented.

Capturing Context-Related Change in Emotional Dynamics via Fixed Moderated Time Series Analysis.

PubMed

Adolf, Janne K; Voelkle, Manuel C; Brose, Annette; Schmiedek, Florian

2017-01-01

Much of recent affect research relies on intensive longitudinal studies to assess daily emotional experiences. The resulting data are analyzed with dynamic models to capture regulatory processes involved in emotional functioning. Daily contexts, however, are commonly ignored. This may not only result in biased parameter estimates and wrong conclusions, but also ignores the opportunity to investigate contextual effects on emotional dynamics. With fixed moderated time series analysis, we present an approach that resolves this problem by estimating context-dependent change in dynamic parameters in single-subject time series models. The approach examines parameter changes of known shape and thus addresses the problem of observed intra-individual heterogeneity (e.g., changes in emotional dynamics due to observed changes in daily stress). In comparison to existing approaches to unobserved heterogeneity, model estimation is facilitated and different forms of change can readily be accommodated. We demonstrate the approach's viability given relatively short time series by means of a simulation study. In addition, we present an empirical application, targeting the joint dynamics of affect and stress and how these co-vary with daily events. We discuss potentials and limitations of the approach and close with an outlook on the broader implications for understanding emotional adaption and development.

Density estimation in tiger populations: combining information for strong inference

USGS Publications Warehouse

Gopalaswamy, Arjun M.; Royle, J. Andrew; Delampady, Mohan; Nichols, James D.; Karanth, K. Ullas; Macdonald, David W.

2012-01-01

A productive way forward in studies of animal populations is to efficiently make use of all the information available, either as raw data or as published sources, on critical parameters of interest. In this study, we demonstrate two approaches to the use of multiple sources of information on a parameter of fundamental interest to ecologists: animal density. The first approach produces estimates simultaneously from two different sources of data. The second approach was developed for situations in which initial data collection and analysis are followed up by subsequent data collection and prior knowledge is updated with new data using a stepwise process. Both approaches are used to estimate density of a rare and elusive predator, the tiger, by combining photographic and fecal DNA spatial capture–recapture data. The model, which combined information, provided the most precise estimate of density (8.5 ± 1.95 tigers/100 km2 [posterior mean ± SD]) relative to a model that utilized only one data source (photographic, 12.02 ± 3.02 tigers/100 km2 and fecal DNA, 6.65 ± 2.37 tigers/100 km2). Our study demonstrates that, by accounting for multiple sources of available information, estimates of animal density can be significantly improved.

Density estimation in tiger populations: combining information for strong inference.

PubMed

Gopalaswamy, Arjun M; Royle, J Andrew; Delampady, Mohan; Nichols, James D; Karanth, K Ullas; Macdonald, David W

2012-07-01

A productive way forward in studies of animal populations is to efficiently make use of all the information available, either as raw data or as published sources, on critical parameters of interest. In this study, we demonstrate two approaches to the use of multiple sources of information on a parameter of fundamental interest to ecologists: animal density. The first approach produces estimates simultaneously from two different sources of data. The second approach was developed for situations in which initial data collection and analysis are followed up by subsequent data collection and prior knowledge is updated with new data using a stepwise process. Both approaches are used to estimate density of a rare and elusive predator, the tiger, by combining photographic and fecal DNA spatial capture-recapture data. The model, which combined information, provided the most precise estimate of density (8.5 +/- 1.95 tigers/100 km2 [posterior mean +/- SD]) relative to a model that utilized only one data source (photographic, 12.02 +/- 3.02 tigers/100 km2 and fecal DNA, 6.65 +/- 2.37 tigers/100 km2). Our study demonstrates that, by accounting for multiple sources of available information, estimates of animal density can be significantly improved.

Examining the Feasibility and Utility of Estimating Partial Expected Value of Perfect Information (via a Nonparametric Approach) as Part of the Reimbursement Decision-Making Process in Ireland: Application to Drugs for Cancer.

PubMed

McCullagh, Laura; Schmitz, Susanne; Barry, Michael; Walsh, Cathal

2017-11-01

In Ireland, all new drugs for which reimbursement by the healthcare payer is sought undergo a health technology assessment by the National Centre for Pharmacoeconomics. The National Centre for Pharmacoeconomics estimate expected value of perfect information but not partial expected value of perfect information (owing to computational expense associated with typical methodologies). The objective of this study was to examine the feasibility and utility of estimating partial expected value of perfect information via a computationally efficient, non-parametric regression approach. This was a retrospective analysis of evaluations on drugs for cancer that had been submitted to the National Centre for Pharmacoeconomics (January 2010 to December 2014 inclusive). Drugs were excluded if cost effective at the submitted price. Drugs were excluded if concerns existed regarding the validity of the applicants' submission or if cost-effectiveness model functionality did not allow required modifications to be made. For each included drug (n = 14), value of information was estimated at the final reimbursement price, at a threshold equivalent to the incremental cost-effectiveness ratio at that price. The expected value of perfect information was estimated from probabilistic analysis. Partial expected value of perfect information was estimated via a non-parametric approach. Input parameters with a population value at least €1 million were identified as potential targets for research. All partial estimates were determined within minutes. Thirty parameters (across nine models) each had a value of at least €1 million. These were categorised. Collectively, survival analysis parameters were valued at €19.32 million, health state utility parameters at €15.81 million and parameters associated with the cost of treating adverse effects at €6.64 million. Those associated with drug acquisition costs and with the cost of care were valued at €6.51 million and €5.71 million, respectively. This research demonstrates that the estimation of partial expected value of perfect information via this computationally inexpensive approach could be considered feasible as part of the health technology assessment process for reimbursement purposes within the Irish healthcare system. It might be a useful tool in prioritising future research to decrease decision uncertainty.

PV cells electrical parameters measurement

NASA Astrophysics Data System (ADS)

Cibira, Gabriel

2017-12-01

When measuring optical parameters of a photovoltaic silicon cell, precise results bring good electrical parameters estimation, applying well-known physical-mathematical models. Nevertheless, considerable re-combination phenomena might occur in both surface and intrinsic thin layers within novel materials. Moreover, rear contact surface parameters may influence close-area re-combination phenomena, too. Therefore, the only precise electrical measurement approach is to prove assumed cell electrical parameters. Based on theoretical approach with respect to experiments, this paper analyses problems within measurement procedures and equipment used for electrical parameters acquisition within a photovoltaic silicon cell, as a case study. Statistical appraisal quality is contributed.

A unified framework for approximation in inverse problems for distributed parameter systems

NASA Technical Reports Server (NTRS)

Banks, H. T.; Ito, K.

1988-01-01

A theoretical framework is presented that can be used to treat approximation techniques for very general classes of parameter estimation problems involving distributed systems that are either first or second order in time. Using the approach developed, one can obtain both convergence and stability (continuous dependence of parameter estimates with respect to the observations) under very weak regularity and compactness assumptions on the set of admissible parameters. This unified theory can be used for many problems found in the recent literature and in many cases offers significant improvements to existing results.

An adaptive learning control system for large flexible structures

NASA Technical Reports Server (NTRS)

Thau, F. E.

1985-01-01

The objective of the research has been to study the design of adaptive/learning control systems for the control of large flexible structures. In the first activity an adaptive/learning control methodology for flexible space structures was investigated. The approach was based on using a modal model of the flexible structure dynamics and an output-error identification scheme to identify modal parameters. In the second activity, a least-squares identification scheme was proposed for estimating both modal parameters and modal-to-actuator and modal-to-sensor shape functions. The technique was applied to experimental data obtained from the NASA Langley beam experiment. In the third activity, a separable nonlinear least-squares approach was developed for estimating the number of excited modes, shape functions, modal parameters, and modal amplitude and velocity time functions for a flexible structure. In the final research activity, a dual-adaptive control strategy was developed for regulating the modal dynamics and identifying modal parameters of a flexible structure. A min-max approach was used for finding an input to provide modal parameter identification while not exceeding reasonable bounds on modal displacement.

Responder analysis without dichotomization.

PubMed

Zhang, Zhiwei; Chu, Jianxiong; Rahardja, Dewi; Zhang, Hui; Tang, Li

2016-01-01

In clinical trials, it is common practice to categorize subjects as responders and non-responders on the basis of one or more clinical measurements under pre-specified rules. Such a responder analysis is often criticized for the loss of information in dichotomizing one or more continuous or ordinal variables. It is worth noting that a responder analysis can be performed without dichotomization, because the proportion of responders for each treatment can be derived from a model for the original clinical variables (used to define a responder) and estimated by substituting maximum likelihood estimators of model parameters. This model-based approach can be considerably more efficient and more effective for dealing with missing data than the usual approach based on dichotomization. For parameter estimation, the model-based approach generally requires correct specification of the model for the original variables. However, under the sharp null hypothesis, the model-based approach remains unbiased for estimating the treatment difference even if the model is misspecified. We elaborate on these points and illustrate them with a series of simulation studies mimicking a study of Parkinson's disease, which involves longitudinal continuous data in the definition of a responder.

Estimation of Complex Permittivity of Composite Multilayer Material at Microwave Frequency Using Waveguide Measurements

NASA Technical Reports Server (NTRS)

Deshpande, Manohar D.; Dudley, Kenneth

2003-01-01

A simple method is presented to estimate the complex dielectric constants of individual layers of a multilayer composite material. Using the MatLab Optimization Tools simple MatLab scripts are written to search for electric properties of individual layers so as to match the measured and calculated S-parameters. A single layer composite material formed by using materials such as Bakelite, Nomex Felt, Fiber Glass, Woven Composite B and G, Nano Material #0, Cork, Garlock, of different thicknesses are tested using the present approach. Assuming the thicknesses of samples unknown, the present approach is shown to work well in estimating the dielectric constants and the thicknesses. A number of two layer composite materials formed by various combinations of above individual materials are tested using the present approach. However, the present approach could not provide estimate values close to their true values when the thicknesses of individual layers were assumed to be unknown. This is attributed to the difficulty in modelling the presence of airgaps between the layers while doing the measurement of S-parameters. A few examples of three layer composites are also presented.

Radar Imaging of Non-Uniformly Rotating Targets via a Novel Approach for Multi-Component AM-FM Signal Parameter Estimation

PubMed Central

Wang, Yong

2015-01-01

A novel radar imaging approach for non-uniformly rotating targets is proposed in this study. It is assumed that the maneuverability of the non-cooperative target is severe, and the received signal in a range cell can be modeled as multi-component amplitude-modulated and frequency-modulated (AM-FM) signals after motion compensation. Then, the modified version of Chirplet decomposition (MCD) based on the integrated high order ambiguity function (IHAF) is presented for the parameter estimation of AM-FM signals, and the corresponding high quality instantaneous ISAR images can be obtained from the estimated parameters. Compared with the MCD algorithm based on the generalized cubic phase function (GCPF) in the authors’ previous paper, the novel algorithm presented in this paper is more accurate and efficient, and the results with simulated and real data demonstrate the superiority of the proposed method. PMID:25806870

Estimating brain connectivity when few data points are available: Perspectives and limitations.

PubMed

Antonacci, Yuri; Toppi, Jlenia; Caschera, Stefano; Anzolin, Alessandra; Mattia, Donatella; Astolfi, Laura

2017-07-01

Methods based on the use of multivariate autoregressive modeling (MVAR) have proved to be an accurate and flexible tool for the estimation of brain functional connectivity. The multivariate approach, however, implies the use of a model whose complexity (in terms of number of parameters) increases quadratically with the number of signals included in the problem. This can often lead to an underdetermined problem and to the condition of multicollinearity. The aim of this paper is to introduce and test an approach based on Ridge Regression combined with a modified version of the statistics usually adopted for these methods, to broaden the estimation of brain connectivity to those conditions in which current methods fail, due to the lack of enough data points. We tested the performances of this new approach, in comparison with the classical approach based on ordinary least squares (OLS), by means of a simulation study implementing different ground-truth networks, under different network sizes and different levels of data points. Simulation results showed that the new approach provides better performances, in terms of accuracy of the parameters estimation and false positives/false negatives rates, in all conditions related to a low data points/model dimension ratio, and may thus be exploited to estimate and validate estimated patterns at single-trial level or when short time data segments are available.

Maximum Marginal Likelihood Estimation of a Monotonic Polynomial Generalized Partial Credit Model with Applications to Multiple Group Analysis.

PubMed

Falk, Carl F; Cai, Li

2016-06-01

We present a semi-parametric approach to estimating item response functions (IRF) useful when the true IRF does not strictly follow commonly used functions. Our approach replaces the linear predictor of the generalized partial credit model with a monotonic polynomial. The model includes the regular generalized partial credit model at the lowest order polynomial. Our approach extends Liang's (A semi-parametric approach to estimate IRFs, Unpublished doctoral dissertation, 2007) method for dichotomous item responses to the case of polytomous data. Furthermore, item parameter estimation is implemented with maximum marginal likelihood using the Bock-Aitkin EM algorithm, thereby facilitating multiple group analyses useful in operational settings. Our approach is demonstrated on both educational and psychological data. We present simulation results comparing our approach to more standard IRF estimation approaches and other non-parametric and semi-parametric alternatives.

Characterization, parameter estimation, and aircraft response statistics of atmospheric turbulence

NASA Technical Reports Server (NTRS)

Mark, W. D.

1981-01-01

A nonGaussian three component model of atmospheric turbulence is postulated that accounts for readily observable features of turbulence velocity records, their autocorrelation functions, and their spectra. Methods for computing probability density functions and mean exceedance rates of a generic aircraft response variable are developed using nonGaussian turbulence characterizations readily extracted from velocity recordings. A maximum likelihood method is developed for optimal estimation of the integral scale and intensity of records possessing von Karman transverse of longitudinal spectra. Formulas for the variances of such parameter estimates are developed. The maximum likelihood and least-square approaches are combined to yield a method for estimating the autocorrelation function parameters of a two component model for turbulence.

Non-Cooperative Target Imaging and Parameter Estimation with Narrowband Radar Echoes.

PubMed

Yeh, Chun-mao; Zhou, Wei; Lu, Yao-bing; Yang, Jian

2016-01-20

This study focuses on the rotating target imaging and parameter estimation with narrowband radar echoes, which is essential for radar target recognition. First, a two-dimensional (2D) imaging model with narrowband echoes is established in this paper, and two images of the target are formed on the velocity-acceleration plane at two neighboring coherent processing intervals (CPIs). Then, the rotating velocity (RV) is proposed to be estimated by utilizing the relationship between the positions of the scattering centers among two images. Finally, the target image is rescaled to the range-cross-range plane with the estimated rotational parameter. The validity of the proposed approach is confirmed using numerical simulations.

Space-dependent perfusion coefficient estimation in a 2D bioheat transfer problem

NASA Astrophysics Data System (ADS)

Bazán, Fermín S. V.; Bedin, Luciano; Borges, Leonardo S.

2017-05-01

In this work, a method for estimating the space-dependent perfusion coefficient parameter in a 2D bioheat transfer model is presented. In the method, the bioheat transfer model is transformed into a time-dependent semidiscrete system of ordinary differential equations involving perfusion coefficient values as parameters, and the estimation problem is solved through a nonlinear least squares technique. In particular, the bioheat problem is solved by the method of lines based on a highly accurate pseudospectral approach, and perfusion coefficient values are estimated by the regularized Gauss-Newton method coupled with a proper regularization parameter. The performance of the method on several test problems is illustrated numerically.

A one-step method for modelling longitudinal data with differential equations.

PubMed

Hu, Yueqin; Treinen, Raymond

2018-04-06

Differential equation models are frequently used to describe non-linear trajectories of longitudinal data. This study proposes a new approach to estimate the parameters in differential equation models. Instead of estimating derivatives from the observed data first and then fitting a differential equation to the derivatives, our new approach directly fits the analytic solution of a differential equation to the observed data, and therefore simplifies the procedure and avoids bias from derivative estimations. A simulation study indicates that the analytic solutions of differential equations (ASDE) approach obtains unbiased estimates of parameters and their standard errors. Compared with other approaches that estimate derivatives first, ASDE has smaller standard error, larger statistical power and accurate Type I error. Although ASDE obtains biased estimation when the system has sudden phase change, the bias is not serious and a solution is also provided to solve the phase problem. The ASDE method is illustrated and applied to a two-week study on consumers' shopping behaviour after a sale promotion, and to a set of public data tracking participants' grammatical facial expression in sign language. R codes for ASDE, recommendations for sample size and starting values are provided. Limitations and several possible expansions of ASDE are also discussed. © 2018 The British Psychological Society.

A Bayesian approach to tracking patients having changing pharmacokinetic parameters

NASA Technical Reports Server (NTRS)

Bayard, David S.; Jelliffe, Roger W.

2004-01-01

This paper considers the updating of Bayesian posterior densities for pharmacokinetic models associated with patients having changing parameter values. For estimation purposes it is proposed to use the Interacting Multiple Model (IMM) estimation algorithm, which is currently a popular algorithm in the aerospace community for tracking maneuvering targets. The IMM algorithm is described, and compared to the multiple model (MM) and Maximum A-Posteriori (MAP) Bayesian estimation methods, which are presently used for posterior updating when pharmacokinetic parameters do not change. Both the MM and MAP Bayesian estimation methods are used in their sequential forms, to facilitate tracking of changing parameters. Results indicate that the IMM algorithm is well suited for tracking time-varying pharmacokinetic parameters in acutely ill and unstable patients, incurring only about half of the integrated error compared to the sequential MM and MAP methods on the same example.

A modified Leslie-Gower predator-prey interaction model and parameter identifiability

NASA Astrophysics Data System (ADS)

Tripathi, Jai Prakash; Meghwani, Suraj S.; Thakur, Manoj; Abbas, Syed

2018-01-01

In this work, bifurcation and a systematic approach for estimation of identifiable parameters of a modified Leslie-Gower predator-prey system with Crowley-Martin functional response and prey refuge is discussed. Global asymptotic stability is discussed by applying fluctuation lemma. The system undergoes into Hopf bifurcation with respect to parameters intrinsic growth rate of predators (s) and prey reserve (m). The stability of Hopf bifurcation is also discussed by calculating Lyapunov number. The sensitivity analysis of the considered model system with respect to all variables is performed which also supports our theoretical study. To estimate the unknown parameter from the data, an optimization procedure (pseudo-random search algorithm) is adopted. System responses and phase plots for estimated parameters are also compared with true noise free data. It is found that the system dynamics with true set of parametric values is similar to the estimated parametric values. Numerical simulations are presented to substantiate the analytical findings.

Historical HIV incidence modelling in regional subgroups: use of flexible discrete models with penalized splines based on prior curves.

PubMed

Greenland, S

1996-03-15

This paper presents an approach to back-projection (back-calculation) of human immunodeficiency virus (HIV) person-year infection rates in regional subgroups based on combining a log-linear model for subgroup differences with a penalized spline model for trends. The penalized spline approach allows flexible trend estimation but requires far fewer parameters than fully non-parametric smoothers, thus saving parameters that can be used in estimating subgroup effects. Use of reasonable prior curve to construct the penalty function minimizes the degree of smoothing needed beyond model specification. The approach is illustrated in application to acquired immunodeficiency syndrome (AIDS) surveillance data from Los Angeles County.

Remote sensing-aided systems for snow qualification, evapotranspiration estimation, and their application in hydrologic models

NASA Technical Reports Server (NTRS)

Korram, S.

1977-01-01

The design of general remote sensing-aided methodologies was studied to provide the estimates of several important inputs to water yield forecast models. These input parameters are snow area extent, snow water content, and evapotranspiration. The study area is Feather River Watershed (780,000 hectares), Northern California. The general approach involved a stepwise sequence of identification of the required information, sample design, measurement/estimation, and evaluation of results. All the relevent and available information types needed in the estimation process are being defined. These include Landsat, meteorological satellite, and aircraft imagery, topographic and geologic data, ground truth data, and climatic data from ground stations. A cost-effective multistage sampling approach was employed in quantification of all the required parameters. The physical and statistical models for both snow quantification and evapotranspiration estimation was developed. These models use the information obtained by aerial and ground data through appropriate statistical sampling design.

A stochastic approach to online vehicle state and parameter estimation, with application to inertia estimation for rollover prevention and battery charge/health estimation.

DOT National Transportation Integrated Search

2013-08-01

This report summarizes research conducted at Penn State, Virginia Tech, and West Virginia University on the development of algorithms based on the generalized polynomial chaos (gpc) expansion for the online estimation of automotive and transportation...

Sample Size Estimation: The Easy Way

ERIC Educational Resources Information Center

Weller, Susan C.

2015-01-01

This article presents a simple approach to making quick sample size estimates for basic hypothesis tests. Although there are many sources available for estimating sample sizes, methods are not often integrated across statistical tests, levels of measurement of variables, or effect sizes. A few parameters are required to estimate sample sizes and…

A Bayesian approach to the modelling of α Cen A

NASA Astrophysics Data System (ADS)

Bazot, M.; Bourguignon, S.; Christensen-Dalsgaard, J.

2012-12-01

Determining the physical characteristics of a star is an inverse problem consisting of estimating the parameters of models for the stellar structure and evolution, and knowing certain observable quantities. We use a Bayesian approach to solve this problem for α Cen A, which allows us to incorporate prior information on the parameters to be estimated, in order to better constrain the problem. Our strategy is based on the use of a Markov chain Monte Carlo (MCMC) algorithm to estimate the posterior probability densities of the stellar parameters: mass, age, initial chemical composition, etc. We use the stellar evolutionary code ASTEC to model the star. To constrain this model both seismic and non-seismic observations were considered. Several different strategies were tested to fit these values, using either two free parameters or five free parameters in ASTEC. We are thus able to show evidence that MCMC methods become efficient with respect to more classical grid-based strategies when the number of parameters increases. The results of our MCMC algorithm allow us to derive estimates for the stellar parameters and robust uncertainties thanks to the statistical analysis of the posterior probability densities. We are also able to compute odds for the presence of a convective core in α Cen A. When using core-sensitive seismic observational constraints, these can rise above ˜40 per cent. The comparison of results to previous studies also indicates that these seismic constraints are of critical importance for our knowledge of the structure of this star.

Impact of fitting algorithms on errors of parameter estimates in dynamic contrast-enhanced MRI

NASA Astrophysics Data System (ADS)

Debus, C.; Floca, R.; Nörenberg, D.; Abdollahi, A.; Ingrisch, M.

2017-12-01

Parameter estimation in dynamic contrast-enhanced MRI (DCE MRI) is usually performed by non-linear least square (NLLS) fitting of a pharmacokinetic model to a measured concentration-time curve. The two-compartment exchange model (2CXM) describes the compartments ‘plasma’ and ‘interstitial volume’ and their exchange in terms of plasma flow and capillary permeability. The model function can be defined by either a system of two coupled differential equations or a closed-form analytical solution. The aim of this study was to compare these two representations in terms of accuracy, robustness and computation speed, depending on parameter combination and temporal sampling. The impact on parameter estimation errors was investigated by fitting the 2CXM to simulated concentration-time curves. Parameter combinations representing five tissue types were used, together with two arterial input functions, a measured and a theoretical population based one, to generate 4D concentration images at three different temporal resolutions. Images were fitted by NLLS techniques, where the sum of squared residuals was calculated by either numeric integration with the Runge-Kutta method or convolution. Furthermore two example cases, a prostate carcinoma and a glioblastoma multiforme patient, were analyzed in order to investigate the validity of our findings in real patient data. The convolution approach yields improved results in precision and robustness of determined parameters. Precision and stability are limited in curves with low blood flow. The model parameter ve shows great instability and little reliability in all cases. Decreased temporal resolution results in significant errors for the differential equation approach in several curve types. The convolution excelled in computational speed by three orders of magnitude. Uncertainties in parameter estimation at low temporal resolution cannot be compensated by usage of the differential equations. Fitting with the convolution approach is superior in computational time, with better stability and accuracy at the same time.

Parameter Estimation of Partial Differential Equation Models.

PubMed

Xun, Xiaolei; Cao, Jiguo; Mallick, Bani; Carroll, Raymond J; Maity, Arnab

2013-01-01

Partial differential equation (PDE) models are commonly used to model complex dynamic systems in applied sciences such as biology and finance. The forms of these PDE models are usually proposed by experts based on their prior knowledge and understanding of the dynamic system. Parameters in PDE models often have interesting scientific interpretations, but their values are often unknown, and need to be estimated from the measurements of the dynamic system in the present of measurement errors. Most PDEs used in practice have no analytic solutions, and can only be solved with numerical methods. Currently, methods for estimating PDE parameters require repeatedly solving PDEs numerically under thousands of candidate parameter values, and thus the computational load is high. In this article, we propose two methods to estimate parameters in PDE models: a parameter cascading method and a Bayesian approach. In both methods, the underlying dynamic process modeled with the PDE model is represented via basis function expansion. For the parameter cascading method, we develop two nested levels of optimization to estimate the PDE parameters. For the Bayesian method, we develop a joint model for data and the PDE, and develop a novel hierarchical model allowing us to employ Markov chain Monte Carlo (MCMC) techniques to make posterior inference. Simulation studies show that the Bayesian method and parameter cascading method are comparable, and both outperform other available methods in terms of estimation accuracy. The two methods are demonstrated by estimating parameters in a PDE model from LIDAR data.

A General Approach for Specifying Informative Prior Distributions for PBPK Model Parameters

EPA Science Inventory

Characterization of uncertainty in model predictions is receiving more interest as more models are being used in applications that are critical to human health. For models in which parameters reflect biological characteristics, it is often possible to provide estimates of paramet...

Bayesian parameter estimation for the Wnt pathway: an infinite mixture models approach.

PubMed

Koutroumpas, Konstantinos; Ballarini, Paolo; Votsi, Irene; Cournède, Paul-Henry

2016-09-01

Likelihood-free methods, like Approximate Bayesian Computation (ABC), have been extensively used in model-based statistical inference with intractable likelihood functions. When combined with Sequential Monte Carlo (SMC) algorithms they constitute a powerful approach for parameter estimation and model selection of mathematical models of complex biological systems. A crucial step in the ABC-SMC algorithms, significantly affecting their performance, is the propagation of a set of parameter vectors through a sequence of intermediate distributions using Markov kernels. In this article, we employ Dirichlet process mixtures (DPMs) to design optimal transition kernels and we present an ABC-SMC algorithm with DPM kernels. We illustrate the use of the proposed methodology using real data for the canonical Wnt signaling pathway. A multi-compartment model of the pathway is developed and it is compared to an existing model. The results indicate that DPMs are more efficient in the exploration of the parameter space and can significantly improve ABC-SMC performance. In comparison to alternative sampling schemes that are commonly used, the proposed approach can bring potential benefits in the estimation of complex multimodal distributions. The method is used to estimate the parameters and the initial state of two models of the Wnt pathway and it is shown that the multi-compartment model fits better the experimental data. Python scripts for the Dirichlet Process Gaussian Mixture model and the Gibbs sampler are available at https://sites.google.com/site/kkoutroumpas/software konstantinos.koutroumpas@ecp.fr. © The Author 2016. Published by Oxford University Press. All rights reserved. For Permissions, please e-mail: journals.permissions@oup.com.

Joint parameter and state estimation algorithms for real-time traffic monitoring.

DOT National Transportation Integrated Search

2013-12-01

A common approach to traffic monitoring is to combine a macroscopic traffic flow model with traffic sensor data in a process called state estimation, data fusion, or data assimilation. The main challenge of traffic state estimation is the integration...

Time-Varying Delay Estimation Applied to the Surface Electromyography Signals Using the Parametric Approach

NASA Astrophysics Data System (ADS)

Luu, Gia Thien; Boualem, Abdelbassit; Duy, Tran Trung; Ravier, Philippe; Butteli, Olivier

Muscle Fiber Conduction Velocity (MFCV) can be calculated from the time delay between the surface electromyographic (sEMG) signals recorded by electrodes aligned with the fiber direction. In order to take into account the non-stationarity during the dynamic contraction (the most daily life situation) of the data, the developed methods have to consider that the MFCV changes over time, which induces time-varying delays and the data is non-stationary (change of Power Spectral Density (PSD)). In this paper, the problem of TVD estimation is considered using a parametric method. First, the polynomial model of TVD has been proposed. Then, the TVD model parameters are estimated by using a maximum likelihood estimation (MLE) strategy solved by a deterministic optimization technique (Newton) and stochastic optimization technique, called simulated annealing (SA). The performance of the two techniques is also compared. We also derive two appropriate Cramer-Rao Lower Bounds (CRLB) for the estimated TVD model parameters and for the TVD waveforms. Monte-Carlo simulation results show that the estimation of both the model parameters and the TVD function is unbiased and that the variance obtained is close to the derived CRBs. A comparison with non-parametric approaches of the TVD estimation is also presented and shows the superiority of the method proposed.

Adaptive MCMC in Bayesian phylogenetics: an application to analyzing partitioned data in BEAST.

PubMed

Baele, Guy; Lemey, Philippe; Rambaut, Andrew; Suchard, Marc A

2017-06-15

Advances in sequencing technology continue to deliver increasingly large molecular sequence datasets that are often heavily partitioned in order to accurately model the underlying evolutionary processes. In phylogenetic analyses, partitioning strategies involve estimating conditionally independent models of molecular evolution for different genes and different positions within those genes, requiring a large number of evolutionary parameters that have to be estimated, leading to an increased computational burden for such analyses. The past two decades have also seen the rise of multi-core processors, both in the central processing unit (CPU) and Graphics processing unit processor markets, enabling massively parallel computations that are not yet fully exploited by many software packages for multipartite analyses. We here propose a Markov chain Monte Carlo (MCMC) approach using an adaptive multivariate transition kernel to estimate in parallel a large number of parameters, split across partitioned data, by exploiting multi-core processing. Across several real-world examples, we demonstrate that our approach enables the estimation of these multipartite parameters more efficiently than standard approaches that typically use a mixture of univariate transition kernels. In one case, when estimating the relative rate parameter of the non-coding partition in a heterochronous dataset, MCMC integration efficiency improves by > 14-fold. Our implementation is part of the BEAST code base, a widely used open source software package to perform Bayesian phylogenetic inference. guy.baele@kuleuven.be. Supplementary data are available at Bioinformatics online. © The Author 2017. Published by Oxford University Press. All rights reserved. For Permissions, please e-mail: journals.permissions@oup.com

SEE rate estimation based on diffusion approximation of charge collection

NASA Astrophysics Data System (ADS)

Sogoyan, Armen V.; Chumakov, Alexander I.; Smolin, Anatoly A.

2018-03-01

The integral rectangular parallelepiped (IRPP) method remains the main approach to single event rate (SER) prediction for aerospace systems, despite the growing number of issues impairing method's validity when applied to scaled technology nodes. One of such issues is uncertainty in parameters extraction in the IRPP method, which can lead to a spread of several orders of magnitude in the subsequently calculated SER. The paper presents an alternative approach to SER estimation based on diffusion approximation of the charge collection by an IC element and geometrical interpretation of SEE cross-section. In contrast to the IRPP method, the proposed model includes only two parameters which are uniquely determined from the experimental data for normal incidence irradiation at an ion accelerator. This approach eliminates the necessity of arbitrary decisions during parameter extraction and, thus, greatly simplifies calculation procedure and increases the robustness of the forecast.

Estimating a Logistic Discrimination Functions When One of the Training Samples Is Subject to Misclassification: A Maximum Likelihood Approach.

PubMed

Nagelkerke, Nico; Fidler, Vaclav

2015-01-01

The problem of discrimination and classification is central to much of epidemiology. Here we consider the estimation of a logistic regression/discrimination function from training samples, when one of the training samples is subject to misclassification or mislabeling, e.g. diseased individuals are incorrectly classified/labeled as healthy controls. We show that this leads to zero-inflated binomial model with a defective logistic regression or discrimination function, whose parameters can be estimated using standard statistical methods such as maximum likelihood. These parameters can be used to estimate the probability of true group membership among those, possibly erroneously, classified as controls. Two examples are analyzed and discussed. A simulation study explores properties of the maximum likelihood parameter estimates and the estimates of the number of mislabeled observations.

Certainty Equivalence M-MRAC for Systems with Unmatched Uncertainties

NASA Technical Reports Server (NTRS)

Stepanyan, Vahram; Krishnakumar, Kalmanje

2012-01-01

The paper presents a certainty equivalence state feedback indirect adaptive control design method for the systems of any relative degree with unmatched uncertainties. The approach is based on the parameter identification (estimation) model, which is completely separated from the control design and is capable of producing parameter estimates as fast as the computing power allows without generating high frequency oscillations. It is shown that the system's input and output tracking errors can be systematically decreased by the proper choice of the design parameters.

Estimation of cylinder orientation in three-dimensional point cloud using angular distance-based optimization

NASA Astrophysics Data System (ADS)

Su, Yun-Ting; Hu, Shuowen; Bethel, James S.

2017-05-01

Light detection and ranging (LIDAR) has become a widely used tool in remote sensing for mapping, surveying, modeling, and a host of other applications. The motivation behind this work is the modeling of piping systems in industrial sites, where cylinders are the most common primitive or shape. We focus on cylinder parameter estimation in three-dimensional point clouds, proposing a mathematical formulation based on angular distance to determine the cylinder orientation. We demonstrate the accuracy and robustness of the technique on synthetically generated cylinder point clouds (where the true axis orientation is known) as well as on real LIDAR data of piping systems. The proposed algorithm is compared with a discrete space Hough transform-based approach as well as a continuous space inlier approach, which iteratively discards outlier points to refine the cylinder parameter estimates. Results show that the proposed method is more computationally efficient than the Hough transform approach and is more accurate than both the Hough transform approach and the inlier method.

Approaches to Estimate Consumer Exposure under TSCA

EPA Pesticide Factsheets

CEM contains a combination of models and default parameters which are used to estimate inhalation, dermal, and oral exposures to consumer products and articles for a wide variety of product and article use categories.

PROUCL 4.0 SOFTWARE

EPA Science Inventory

Statistical inference, including both estimation and hypotheses testing approaches, is routinely used to: estimate environmental parameters of interest, such as exposure point concentration (EPC) terms, not-to-exceed values, and background level threshold values (BTVs) for contam...

Maximum Likelihood Reconstruction for Magnetic Resonance Fingerprinting

PubMed Central

Zhao, Bo; Setsompop, Kawin; Ye, Huihui; Cauley, Stephen; Wald, Lawrence L.

2017-01-01

This paper introduces a statistical estimation framework for magnetic resonance (MR) fingerprinting, a recently proposed quantitative imaging paradigm. Within this framework, we present a maximum likelihood (ML) formalism to estimate multiple parameter maps directly from highly undersampled, noisy k-space data. A novel algorithm, based on variable splitting, the alternating direction method of multipliers, and the variable projection method, is developed to solve the resulting optimization problem. Representative results from both simulations and in vivo experiments demonstrate that the proposed approach yields significantly improved accuracy in parameter estimation, compared to the conventional MR fingerprinting reconstruction. Moreover, the proposed framework provides new theoretical insights into the conventional approach. We show analytically that the conventional approach is an approximation to the ML reconstruction; more precisely, it is exactly equivalent to the first iteration of the proposed algorithm for the ML reconstruction, provided that a gridding reconstruction is used as an initialization. PMID:26915119

Maximum Likelihood Reconstruction for Magnetic Resonance Fingerprinting.

PubMed

Zhao, Bo; Setsompop, Kawin; Ye, Huihui; Cauley, Stephen F; Wald, Lawrence L

2016-08-01

This paper introduces a statistical estimation framework for magnetic resonance (MR) fingerprinting, a recently proposed quantitative imaging paradigm. Within this framework, we present a maximum likelihood (ML) formalism to estimate multiple MR tissue parameter maps directly from highly undersampled, noisy k-space data. A novel algorithm, based on variable splitting, the alternating direction method of multipliers, and the variable projection method, is developed to solve the resulting optimization problem. Representative results from both simulations and in vivo experiments demonstrate that the proposed approach yields significantly improved accuracy in parameter estimation, compared to the conventional MR fingerprinting reconstruction. Moreover, the proposed framework provides new theoretical insights into the conventional approach. We show analytically that the conventional approach is an approximation to the ML reconstruction; more precisely, it is exactly equivalent to the first iteration of the proposed algorithm for the ML reconstruction, provided that a gridding reconstruction is used as an initialization.

Experimental Design for Parameter Estimation of Gene Regulatory Networks

PubMed Central

Timmer, Jens

2012-01-01

Systems biology aims for building quantitative models to address unresolved issues in molecular biology. In order to describe the behavior of biological cells adequately, gene regulatory networks (GRNs) are intensively investigated. As the validity of models built for GRNs depends crucially on the kinetic rates, various methods have been developed to estimate these parameters from experimental data. For this purpose, it is favorable to choose the experimental conditions yielding maximal information. However, existing experimental design principles often rely on unfulfilled mathematical assumptions or become computationally demanding with growing model complexity. To solve this problem, we combined advanced methods for parameter and uncertainty estimation with experimental design considerations. As a showcase, we optimized three simulated GRNs in one of the challenges from the Dialogue for Reverse Engineering Assessment and Methods (DREAM). This article presents our approach, which was awarded the best performing procedure at the DREAM6 Estimation of Model Parameters challenge. For fast and reliable parameter estimation, local deterministic optimization of the likelihood was applied. We analyzed identifiability and precision of the estimates by calculating the profile likelihood. Furthermore, the profiles provided a way to uncover a selection of most informative experiments, from which the optimal one was chosen using additional criteria at every step of the design process. In conclusion, we provide a strategy for optimal experimental design and show its successful application on three highly nonlinear dynamic models. Although presented in the context of the GRNs to be inferred for the DREAM6 challenge, the approach is generic and applicable to most types of quantitative models in systems biology and other disciplines. PMID:22815723

Profile-Likelihood Approach for Estimating Generalized Linear Mixed Models with Factor Structures

ERIC Educational Resources Information Center

Jeon, Minjeong; Rabe-Hesketh, Sophia

2012-01-01

In this article, the authors suggest a profile-likelihood approach for estimating complex models by maximum likelihood (ML) using standard software and minimal programming. The method works whenever setting some of the parameters of the model to known constants turns the model into a standard model. An important class of models that can be…

Fitting a Structured Juvenile-Adult Model for Green Tree Frogs to Population Estimates from Capture-Mark-Recapture Field Data

USGS Publications Warehouse

Ackleh, A.S.; Carter, J.; Deng, K.; Huang, Q.; Pal, N.; Yang, X.

2012-01-01

We derive point and interval estimates for an urban population of green tree frogs (Hyla cinerea) from capture-mark-recapture field data obtained during the years 2006-2009. We present an infinite-dimensional least-squares approach which compares a mathematical population model to the statistical population estimates obtained from the field data. The model is composed of nonlinear first-order hyperbolic equations describing the dynamics of the amphibian population where individuals are divided into juveniles (tadpoles) and adults (frogs). To solve the least-squares problem, an explicit finite difference approximation is developed. Convergence results for the computed parameters are presented. Parameter estimates for the vital rates of juveniles and adults are obtained, and standard deviations for these estimates are computed. Numerical results for the model sensitivity with respect to these parameters are given. Finally, the above-mentioned parameter estimates are used to illustrate the long-time behavior of the population under investigation. ?? 2011 Society for Mathematical Biology.

Model-Based IN SITU Parameter Estimation of Ultrasonic Guided Waves in AN Isotropic Plate

NASA Astrophysics Data System (ADS)

Hall, James S.; Michaels, Jennifer E.

2010-02-01

Most ultrasonic systems employing guided waves for flaw detection require information such as dispersion curves, transducer locations, and expected propagation loss. Degraded system performance may result if assumed parameter values do not accurately reflect the actual environment. By characterizing the propagating environment in situ at the time of test, potentially erroneous a priori estimates are avoided and performance of ultrasonic guided wave systems can be improved. A four-part model-based algorithm is described in the context of previous work that estimates model parameters whereby an assumed propagation model is used to describe the received signals. This approach builds upon previous work by demonstrating the ability to estimate parameters for the case of single mode propagation. Performance is demonstrated on signals obtained from theoretical dispersion curves, finite element modeling, and experimental data.

Estimating the hydraulic parameters of a confined aquifer based on the response of groundwater levels to seismic Rayleigh waves

NASA Astrophysics Data System (ADS)

Sun, Xiaolong; Xiang, Yang; Shi, Zheming

2018-05-01

Groundwater flow models implemented to manage regional water resources require aquifer hydraulic parameters. Traditional methods for obtaining these parameters include laboratory experiments, field tests and model inversions, and each are potentially hindered by their unique limitations. Here, we propose a methodology for estimating hydraulic conductivity and storage coefficients using the spectral characteristics of the coseismic groundwater-level oscillations and seismic Rayleigh waves. The results from Well X10 are consistent with the variations and spectral characteristics of the water-level oscillations and seismic waves and present an estimated hydraulic conductivity of approximately 1 × 10-3 m s-1 and storativity of 15 × 10-6. The proposed methodology for estimating hydraulic parameters in confined aquifers is a practical and novel approach for groundwater management and seismic precursor anomaly analyses.

OPTIMAL EXPERIMENT DESIGN FOR MAGNETIC RESONANCE FINGERPRINTING

PubMed Central

Zhao, Bo; Haldar, Justin P.; Setsompop, Kawin; Wald, Lawrence L.

2017-01-01

Magnetic resonance (MR) fingerprinting is an emerging quantitative MR imaging technique that simultaneously acquires multiple tissue parameters in an efficient experiment. In this work, we present an estimation-theoretic framework to evaluate and design MR fingerprinting experiments. More specifically, we derive the Cramér-Rao bound (CRB), a lower bound on the covariance of any unbiased estimator, to characterize parameter estimation for MR fingerprinting. We then formulate an optimal experiment design problem based on the CRB to choose a set of acquisition parameters (e.g., flip angles and/or repetition times) that maximizes the signal-to-noise ratio efficiency of the resulting experiment. The utility of the proposed approach is validated by numerical studies. Representative results demonstrate that the optimized experiments allow for substantial reduction in the length of an MR fingerprinting acquisition, and substantial improvement in parameter estimation performance. PMID:28268369

Optimal experiment design for magnetic resonance fingerprinting.

PubMed

Bo Zhao; Haldar, Justin P; Setsompop, Kawin; Wald, Lawrence L

2016-08-01

Magnetic resonance (MR) fingerprinting is an emerging quantitative MR imaging technique that simultaneously acquires multiple tissue parameters in an efficient experiment. In this work, we present an estimation-theoretic framework to evaluate and design MR fingerprinting experiments. More specifically, we derive the Cramér-Rao bound (CRB), a lower bound on the covariance of any unbiased estimator, to characterize parameter estimation for MR fingerprinting. We then formulate an optimal experiment design problem based on the CRB to choose a set of acquisition parameters (e.g., flip angles and/or repetition times) that maximizes the signal-to-noise ratio efficiency of the resulting experiment. The utility of the proposed approach is validated by numerical studies. Representative results demonstrate that the optimized experiments allow for substantial reduction in the length of an MR fingerprinting acquisition, and substantial improvement in parameter estimation performance.

The drift diffusion model as the choice rule in reinforcement learning.

PubMed

Pedersen, Mads Lund; Frank, Michael J; Biele, Guido

2017-08-01

Current reinforcement-learning models often assume simplified decision processes that do not fully reflect the dynamic complexities of choice processes. Conversely, sequential-sampling models of decision making account for both choice accuracy and response time, but assume that decisions are based on static decision values. To combine these two computational models of decision making and learning, we implemented reinforcement-learning models in which the drift diffusion model describes the choice process, thereby capturing both within- and across-trial dynamics. To exemplify the utility of this approach, we quantitatively fit data from a common reinforcement-learning paradigm using hierarchical Bayesian parameter estimation, and compared model variants to determine whether they could capture the effects of stimulant medication in adult patients with attention-deficit hyperactivity disorder (ADHD). The model with the best relative fit provided a good description of the learning process, choices, and response times. A parameter recovery experiment showed that the hierarchical Bayesian modeling approach enabled accurate estimation of the model parameters. The model approach described here, using simultaneous estimation of reinforcement-learning and drift diffusion model parameters, shows promise for revealing new insights into the cognitive and neural mechanisms of learning and decision making, as well as the alteration of such processes in clinical groups.

The drift diffusion model as the choice rule in reinforcement learning

PubMed Central

Frank, Michael J.

2017-01-01

Current reinforcement-learning models often assume simplified decision processes that do not fully reflect the dynamic complexities of choice processes. Conversely, sequential-sampling models of decision making account for both choice accuracy and response time, but assume that decisions are based on static decision values. To combine these two computational models of decision making and learning, we implemented reinforcement-learning models in which the drift diffusion model describes the choice process, thereby capturing both within- and across-trial dynamics. To exemplify the utility of this approach, we quantitatively fit data from a common reinforcement-learning paradigm using hierarchical Bayesian parameter estimation, and compared model variants to determine whether they could capture the effects of stimulant medication in adult patients with attention-deficit hyper-activity disorder (ADHD). The model with the best relative fit provided a good description of the learning process, choices, and response times. A parameter recovery experiment showed that the hierarchical Bayesian modeling approach enabled accurate estimation of the model parameters. The model approach described here, using simultaneous estimation of reinforcement-learning and drift diffusion model parameters, shows promise for revealing new insights into the cognitive and neural mechanisms of learning and decision making, as well as the alteration of such processes in clinical groups. PMID:27966103

Utilizing High-Performance Computing to Investigate Parameter Sensitivity of an Inversion Model for Vadose Zone Flow and Transport

NASA Astrophysics Data System (ADS)

Fang, Z.; Ward, A. L.; Fang, Y.; Yabusaki, S.

2011-12-01

High-resolution geologic models have proven effective in improving the accuracy of subsurface flow and transport predictions. However, many of the parameters in subsurface flow and transport models cannot be determined directly at the scale of interest and must be estimated through inverse modeling. A major challenge, particularly in vadose zone flow and transport, is the inversion of the highly-nonlinear, high-dimensional problem as current methods are not readily scalable for large-scale, multi-process models. In this paper we describe the implementation of a fully automated approach for addressing complex parameter optimization and sensitivity issues on massively parallel multi- and many-core systems. The approach is based on the integration of PNNL's extreme scale Subsurface Transport Over Multiple Phases (eSTOMP) simulator, which uses the Global Array toolkit, with the Beowulf-Cluster inspired parallel nonlinear parameter estimation software, BeoPEST in the MPI mode. In the eSTOMP/BeoPEST implementation, a pre-processor generates all of the PEST input files based on the eSTOMP input file. Simulation results for comparison with observations are extracted automatically at each time step eliminating the need for post-process data extractions. The inversion framework was tested with three different experimental data sets: one-dimensional water flow at Hanford Grass Site; irrigation and infiltration experiment at the Andelfingen Site; and a three-dimensional injection experiment at Hanford's Sisson and Lu Site. Good agreements are achieved in all three applications between observations and simulations in both parameter estimates and water dynamics reproduction. Results show that eSTOMP/BeoPEST approach is highly scalable and can be run efficiently with hundreds or thousands of processors. BeoPEST is fault tolerant and new nodes can be dynamically added and removed. A major advantage of this approach is the ability to use high-resolution geologic models to preserve the spatial structure in the inverse model, which leads to better parameter estimates and improved predictions when using the inverse-conditioned realizations of parameter fields.

Estimation and Identifiability of Model Parameters in Human Nociceptive Processing Using Yes-No Detection Responses to Electrocutaneous Stimulation.

PubMed

Yang, Huan; Meijer, Hil G E; Buitenweg, Jan R; van Gils, Stephan A

2016-01-01

Healthy or pathological states of nociceptive subsystems determine different stimulus-response relations measured from quantitative sensory testing. In turn, stimulus-response measurements may be used to assess these states. In a recently developed computational model, six model parameters characterize activation of nerve endings and spinal neurons. However, both model nonlinearity and limited information in yes-no detection responses to electrocutaneous stimuli challenge to estimate model parameters. Here, we address the question whether and how one can overcome these difficulties for reliable parameter estimation. First, we fit the computational model to experimental stimulus-response pairs by maximizing the likelihood. To evaluate the balance between model fit and complexity, i.e., the number of model parameters, we evaluate the Bayesian Information Criterion. We find that the computational model is better than a conventional logistic model regarding the balance. Second, our theoretical analysis suggests to vary the pulse width among applied stimuli as a necessary condition to prevent structural non-identifiability. In addition, the numerically implemented profile likelihood approach reveals structural and practical non-identifiability. Our model-based approach with integration of psychophysical measurements can be useful for a reliable assessment of states of the nociceptive system.

Joint state and parameter estimation of the hemodynamic model by particle smoother expectation maximization method

NASA Astrophysics Data System (ADS)

Aslan, Serdar; Taylan Cemgil, Ali; Akın, Ata

2016-08-01

Objective. In this paper, we aimed for the robust estimation of the parameters and states of the hemodynamic model by using blood oxygen level dependent signal. Approach. In the fMRI literature, there are only a few successful methods that are able to make a joint estimation of the states and parameters of the hemodynamic model. In this paper, we implemented a maximum likelihood based method called the particle smoother expectation maximization (PSEM) algorithm for the joint state and parameter estimation. Main results. Former sequential Monte Carlo methods were only reliable in the hemodynamic state estimates. They were claimed to outperform the local linearization (LL) filter and the extended Kalman filter (EKF). The PSEM algorithm is compared with the most successful method called square-root cubature Kalman smoother (SCKS) for both state and parameter estimation. SCKS was found to be better than the dynamic expectation maximization (DEM) algorithm, which was shown to be a better estimator than EKF, LL and particle filters. Significance. PSEM was more accurate than SCKS for both the state and the parameter estimation. Hence, PSEM seems to be the most accurate method for the system identification and state estimation for the hemodynamic model inversion literature. This paper do not compare its results with Tikhonov-regularized Newton—CKF (TNF-CKF), a recent robust method which works in filtering sense.

Parameter estimation of a three-axis spacecraft simulator using recursive least-squares approach with tracking differentiator and Extended Kalman Filter

NASA Astrophysics Data System (ADS)

Xu, Zheyao; Qi, Naiming; Chen, Yukun

2015-12-01

Spacecraft simulators are widely used to study the dynamics, guidance, navigation, and control of a spacecraft on the ground. A spacecraft simulator can have three rotational degrees of freedom by using a spherical air-bearing to simulate a frictionless and micro-gravity space environment. The moment of inertia and center of mass are essential for control system design of ground-based three-axis spacecraft simulators. Unfortunately, they cannot be known precisely. This paper presents two approaches, i.e. a recursive least-squares (RLS) approach with tracking differentiator (TD) and Extended Kalman Filter (EKF) method, to estimate inertia parameters. The tracking differentiator (TD) filter the noise coupled with the measured signals and generate derivate of the measured signals. Combination of two TD filters in series obtains the angular accelerations that are required in RLS (TD-TD-RLS). Another method that does not need to estimate the angular accelerations is using the integrated form of dynamics equation. An extended TD (ETD) filter which can also generate the integration of the function of signals is presented for RLS (denoted as ETD-RLS). States and inertia parameters are estimated simultaneously using EKF. The observability is analyzed. All proposed methods are illustrated by simulations and experiments.

Parameter estimation of multivariate multiple regression model using bayesian with non-informative Jeffreys’ prior distribution

NASA Astrophysics Data System (ADS)

Saputro, D. R. S.; Amalia, F.; Widyaningsih, P.; Affan, R. C.

2018-05-01

Bayesian method is a method that can be used to estimate the parameters of multivariate multiple regression model. Bayesian method has two distributions, there are prior and posterior distributions. Posterior distribution is influenced by the selection of prior distribution. Jeffreys’ prior distribution is a kind of Non-informative prior distribution. This prior is used when the information about parameter not available. Non-informative Jeffreys’ prior distribution is combined with the sample information resulting the posterior distribution. Posterior distribution is used to estimate the parameter. The purposes of this research is to estimate the parameters of multivariate regression model using Bayesian method with Non-informative Jeffreys’ prior distribution. Based on the results and discussion, parameter estimation of β and Σ which were obtained from expected value of random variable of marginal posterior distribution function. The marginal posterior distributions for β and Σ are multivariate normal and inverse Wishart. However, in calculation of the expected value involving integral of a function which difficult to determine the value. Therefore, approach is needed by generating of random samples according to the posterior distribution characteristics of each parameter using Markov chain Monte Carlo (MCMC) Gibbs sampling algorithm.

On robust parameter estimation in brain-computer interfacing

NASA Astrophysics Data System (ADS)

Samek, Wojciech; Nakajima, Shinichi; Kawanabe, Motoaki; Müller, Klaus-Robert

2017-12-01

Objective. The reliable estimation of parameters such as mean or covariance matrix from noisy and high-dimensional observations is a prerequisite for successful application of signal processing and machine learning algorithms in brain-computer interfacing (BCI). This challenging task becomes significantly more difficult if the data set contains outliers, e.g. due to subject movements, eye blinks or loose electrodes, as they may heavily bias the estimation and the subsequent statistical analysis. Although various robust estimators have been developed to tackle the outlier problem, they ignore important structural information in the data and thus may not be optimal. Typical structural elements in BCI data are the trials consisting of a few hundred EEG samples and indicating the start and end of a task. Approach. This work discusses the parameter estimation problem in BCI and introduces a novel hierarchical view on robustness which naturally comprises different types of outlierness occurring in structured data. Furthermore, the class of minimum divergence estimators is reviewed and a robust mean and covariance estimator for structured data is derived and evaluated with simulations and on a benchmark data set. Main results. The results show that state-of-the-art BCI algorithms benefit from robustly estimated parameters. Significance. Since parameter estimation is an integral part of various machine learning algorithms, the presented techniques are applicable to many problems beyond BCI.

A note on implementation of decaying product correlation structures for quasi-least squares.

PubMed

Shults, Justine; Guerra, Matthew W

2014-08-30

This note implements an unstructured decaying product matrix via the quasi-least squares approach for estimation of the correlation parameters in the framework of generalized estimating equations. The structure we consider is fairly general without requiring the large number of parameters that are involved in a fully unstructured matrix. It is straightforward to show that the quasi-least squares estimators of the correlation parameters yield feasible values for the unstructured decaying product structure. Furthermore, subject to conditions that are easily checked, the quasi-least squares estimators are valid for longitudinal Bernoulli data. We demonstrate implementation of the structure in a longitudinal clinical trial with both a continuous and binary outcome variable. Copyright © 2014 John Wiley & Sons, Ltd.

Mammalian cell culture process for monoclonal antibody production: nonlinear modelling and parameter estimation.

PubMed

Selişteanu, Dan; Șendrescu, Dorin; Georgeanu, Vlad; Roman, Monica

2015-01-01

Monoclonal antibodies (mAbs) are at present one of the fastest growing products of pharmaceutical industry, with widespread applications in biochemistry, biology, and medicine. The operation of mAbs production processes is predominantly based on empirical knowledge, the improvements being achieved by using trial-and-error experiments and precedent practices. The nonlinearity of these processes and the absence of suitable instrumentation require an enhanced modelling effort and modern kinetic parameter estimation strategies. The present work is dedicated to nonlinear dynamic modelling and parameter estimation for a mammalian cell culture process used for mAb production. By using a dynamical model of such kind of processes, an optimization-based technique for estimation of kinetic parameters in the model of mammalian cell culture process is developed. The estimation is achieved as a result of minimizing an error function by a particle swarm optimization (PSO) algorithm. The proposed estimation approach is analyzed in this work by using a particular model of mammalian cell culture, as a case study, but is generic for this class of bioprocesses. The presented case study shows that the proposed parameter estimation technique provides a more accurate simulation of the experimentally observed process behaviour than reported in previous studies.

Mammalian Cell Culture Process for Monoclonal Antibody Production: Nonlinear Modelling and Parameter Estimation

PubMed Central

Selişteanu, Dan; Șendrescu, Dorin; Georgeanu, Vlad

2015-01-01

Monoclonal antibodies (mAbs) are at present one of the fastest growing products of pharmaceutical industry, with widespread applications in biochemistry, biology, and medicine. The operation of mAbs production processes is predominantly based on empirical knowledge, the improvements being achieved by using trial-and-error experiments and precedent practices. The nonlinearity of these processes and the absence of suitable instrumentation require an enhanced modelling effort and modern kinetic parameter estimation strategies. The present work is dedicated to nonlinear dynamic modelling and parameter estimation for a mammalian cell culture process used for mAb production. By using a dynamical model of such kind of processes, an optimization-based technique for estimation of kinetic parameters in the model of mammalian cell culture process is developed. The estimation is achieved as a result of minimizing an error function by a particle swarm optimization (PSO) algorithm. The proposed estimation approach is analyzed in this work by using a particular model of mammalian cell culture, as a case study, but is generic for this class of bioprocesses. The presented case study shows that the proposed parameter estimation technique provides a more accurate simulation of the experimentally observed process behaviour than reported in previous studies. PMID:25685797

Assessing an ensemble Kalman filter inference of Manning's n coefficient of an idealized tidal inlet against a polynomial chaos-based MCMC

NASA Astrophysics Data System (ADS)

Siripatana, Adil; Mayo, Talea; Sraj, Ihab; Knio, Omar; Dawson, Clint; Le Maitre, Olivier; Hoteit, Ibrahim

2017-08-01

Bayesian estimation/inversion is commonly used to quantify and reduce modeling uncertainties in coastal ocean model, especially in the framework of parameter estimation. Based on Bayes rule, the posterior probability distribution function (pdf) of the estimated quantities is obtained conditioned on available data. It can be computed either directly, using a Markov chain Monte Carlo (MCMC) approach, or by sequentially processing the data following a data assimilation approach, which is heavily exploited in large dimensional state estimation problems. The advantage of data assimilation schemes over MCMC-type methods arises from the ability to algorithmically accommodate a large number of uncertain quantities without significant increase in the computational requirements. However, only approximate estimates are generally obtained by this approach due to the restricted Gaussian prior and noise assumptions that are generally imposed in these methods. This contribution aims at evaluating the effectiveness of utilizing an ensemble Kalman-based data assimilation method for parameter estimation of a coastal ocean model against an MCMC polynomial chaos (PC)-based scheme. We focus on quantifying the uncertainties of a coastal ocean ADvanced CIRCulation (ADCIRC) model with respect to the Manning's n coefficients. Based on a realistic framework of observation system simulation experiments (OSSEs), we apply an ensemble Kalman filter and the MCMC method employing a surrogate of ADCIRC constructed by a non-intrusive PC expansion for evaluating the likelihood, and test both approaches under identical scenarios. We study the sensitivity of the estimated posteriors with respect to the parameters of the inference methods, including ensemble size, inflation factor, and PC order. A full analysis of both methods, in the context of coastal ocean model, suggests that an ensemble Kalman filter with appropriate ensemble size and well-tuned inflation provides reliable mean estimates and uncertainties of Manning's n coefficients compared to the full posterior distributions inferred by MCMC.

Cognitive Models of Risky Choice: Parameter Stability and Predictive Accuracy of Prospect Theory

ERIC Educational Resources Information Center

Glockner, Andreas; Pachur, Thorsten

2012-01-01

In the behavioral sciences, a popular approach to describe and predict behavior is cognitive modeling with adjustable parameters (i.e., which can be fitted to data). Modeling with adjustable parameters allows, among other things, measuring differences between people. At the same time, parameter estimation also bears the risk of overfitting. Are…

Using genetic data to estimate diffusion rates in heterogeneous landscapes.

PubMed

Roques, L; Walker, E; Franck, P; Soubeyrand, S; Klein, E K

2016-08-01

Having a precise knowledge of the dispersal ability of a population in a heterogeneous environment is of critical importance in agroecology and conservation biology as it can provide management tools to limit the effects of pests or to increase the survival of endangered species. In this paper, we propose a mechanistic-statistical method to estimate space-dependent diffusion parameters of spatially-explicit models based on stochastic differential equations, using genetic data. Dividing the total population into subpopulations corresponding to different habitat patches with known allele frequencies, the expected proportions of individuals from each subpopulation at each position is computed by solving a system of reaction-diffusion equations. Modelling the capture and genotyping of the individuals with a statistical approach, we derive a numerically tractable formula for the likelihood function associated with the diffusion parameters. In a simulated environment made of three types of regions, each associated with a different diffusion coefficient, we successfully estimate the diffusion parameters with a maximum-likelihood approach. Although higher genetic differentiation among subpopulations leads to more accurate estimations, once a certain level of differentiation has been reached, the finite size of the genotyped population becomes the limiting factor for accurate estimation.

Comparison of maximum runup through analytical and numerical approaches for different fault parameters estimates

NASA Astrophysics Data System (ADS)

Kanoglu, U.; Wronna, M.; Baptista, M. A.; Miranda, J. M. A.

2017-12-01

The one-dimensional analytical runup theory in combination with near shore synthetic waveforms is a promising tool for tsunami rapid early warning systems. Its application in realistic cases with complex bathymetry and initial wave condition from inverse modelling have shown that maximum runup values can be estimated reasonably well. In this study we generate a simplistic bathymetry domains which resemble realistic near-shore features. We investigate the accuracy of the analytical runup formulae to the variation of fault source parameters and near-shore bathymetric features. To do this we systematically vary the fault plane parameters to compute the initial tsunami wave condition. Subsequently, we use the initial conditions to run the numerical tsunami model using coupled system of four nested grids and compare the results to the analytical estimates. Variation of the dip angle of the fault plane showed that analytical estimates have less than 10% difference for angles 5-45 degrees in a simple bathymetric domain. These results shows that the use of analytical formulae for fast run up estimates constitutes a very promising approach in a simple bathymetric domain and might be implemented in Hazard Mapping and Early Warning.

The Inverse Problem for Confined Aquifer Flow: Identification and Estimation With Extensions

NASA Astrophysics Data System (ADS)

Loaiciga, Hugo A.; MariñO, Miguel A.

1987-01-01

The contributions of this work are twofold. First, a methodology for estimating the elements of parameter matrices in the governing equation of flow in a confined aquifer is developed. The estimation techniques for the distributed-parameter inverse problem pertain to linear least squares and generalized least squares methods. The linear relationship among the known heads and unknown parameters of the flow equation provides the background for developing criteria for determining the identifiability status of unknown parameters. Under conditions of exact or overidentification it is possible to develop statistically consistent parameter estimators and their asymptotic distributions. The estimation techniques, namely, two-stage least squares and three stage least squares, are applied to a specific groundwater inverse problem and compared between themselves and with an ordinary least squares estimator. The three-stage estimator provides the closer approximation to the actual parameter values, but it also shows relatively large standard errors as compared to the ordinary and two-stage estimators. The estimation techniques provide the parameter matrices required to simulate the unsteady groundwater flow equation. Second, a nonlinear maximum likelihood estimation approach to the inverse problem is presented. The statistical properties of maximum likelihood estimators are derived, and a procedure to construct confidence intervals and do hypothesis testing is given. The relative merits of the linear and maximum likelihood estimators are analyzed. Other topics relevant to the identification and estimation methodologies, i.e., a continuous-time solution to the flow equation, coping with noise-corrupted head measurements, and extension of the developed theory to nonlinear cases are also discussed. A simulation study is used to evaluate the methods developed in this study.

Simulating the Refractive Index Structure Constant ({C}_{n}^{2}) in the Surface Layer at Antarctica with a Mesoscale Model

NASA Astrophysics Data System (ADS)

Qing, Chun; Wu, Xiaoqing; Li, Xuebin; Tian, Qiguo; Liu, Dong; Rao, Ruizhong; Zhu, Wenyue

2018-01-01

In this paper, we introduce an approach wherein the Weather Research and Forecasting (WRF) model is coupled with the bulk aerodynamic method to estimate the surface layer refractive index structure constant (C n 2) above Taishan Station in Antarctica. First, we use the measured meteorological parameters to estimate C n 2 using the bulk aerodynamic method, and second, we use the WRF model output parameters to estimate C n 2 using the bulk aerodynamic method. Finally, the corresponding C n 2 values from the micro-thermometer are compared with the C n 2 values estimated using the WRF model coupled with the bulk aerodynamic method. We analyzed the statistical operators—the bias, root mean square error (RMSE), bias-corrected RMSE (σ), and correlation coefficient (R xy )—in a 20 day data set to assess how this approach performs. In addition, we employ contingency tables to investigate the estimation quality of this approach, which provides complementary key information with respect to the bias, RMSE, σ, and R xy . The quantitative results are encouraging and permit us to confirm the fine performance of this approach. The main conclusions of this study tell us that this approach provides a positive impact on optimizing the observing time in astronomical applications and provides complementary key information for potential astronomical sites.

Time series sightability modeling of animal populations.

PubMed

ArchMiller, Althea A; Dorazio, Robert M; St Clair, Katherine; Fieberg, John R

2018-01-01

Logistic regression models-or "sightability models"-fit to detection/non-detection data from marked individuals are often used to adjust for visibility bias in later detection-only surveys, with population abundance estimated using a modified Horvitz-Thompson (mHT) estimator. More recently, a model-based alternative for analyzing combined detection/non-detection and detection-only data was developed. This approach seemed promising, since it resulted in similar estimates as the mHT when applied to data from moose (Alces alces) surveys in Minnesota. More importantly, it provided a framework for developing flexible models for analyzing multiyear detection-only survey data in combination with detection/non-detection data. During initial attempts to extend the model-based approach to multiple years of detection-only data, we found that estimates of detection probabilities and population abundance were sensitive to the amount of detection-only data included in the combined (detection/non-detection and detection-only) analysis. Subsequently, we developed a robust hierarchical modeling approach where sightability model parameters are informed only by the detection/non-detection data, and we used this approach to fit a fixed-effects model (FE model) with year-specific parameters and a temporally-smoothed model (TS model) that shares information across years via random effects and a temporal spline. The abundance estimates from the TS model were more precise, with decreased interannual variability relative to the FE model and mHT abundance estimates, illustrating the potential benefits from model-based approaches that allow information to be shared across years.

Time series sightability modeling of animal populations

USGS Publications Warehouse

ArchMiller, Althea A.; Dorazio, Robert; St. Clair, Katherine; Fieberg, John R.

2018-01-01

Logistic regression models—or “sightability models”—fit to detection/non-detection data from marked individuals are often used to adjust for visibility bias in later detection-only surveys, with population abundance estimated using a modified Horvitz-Thompson (mHT) estimator. More recently, a model-based alternative for analyzing combined detection/non-detection and detection-only data was developed. This approach seemed promising, since it resulted in similar estimates as the mHT when applied to data from moose (Alces alces) surveys in Minnesota. More importantly, it provided a framework for developing flexible models for analyzing multiyear detection-only survey data in combination with detection/non-detection data. During initial attempts to extend the model-based approach to multiple years of detection-only data, we found that estimates of detection probabilities and population abundance were sensitive to the amount of detection-only data included in the combined (detection/non-detection and detection-only) analysis. Subsequently, we developed a robust hierarchical modeling approach where sightability model parameters are informed only by the detection/non-detection data, and we used this approach to fit a fixed-effects model (FE model) with year-specific parameters and a temporally-smoothed model (TS model) that shares information across years via random effects and a temporal spline. The abundance estimates from the TS model were more precise, with decreased interannual variability relative to the FE model and mHT abundance estimates, illustrating the potential benefits from model-based approaches that allow information to be shared across years.

Optimal input shaping for Fisher identifiability of control-oriented lithium-ion battery models

NASA Astrophysics Data System (ADS)

Rothenberger, Michael J.

This dissertation examines the fundamental challenge of optimally shaping input trajectories to maximize parameter identifiability of control-oriented lithium-ion battery models. Identifiability is a property from information theory that determines the solvability of parameter estimation for mathematical models using input-output measurements. This dissertation creates a framework that exploits the Fisher information metric to quantify the level of battery parameter identifiability, optimizes this metric through input shaping, and facilitates faster and more accurate estimation. The popularity of lithium-ion batteries is growing significantly in the energy storage domain, especially for stationary and transportation applications. While these cells have excellent power and energy densities, they are plagued with safety and lifespan concerns. These concerns are often resolved in the industry through conservative current and voltage operating limits, which reduce the overall performance and still lack robustness in detecting catastrophic failure modes. New advances in automotive battery management systems mitigate these challenges through the incorporation of model-based control to increase performance, safety, and lifespan. To achieve these goals, model-based control requires accurate parameterization of the battery model. While many groups in the literature study a variety of methods to perform battery parameter estimation, a fundamental issue of poor parameter identifiability remains apparent for lithium-ion battery models. This fundamental challenge of battery identifiability is studied extensively in the literature, and some groups are even approaching the problem of improving the ability to estimate the model parameters. The first approach is to add additional sensors to the battery to gain more information that is used for estimation. The other main approach is to shape the input trajectories to increase the amount of information that can be gained from input-output measurements, and is the approach used in this dissertation. Research in the literature studies optimal current input shaping for high-order electrochemical battery models and focuses on offline laboratory cycling. While this body of research highlights improvements in identifiability through optimal input shaping, each optimal input is a function of nominal parameters, which creates a tautology. The parameter values must be known a priori to determine the optimal input for maximizing estimation speed and accuracy. The system identification literature presents multiple studies containing methods that avoid the challenges of this tautology, but these methods are absent from the battery parameter estimation domain. The gaps in the above literature are addressed in this dissertation through the following five novel and unique contributions. First, this dissertation optimizes the parameter identifiability of a thermal battery model, which Sergio Mendoza experimentally validates through a close collaboration with this dissertation's author. Second, this dissertation extends input-shaping optimization to a linear and nonlinear equivalent-circuit battery model and illustrates the substantial improvements in Fisher identifiability for a periodic optimal signal when compared against automotive benchmark cycles. Third, this dissertation presents an experimental validation study of the simulation work in the previous contribution. The estimation study shows that the automotive benchmark cycles either converge slower than the optimized cycle, or not at all for certain parameters. Fourth, this dissertation examines how automotive battery packs with additional power electronic components that dynamically route current to individual cells/modules can be used for parameter identifiability optimization. While the user and vehicle supervisory controller dictate the current demand for these packs, the optimized internal allocation of current still improves identifiability. Finally, this dissertation presents a robust Bayesian sequential input shaping optimization study to maximize the conditional Fisher information of the battery model parameters without prior knowledge of the nominal parameter set. This iterative algorithm only requires knowledge of the prior parameter distributions to converge to the optimal input trajectory.

Bayesian nonlinear structural FE model and seismic input identification for damage assessment of civil structures

NASA Astrophysics Data System (ADS)

Astroza, Rodrigo; Ebrahimian, Hamed; Li, Yong; Conte, Joel P.

2017-09-01

A methodology is proposed to update mechanics-based nonlinear finite element (FE) models of civil structures subjected to unknown input excitation. The approach allows to jointly estimate unknown time-invariant model parameters of a nonlinear FE model of the structure and the unknown time histories of input excitations using spatially-sparse output response measurements recorded during an earthquake event. The unscented Kalman filter, which circumvents the computation of FE response sensitivities with respect to the unknown model parameters and unknown input excitations by using a deterministic sampling approach, is employed as the estimation tool. The use of measurement data obtained from arrays of heterogeneous sensors, including accelerometers, displacement sensors, and strain gauges is investigated. Based on the estimated FE model parameters and input excitations, the updated nonlinear FE model can be interrogated to detect, localize, classify, and assess damage in the structure. Numerically simulated response data of a three-dimensional 4-story 2-by-1 bay steel frame structure with six unknown model parameters subjected to unknown bi-directional horizontal seismic excitation, and a three-dimensional 5-story 2-by-1 bay reinforced concrete frame structure with nine unknown model parameters subjected to unknown bi-directional horizontal seismic excitation are used to illustrate and validate the proposed methodology. The results of the validation studies show the excellent performance and robustness of the proposed algorithm to jointly estimate unknown FE model parameters and unknown input excitations.

Technical Note: Approximate Bayesian parameterization of a complex tropical forest model

NASA Astrophysics Data System (ADS)

Hartig, F.; Dislich, C.; Wiegand, T.; Huth, A.

2013-08-01

Inverse parameter estimation of process-based models is a long-standing problem in ecology and evolution. A key problem of inverse parameter estimation is to define a metric that quantifies how well model predictions fit to the data. Such a metric can be expressed by general cost or objective functions, but statistical inversion approaches are based on a particular metric, the probability of observing the data given the model, known as the likelihood. Deriving likelihoods for dynamic models requires making assumptions about the probability for observations to deviate from mean model predictions. For technical reasons, these assumptions are usually derived without explicit consideration of the processes in the simulation. Only in recent years have new methods become available that allow generating likelihoods directly from stochastic simulations. Previous applications of these approximate Bayesian methods have concentrated on relatively simple models. Here, we report on the application of a simulation-based likelihood approximation for FORMIND, a parameter-rich individual-based model of tropical forest dynamics. We show that approximate Bayesian inference, based on a parametric likelihood approximation placed in a conventional MCMC, performs well in retrieving known parameter values from virtual field data generated by the forest model. We analyze the results of the parameter estimation, examine the sensitivity towards the choice and aggregation of model outputs and observed data (summary statistics), and show results from using this method to fit the FORMIND model to field data from an Ecuadorian tropical forest. Finally, we discuss differences of this approach to Approximate Bayesian Computing (ABC), another commonly used method to generate simulation-based likelihood approximations. Our results demonstrate that simulation-based inference, which offers considerable conceptual advantages over more traditional methods for inverse parameter estimation, can successfully be applied to process-based models of high complexity. The methodology is particularly suited to heterogeneous and complex data structures and can easily be adjusted to other model types, including most stochastic population and individual-based models. Our study therefore provides a blueprint for a fairly general approach to parameter estimation of stochastic process-based models in ecology and evolution.

Evaluation of dynamically downscaled extreme temperature using a spatially-aggregated generalized extreme value (GEV) model

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

Wang, Jiali; Han, Yuefeng; Stein, Michael L.

2016-02-10

The Weather Research and Forecast (WRF) model downscaling skill in extreme maximum daily temperature is evaluated by using the generalized extreme value (GEV) distribution. While the GEV distribution has been used extensively in climatology and meteorology for estimating probabilities of extreme events, accurately estimating GEV parameters based on data from a single pixel can be difficult, even with fairly long data records. This work proposes a simple method assuming that the shape parameter, the most difficult of the three parameters to estimate, does not vary over a relatively large region. This approach is applied to evaluate 31-year WRF-downscaled extreme maximummore » temperature through comparison with North American Regional Reanalysis (NARR) data. Uncertainty in GEV parameter estimates and the statistical significance in the differences of estimates between WRF and NARR are accounted for by conducting bootstrap resampling. Despite certain biases over parts of the United States, overall, WRF shows good agreement with NARR in the spatial pattern and magnitudes of GEV parameter estimates. Both WRF and NARR show a significant increase in extreme maximum temperature over the southern Great Plains and southeastern United States in January and over the western United States in July. The GEV model shows clear benefits from the regionally constant shape parameter assumption, for example, leading to estimates of the location and scale parameters of the model that show coherent spatial patterns.« less

Experimental Design for Stochastic Models of Nonlinear Signaling Pathways Using an Interval-Wise Linear Noise Approximation and State Estimation.

PubMed

Zimmer, Christoph

2016-01-01

Computational modeling is a key technique for analyzing models in systems biology. There are well established methods for the estimation of the kinetic parameters in models of ordinary differential equations (ODE). Experimental design techniques aim at devising experiments that maximize the information encoded in the data. For ODE models there are well established approaches for experimental design and even software tools. However, data from single cell experiments on signaling pathways in systems biology often shows intrinsic stochastic effects prompting the development of specialized methods. While simulation methods have been developed for decades and parameter estimation has been targeted for the last years, only very few articles focus on experimental design for stochastic models. The Fisher information matrix is the central measure for experimental design as it evaluates the information an experiment provides for parameter estimation. This article suggest an approach to calculate a Fisher information matrix for models containing intrinsic stochasticity and high nonlinearity. The approach makes use of a recently suggested multiple shooting for stochastic systems (MSS) objective function. The Fisher information matrix is calculated by evaluating pseudo data with the MSS technique. The performance of the approach is evaluated with simulation studies on an Immigration-Death, a Lotka-Volterra, and a Calcium oscillation model. The Calcium oscillation model is a particularly appropriate case study as it contains the challenges inherent to signaling pathways: high nonlinearity, intrinsic stochasticity, a qualitatively different behavior from an ODE solution, and partial observability. The computational speed of the MSS approach for the Fisher information matrix allows for an application in realistic size models.

Calibrating Physical Parameters in House Models Using Aggregate AC Power Demand

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

Sun, Yannan; Stevens, Andrew J.; Lian, Jianming

For residential houses, the air conditioning (AC) units are one of the major resources that can provide significant flexibility in energy use for the purpose of demand response. To quantify the flexibility, the characteristics of all the houses need to be accurately estimated, so that certain house models can be used to predict the dynamics of the house temperatures in order to adjust the setpoints accordingly to provide demand response while maintaining the same comfort levels. In this paper, we propose an approach using the Reverse Monte Carlo modeling method and aggregate house models to calibrate the distribution parameters ofmore » the house models for a population of residential houses. Given the aggregate AC power demand for the population, the approach can successfully estimate the distribution parameters for the sensitive physical parameters based on our previous uncertainty quantification study, such as the mean of the floor areas of the houses.« less

Modeling of 2D diffusion processes based on microscopy data: parameter estimation and practical identifiability analysis.

PubMed

Hock, Sabrina; Hasenauer, Jan; Theis, Fabian J

2013-01-01

Diffusion is a key component of many biological processes such as chemotaxis, developmental differentiation and tissue morphogenesis. Since recently, the spatial gradients caused by diffusion can be assessed in-vitro and in-vivo using microscopy based imaging techniques. The resulting time-series of two dimensional, high-resolutions images in combination with mechanistic models enable the quantitative analysis of the underlying mechanisms. However, such a model-based analysis is still challenging due to measurement noise and sparse observations, which result in uncertainties of the model parameters. We introduce a likelihood function for image-based measurements with log-normal distributed noise. Based upon this likelihood function we formulate the maximum likelihood estimation problem, which is solved using PDE-constrained optimization methods. To assess the uncertainty and practical identifiability of the parameters we introduce profile likelihoods for diffusion processes. As proof of concept, we model certain aspects of the guidance of dendritic cells towards lymphatic vessels, an example for haptotaxis. Using a realistic set of artificial measurement data, we estimate the five kinetic parameters of this model and compute profile likelihoods. Our novel approach for the estimation of model parameters from image data as well as the proposed identifiability analysis approach is widely applicable to diffusion processes. The profile likelihood based method provides more rigorous uncertainty bounds in contrast to local approximation methods.

An extended Kalman filter approach to non-stationary Bayesian estimation of reduced-order vocal fold model parameters.

PubMed

Hadwin, Paul J; Peterson, Sean D

2017-04-01

The Bayesian framework for parameter inference provides a basis from which subject-specific reduced-order vocal fold models can be generated. Previously, it has been shown that a particle filter technique is capable of producing estimates and associated credibility intervals of time-varying reduced-order vocal fold model parameters. However, the particle filter approach is difficult to implement and has a high computational cost, which can be barriers to clinical adoption. This work presents an alternative estimation strategy based upon Kalman filtering aimed at reducing the computational cost of subject-specific model development. The robustness of this approach to Gaussian and non-Gaussian noise is discussed. The extended Kalman filter (EKF) approach is found to perform very well in comparison with the particle filter technique at dramatically lower computational cost. Based upon the test cases explored, the EKF is comparable in terms of accuracy to the particle filter technique when greater than 6000 particles are employed; if less particles are employed, the EKF actually performs better. For comparable levels of accuracy, the solution time is reduced by 2 orders of magnitude when employing the EKF. By virtue of the approximations used in the EKF, however, the credibility intervals tend to be slightly underpredicted.

Penalized spline estimation for functional coefficient regression models.

PubMed

Cao, Yanrong; Lin, Haiqun; Wu, Tracy Z; Yu, Yan

2010-04-01

The functional coefficient regression models assume that the regression coefficients vary with some "threshold" variable, providing appreciable flexibility in capturing the underlying dynamics in data and avoiding the so-called "curse of dimensionality" in multivariate nonparametric estimation. We first investigate the estimation, inference, and forecasting for the functional coefficient regression models with dependent observations via penalized splines. The P-spline approach, as a direct ridge regression shrinkage type global smoothing method, is computationally efficient and stable. With established fixed-knot asymptotics, inference is readily available. Exact inference can be obtained for fixed smoothing parameter λ, which is most appealing for finite samples. Our penalized spline approach gives an explicit model expression, which also enables multi-step-ahead forecasting via simulations. Furthermore, we examine different methods of choosing the important smoothing parameter λ: modified multi-fold cross-validation (MCV), generalized cross-validation (GCV), and an extension of empirical bias bandwidth selection (EBBS) to P-splines. In addition, we implement smoothing parameter selection using mixed model framework through restricted maximum likelihood (REML) for P-spline functional coefficient regression models with independent observations. The P-spline approach also easily allows different smoothness for different functional coefficients, which is enabled by assigning different penalty λ accordingly. We demonstrate the proposed approach by both simulation examples and a real data application.

On the analysis of very small samples of Gaussian repeated measurements: an alternative approach.

PubMed

Westgate, Philip M; Burchett, Woodrow W

2017-03-15

The analysis of very small samples of Gaussian repeated measurements can be challenging. First, due to a very small number of independent subjects contributing outcomes over time, statistical power can be quite small. Second, nuisance covariance parameters must be appropriately accounted for in the analysis in order to maintain the nominal test size. However, available statistical strategies that ensure valid statistical inference may lack power, whereas more powerful methods may have the potential for inflated test sizes. Therefore, we explore an alternative approach to the analysis of very small samples of Gaussian repeated measurements, with the goal of maintaining valid inference while also improving statistical power relative to other valid methods. This approach uses generalized estimating equations with a bias-corrected empirical covariance matrix that accounts for all small-sample aspects of nuisance correlation parameter estimation in order to maintain valid inference. Furthermore, the approach utilizes correlation selection strategies with the goal of choosing the working structure that will result in the greatest power. In our study, we show that when accurate modeling of the nuisance correlation structure impacts the efficiency of regression parameter estimation, this method can improve power relative to existing methods that yield valid inference. Copyright © 2017 John Wiley & Sons, Ltd. Copyright © 2017 John Wiley & Sons, Ltd.

Robust inference in the negative binomial regression model with an application to falls data.

PubMed

Aeberhard, William H; Cantoni, Eva; Heritier, Stephane

2014-12-01

A popular way to model overdispersed count data, such as the number of falls reported during intervention studies, is by means of the negative binomial (NB) distribution. Classical estimating methods are well-known to be sensitive to model misspecifications, taking the form of patients falling much more than expected in such intervention studies where the NB regression model is used. We extend in this article two approaches for building robust M-estimators of the regression parameters in the class of generalized linear models to the NB distribution. The first approach achieves robustness in the response by applying a bounded function on the Pearson residuals arising in the maximum likelihood estimating equations, while the second approach achieves robustness by bounding the unscaled deviance components. For both approaches, we explore different choices for the bounding functions. Through a unified notation, we show how close these approaches may actually be as long as the bounding functions are chosen and tuned appropriately, and provide the asymptotic distributions of the resulting estimators. Moreover, we introduce a robust weighted maximum likelihood estimator for the overdispersion parameter, specific to the NB distribution. Simulations under various settings show that redescending bounding functions yield estimates with smaller biases under contamination while keeping high efficiency at the assumed model, and this for both approaches. We present an application to a recent randomized controlled trial measuring the effectiveness of an exercise program at reducing the number of falls among people suffering from Parkinsons disease to illustrate the diagnostic use of such robust procedures and their need for reliable inference. © 2014, The International Biometric Society.

Estimating child mortality and modelling its age pattern for India.

PubMed

Roy, S G

1989-06-01

"Using data [for India] on proportions of children dead...estimates of infant and child mortality are...obtained by Sullivan and Trussell modifications of [the] Brass basic method. The estimate of child survivorship function derived after logit smoothing appears to be more reliable than that obtained by the Census Actuary. The age pattern of childhood mortality is suitably modelled by [a] Weibull function defining the probability of surviving from birth to a specified age and involving two parameters of level and shape. A recently developed linearization procedure based on [a] graphical approach is adopted for estimating the parameters of the function." excerpt

Parameter estimation for stiff deterministic dynamical systems via ensemble Kalman filter

NASA Astrophysics Data System (ADS)

Arnold, Andrea; Calvetti, Daniela; Somersalo, Erkki

2014-10-01

A commonly encountered problem in numerous areas of applications is to estimate the unknown coefficients of a dynamical system from direct or indirect observations at discrete times of some of the components of the state vector. A related problem is to estimate unobserved components of the state. An egregious example of such a problem is provided by metabolic models, in which the numerous model parameters and the concentrations of the metabolites in tissue are to be estimated from concentration data in the blood. A popular method for addressing similar questions in stochastic and turbulent dynamics is the ensemble Kalman filter (EnKF), a particle-based filtering method that generalizes classical Kalman filtering. In this work, we adapt the EnKF algorithm for deterministic systems in which the numerical approximation error is interpreted as a stochastic drift with variance based on classical error estimates of numerical integrators. This approach, which is particularly suitable for stiff systems where the stiffness may depend on the parameters, allows us to effectively exploit the parallel nature of particle methods. Moreover, we demonstrate how spatial prior information about the state vector, which helps the stability of the computed solution, can be incorporated into the filter. The viability of the approach is shown by computed examples, including a metabolic system modeling an ischemic episode in skeletal muscle, with a high number of unknown parameters.

Identifiability and estimation of multiple transmission pathways in cholera and waterborne disease.

PubMed

Eisenberg, Marisa C; Robertson, Suzanne L; Tien, Joseph H

2013-05-07

Cholera and many waterborne diseases exhibit multiple characteristic timescales or pathways of infection, which can be modeled as direct and indirect transmission. A major public health issue for waterborne diseases involves understanding the modes of transmission in order to improve control and prevention strategies. An important epidemiological question is: given data for an outbreak, can we determine the role and relative importance of direct vs. environmental/waterborne routes of transmission? We examine whether parameters for a differential equation model of waterborne disease transmission dynamics can be identified, both in the ideal setting of noise-free data (structural identifiability) and in the more realistic setting in the presence of noise (practical identifiability). We used a differential algebra approach together with several numerical approaches, with a particular emphasis on identifiability of the transmission rates. To examine these issues in a practical public health context, we apply the model to a recent cholera outbreak in Angola (2006). Our results show that the model parameters-including both water and person-to-person transmission routes-are globally structurally identifiable, although they become unidentifiable when the environmental transmission timescale is fast. Even for water dynamics within the identifiable range, when noisy data are considered, only a combination of the water transmission parameters can practically be estimated. This makes the waterborne transmission parameters difficult to estimate, leading to inaccurate estimates of important epidemiological parameters such as the basic reproduction number (R0). However, measurements of pathogen persistence time in environmental water sources or measurements of pathogen concentration in the water can improve model identifiability and allow for more accurate estimation of waterborne transmission pathway parameters as well as R0. Parameter estimates for the Angola outbreak suggest that both transmission pathways are needed to explain the observed cholera dynamics. These results highlight the importance of incorporating environmental data when examining waterborne disease. Copyright © 2013 Elsevier Ltd. All rights reserved.

Parameter Uncertainty for Aircraft Aerodynamic Modeling using Recursive Least Squares

NASA Technical Reports Server (NTRS)

Grauer, Jared A.; Morelli, Eugene A.

2016-01-01

A real-time method was demonstrated for determining accurate uncertainty levels of stability and control derivatives estimated using recursive least squares and time-domain data. The method uses a recursive formulation of the residual autocorrelation to account for colored residuals, which are routinely encountered in aircraft parameter estimation and change the predicted uncertainties. Simulation data and flight test data for a subscale jet transport aircraft were used to demonstrate the approach. Results showed that the corrected uncertainties matched the observed scatter in the parameter estimates, and did so more accurately than conventional uncertainty estimates that assume white residuals. Only small differences were observed between batch estimates and recursive estimates at the end of the maneuver. It was also demonstrated that the autocorrelation could be reduced to a small number of lags to minimize computation and memory storage requirements without significantly degrading the accuracy of predicted uncertainty levels.

ProUCL Version 4.0 Technical Guide

EPA Science Inventory

Statistical inference, including both estimation and hypotheses testing approaches, is routinely used to: estimate environmental parameters of interest, such as exposure point concentration (EPC) terms, not-to-exceed values, and background level threshold values (BTVs) for contam...

A hybrid optimization approach to the estimation of distributed parameters in two-dimensional confined aquifers

USGS Publications Warehouse

Heidari, M.; Ranjithan, S.R.

1998-01-01

In using non-linear optimization techniques for estimation of parameters in a distributed ground water model, the initial values of the parameters and prior information about them play important roles. In this paper, the genetic algorithm (GA) is combined with the truncated-Newton search technique to estimate groundwater parameters for a confined steady-state ground water model. Use of prior information about the parameters is shown to be important in estimating correct or near-correct values of parameters on a regional scale. The amount of prior information needed for an accurate solution is estimated by evaluation of the sensitivity of the performance function to the parameters. For the example presented here, it is experimentally demonstrated that only one piece of prior information of the least sensitive parameter is sufficient to arrive at the global or near-global optimum solution. For hydraulic head data with measurement errors, the error in the estimation of parameters increases as the standard deviation of the errors increases. Results from our experiments show that, in general, the accuracy of the estimated parameters depends on the level of noise in the hydraulic head data and the initial values used in the truncated-Newton search technique.In using non-linear optimization techniques for estimation of parameters in a distributed ground water model, the initial values of the parameters and prior information about them play important roles. In this paper, the genetic algorithm (GA) is combined with the truncated-Newton search technique to estimate groundwater parameters for a confined steady-state ground water model. Use of prior information about the parameters is shown to be important in estimating correct or near-correct values of parameters on a regional scale. The amount of prior information needed for an accurate solution is estimated by evaluation of the sensitivity of the performance function to the parameters. For the example presented here, it is experimentally demonstrated that only one piece of prior information of the least sensitive parameter is sufficient to arrive at the global or near-global optimum solution. For hydraulic head data with measurement errors, the error in the estimation of parameters increases as the standard deviation of the errors increases. Results from our experiments show that, in general, the accuracy of the estimated parameters depends on the level of noise in the hydraulic head data and the initial values used in the truncated-Newton search technique.

Synergistically combining Optical and Thermal radiative transfer modelswithin the EO-LDAS data assimilation framework to estimate land surfaceand component temperatures from MODIS and Sentinel-3

NASA Astrophysics Data System (ADS)

Timmermans, J.; Gomez-Dans, J. L.; Verhoef, W.; Tol, C. V. D.; Lewis, P.

2017-12-01

Evapotranspiration (ET) cannot be directly measured from space. Instead it relies on modelling approaches that use several land surface parameters (LSP), LAI and LST, in conjunction with meteorological parameters. Such a modelling approach presents two caveats: the validity of the model, and the consistency between the different input parameters. Often this second step is not considered, ignoring that without good inputs no decent output can provided. When LSP- dynamics contradict each other, the output of the model cannot be representative of reality. At present however, the LSPs used in large scale ET estimations originate from different single-sensor retrieval-approaches and even from different satellite sensors. In response, the Earth Observation Land Data Assimilation System (EOLDAS) was developed. EOLDAS uses a multi-sensor approach to couple different satellite observations/types to radiative transfer models (RTM), consistently. It is therefore capable of synergistically estimating a variety of LSPs. Considering that ET is most sensitive to the temperatures of the land surface (components), the goal of this research is to expand EOLDAS to the thermal domain. This research not only focuses on estimating LST, but also on retrieving (soil/vegetation, Sunlit/shaded) component temperatures, to facilitate dual/quad-source ET models. To achieve this, The Soil Canopy Observations of Photosynthesis and Energy (SCOPE) model was integrated into EOLDAS. SCOPE couples key-parameters to key-processes, such as photosynthesis, ET and optical/thermal RT. In this research SCOPE was also coupled to MODTRAN RTM, in order to estimate BOA component temperatures directly from TOA observations. This paper presents the main modelling steps of integrating these complex models into an operational platform. In addition it highlights the actual retrieval using different satellite observations, such as MODIS and Sentinel-3, and meteorological variables from the ERA-Interim.

A comparison of two approaches to modelling snow cover dynamics at the Polish Polar Station at Hornsund

NASA Astrophysics Data System (ADS)

Luks, B.; Osuch, M.; Romanowicz, R. J.

2012-04-01

We compare two approaches to modelling snow cover dynamics at the Polish Polar Station at Hornsund. In the first approach we apply physically-based Utah Energy Balance Snow Accumulation and Melt Model (UEB) (Tarboton et al., 1995; Tarboton and Luce, 1996). The model uses a lumped representation of the snowpack with two primary state variables: snow water equivalence and energy. Its main driving inputs are: air temperature, precipitation, wind speed, humidity and radiation (estimated from the diurnal temperature range). Those variables are used for physically-based calculations of radiative, sensible, latent and advective heat exchanges with a 3 hours time step. The second method is an application of a statistically efficient lumped parameter time series approach to modelling the dynamics of snow cover , based on daily meteorological measurements from the same area. A dynamic Stochastic Transfer Function model is developed that follows the Data Based Mechanistic approach, where a stochastic data-based identification of model structure and an estimation of its parameters are followed by a physical interpretation. We focus on the analysis of uncertainty of both model outputs. In the time series approach, the applied techniques also provide estimates of the modeling errors and the uncertainty of the model parameters. In the first, physically-based approach the applied UEB model is deterministic. It assumes that the observations are without errors and that the model structure perfectly describes the processes within the snowpack. To take into account the model and observation errors, we applied a version of the Generalized Likelihood Uncertainty Estimation technique (GLUE). This technique also provide estimates of the modelling errors and the uncertainty of the model parameters. The observed snowpack water equivalent values are compared with those simulated with 95% confidence bounds. This work was supported by National Science Centre of Poland (grant no. 7879/B/P01/2011/40). Tarboton, D. G., T. G. Chowdhury and T. H. Jackson, 1995. A Spatially Distributed Energy Balance Snowmelt Model. In K. A. Tonnessen, M. W. Williams and M. Tranter (Ed.), Proceedings of a Boulder Symposium, July 3-14, IAHS Publ. no. 228, pp. 141-155. Tarboton, D. G. and C. H. Luce, 1996. Utah Energy Balance Snow Accumulation and Melt Model (UEB). Computer model technical description and users guide, Utah Water Research Laboratory and USDA Forest Service Intermountain Research Station (http://www.engineering.usu.edu/dtarb/). 64 pp.

Temporal gravity field modeling based on least square collocation with short-arc approach

NASA Astrophysics Data System (ADS)

ran, jiangjun; Zhong, Min; Xu, Houze; Liu, Chengshu; Tangdamrongsub, Natthachet

2014-05-01

After the launch of the Gravity Recovery And Climate Experiment (GRACE) in 2002, several research centers have attempted to produce the finest gravity model based on different approaches. In this study, we present an alternative approach to derive the Earth's gravity field, and two main objectives are discussed. Firstly, we seek the optimal method to estimate the accelerometer parameters, and secondly, we intend to recover the monthly gravity model based on least square collocation method. The method has been paid less attention compared to the least square adjustment method because of the massive computational resource's requirement. The positions of twin satellites are treated as pseudo-observations and unknown parameters at the same time. The variance covariance matrices of the pseudo-observations and the unknown parameters are valuable information to improve the accuracy of the estimated gravity solutions. Our analyses showed that introducing a drift parameter as an additional accelerometer parameter, compared to using only a bias parameter, leads to a significant improvement of our estimated monthly gravity field. The gravity errors outside the continents are significantly reduced based on the selected set of the accelerometer parameters. We introduced the improved gravity model namely the second version of Institute of Geodesy and Geophysics, Chinese Academy of Sciences (IGG-CAS 02). The accuracy of IGG-CAS 02 model is comparable to the gravity solutions computed from the Geoforschungszentrum (GFZ), the Center for Space Research (CSR) and the NASA Jet Propulsion Laboratory (JPL). In term of the equivalent water height, the correlation coefficients over the study regions (the Yangtze River valley, the Sahara desert, and the Amazon) among four gravity models are greater than 0.80.

Signal recognition and parameter estimation of BPSK-LFM combined modulation

NASA Astrophysics Data System (ADS)

Long, Chao; Zhang, Lin; Liu, Yu

2015-07-01

Intra-pulse analysis plays an important role in electronic warfare. Intra-pulse feature abstraction focuses on primary parameters such as instantaneous frequency, modulation, and symbol rate. In this paper, automatic modulation recognition and feature extraction for combined BPSK-LFM modulation signals based on decision theoretic approach is studied. The simulation results show good recognition effect and high estimation precision, and the system is easy to be realized.

Advanced image processing approach for ET estimation with remote sensing data of varying spectral, spatial and temporal resolutions

Treesearch

Sudhanshu Panda; Devendra Amatya; Young Kim; Ge Sun

2016-01-01

Evapotranspiration (ET) is one of the most important hydrologic parameters for vegetation growth, carbon sequestration, and other associated biodiversity study and analysis. Plant stomatal conductance, leaf area index, canopy temperature, soil moisture, and wind speed values generally correlate well with ET. It is difficult to estimate these hydrologic parameters of...

The Efficacy of Galaxy Shape Parameters in Photometric Redshift Estimation: A Neural Network Approach

NASA Astrophysics Data System (ADS)

Singal, J.; Shmakova, M.; Gerke, B.; Griffith, R. L.; Lotz, J.

2011-05-01

We present a determination of the effects of including galaxy morphological parameters in photometric redshift estimation with an artificial neural network method. Neural networks, which recognize patterns in the information content of data in an unbiased way, can be a useful estimator of the additional information contained in extra parameters, such as those describing morphology, if the input data are treated on an equal footing. We use imaging and five band photometric magnitudes from the All-wavelength Extended Groth Strip International Survey (AEGIS). It is shown that certain principal components of the morphology information are correlated with galaxy type. However, we find that for the data used the inclusion of morphological information does not have a statistically significant benefit for photometric redshift estimation with the techniques employed here. The inclusion of these parameters may result in a tradeoff between extra information and additional noise, with the additional noise becoming more dominant as more parameters are added.

Model error estimation for distributed systems described by elliptic equations

NASA Technical Reports Server (NTRS)

Rodriguez, G.

1983-01-01

A function space approach is used to develop a theory for estimation of the errors inherent in an elliptic partial differential equation model for a distributed parameter system. By establishing knowledge of the inevitable deficiencies in the model, the error estimates provide a foundation for updating the model. The function space solution leads to a specification of a method for computation of the model error estimates and development of model error analysis techniques for comparison between actual and estimated errors. The paper summarizes the model error estimation approach as well as an application arising in the area of modeling for static shape determination of large flexible systems.

Multifidelity-CMA: a multifidelity approach for efficient personalisation of 3D cardiac electromechanical models.

PubMed

Molléro, Roch; Pennec, Xavier; Delingette, Hervé; Garny, Alan; Ayache, Nicholas; Sermesant, Maxime

2018-02-01

Personalised computational models of the heart are of increasing interest for clinical applications due to their discriminative and predictive abilities. However, the simulation of a single heartbeat with a 3D cardiac electromechanical model can be long and computationally expensive, which makes some practical applications, such as the estimation of model parameters from clinical data (the personalisation), very slow. Here we introduce an original multifidelity approach between a 3D cardiac model and a simplified "0D" version of this model, which enables to get reliable (and extremely fast) approximations of the global behaviour of the 3D model using 0D simulations. We then use this multifidelity approximation to speed-up an efficient parameter estimation algorithm, leading to a fast and computationally efficient personalisation method of the 3D model. In particular, we show results on a cohort of 121 different heart geometries and measurements. Finally, an exploitable code of the 0D model with scripts to perform parameter estimation will be released to the community.

Gated Sensor Fusion: A way to Improve the Precision of Ambulatory Human Body Motion Estimation.

PubMed

Olivares, Alberto; Górriz, J M; Ramírez, J; Olivares, Gonzalo

2014-01-01

Human body motion is usually variable in terms of intensity and, therefore, any Inertial Measurement Unit attached to a subject will measure both low and high angular rate and accelerations. This can be a problem for the accuracy of orientation estimation algorithms based on adaptive filters such as the Kalman filter, since both the variances of the process noise and the measurement noise are set at the beginning of the algorithm and remain constant during its execution. Setting fixed noise parameters burdens the adaptation capability of the filter if the intensity of the motion changes rapidly. In this work we present a conjoint novel algorithm which uses a motion intensity detector to dynamically vary the noise statistical parameters of different approaches of the Kalman filter. Results show that the precision of the estimated orientation in terms of the RMSE can be improved up to 29% with respect to the standard fixed-parameters approaches.

Using dual-domain advective-transport simulation to reconcile multiple-tracer ages and estimate dual-porosity transport parameters

NASA Astrophysics Data System (ADS)

Sanford, Ward E.; Niel Plummer, L.; Casile, Gerolamo; Busenberg, Ed; Nelms, David L.; Schlosser, Peter

2017-06-01

Dual-domain transport is an alternative conceptual and mathematical paradigm to advection-dispersion for describing the movement of dissolved constituents in groundwater. Here we test the use of a dual-domain algorithm combined with advective pathline tracking to help reconcile environmental tracer concentrations measured in springs within the Shenandoah Valley, USA. The approach also allows for the estimation of the three dual-domain parameters: mobile porosity, immobile porosity, and a domain exchange rate constant. Concentrations of CFC-113, SF6, 3H, and 3He were measured at 28 springs emanating from carbonate rocks. The different tracers give three different mean composite piston-flow ages for all the springs that vary from 5 to 18 years. Here we compare four algorithms that interpret the tracer concentrations in terms of groundwater age: piston flow, old-fraction mixing, advective-flow path modeling, and dual-domain modeling. Whereas the second two algorithms made slight improvements over piston flow at reconciling the disparate piston-flow age estimates, the dual-domain algorithm gave a very marked improvement. Optimal values for the three transport parameters were also obtained, although the immobile porosity value was not well constrained. Parameter correlation and sensitivities were calculated to help quantify the uncertainty. Although some correlation exists between the three parameters being estimated, a watershed simulation of a pollutant breakthrough to a local stream illustrates that the estimated transport parameters can still substantially help to constrain and predict the nature and timing of solute transport. The combined use of multiple environmental tracers with this dual-domain approach could be applicable in a wide variety of fractured-rock settings.

Identification of modal parameters including unmeasured forces and transient effects

NASA Astrophysics Data System (ADS)

Cauberghe, B.; Guillaume, P.; Verboven, P.; Parloo, E.

2003-08-01

In this paper, a frequency-domain method to estimate modal parameters from short data records with known input (measured) forces and unknown input forces is presented. The method can be used for an experimental modal analysis, an operational modal analysis (output-only data) and the combination of both. A traditional experimental and operational modal analysis in the frequency domain starts respectively, from frequency response functions and spectral density functions. To estimate these functions accurately sufficient data have to be available. The technique developed in this paper estimates the modal parameters directly from the Fourier spectra of the outputs and the known input. Instead of using Hanning windows on these short data records the transient effects are estimated simultaneously with the modal parameters. The method is illustrated, tested and validated by Monte Carlo simulations and experiments. The presented method to process short data sequences leads to unbiased estimates with a small variance in comparison to the more traditional approaches.

Real-Time Parameter Estimation Method Applied to a MIMO Process and its Comparison with an Offline Identification Method

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

Kaplanoglu, Erkan; Safak, Koray K.; Varol, H. Selcuk

2009-01-12

An experiment based method is proposed for parameter estimation of a class of linear multivariable systems. The method was applied to a pressure-level control process. Experimental time domain input/output data was utilized in a gray-box modeling approach. Prior knowledge of the form of the system transfer function matrix elements is assumed to be known. Continuous-time system transfer function matrix parameters were estimated in real-time by the least-squares method. Simulation results of experimentally determined system transfer function matrix compare very well with the experimental results. For comparison and as an alternative to the proposed real-time estimation method, we also implemented anmore » offline identification method using artificial neural networks and obtained fairly good results. The proposed methods can be implemented conveniently on a desktop PC equipped with a data acquisition board for parameter estimation of moderately complex linear multivariable systems.« less

A black box optimization approach to parameter estimation in a model for long/short term variations dynamics of commodity prices

NASA Astrophysics Data System (ADS)

De Santis, Alberto; Dellepiane, Umberto; Lucidi, Stefano

2012-11-01

In this paper we investigate the estimation problem for a model of the commodity prices. This model is a stochastic state space dynamical model and the problem unknowns are the state variables and the system parameters. Data are represented by the commodity spot prices, very seldom time series of Futures contracts are available for free. Both the system joint likelihood function (state variables and parameters) and the system marginal likelihood (the state variables are eliminated) function are addressed.

Evaluating coastal sea surface heights based on a novel sub-waveform approach using sparse representation and conditional random fields

NASA Astrophysics Data System (ADS)

Uebbing, Bernd; Roscher, Ribana; Kusche, Jürgen

2016-04-01

Satellite radar altimeters allow global monitoring of mean sea level changes over the last two decades. However, coastal regions are less well observed due to influences on the returned signal energy by land located inside the altimeter footprint. The altimeter emits a radar pulse, which is reflected at the nadir-surface and measures the two-way travel time, as well as the returned energy as a function of time, resulting in a return waveform. Over the open ocean the waveform shape corresponds to a theoretical model which can be used to infer information on range corrections, significant wave height or wind speed. However, in coastal areas the shape of the waveform is significantly influenced by return signals from land, located in the altimeter footprint, leading to peaks which tend to bias the estimated parameters. Recently, several approaches dealing with this problem have been published, including utilizing only parts of the waveform (sub-waveforms), estimating the parameters in two steps or estimating additional peak parameters. We present a new approach in estimating sub-waveforms using conditional random fields (CRF) based on spatio-temporal waveform information. The CRF piece-wise approximates the measured waveforms based on a pre-derived dictionary of theoretical waveforms for various combinations of the geophysical parameters; neighboring range gates are likely to be assigned to the same underlying sub-waveform model. Depending on the choice of hyperparameters in the CRF estimation, the classification into sub-waveforms can either be more fine or coarse resulting in multiple sub-waveform hypotheses. After the sub-waveforms have been detected, existing retracking algorithms can be applied to derive water heights or other desired geophysical parameters from particular sub-waveforms. To identify the optimal heights from the multiple hypotheses, instead of utilizing a known reference height, we apply a Dijkstra-algorithm to find the "shortest path" of all possible heights. We apply our approach to Jason-2 data in different coastal areas, such as the Bangladesh coast or in the North Sea and compare our sea surface heights to various existing retrackers. Using the sub-waveform approach, we are able to derive meaningful water heights up to a few kilometers off the coast, where conventional retrackers, such as the standard ocean retracker, no longer provide useful data.

Confidence estimation for quantitative photoacoustic imaging

NASA Astrophysics Data System (ADS)

Gröhl, Janek; Kirchner, Thomas; Maier-Hein, Lena

2018-02-01

Quantification of photoacoustic (PA) images is one of the major challenges currently being addressed in PA research. Tissue properties can be quantified by correcting the recorded PA signal with an estimation of the corresponding fluence. Fluence estimation itself, however, is an ill-posed inverse problem which usually needs simplifying assumptions to be solved with state-of-the-art methods. These simplifications, as well as noise and artifacts in PA images reduce the accuracy of quantitative PA imaging (PAI). This reduction in accuracy is often localized to image regions where the assumptions do not hold true. This impedes the reconstruction of functional parameters when averaging over entire regions of interest (ROI). Averaging over a subset of voxels with a high accuracy would lead to an improved estimation of such parameters. To achieve this, we propose a novel approach to the local estimation of confidence in quantitative reconstructions of PA images. It makes use of conditional probability densities to estimate confidence intervals alongside the actual quantification. It encapsulates an estimation of the errors introduced by fluence estimation as well as signal noise. We validate the approach using Monte Carlo generated data in combination with a recently introduced machine learning-based approach to quantitative PAI. Our experiments show at least a two-fold improvement in quantification accuracy when evaluating on voxels with high confidence instead of thresholding signal intensity.

The Rangeland Hydrology and Erosion Model: A Dynamic Approach for Predicting Soil Loss on Rangelands

NASA Astrophysics Data System (ADS)

Hernandez, Mariano; Nearing, Mark A.; Al-Hamdan, Osama Z.; Pierson, Frederick B.; Armendariz, Gerardo; Weltz, Mark A.; Spaeth, Kenneth E.; Williams, C. Jason; Nouwakpo, Sayjro K.; Goodrich, David C.; Unkrich, Carl L.; Nichols, Mary H.; Holifield Collins, Chandra D.

2017-11-01

In this study, we present the improved Rangeland Hydrology and Erosion Model (RHEM V2.3), a process-based erosion prediction tool specific for rangeland application. The article provides the mathematical formulation of the model and parameter estimation equations. Model performance is assessed against data collected from 23 runoff and sediment events in a shrub-dominated semiarid watershed in Arizona, USA. To evaluate the model, two sets of primary model parameters were determined using the RHEM V2.3 and RHEM V1.0 parameter estimation equations. Testing of the parameters indicated that RHEM V2.3 parameter estimation equations provided a 76% improvement over RHEM V1.0 parameter estimation equations. Second, the RHEM V2.3 model was calibrated to measurements from the watershed. The parameters estimated by the new equations were within the lowest and highest values of the calibrated parameter set. These results suggest that the new parameter estimation equations can be applied for this environment to predict sediment yield at the hillslope scale. Furthermore, we also applied the RHEM V2.3 to demonstrate the response of the model as a function of foliar cover and ground cover for 124 data points across Arizona and New Mexico. The dependence of average sediment yield on surface ground cover was moderately stronger than that on foliar cover. These results demonstrate that RHEM V2.3 predicts runoff volume, peak runoff, and sediment yield with sufficient accuracy for broad application to assess and manage rangeland systems.

PCAN: Probabilistic Correlation Analysis of Two Non-normal Data Sets

PubMed Central

Zoh, Roger S.; Mallick, Bani; Ivanov, Ivan; Baladandayuthapani, Veera; Manyam, Ganiraju; Chapkin, Robert S.; Lampe, Johanna W.; Carroll, Raymond J.

2016-01-01

Summary Most cancer research now involves one or more assays profiling various biological molecules, e.g., messenger RNA and micro RNA, in samples collected on the same individuals. The main interest with these genomic data sets lies in the identification of a subset of features that are active in explaining the dependence between platforms. To quantify the strength of the dependency between two variables, correlation is often preferred. However, expression data obtained from next-generation sequencing platforms are integer with very low counts for some important features. In this case, the sample Pearson correlation is not a valid estimate of the true correlation matrix, because the sample correlation estimate between two features/variables with low counts will often be close to zero, even when the natural parameters of the Poisson distribution are, in actuality, highly correlated. We propose a model-based approach to correlation estimation between two non-normal data sets, via a method we call Probabilistic Correlations ANalysis, or PCAN. PCAN takes into consideration the distributional assumption about both data sets and suggests that correlations estimated at the model natural parameter level are more appropriate than correlations estimated directly on the observed data. We demonstrate through a simulation study that PCAN outperforms other standard approaches in estimating the true correlation between the natural parameters. We then apply PCAN to the joint analysis of a microRNA (miRNA) and a messenger RNA (mRNA) expression data set from a squamous cell lung cancer study, finding a large number of negative correlation pairs when compared to the standard approaches. PMID:27037601

PCAN: Probabilistic correlation analysis of two non-normal data sets.

PubMed

Zoh, Roger S; Mallick, Bani; Ivanov, Ivan; Baladandayuthapani, Veera; Manyam, Ganiraju; Chapkin, Robert S; Lampe, Johanna W; Carroll, Raymond J

2016-12-01

Most cancer research now involves one or more assays profiling various biological molecules, e.g., messenger RNA and micro RNA, in samples collected on the same individuals. The main interest with these genomic data sets lies in the identification of a subset of features that are active in explaining the dependence between platforms. To quantify the strength of the dependency between two variables, correlation is often preferred. However, expression data obtained from next-generation sequencing platforms are integer with very low counts for some important features. In this case, the sample Pearson correlation is not a valid estimate of the true correlation matrix, because the sample correlation estimate between two features/variables with low counts will often be close to zero, even when the natural parameters of the Poisson distribution are, in actuality, highly correlated. We propose a model-based approach to correlation estimation between two non-normal data sets, via a method we call Probabilistic Correlations ANalysis, or PCAN. PCAN takes into consideration the distributional assumption about both data sets and suggests that correlations estimated at the model natural parameter level are more appropriate than correlations estimated directly on the observed data. We demonstrate through a simulation study that PCAN outperforms other standard approaches in estimating the true correlation between the natural parameters. We then apply PCAN to the joint analysis of a microRNA (miRNA) and a messenger RNA (mRNA) expression data set from a squamous cell lung cancer study, finding a large number of negative correlation pairs when compared to the standard approaches. © 2016, The International Biometric Society.

A novel approach for estimating sugar and alcohol concentrations in wines using refractometer and hydrometer.

PubMed

Son, H S; Hong, Y S; Park, W M; Yu, M A; Lee, C H

2009-03-01

To estimate true Brix and alcoholic strength of must and wines without distillation, a novel approach using a refractometer and a hydrometer was developed. Initial Brix (I.B.), apparent refractometer Brix (A.R.), and apparent hydrometer Brix (A.H.) of must were measured by refractometer and hydrometer, respectively. Alcohol content (A) was determined with a hydrometer after distillation and true Brix (T.B.) was measured in distilled wines using a refractometer. Strong proportional correlations among A.R., A.H., T.B., and A in sugar solutions containing varying alcohol concentrations were observed in preliminary experiments. Similar proportional relationships among the parameters were also observed in must, which is a far more complex system than the sugar solution. To estimate T.B. and A of must during alcoholic fermentation, a total of 6 planar equations were empirically derived from the relationships among the experimental parameters. The empirical equations were then tested to estimate T.B. and A in 17 wine products, and resulted in good estimations of both quality factors. This novel approach was rapid, easy, and practical for use in routine analyses or for monitoring quality of must during fermentation and final wine products in a winery and/or laboratory.

Modeling the Residual Strength of a Fibrous Composite Using the Residual Daniels Function

NASA Astrophysics Data System (ADS)

Paramonov, Yu.; Cimanis, V.; Varickis, S.; Kleinhofs, M.

2016-09-01

The concept of a residual Daniels function (RDF) is introduced. Together with the concept of Daniels sequence, the RDF is used for estimating the residual (after some preliminary fatigue loading) static strength of a unidirectional fibrous composite (UFC) and its S-N curve on the bases of test data. Usually, the residual strength is analyzed on the basis of a known S-N curve. In our work, an inverse approach is used: the S-N curve is derived from an analysis of the residual strength. This approach gives a good qualitive description of the process of decreasing residual strength and explanes the existence of the fatigue limit. The estimates of parameters of the corresponding regression model can be interpreted as estimates of parameters of the local strength of components of the UFC. In order to approach the quantitative experimental estimates of the fatigue life, some ideas based on the mathematics of the semiMarkovian process are employed. Satisfactory results in processing experimental data on the fatigue life and residual strength of glass/epoxy laminates are obtained.

Neural-Network Approach to Hyperspectral Data Analysis for Volcanic Ash Clouds Monitoring

NASA Astrophysics Data System (ADS)

Piscini, Alessandro; Ventress, Lucy; Carboni, Elisa; Grainger, Roy Gordon; Del Frate, Fabio

2015-11-01

In this study three artificial neural networks (ANN) were implemented in order to emulate a retrieval model and to estimate the ash Aerosol optical Depth (AOD), particle effective radius (reff) and cloud height from volcanic eruption using hyperspectral remotely sensed data. ANNs were trained using a selection of Infrared Atmospheric Sounding Interferometer (IASI) channels in Thermal Infrared (TIR) as inputs, and the corresponding ash parameters retrieved obtained using the Oxford retrievals as target outputs. The retrieval is demonstrated for the eruption of the Eyjafjallajo ̈kull volcano (Iceland) occurred in 2010. The results of validation provided root mean square error (RMSE) values between neural network outputs and targets lower than standard deviation (STD) of corresponding target outputs, therefore demonstrating the feasibility to estimate volcanic ash parameters using an ANN approach, and its importance in near real time monitoring activities, owing to its fast application. A high accuracy has been achieved for reff and cloud height estimation, while a decreasing in accuracy was obtained when applying the NN approach for AOD estimation, in particular for those values not well characterized during NN training phase.

Boundary methods for mode estimation

NASA Astrophysics Data System (ADS)

Pierson, William E., Jr.; Ulug, Batuhan; Ahalt, Stanley C.

1999-08-01

This paper investigates the use of Boundary Methods (BMs), a collection of tools used for distribution analysis, as a method for estimating the number of modes associated with a given data set. Model order information of this type is required by several pattern recognition applications. The BM technique provides a novel approach to this parameter estimation problem and is comparable in terms of both accuracy and computations to other popular mode estimation techniques currently found in the literature and automatic target recognition applications. This paper explains the methodology used in the BM approach to mode estimation. Also, this paper quickly reviews other common mode estimation techniques and describes the empirical investigation used to explore the relationship of the BM technique to other mode estimation techniques. Specifically, the accuracy and computational efficiency of the BM technique are compared quantitatively to the a mixture of Gaussian (MOG) approach and a k-means approach to model order estimation. The stopping criteria of the MOG and k-means techniques is the Akaike Information Criteria (AIC).

Accounting for parameter uncertainty in the definition of parametric distributions used to describe individual patient variation in health economic models.

PubMed

Degeling, Koen; IJzerman, Maarten J; Koopman, Miriam; Koffijberg, Hendrik

2017-12-15

Parametric distributions based on individual patient data can be used to represent both stochastic and parameter uncertainty. Although general guidance is available on how parameter uncertainty should be accounted for in probabilistic sensitivity analysis, there is no comprehensive guidance on reflecting parameter uncertainty in the (correlated) parameters of distributions used to represent stochastic uncertainty in patient-level models. This study aims to provide this guidance by proposing appropriate methods and illustrating the impact of this uncertainty on modeling outcomes. Two approaches, 1) using non-parametric bootstrapping and 2) using multivariate Normal distributions, were applied in a simulation and case study. The approaches were compared based on point-estimates and distributions of time-to-event and health economic outcomes. To assess sample size impact on the uncertainty in these outcomes, sample size was varied in the simulation study and subgroup analyses were performed for the case-study. Accounting for parameter uncertainty in distributions that reflect stochastic uncertainty substantially increased the uncertainty surrounding health economic outcomes, illustrated by larger confidence ellipses surrounding the cost-effectiveness point-estimates and different cost-effectiveness acceptability curves. Although both approaches performed similar for larger sample sizes (i.e. n = 500), the second approach was more sensitive to extreme values for small sample sizes (i.e. n = 25), yielding infeasible modeling outcomes. Modelers should be aware that parameter uncertainty in distributions used to describe stochastic uncertainty needs to be reflected in probabilistic sensitivity analysis, as it could substantially impact the total amount of uncertainty surrounding health economic outcomes. If feasible, the bootstrap approach is recommended to account for this uncertainty.

Interval Estimation of Seismic Hazard Parameters

NASA Astrophysics Data System (ADS)

Orlecka-Sikora, Beata; Lasocki, Stanislaw

2017-03-01

The paper considers Poisson temporal occurrence of earthquakes and presents a way to integrate uncertainties of the estimates of mean activity rate and magnitude cumulative distribution function in the interval estimation of the most widely used seismic hazard functions, such as the exceedance probability and the mean return period. The proposed algorithm can be used either when the Gutenberg-Richter model of magnitude distribution is accepted or when the nonparametric estimation is in use. When the Gutenberg-Richter model of magnitude distribution is used the interval estimation of its parameters is based on the asymptotic normality of the maximum likelihood estimator. When the nonparametric kernel estimation of magnitude distribution is used, we propose the iterated bias corrected and accelerated method for interval estimation based on the smoothed bootstrap and second-order bootstrap samples. The changes resulted from the integrated approach in the interval estimation of the seismic hazard functions with respect to the approach, which neglects the uncertainty of the mean activity rate estimates have been studied using Monte Carlo simulations and two real dataset examples. The results indicate that the uncertainty of mean activity rate affects significantly the interval estimates of hazard functions only when the product of activity rate and the time period, for which the hazard is estimated, is no more than 5.0. When this product becomes greater than 5.0, the impact of the uncertainty of cumulative distribution function of magnitude dominates the impact of the uncertainty of mean activity rate in the aggregated uncertainty of the hazard functions. Following, the interval estimates with and without inclusion of the uncertainty of mean activity rate converge. The presented algorithm is generic and can be applied also to capture the propagation of uncertainty of estimates, which are parameters of a multiparameter function, onto this function.

An algebraic aspect of Pareto mixture parameter estimation using censored sample: A Bayesian approach.

PubMed

Saleem, Muhammad; Sharif, Kashif; Fahmi, Aliya

2018-04-27

Applications of Pareto distribution are common in reliability, survival and financial studies. In this paper, A Pareto mixture distribution is considered to model a heterogeneous population comprising of two subgroups. Each of two subgroups is characterized by the same functional form with unknown distinct shape and scale parameters. Bayes estimators have been derived using flat and conjugate priors using squared error loss function. Standard errors have also been derived for the Bayes estimators. An interesting feature of this study is the preparation of components of Fisher Information matrix.

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.

Advanced Method to Estimate Fuel Slosh Simulation Parameters

NASA Technical Reports Server (NTRS)

Schlee, Keith; Gangadharan, Sathya; Ristow, James; Sudermann, James; Walker, Charles; Hubert, Carl

2005-01-01

The nutation (wobble) of a spinning spacecraft in the presence of energy dissipation is a well-known problem in dynamics and is of particular concern for space missions. The nutation of a spacecraft spinning about its minor axis typically grows exponentially and the rate of growth is characterized by the Nutation Time Constant (NTC). For launch vehicles using spin-stabilized upper stages, fuel slosh in the spacecraft propellant tanks is usually the primary source of energy dissipation. For analytical prediction of the NTC this fuel slosh is commonly modeled using simple mechanical analogies such as pendulums or rigid rotors coupled to the spacecraft. Identifying model parameter values which adequately represent the sloshing dynamics is the most important step in obtaining an accurate NTC estimate. Analytic determination of the slosh model parameters has met with mixed success and is made even more difficult by the introduction of propellant management devices and elastomeric diaphragms. By subjecting full-sized fuel tanks with actual flight fuel loads to motion similar to that experienced in flight and measuring the forces experienced by the tanks these parameters can be determined experimentally. Currently, the identification of the model parameters is a laborious trial-and-error process in which the equations of motion for the mechanical analog are hand-derived, evaluated, and their results are compared with the experimental results. The proposed research is an effort to automate the process of identifying the parameters of the slosh model using a MATLAB/SimMechanics-based computer simulation of the experimental setup. Different parameter estimation and optimization approaches are evaluated and compared in order to arrive at a reliable and effective parameter identification process. To evaluate each parameter identification approach, a simple one-degree-of-freedom pendulum experiment is constructed and motion is induced using an electric motor. By applying the estimation approach to a simple, accurately modeled system, its effectiveness and accuracy can be evaluated. The same experimental setup can then be used with fluid-filled tanks to further evaluate the effectiveness of the process. Ultimately, the proven process can be applied to the full-sized spinning experimental setup to quickly and accurately determine the slosh model parameters for a particular spacecraft mission. Automating the parameter identification process will save time, allow more changes to be made to proposed designs, and lower the cost in the initial design stages.

Dual ant colony operational modal analysis parameter estimation method

NASA Astrophysics Data System (ADS)

Sitarz, Piotr; Powałka, Bartosz

2018-01-01

Operational Modal Analysis (OMA) is a common technique used to examine the dynamic properties of a system. Contrary to experimental modal analysis, the input signal is generated in object ambient environment. Operational modal analysis mainly aims at determining the number of pole pairs and at estimating modal parameters. Many methods are used for parameter identification. Some methods operate in time while others in frequency domain. The former use correlation functions, the latter - spectral density functions. However, while some methods require the user to select poles from a stabilisation diagram, others try to automate the selection process. Dual ant colony operational modal analysis parameter estimation method (DAC-OMA) presents a new approach to the problem, avoiding issues involved in the stabilisation diagram. The presented algorithm is fully automated. It uses deterministic methods to define the interval of estimated parameters, thus reducing the problem to optimisation task which is conducted with dedicated software based on ant colony optimisation algorithm. The combination of deterministic methods restricting parameter intervals and artificial intelligence yields very good results, also for closely spaced modes and significantly varied mode shapes within one measurement point.

NWP model forecast skill optimization via closure parameter variations

NASA Astrophysics Data System (ADS)

Järvinen, H.; Ollinaho, P.; Laine, M.; Solonen, A.; Haario, H.

2012-04-01

We present results of a novel approach to tune predictive skill of numerical weather prediction (NWP) models. These models contain tunable parameters which appear in parameterizations schemes of sub-grid scale physical processes. The current practice is to specify manually the numerical parameter values, based on expert knowledge. We developed recently a concept and method (QJRMS 2011) for on-line estimation of the NWP model parameters via closure parameter variations. The method called EPPES ("Ensemble prediction and parameter estimation system") utilizes ensemble prediction infra-structure for parameter estimation in a very cost-effective way: practically no new computations are introduced. The approach provides an algorithmic decision making tool for model parameter optimization in operational NWP. In EPPES, statistical inference about the NWP model tunable parameters is made by (i) generating an ensemble of predictions so that each member uses different model parameter values, drawn from a proposal distribution, and (ii) feeding-back the relative merits of the parameter values to the proposal distribution, based on evaluation of a suitable likelihood function against verifying observations. In this presentation, the method is first illustrated in low-order numerical tests using a stochastic version of the Lorenz-95 model which effectively emulates the principal features of ensemble prediction systems. The EPPES method correctly detects the unknown and wrongly specified parameters values, and leads to an improved forecast skill. Second, results with an ensemble prediction system emulator, based on the ECHAM5 atmospheric GCM show that the model tuning capability of EPPES scales up to realistic models and ensemble prediction systems. Finally, preliminary results of EPPES in the context of ECMWF forecasting system are presented.

Performance Evaluation of EnKF-based Hydrogeological Site Characterization using Color Coherent Vectors

NASA Astrophysics Data System (ADS)

Moslehi, M.; de Barros, F.

2017-12-01

Complexity of hydrogeological systems arises from the multi-scale heterogeneity and insufficient measurements of their underlying parameters such as hydraulic conductivity and porosity. An inadequate characterization of hydrogeological properties can significantly decrease the trustworthiness of numerical models that predict groundwater flow and solute transport. Therefore, a variety of data assimilation methods have been proposed in order to estimate hydrogeological parameters from spatially scarce data by incorporating the governing physical models. In this work, we propose a novel framework for evaluating the performance of these estimation methods. We focus on the Ensemble Kalman Filter (EnKF) approach that is a widely used data assimilation technique. It reconciles multiple sources of measurements to sequentially estimate model parameters such as the hydraulic conductivity. Several methods have been used in the literature to quantify the accuracy of the estimations obtained by EnKF, including Rank Histograms, RMSE and Ensemble Spread. However, these commonly used methods do not regard the spatial information and variability of geological formations. This can cause hydraulic conductivity fields with very different spatial structures to have similar histograms or RMSE. We propose a vision-based approach that can quantify the accuracy of estimations by considering the spatial structure embedded in the estimated fields. Our new approach consists of adapting a new metric, Color Coherent Vectors (CCV), to evaluate the accuracy of estimated fields achieved by EnKF. CCV is a histogram-based technique for comparing images that incorporate spatial information. We represent estimated fields as digital three-channel images and use CCV to compare and quantify the accuracy of estimations. The sensitivity of CCV to spatial information makes it a suitable metric for assessing the performance of spatial data assimilation techniques. Under various factors of data assimilation methods such as number, layout, and type of measurements, we compare the performance of CCV with other metrics such as RMSE. By simulating hydrogeological processes using estimated and true fields, we observe that CCV outperforms other existing evaluation metrics.

Effect of correlated observation error on parameters, predictions, and uncertainty

USGS Publications Warehouse

Tiedeman, Claire; Green, Christopher T.

2013-01-01

Correlations among observation errors are typically omitted when calculating observation weights for model calibration by inverse methods. We explore the effects of omitting these correlations on estimates of parameters, predictions, and uncertainties. First, we develop a new analytical expression for the difference in parameter variance estimated with and without error correlations for a simple one-parameter two-observation inverse model. Results indicate that omitting error correlations from both the weight matrix and the variance calculation can either increase or decrease the parameter variance, depending on the values of error correlation (ρ) and the ratio of dimensionless scaled sensitivities (rdss). For small ρ, the difference in variance is always small, but for large ρ, the difference varies widely depending on the sign and magnitude of rdss. Next, we consider a groundwater reactive transport model of denitrification with four parameters and correlated geochemical observation errors that are computed by an error-propagation approach that is new for hydrogeologic studies. We compare parameter estimates, predictions, and uncertainties obtained with and without the error correlations. Omitting the correlations modestly to substantially changes parameter estimates, and causes both increases and decreases of parameter variances, consistent with the analytical expression. Differences in predictions for the models calibrated with and without error correlations can be greater than parameter differences when both are considered relative to their respective confidence intervals. These results indicate that including observation error correlations in weighting for nonlinear regression can have important effects on parameter estimates, predictions, and their respective uncertainties.

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.

Joint coverage probability in a simulation study on Continuous-Time Markov Chain parameter estimation.

PubMed

Benoit, Julia S; Chan, Wenyaw; Doody, Rachelle S

2015-01-01

Parameter dependency within data sets in simulation studies is common, especially in models such as Continuous-Time Markov Chains (CTMC). Additionally, the literature lacks a comprehensive examination of estimation performance for the likelihood-based general multi-state CTMC. Among studies attempting to assess the estimation, none have accounted for dependency among parameter estimates. The purpose of this research is twofold: 1) to develop a multivariate approach for assessing accuracy and precision for simulation studies 2) to add to the literature a comprehensive examination of the estimation of a general 3-state CTMC model. Simulation studies are conducted to analyze longitudinal data with a trinomial outcome using a CTMC with and without covariates. Measures of performance including bias, component-wise coverage probabilities, and joint coverage probabilities are calculated. An application is presented using Alzheimer's disease caregiver stress levels. Comparisons of joint and component-wise parameter estimates yield conflicting inferential results in simulations from models with and without covariates. In conclusion, caution should be taken when conducting simulation studies aiming to assess performance and choice of inference should properly reflect the purpose of the simulation.

Regularized Semiparametric Estimation for Ordinary Differential Equations

PubMed Central

Li, Yun; Zhu, Ji; Wang, Naisyin

2015-01-01

Ordinary differential equations (ODEs) are widely used in modeling dynamic systems and have ample applications in the fields of physics, engineering, economics and biological sciences. The ODE parameters often possess physiological meanings and can help scientists gain better understanding of the system. One key interest is thus to well estimate these parameters. Ideally, constant parameters are preferred due to their easy interpretation. In reality, however, constant parameters can be too restrictive such that even after incorporating error terms, there could still be unknown sources of disturbance that lead to poor agreement between observed data and the estimated ODE system. In this paper, we address this issue and accommodate short-term interferences by allowing parameters to vary with time. We propose a new regularized estimation procedure on the time-varying parameters of an ODE system so that these parameters could change with time during transitions but remain constants within stable stages. We found, through simulation studies, that the proposed method performs well and tends to have less variation in comparison to the non-regularized approach. On the theoretical front, we derive finite-sample estimation error bounds for the proposed method. Applications of the proposed method to modeling the hare-lynx relationship and the measles incidence dynamic in Ontario, Canada lead to satisfactory and meaningful results. PMID:26392639

Nest survival modelling using a multi-species approach in forests managed for timber and biofuel feedstock

USGS Publications Warehouse

Loman, Zachary G.; Monroe, Adrian; Riffell, Samuel K.; Miller, Darren A.; Vilella, Francisco; Wheat, Bradley R.; Rush, Scott A.; Martin, James A.

2018-01-01

Switchgrass (Panicum virgatum) intercropping is a novel forest management practice for biomass production intended to generate cellulosic feedstocks within intensively managed loblolly pine‐dominated landscapes. These pine plantations are important for early‐successional bird species, as short rotation times continually maintain early‐successional habitat. We tested the efficacy of using community models compared to individual surrogate species models in understanding influences on nest survival. We analysed nest data to test for differences in habitat use for 14 bird species in plots managed for switchgrass intercropping and controls within loblolly pine (Pinus taeda) plantations in Mississippi, USA.We adapted hierarchical models using hyper‐parameters to incorporate information from both common and rare species to understand community‐level nest survival. This approach incorporates rare species that are often discarded due to low sample sizes, but can inform community‐level demographic parameter estimates. We illustrate use of this approach in generating both species‐level and community‐wide estimates of daily survival rates for songbird nests. We were able to include rare species with low sample size (minimum n = 5) to inform a hyper‐prior, allowing us to estimate effects of covariates on daily survival at the community level, then compare this with a single‐species approach using surrogate species. Using single‐species models, we were unable to generate estimates below a sample size of 21 nests per species.Community model species‐level survival and parameter estimates were similar to those generated by five single‐species models, with improved precision in community model parameters.Covariates of nest placement indicated that switchgrass at the nest site (<4 m) reduced daily nest survival, although intercropping at the forest stand level increased daily nest survival.Synthesis and applications. Community models represent a viable method for estimating community nest survival rates and effects of covariates while incorporating limited data for rarely detected species. Intercropping switchgrass in loblolly pine plantations slightly increased daily nest survival at the research plot scale (0.1 km2), although at a local scale (50 m2) switchgrass negatively influenced nest survival. A likely explanation is intercropping shifted community composition, favouring species with greater disturbance tolerance.

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

PubMed

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

2012-01-01

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

Accounting for uncertainty in model-based prevalence estimation: paratuberculosis control in dairy herds.

PubMed

Davidson, Ross S; McKendrick, Iain J; Wood, Joanna C; Marion, Glenn; Greig, Alistair; Stevenson, Karen; Sharp, Michael; Hutchings, Michael R

2012-09-10

A common approach to the application of epidemiological models is to determine a single (point estimate) parameterisation using the information available in the literature. However, in many cases there is considerable uncertainty about parameter values, reflecting both the incomplete nature of current knowledge and natural variation, for example between farms. Furthermore model outcomes may be highly sensitive to different parameter values. Paratuberculosis is an infection for which many of the key parameter values are poorly understood and highly variable, and for such infections there is a need to develop and apply statistical techniques which make maximal use of available data. A technique based on Latin hypercube sampling combined with a novel reweighting method was developed which enables parameter uncertainty and variability to be incorporated into a model-based framework for estimation of prevalence. The method was evaluated by applying it to a simulation of paratuberculosis in dairy herds which combines a continuous time stochastic algorithm with model features such as within herd variability in disease development and shedding, which have not been previously explored in paratuberculosis models. Generated sample parameter combinations were assigned a weight, determined by quantifying the model's resultant ability to reproduce prevalence data. Once these weights are generated the model can be used to evaluate other scenarios such as control options. To illustrate the utility of this approach these reweighted model outputs were used to compare standard test and cull control strategies both individually and in combination with simple husbandry practices that aim to reduce infection rates. The technique developed has been shown to be applicable to a complex model incorporating realistic control options. For models where parameters are not well known or subject to significant variability, the reweighting scheme allowed estimated distributions of parameter values to be combined with additional sources of information, such as that available from prevalence distributions, resulting in outputs which implicitly handle variation and uncertainty. This methodology allows for more robust predictions from modelling approaches by allowing for parameter uncertainty and combining different sources of information, and is thus expected to be useful in application to a large number of disease systems.

A simple approach for estimating the refractive index structure parameter (Cn²) profile in the atmosphere.

PubMed

Basu, Sukanta

2015-09-01

Utilizing the so-called Thorpe scale as a measure of the turbulence outer scale, we propose a physically-based approach for the estimation of Cn2 profiles in the lower atmosphere. This approach only requires coarse-resolution temperature profiles (a.k.a., soundings) as input, yet it has the intrinsic ability to capture layers of high optical turbulence. The prowess of this computationally inexpensive approach is demonstrated by validations against observational data from a field campaign over Mauna Kea, Hawaii.

Mapping of bare soil surface parameters from TerraSAR-X radar images over a semi-arid region

NASA Astrophysics Data System (ADS)

Gorrab, A.; Zribi, M.; Baghdadi, N.; Lili Chabaane, Z.

2015-10-01

The goal of this paper is to analyze the sensitivity of X-band SAR (TerraSAR-X) signals as a function of different physical bare soil parameters (soil moisture, soil roughness), and to demonstrate that it is possible to estimate of both soil moisture and texture from the same experimental campaign, using a single radar signal configuration (one incidence angle, one polarization). Firstly, we analyzed statistically the relationships between X-band SAR (TerraSAR-X) backscattering signals function of soil moisture and different roughness parameters (the root mean square height Hrms, the Zs parameter and the Zg parameter) at HH polarization and for an incidence angle about 36°, over a semi-arid site in Tunisia (North Africa). Results have shown a high sensitivity of real radar data to the two soil parameters: roughness and moisture. A linear relationship is obtained between volumetric soil moisture and radar signal. A logarithmic correlation is observed between backscattering coefficient and all roughness parameters. The highest dynamic sensitivity is obtained with Zg parameter. Then, we proposed to retrieve of both soil moisture and texture using these multi-temporal X-band SAR images. Our approach is based on the change detection method and combines the seven radar images with different continuous thetaprobe measurements. To estimate soil moisture from X-band SAR data, we analyzed statistically the sensitivity between radar measurements and ground soil moisture derived from permanent thetaprobe stations. Our approaches are applied over bare soil class identified from an optical image SPOT / HRV acquired in the same period of measurements. Results have shown linear relationship for the radar signals as a function of volumetric soil moisture with high sensitivity about 0.21 dB/vol%. For estimation of change in soil moisture, we considered two options: (1) roughness variations during the three-month radar acquisition campaigns were not accounted for; (2) a simple correction for temporal variations in roughness was included. The results reveal a small improvement in the estimation of soil moisture when a correction for temporal variations in roughness is introduced. Finally, by considering the estimated temporal dynamics of soil moisture, a methodology is proposed for the retrieval of clay and sand content (expressed as percentages) in soil. Two empirical relationships were established between the mean moisture values retrieved from the seven acquired radar images and the two soil texture components over 36 test fields. Validation of the proposed approach was carried out over a second set of 34 fields, showing that highly accurate clay estimations can be achieved.

Quantifying stream nutrient uptake from ambient to saturation with instantaneous tracer additions

NASA Astrophysics Data System (ADS)

Covino, T. P.; McGlynn, B. L.; McNamara, R.

2009-12-01

Stream nutrient tracer additions and spiraling metrics are frequently used to quantify stream ecosystem behavior. However, standard approaches limit our understanding of aquatic biogeochemistry. Specifically, the relationship between in-stream nutrient concentration and stream nutrient spiraling has not been characterized. The standard constant rate (steady-state) approach to stream spiraling parameter estimation, either through elevating nutrient concentration or adding isotopically labeled tracers (e.g. 15N), provides little information regarding the stream kinetic curve that represents the uptake-concentration relationship analogous to the Michaelis-Menten curve. These standard approaches provide single or a few data points and often focus on estimating ambient uptake under the conditions at the time of the experiment. Here we outline and demonstrate a new method using instantaneous nutrient additions and dynamic analyses of breakthrough curve (BTC) data to characterize the full relationship between spiraling metrics and nutrient concentration. We compare the results from these dynamic analyses to BTC-integrated, and standard steady-state approaches. Our results indicate good agreement between these three approaches but we highlight the advantages of our dynamic method. Specifically, our new dynamic method provides a cost-effective and efficient approach to: 1) characterize full concentration-spiraling metric curves; 2) estimate ambient spiraling metrics; 3) estimate Michaelis-Menten parameters maximum uptake (Umax) and the half-saturation constant (Km) from developed uptake-concentration kinetic curves, and; 4) measure dynamic nutrient spiraling in larger rivers where steady-state approaches are impractical.

An offline approach for output-only Bayesian identification of stochastic nonlinear systems using unscented Kalman filtering

NASA Astrophysics Data System (ADS)

Erazo, Kalil; Nagarajaiah, Satish

2017-06-01

In this paper an offline approach for output-only Bayesian identification of stochastic nonlinear systems is presented. The approach is based on a re-parameterization of the joint posterior distribution of the parameters that define a postulated state-space stochastic model class. In the re-parameterization the state predictive distribution is included, marginalized, and estimated recursively in a state estimation step using an unscented Kalman filter, bypassing state augmentation as required by existing online methods. In applications expectations of functions of the parameters are of interest, which requires the evaluation of potentially high-dimensional integrals; Markov chain Monte Carlo is adopted to sample the posterior distribution and estimate the expectations. The proposed approach is suitable for nonlinear systems subjected to non-stationary inputs whose realization is unknown, and that are modeled as stochastic processes. Numerical verification and experimental validation examples illustrate the effectiveness and advantages of the approach, including: (i) an increased numerical stability with respect to augmented-state unscented Kalman filtering, avoiding divergence of the estimates when the forcing input is unmeasured; (ii) the ability to handle arbitrary prior and posterior distributions. The experimental validation of the approach is conducted using data from a large-scale structure tested on a shake table. It is shown that the approach is robust to inherent modeling errors in the description of the system and forcing input, providing accurate prediction of the dynamic response when the excitation history is unknown.

State estimation bias induced by optimization under uncertainty and error cost asymmetry is likely reflected in perception.

PubMed

Shimansky, Y P

2011-05-01

It is well known from numerous studies that perception can be significantly affected by intended action in many everyday situations, indicating that perception and related decision-making is not a simple, one-way sequence, but a complex iterative cognitive process. However, the underlying functional mechanisms are yet unclear. Based on an optimality approach, a quantitative computational model of one such mechanism has been developed in this study. It is assumed in the model that significant uncertainty about task-related parameters of the environment results in parameter estimation errors and an optimal control system should minimize the cost of such errors in terms of the optimality criterion. It is demonstrated that, if the cost of a parameter estimation error is significantly asymmetrical with respect to error direction, the tendency to minimize error cost creates a systematic deviation of the optimal parameter estimate from its maximum likelihood value. Consequently, optimization of parameter estimate and optimization of control action cannot be performed separately from each other under parameter uncertainty combined with asymmetry of estimation error cost, thus making the certainty equivalence principle non-applicable under those conditions. A hypothesis that not only the action, but also perception itself is biased by the above deviation of parameter estimate is supported by ample experimental evidence. The results provide important insights into the cognitive mechanisms of interaction between sensory perception and planning an action under realistic conditions. Implications for understanding related functional mechanisms of optimal control in the CNS are discussed.

Adaptive statistical pattern classifiers for remotely sensed data

NASA Technical Reports Server (NTRS)

Gonzalez, R. C.; Pace, M. O.; Raulston, H. S.

1975-01-01

A technique for the adaptive estimation of nonstationary statistics necessary for Bayesian classification is developed. The basic approach to the adaptive estimation procedure consists of two steps: (1) an optimal stochastic approximation of the parameters of interest and (2) a projection of the parameters in time or position. A divergence criterion is developed to monitor algorithm performance. Comparative results of adaptive and nonadaptive classifier tests are presented for simulated four dimensional spectral scan data.

A Bayesian Hierarchical Modeling Approach to Predicting Flow in Ungauged Basins

NASA Astrophysics Data System (ADS)

Gronewold, A.; Alameddine, I.; Anderson, R. M.

2009-12-01

Recent innovative approaches to identifying and applying regression-based relationships between land use patterns (such as increasing impervious surface area and decreasing vegetative cover) and rainfall-runoff model parameters represent novel and promising improvements to predicting flow from ungauged basins. In particular, these approaches allow for predicting flows under uncertain and potentially variable future conditions due to rapid land cover changes, variable climate conditions, and other factors. Despite the broad range of literature on estimating rainfall-runoff model parameters, however, the absence of a robust set of modeling tools for identifying and quantifying uncertainties in (and correlation between) rainfall-runoff model parameters represents a significant gap in current hydrological modeling research. Here, we build upon a series of recent publications promoting novel Bayesian and probabilistic modeling strategies for quantifying rainfall-runoff model parameter estimation uncertainty. Our approach applies alternative measures of rainfall-runoff model parameter joint likelihood (including Nash-Sutcliffe efficiency, among others) to simulate samples from the joint parameter posterior probability density function. We then use these correlated samples as response variables in a Bayesian hierarchical model with land use coverage data as predictor variables in order to develop a robust land use-based tool for forecasting flow in ungauged basins while accounting for, and explicitly acknowledging, parameter estimation uncertainty. We apply this modeling strategy to low-relief coastal watersheds of Eastern North Carolina, an area representative of coastal resource waters throughout the world because of its sensitive embayments and because of the abundant (but currently threatened) natural resources it hosts. Consequently, this area is the subject of several ongoing studies and large-scale planning initiatives, including those conducted through the United States Environmental Protection Agency (USEPA) total maximum daily load (TMDL) program, as well as those addressing coastal population dynamics and sea level rise. Our approach has several advantages, including the propagation of parameter uncertainty through a nonparametric probability distribution which avoids common pitfalls of fitting parameters and model error structure to a predetermined parametric distribution function. In addition, by explicitly acknowledging correlation between model parameters (and reflecting those correlations in our predictive model) our model yields relatively efficient prediction intervals (unlike those in the current literature which are often unnecessarily large, and may lead to overly-conservative management actions). Finally, our model helps improve understanding of the rainfall-runoff process by identifying model parameters (and associated catchment attributes) which are most sensitive to current and future land use change patterns. Disclaimer: Although this work was reviewed by EPA and approved for publication, it may not necessarily reflect official Agency policy.

Mars Rover/Sample Return - Phase A cost estimation

NASA Technical Reports Server (NTRS)

Stancati, Michael L.; Spadoni, Daniel J.

1990-01-01

This paper presents a preliminary cost estimate for the design and development of the Mars Rover/Sample Return (MRSR) mission. The estimate was generated using a modeling tool specifically built to provide useful cost estimates from design parameters of the type and fidelity usually available during early phases of mission design. The model approach and its application to MRSR are described.

Coupled land surface-subsurface hydrogeophysical inverse modeling to estimate soil organic carbon content and explore associated hydrological and thermal dynamics in the Arctic tundra

NASA Astrophysics Data System (ADS)

Phuong Tran, Anh; Dafflon, Baptiste; Hubbard, Susan S.

2017-09-01

Quantitative characterization of soil organic carbon (OC) content is essential due to its significant impacts on surface-subsurface hydrological-thermal processes and microbial decomposition of OC, which both in turn are important for predicting carbon-climate feedbacks. While such quantification is particularly important in the vulnerable organic-rich Arctic region, it is challenging to achieve due to the general limitations of conventional core sampling and analysis methods, and to the extremely dynamic nature of hydrological-thermal processes associated with annual freeze-thaw events. In this study, we develop and test an inversion scheme that can flexibly use single or multiple datasets - including soil liquid water content, temperature and electrical resistivity tomography (ERT) data - to estimate the vertical distribution of OC content. Our approach relies on the fact that OC content strongly influences soil hydrological-thermal parameters and, therefore, indirectly controls the spatiotemporal dynamics of soil liquid water content, temperature and their correlated electrical resistivity. We employ the Community Land Model to simulate nonisothermal surface-subsurface hydrological dynamics from the bedrock to the top of canopy, with consideration of land surface processes (e.g., solar radiation balance, evapotranspiration, snow accumulation and melting) and ice-liquid water phase transitions. For inversion, we combine a deterministic and an adaptive Markov chain Monte Carlo (MCMC) optimization algorithm to estimate a posteriori distributions of desired model parameters. For hydrological-thermal-to-geophysical variable transformation, the simulated subsurface temperature, liquid water content and ice content are explicitly linked to soil electrical resistivity via petrophysical and geophysical models. We validate the developed scheme using different numerical experiments and evaluate the influence of measurement errors and benefit of joint inversion on the estimation of OC and other parameters. We also quantify the propagation of uncertainty from the estimated parameters to prediction of hydrological-thermal responses. We find that, compared to inversion of single dataset (temperature, liquid water content or apparent resistivity), joint inversion of these datasets significantly reduces parameter uncertainty. We find that the joint inversion approach is able to estimate OC and sand content within the shallow active layer (top 0.3 m of soil) with high reliability. Due to the small variations of temperature and moisture within the shallow permafrost (here at about 0.6 m depth), the approach is unable to estimate OC with confidence. However, if the soil porosity is functionally related to the OC and mineral content, which is often observed in organic-rich Arctic soil, the uncertainty of OC estimate at this depth remarkably decreases. Our study documents the value of the new surface-subsurface, deterministic-stochastic inversion approach, as well as the benefit of including multiple types of data to estimate OC and associated hydrological-thermal dynamics.

Estimation of census and effective population sizes: the increasing usefulness of DNA-based approaches

Treesearch

Gordon Luikart; Nils Ryman; David A. Tallmon; Michael K. Schwartz; Fred W. Allendorf

2010-01-01

Population census size (NC) and effective population sizes (Ne) are two crucial parameters that influence population viability, wildlife management decisions, and conservation planning. Genetic estimators of both NC and Ne are increasingly widely used because molecular markers are increasingly available, statistical methods are improving rapidly, and genetic estimators...

Minimum mean squared error (MSE) adjustment and the optimal Tykhonov-Phillips regularization parameter via reproducing best invariant quadratic uniformly unbiased estimates (repro-BIQUUE)

NASA Astrophysics Data System (ADS)

Schaffrin, Burkhard

2008-02-01

In a linear Gauss-Markov model, the parameter estimates from BLUUE (Best Linear Uniformly Unbiased Estimate) are not robust against possible outliers in the observations. Moreover, by giving up the unbiasedness constraint, the mean squared error (MSE) risk may be further reduced, in particular when the problem is ill-posed. In this paper, the α-weighted S-homBLE (Best homogeneously Linear Estimate) is derived via formulas originally used for variance component estimation on the basis of the repro-BIQUUE (reproducing Best Invariant Quadratic Uniformly Unbiased Estimate) principle in a model with stochastic prior information. In the present model, however, such prior information is not included, which allows the comparison of the stochastic approach (α-weighted S-homBLE) with the well-established algebraic approach of Tykhonov-Phillips regularization, also known as R-HAPS (Hybrid APproximation Solution), whenever the inverse of the “substitute matrix” S exists and is chosen as the R matrix that defines the relative impact of the regularizing term on the final result.

Determination of hyporheic travel time distributions and other parameters from concurrent conservative and reactive tracer tests by local-in-global optimization

NASA Astrophysics Data System (ADS)

Knapp, Julia L. A.; Cirpka, Olaf A.

2017-06-01

The complexity of hyporheic flow paths requires reach-scale models of solute transport in streams that are flexible in their representation of the hyporheic passage. We use a model that couples advective-dispersive in-stream transport to hyporheic exchange with a shape-free distribution of hyporheic travel times. The model also accounts for two-site sorption and transformation of reactive solutes. The coefficients of the model are determined by fitting concurrent stream-tracer tests of conservative (fluorescein) and reactive (resazurin/resorufin) compounds. The flexibility of the shape-free models give rise to multiple local minima of the objective function in parameter estimation, thus requiring global-search algorithms, which is hindered by the large number of parameter values to be estimated. We present a local-in-global optimization approach, in which we use a Markov-Chain Monte Carlo method as global-search method to estimate a set of in-stream and hyporheic parameters. Nested therein, we infer the shape-free distribution of hyporheic travel times by a local Gauss-Newton method. The overall approach is independent of the initial guess and provides the joint posterior distribution of all parameters. We apply the described local-in-global optimization method to recorded tracer breakthrough curves of three consecutive stream sections, and infer section-wise hydraulic parameter distributions to analyze how hyporheic exchange processes differ between the stream sections.

Cuff-less PPG based continuous blood pressure monitoring: a smartphone based approach.

PubMed

Gaurav, Aman; Maheedhar, Maram; Tiwari, Vijay N; Narayanan, Rangavittal

2016-08-01

Cuff-less estimation of systolic (SBP) and diastolic (DBP) blood pressure is an efficient approach for non-invasive and continuous monitoring of an individual's vitals. Although pulse transit time (PTT) based approaches have been successful in estimating the systolic and diastolic blood pressures to a reasonable degree of accuracy, there is still scope for improvement in terms of accuracies. Moreover, PTT approach requires data from sensors placed at two different locations along with individual calibration of physiological parameters for deriving correct estimation of systolic and diastolic blood pressure (BP) and hence is not suitable for smartphone deployment. Heart Rate Variability is one of the extensively used non-invasive parameters to assess cardiovascular autonomic nervous system and is known to be associated with SBP and DBP indirectly. In this work, we propose a novel method to extract a comprehensive set of features by combining PPG signal based and Heart Rate Variability (HRV) related features using a single PPG sensor. Further, these features are fed into a DBP feedback based combinatorial neural network model to arrive at a common weighted average output of DBP and subsequently SBP. Our results show that using this current approach, an accuracy of ±6.8 mmHg for SBP and ±4.7 mmHg for DBP is achievable on 1,750,000 pulses extracted from a public database (comprising 3000 people). Since most of the smartphones are now equipped with PPG sensor, a mobile based cuff-less BP estimation will enable the user to monitor their BP as a vital parameter on demand. This will open new avenues towards development of pervasive and continuous BP monitoring systems leading to an early detection and prevention of cardiovascular diseases.

Experimental Design for Stochastic Models of Nonlinear Signaling Pathways Using an Interval-Wise Linear Noise Approximation and State Estimation

PubMed Central

Zimmer, Christoph

2016-01-01

Background Computational modeling is a key technique for analyzing models in systems biology. There are well established methods for the estimation of the kinetic parameters in models of ordinary differential equations (ODE). Experimental design techniques aim at devising experiments that maximize the information encoded in the data. For ODE models there are well established approaches for experimental design and even software tools. However, data from single cell experiments on signaling pathways in systems biology often shows intrinsic stochastic effects prompting the development of specialized methods. While simulation methods have been developed for decades and parameter estimation has been targeted for the last years, only very few articles focus on experimental design for stochastic models. Methods The Fisher information matrix is the central measure for experimental design as it evaluates the information an experiment provides for parameter estimation. This article suggest an approach to calculate a Fisher information matrix for models containing intrinsic stochasticity and high nonlinearity. The approach makes use of a recently suggested multiple shooting for stochastic systems (MSS) objective function. The Fisher information matrix is calculated by evaluating pseudo data with the MSS technique. Results The performance of the approach is evaluated with simulation studies on an Immigration-Death, a Lotka-Volterra, and a Calcium oscillation model. The Calcium oscillation model is a particularly appropriate case study as it contains the challenges inherent to signaling pathways: high nonlinearity, intrinsic stochasticity, a qualitatively different behavior from an ODE solution, and partial observability. The computational speed of the MSS approach for the Fisher information matrix allows for an application in realistic size models. PMID:27583802

A hybrid SVM-FFA method for prediction of monthly mean global solar radiation

NASA Astrophysics Data System (ADS)

Shamshirband, Shahaboddin; Mohammadi, Kasra; Tong, Chong Wen; Zamani, Mazdak; Motamedi, Shervin; Ch, Sudheer

2016-07-01

In this study, a hybrid support vector machine-firefly optimization algorithm (SVM-FFA) model is proposed to estimate monthly mean horizontal global solar radiation (HGSR). The merit of SVM-FFA is assessed statistically by comparing its performance with three previously used approaches. Using each approach and long-term measured HGSR, three models are calibrated by considering different sets of meteorological parameters measured for Bandar Abbass situated in Iran. It is found that the model (3) utilizing the combination of relative sunshine duration, difference between maximum and minimum temperatures, relative humidity, water vapor pressure, average temperature, and extraterrestrial solar radiation shows superior performance based upon all approaches. Moreover, the extraterrestrial radiation is introduced as a significant parameter to accurately estimate the global solar radiation. The survey results reveal that the developed SVM-FFA approach is greatly capable to provide favorable predictions with significantly higher precision than other examined techniques. For the SVM-FFA (3), the statistical indicators of mean absolute percentage error (MAPE), root mean square error (RMSE), relative root mean square error (RRMSE), and coefficient of determination ( R 2) are 3.3252 %, 0.1859 kWh/m2, 3.7350 %, and 0.9737, respectively which according to the RRMSE has an excellent performance. As a more evaluation of SVM-FFA (3), the ratio of estimated to measured values is computed and found that 47 out of 48 months considered as testing data fall between 0.90 and 1.10. Also, by performing a further verification, it is concluded that SVM-FFA (3) offers absolute superiority over the empirical models using relatively similar input parameters. In a nutshell, the hybrid SVM-FFA approach would be considered highly efficient to estimate the HGSR.

A comparison between conventional and LANDSAT based hydrologic modeling: The Four Mile Run case study

NASA Technical Reports Server (NTRS)

Ragan, R. M.; Jackson, T. J.; Fitch, W. N.; Shubinski, R. P.

1976-01-01

Models designed to support the hydrologic studies associated with urban water resources planning require input parameters that are defined in terms of land cover. Estimating the land cover is a difficult and expensive task when drainage areas larger than a few sq. km are involved. Conventional and LANDSAT based methods for estimating the land cover based input parameters required by hydrologic planning models were compared in a case study of the 50.5 sq. km (19.5 sq. mi) Four Mile Run Watershed in Virginia. Results of the study indicate that the LANDSAT based approach is highly cost effective for planning model studies. The conventional approach to define inputs was based on 1:3600 aerial photos, required 110 man-days and a total cost of $14,000. The LANDSAT based approach required 6.9 man-days and cost $2,350. The conventional and LANDSAT based models gave similar results relative to discharges and estimated annual damages expected from no flood control, channelization, and detention storage alternatives.

Practical input optimization for aircraft parameter estimation experiments. Ph.D. Thesis, 1990

NASA Technical Reports Server (NTRS)

Morelli, Eugene A.

1993-01-01

The object of this research was to develop an algorithm for the design of practical, optimal flight test inputs for aircraft parameter estimation experiments. A general, single pass technique was developed which allows global optimization of the flight test input design for parameter estimation using the principles of dynamic programming with the input forms limited to square waves only. Provision was made for practical constraints on the input, including amplitude constraints, control system dynamics, and selected input frequency range exclusions. In addition, the input design was accomplished while imposing output amplitude constraints required by model validity and considerations of safety during the flight test. The algorithm has multiple input design capability, with optional inclusion of a constraint that only one control move at a time, so that a human pilot can implement the inputs. It is shown that the technique can be used to design experiments for estimation of open loop model parameters from closed loop flight test data. The report includes a new formulation of the optimal input design problem, a description of a new approach to the solution, and a summary of the characteristics of the algorithm, followed by three example applications of the new technique which demonstrate the quality and expanded capabilities of the input designs produced by the new technique. In all cases, the new input design approach showed significant improvement over previous input design methods in terms of achievable parameter accuracies.

A probabilistic approach for the estimation of earthquake source parameters from spectral inversion

NASA Astrophysics Data System (ADS)

Supino, M.; Festa, G.; Zollo, A.

2017-12-01

The amplitude spectrum of a seismic signal related to an earthquake source carries information about the size of the rupture, moment, stress and energy release. Furthermore, it can be used to characterize the Green's function of the medium crossed by the seismic waves. We describe the earthquake amplitude spectrum assuming a generalized Brune's (1970) source model, and direct P- and S-waves propagating in a layered velocity model, characterized by a frequency-independent Q attenuation factor. The observed displacement spectrum depends indeed on three source parameters, the seismic moment (through the low-frequency spectral level), the corner frequency (that is a proxy of the fault length) and the high-frequency decay parameter. These parameters are strongly correlated each other and with the quality factor Q; a rigorous estimation of the associated uncertainties and parameter resolution is thus needed to obtain reliable estimations.In this work, the uncertainties are characterized adopting a probabilistic approach for the parameter estimation. Assuming an L2-norm based misfit function, we perform a global exploration of the parameter space to find the absolute minimum of the cost function and then we explore the cost-function associated joint a-posteriori probability density function around such a minimum, to extract the correlation matrix of the parameters. The global exploration relies on building a Markov chain in the parameter space and on combining a deterministic minimization with a random exploration of the space (basin-hopping technique). The joint pdf is built from the misfit function using the maximum likelihood principle and assuming a Gaussian-like distribution of the parameters. It is then computed on a grid centered at the global minimum of the cost-function. The numerical integration of the pdf finally provides mean, variance and correlation matrix associated with the set of best-fit parameters describing the model. Synthetic tests are performed to investigate the robustness of the method and uncertainty propagation from the data-space to the parameter space. Finally, the method is applied to characterize the source parameters of the earthquakes occurring during the 2016-2017 Central Italy sequence, with the goal of investigating the source parameter scaling with magnitude.

Spectral Induced Polarization approaches to characterize reactive transport parameters and processes

NASA Astrophysics Data System (ADS)

Schmutz, M.; Franceschi, M.; Revil, A.; Peruzzo, L.; Maury, T.; Vaudelet, P.; Ghorbani, A.; Hubbard, S. S.

2017-12-01

For almost a decade, geophysical methods have explored the potential for characterization of reactive transport parameters and processes relevant to hydrogeology, contaminant remediation, and oil and gas applications. Spectral Induced Polarization (SIP) methods show particular promise in this endeavour, given the sensitivity of the SIP signature to geological material electrical double layer properties and the critical role of the electrical double layer on reactive transport processes, such as adsorption. In this presentation, we discuss results from several recent studies that have been performed to quantify the value of SIP parameters for characterizing reactive transport parameters. The advances have been realized through performing experimental studies and interpreting their responses using theoretical and numerical approaches. We describe a series of controlled experimental studies that have been performed to quantify the SIP responses to variations in grain size and specific surface area, pore fluid geochemistry, and other factors. We also model chemical reactions at the interface fluid/matrix linked to part of our experimental data set. For some examples, both geochemical modelling and measurements are integrated into a SIP physico-chemical based model. Our studies indicate both the potential of and the opportunity for using SIP to estimate reactive transport parameters. In case of well sorted granulometry of the samples, we find that the grain size characterization (as well as the permeabililty for some specific examples) value can be estimated using SIP. We show that SIP is sensitive to physico-chemical conditions at the fluid/mineral interface, including the different pore fluid dissolved ions (Na+, Cu2+, Zn2+, Pb2+) due to their different adsorption behavior. We also showed the relevance of our approach to characterize the fluid/matrix interaction for various organic contents (wetting and non-wetting oils). We also discuss early efforts to jointly interpret SIP and other information for improved estimation, approaches to use SIP information to constrain mechanistic flow and transport models, and the potential to apply some of the approaches to field scale applications.

Automated inference procedure for the determination of cell growth parameters

NASA Astrophysics Data System (ADS)

Harris, Edouard A.; Koh, Eun Jee; Moffat, Jason; McMillen, David R.

2016-01-01

The growth rate and carrying capacity of a cell population are key to the characterization of the population's viability and to the quantification of its responses to perturbations such as drug treatments. Accurate estimation of these parameters necessitates careful analysis. Here, we present a rigorous mathematical approach for the robust analysis of cell count data, in which all the experimental stages of the cell counting process are investigated in detail with the machinery of Bayesian probability theory. We advance a flexible theoretical framework that permits accurate estimates of the growth parameters of cell populations and of the logical correlations between them. Moreover, our approach naturally produces an objective metric of avoidable experimental error, which may be tracked over time in a laboratory to detect instrumentation failures or lapses in protocol. We apply our method to the analysis of cell count data in the context of a logistic growth model by means of a user-friendly computer program that automates this analysis, and present some samples of its output. Finally, we note that a traditional least squares fit can provide misleading estimates of parameter values, because it ignores available information with regard to the way in which the data have actually been collected.

Application of maximum entropy to statistical inference for inversion of data from a single track segment.

PubMed

Stotts, Steven A; Koch, Robert A

2017-08-01

In this paper an approach is presented to estimate the constraint required to apply maximum entropy (ME) for statistical inference with underwater acoustic data from a single track segment. Previous algorithms for estimating the ME constraint require multiple source track segments to determine the constraint. The approach is relevant for addressing model mismatch effects, i.e., inaccuracies in parameter values determined from inversions because the propagation model does not account for all acoustic processes that contribute to the measured data. One effect of model mismatch is that the lowest cost inversion solution may be well outside a relatively well-known parameter value's uncertainty interval (prior), e.g., source speed from track reconstruction or towed source levels. The approach requires, for some particular parameter value, the ME constraint to produce an inferred uncertainty interval that encompasses the prior. Motivating this approach is the hypothesis that the proposed constraint determination procedure would produce a posterior probability density that accounts for the effect of model mismatch on inferred values of other inversion parameters for which the priors might be quite broad. Applications to both measured and simulated data are presented for model mismatch that produces minimum cost solutions either inside or outside some priors.

Doubly robust nonparametric inference on the average treatment effect.

PubMed

Benkeser, D; Carone, M; Laan, M J Van Der; Gilbert, P B

2017-12-01

Doubly robust estimators are widely used to draw inference about the average effect of a treatment. Such estimators are consistent for the effect of interest if either one of two nuisance parameters is consistently estimated. However, if flexible, data-adaptive estimators of these nuisance parameters are used, double robustness does not readily extend to inference. We present a general theoretical study of the behaviour of doubly robust estimators of an average treatment effect when one of the nuisance parameters is inconsistently estimated. We contrast different methods for constructing such estimators and investigate the extent to which they may be modified to also allow doubly robust inference. We find that while targeted minimum loss-based estimation can be used to solve this problem very naturally, common alternative frameworks appear to be inappropriate for this purpose. We provide a theoretical study and a numerical evaluation of the alternatives considered. Our simulations highlight the need for and usefulness of these approaches in practice, while our theoretical developments have broad implications for the construction of estimators that permit doubly robust inference in other problems.

A bias correction for covariance estimators to improve inference with generalized estimating equations that use an unstructured correlation matrix.

PubMed

Westgate, Philip M

2013-07-20

Generalized estimating equations (GEEs) are routinely used for the marginal analysis of correlated data. The efficiency of GEE depends on how closely the working covariance structure resembles the true structure, and therefore accurate modeling of the working correlation of the data is important. A popular approach is the use of an unstructured working correlation matrix, as it is not as restrictive as simpler structures such as exchangeable and AR-1 and thus can theoretically improve efficiency. However, because of the potential for having to estimate a large number of correlation parameters, variances of regression parameter estimates can be larger than theoretically expected when utilizing the unstructured working correlation matrix. Therefore, standard error estimates can be negatively biased. To account for this additional finite-sample variability, we derive a bias correction that can be applied to typical estimators of the covariance matrix of parameter estimates. Via simulation and in application to a longitudinal study, we show that our proposed correction improves standard error estimation and statistical inference. Copyright © 2012 John Wiley & Sons, Ltd.

A study on predicting network corrections in PPP-RTK processing

NASA Astrophysics Data System (ADS)

Wang, Kan; Khodabandeh, Amir; Teunissen, Peter

2017-10-01

In PPP-RTK processing, the network corrections including the satellite clocks, the satellite phase biases and the ionospheric delays are provided to the users to enable fast single-receiver integer ambiguity resolution. To solve the rank deficiencies in the undifferenced observation equations, the estimable parameters are formed to generate full-rank design matrix. In this contribution, we firstly discuss the interpretation of the estimable parameters without and with a dynamic satellite clock model incorporated in a Kalman filter during the network processing. The functionality of the dynamic satellite clock model is tested in the PPP-RTK processing. Due to the latency generated by the network processing and data transfer, the network corrections are delayed for the real-time user processing. To bridge the latencies, we discuss and compare two prediction approaches making use of the network corrections without and with the dynamic satellite clock model, respectively. The first prediction approach is based on the polynomial fitting of the estimated network parameters, while the second approach directly follows the dynamic model in the Kalman filter of the network processing and utilises the satellite clock drifts estimated in the network processing. Using 1 Hz data from two networks in Australia, the influences of the two prediction approaches on the user positioning results are analysed and compared for latencies ranging from 3 to 10 s. The accuracy of the positioning results decreases with the increasing latency of the network products. For a latency of 3 s, the RMS of the horizontal and the vertical coordinates (with respect to the ground truth) do not show large differences applying both prediction approaches. For a latency of 10 s, the prediction approach making use of the satellite clock model has generated slightly better positioning results with the differences of the RMS at mm-level. Further advantages and disadvantages of both prediction approaches are also discussed in this contribution.

Performance of two predictive uncertainty estimation approaches for conceptual Rainfall-Runoff Model: Bayesian Joint Inference and Hydrologic Uncertainty Post-processing

NASA Astrophysics Data System (ADS)

Hernández-López, Mario R.; Romero-Cuéllar, Jonathan; Camilo Múnera-Estrada, Juan; Coccia, Gabriele; Francés, Félix

2017-04-01

It is noticeably important to emphasize the role of uncertainty particularly when the model forecasts are used to support decision-making and water management. This research compares two approaches for the evaluation of the predictive uncertainty in hydrological modeling. First approach is the Bayesian Joint Inference of hydrological and error models. Second approach is carried out through the Model Conditional Processor using the Truncated Normal Distribution in the transformed space. This comparison is focused on the predictive distribution reliability. The case study is applied to two basins included in the Model Parameter Estimation Experiment (MOPEX). These two basins, which have different hydrological complexity, are the French Broad River (North Carolina) and the Guadalupe River (Texas). The results indicate that generally, both approaches are able to provide similar predictive performances. However, the differences between them can arise in basins with complex hydrology (e.g. ephemeral basins). This is because obtained results with Bayesian Joint Inference are strongly dependent on the suitability of the hypothesized error model. Similarly, the results in the case of the Model Conditional Processor are mainly influenced by the selected model of tails or even by the selected full probability distribution model of the data in the real space, and by the definition of the Truncated Normal Distribution in the transformed space. In summary, the different hypotheses that the modeler choose on each of the two approaches are the main cause of the different results. This research also explores a proper combination of both methodologies which could be useful to achieve less biased hydrological parameter estimation. For this approach, firstly the predictive distribution is obtained through the Model Conditional Processor. Secondly, this predictive distribution is used to derive the corresponding additive error model which is employed for the hydrological parameter estimation with the Bayesian Joint Inference methodology.

Estimating hydraulic parameters of a heterogeneous aquitard using long-term multi-extensometer and groundwater level data

NASA Astrophysics Data System (ADS)

Zhuang, Chao; Zhou, Zhifang; Illman, Walter A.; Guo, Qiaona; Wang, Jinguo

2017-09-01

The classical aquitard-drainage model COMPAC has been modified to simulate the compaction process of a heterogeneous aquitard consisting of multiple sub-units (Multi-COMPAC). By coupling Multi-COMPAC with the parameter estimation code PEST++, the vertical hydraulic conductivity ( K v) and elastic ( S ske) and inelastic ( S skp) skeletal specific-storage values of each sub-unit can be estimated using observed long-term multi-extensometer and groundwater level data. The approach was first tested through a synthetic case with known parameters. Results of the synthetic case revealed that it was possible to accurately estimate the three parameters for each sub-unit. Next, the methodology was applied to a field site located in Changzhou city, China. Based on the detailed stratigraphic information and extensometer data, the aquitard of interest was subdivided into three sub-units. Parameters K v, S ske and S skp of each sub-unit were estimated simultaneously and then were compared with laboratory results and with bulk values and geologic data from previous studies, demonstrating the reliability of parameter estimates. Estimated S skp values ranged within the magnitude of 10-4 m-1, while K v ranged over 10-10-10-8 m/s, suggesting moderately high heterogeneity of the aquitard. However, the elastic deformation of the third sub-unit, consisting of soft plastic silty clay, is masked by delayed drainage, and the inverse procedure leads to large uncertainty in the S ske estimate for this sub-unit.

Estimation of adsorption isotherm and mass transfer parameters in protein chromatography using artificial neural networks.

PubMed

Wang, Gang; Briskot, Till; Hahn, Tobias; Baumann, Pascal; Hubbuch, Jürgen

2017-03-03

Mechanistic modeling has been repeatedly successfully applied in process development and control of protein chromatography. For each combination of adsorbate and adsorbent, the mechanistic models have to be calibrated. Some of the model parameters, such as system characteristics, can be determined reliably by applying well-established experimental methods, whereas others cannot be measured directly. In common practice of protein chromatography modeling, these parameters are identified by applying time-consuming methods such as frontal analysis combined with gradient experiments, curve-fitting, or combined Yamamoto approach. For new components in the chromatographic system, these traditional calibration approaches require to be conducted repeatedly. In the presented work, a novel method for the calibration of mechanistic models based on artificial neural network (ANN) modeling was applied. An in silico screening of possible model parameter combinations was performed to generate learning material for the ANN model. Once the ANN model was trained to recognize chromatograms and to respond with the corresponding model parameter set, it was used to calibrate the mechanistic model from measured chromatograms. The ANN model's capability of parameter estimation was tested by predicting gradient elution chromatograms. The time-consuming model parameter estimation process itself could be reduced down to milliseconds. The functionality of the method was successfully demonstrated in a study with the calibration of the transport-dispersive model (TDM) and the stoichiometric displacement model (SDM) for a protein mixture. Copyright © 2017 The Author(s). Published by Elsevier B.V. All rights reserved.

An adaptive observer for on-line tool wear estimation in turning, Part I: Theory

NASA Astrophysics Data System (ADS)

Danai, Kourosh; Ulsoy, A. Galip

1987-04-01

On-line sensing of tool wear has been a long-standing goal of the manufacturing engineering community. In the absence of any reliable on-line tool wear sensors, a new model-based approach for tool wear estimation has been proposed. This approach is an adaptive observer, based on force measurement, which uses both parameter and state estimation techniques. The design of the adaptive observer is based upon a dynamic state model of tool wear in turning. This paper (Part I) presents the model, and explains its use as the basis for the adaptive observer design. This model uses flank wear and crater wear as state variables, feed as the input, and the cutting force as the output. The suitability of the model as the basis for adaptive observation is also verified. The implementation of the adaptive observer requires the design of a state observer and a parameter estimator. To obtain the model parameters for tuning the adaptive observer procedures for linearisation of the non-linear model are specified. The implementation of the adaptive observer in turning and experimental results are presented in a companion paper (Part II).

Reciprocal Sliding Friction Model for an Electro-Deposited Coating and Its Parameter Estimation Using Markov Chain Monte Carlo Method

PubMed Central

Kim, Kyungmok; Lee, Jaewook

2016-01-01

This paper describes a sliding friction model for an electro-deposited coating. Reciprocating sliding tests using ball-on-flat plate test apparatus are performed to determine an evolution of the kinetic friction coefficient. The evolution of the friction coefficient is classified into the initial running-in period, steady-state sliding, and transition to higher friction. The friction coefficient during the initial running-in period and steady-state sliding is expressed as a simple linear function. The friction coefficient in the transition to higher friction is described with a mathematical model derived from Kachanov-type damage law. The model parameters are then estimated using the Markov Chain Monte Carlo (MCMC) approach. It is identified that estimated friction coefficients obtained by MCMC approach are in good agreement with measured ones. PMID:28773359

A new approach to estimating trends in chlamydia incidence.

PubMed

Ali, Hammad; Cameron, Ewan; Drovandi, Christopher C; McCaw, James M; Guy, Rebecca J; Middleton, Melanie; El-Hayek, Carol; Hocking, Jane S; Kaldor, John M; Donovan, Basil; Wilson, David P

2015-11-01

Directly measuring disease incidence in a population is difficult and not feasible to do routinely. We describe the development and application of a new method for estimating at a population level the number of incident genital chlamydia infections, and the corresponding incidence rates, by age and sex using routine surveillance data. A Bayesian statistical approach was developed to calibrate the parameters of a decision-pathway tree against national data on numbers of notifications and tests conducted (2001-2013). Independent beta probability density functions were adopted for priors on the time-independent parameters; the shapes of these beta parameters were chosen to match prior estimates sourced from peer-reviewed literature or expert opinion. To best facilitate the calibration, multivariate Gaussian priors on (the logistic transforms of) the time-dependent parameters were adopted, using the Matérn covariance function to favour small changes over consecutive years and across adjacent age cohorts. The model outcomes were validated by comparing them with other independent empirical epidemiological measures, that is, prevalence and incidence as reported by other studies. Model-based estimates suggest that the total number of people acquiring chlamydia per year in Australia has increased by ∼120% over 12 years. Nationally, an estimated 356 000 people acquired chlamydia in 2013, which is 4.3 times the number of reported diagnoses. This corresponded to a chlamydia annual incidence estimate of 1.54% in 2013, increased from 0.81% in 2001 (∼90% increase). We developed a statistical method which uses routine surveillance (notifications and testing) data to produce estimates of the extent and trends in chlamydia incidence. Published by the BMJ Publishing Group Limited. For permission to use (where not already granted under a licence) please go to http://group.bmj.com/group/rights-licensing/permissions.

Monaural room acoustic parameters from music and speech.

PubMed

Kendrick, Paul; Cox, Trevor J; Li, Francis F; Zhang, Yonggang; Chambers, Jonathon A

2008-07-01

This paper compares two methods for extracting room acoustic parameters from reverberated speech and music. An approach which uses statistical machine learning, previously developed for speech, is extended to work with music. For speech, reverberation time estimations are within a perceptual difference limen of the true value. For music, virtually all early decay time estimations are within a difference limen of the true value. The estimation accuracy is not good enough in other cases due to differences between the simulated data set used to develop the empirical model and real rooms. The second method carries out a maximum likelihood estimation on decay phases at the end of notes or speech utterances. This paper extends the method to estimate parameters relating to the balance of early and late energies in the impulse response. For reverberation time and speech, the method provides estimations which are within the perceptual difference limen of the true value. For other parameters such as clarity, the estimations are not sufficiently accurate due to the natural reverberance of the excitation signals. Speech is a better test signal than music because of the greater periods of silence in the signal, although music is needed for low frequency measurement.

Estimation of Microphysical and Radiative Parameters of Precipitating Cloud Systems Using mm-Wavelength Radars

NASA Astrophysics Data System (ADS)

Matrosov, Sergey Y.

2009-03-01

A remote sensing approach is described to retrieve cloud and rainfall parameters within the same precipitating system. This approach is based on mm-wavelength radar signal attenuation effects which are observed in a layer of liquid precipitation containing clouds and rainfall. The parameters of ice clouds in the upper part of startiform precipitating systems are then retrieved using the absolute measurements of radar reflectivity. In case of the ground-based radar location, these measurements are corrected for attenuation in the intervening layer of liquid hydrometers.

Trans-dimensional inversion of microtremor array dispersion data with hierarchical autoregressive error models

NASA Astrophysics Data System (ADS)

Dettmer, Jan; Molnar, Sheri; Steininger, Gavin; Dosso, Stan E.; Cassidy, John F.

2012-02-01

This paper applies a general trans-dimensional Bayesian inference methodology and hierarchical autoregressive data-error models to the inversion of microtremor array dispersion data for shear wave velocity (vs) structure. This approach accounts for the limited knowledge of the optimal earth model parametrization (e.g. the number of layers in the vs profile) and of the data-error statistics in the resulting vs parameter uncertainty estimates. The assumed earth model parametrization influences estimates of parameter values and uncertainties due to different parametrizations leading to different ranges of data predictions. The support of the data for a particular model is often non-unique and several parametrizations may be supported. A trans-dimensional formulation accounts for this non-uniqueness by including a model-indexing parameter as an unknown so that groups of models (identified by the indexing parameter) are considered in the results. The earth model is parametrized in terms of a partition model with interfaces given over a depth-range of interest. In this work, the number of interfaces (layers) in the partition model represents the trans-dimensional model indexing. In addition, serial data-error correlations are addressed by augmenting the geophysical forward model with a hierarchical autoregressive error model that can account for a wide range of error processes with a small number of parameters. Hence, the limited knowledge about the true statistical distribution of data errors is also accounted for in the earth model parameter estimates, resulting in more realistic uncertainties and parameter values. Hierarchical autoregressive error models do not rely on point estimates of the model vector to estimate data-error statistics, and have no requirement for computing the inverse or determinant of a data-error covariance matrix. This approach is particularly useful for trans-dimensional inverse problems, as point estimates may not be representative of the state space that spans multiple subspaces of different dimensionalities. The order of the autoregressive process required to fit the data is determined here by posterior residual-sample examination and statistical tests. Inference for earth model parameters is carried out on the trans-dimensional posterior probability distribution by considering ensembles of parameter vectors. In particular, vs uncertainty estimates are obtained by marginalizing the trans-dimensional posterior distribution in terms of vs-profile marginal distributions. The methodology is applied to microtremor array dispersion data collected at two sites with significantly different geology in British Columbia, Canada. At both sites, results show excellent agreement with estimates from invasive measurements.

Distribution system model calibration with big data from AMI and PV inverters

DOE PAGES

Peppanen, Jouni; Reno, Matthew J.; Broderick, Robert J.; ...

2016-03-03

Efficient management and coordination of distributed energy resources with advanced automation schemes requires accurate distribution system modeling and monitoring. Big data from smart meters and photovoltaic (PV) micro-inverters can be leveraged to calibrate existing utility models. This paper presents computationally efficient distribution system parameter estimation algorithms to improve the accuracy of existing utility feeder radial secondary circuit model parameters. The method is demonstrated using a real utility feeder model with advanced metering infrastructure (AMI) and PV micro-inverters, along with alternative parameter estimation approaches that can be used to improve secondary circuit models when limited measurement data is available. Lastly, themore » parameter estimation accuracy is demonstrated for both a three-phase test circuit with typical secondary circuit topologies and single-phase secondary circuits in a real mixed-phase test system.« less

Distribution system model calibration with big data from AMI and PV inverters

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

Peppanen, Jouni; Reno, Matthew J.; Broderick, Robert J.

Efficient management and coordination of distributed energy resources with advanced automation schemes requires accurate distribution system modeling and monitoring. Big data from smart meters and photovoltaic (PV) micro-inverters can be leveraged to calibrate existing utility models. This paper presents computationally efficient distribution system parameter estimation algorithms to improve the accuracy of existing utility feeder radial secondary circuit model parameters. The method is demonstrated using a real utility feeder model with advanced metering infrastructure (AMI) and PV micro-inverters, along with alternative parameter estimation approaches that can be used to improve secondary circuit models when limited measurement data is available. Lastly, themore » parameter estimation accuracy is demonstrated for both a three-phase test circuit with typical secondary circuit topologies and single-phase secondary circuits in a real mixed-phase test system.« less

On the applicability of surrogate-based Markov chain Monte Carlo-Bayesian inversion to the Community Land Model: Case studies at flux tower sites: SURROGATE-BASED MCMC FOR CLM

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

Huang, Maoyi; Ray, Jaideep; Hou, Zhangshuan

2016-07-04

The Community Land Model (CLM) has been widely used in climate and Earth system modeling. Accurate estimation of model parameters is needed for reliable model simulations and predictions under current and future conditions, respectively. In our previous work, a subset of hydrological parameters has been identified to have significant impact on surface energy fluxes at selected flux tower sites based on parameter screening and sensitivity analysis, which indicate that the parameters could potentially be estimated from surface flux observations at the towers. To date, such estimates do not exist. In this paper, we assess the feasibility of applying a Bayesianmore » model calibration technique to estimate CLM parameters at selected flux tower sites under various site conditions. The parameters are estimated as a joint probability density function (PDF) that provides estimates of uncertainty of the parameters being inverted, conditional on climatologically-average latent heat fluxes derived from observations. We find that the simulated mean latent heat fluxes from CLM using the calibrated parameters are generally improved at all sites when compared to those obtained with CLM simulations using default parameter sets. Further, our calibration method also results in credibility bounds around the simulated mean fluxes which bracket the measured data. The modes (or maximum a posteriori values) and 95% credibility intervals of the site-specific posterior PDFs are tabulated as suggested parameter values for each site. Analysis of relationships between the posterior PDFs and site conditions suggests that the parameter values are likely correlated with the plant functional type, which needs to be confirmed in future studies by extending the approach to more sites.« less

On the applicability of surrogate-based MCMC-Bayesian inversion to the Community Land Model: Case studies at Flux tower sites

DOE PAGES

Huang, Maoyi; Ray, Jaideep; Hou, Zhangshuan; ...

2016-06-01

The Community Land Model (CLM) has been widely used in climate and Earth system modeling. Accurate estimation of model parameters is needed for reliable model simulations and predictions under current and future conditions, respectively. In our previous work, a subset of hydrological parameters has been identified to have significant impact on surface energy fluxes at selected flux tower sites based on parameter screening and sensitivity analysis, which indicate that the parameters could potentially be estimated from surface flux observations at the towers. To date, such estimates do not exist. In this paper, we assess the feasibility of applying a Bayesianmore » model calibration technique to estimate CLM parameters at selected flux tower sites under various site conditions. The parameters are estimated as a joint probability density function (PDF) that provides estimates of uncertainty of the parameters being inverted, conditional on climatologically average latent heat fluxes derived from observations. We find that the simulated mean latent heat fluxes from CLM using the calibrated parameters are generally improved at all sites when compared to those obtained with CLM simulations using default parameter sets. Further, our calibration method also results in credibility bounds around the simulated mean fluxes which bracket the measured data. The modes (or maximum a posteriori values) and 95% credibility intervals of the site-specific posterior PDFs are tabulated as suggested parameter values for each site. As a result, analysis of relationships between the posterior PDFs and site conditions suggests that the parameter values are likely correlated with the plant functional type, which needs to be confirmed in future studies by extending the approach to more sites.« less

On the applicability of surrogate-based MCMC-Bayesian inversion to the Community Land Model: Case studies at Flux tower sites

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

Huang, Maoyi; Ray, Jaideep; Hou, Zhangshuan

The Community Land Model (CLM) has been widely used in climate and Earth system modeling. Accurate estimation of model parameters is needed for reliable model simulations and predictions under current and future conditions, respectively. In our previous work, a subset of hydrological parameters has been identified to have significant impact on surface energy fluxes at selected flux tower sites based on parameter screening and sensitivity analysis, which indicate that the parameters could potentially be estimated from surface flux observations at the towers. To date, such estimates do not exist. In this paper, we assess the feasibility of applying a Bayesianmore » model calibration technique to estimate CLM parameters at selected flux tower sites under various site conditions. The parameters are estimated as a joint probability density function (PDF) that provides estimates of uncertainty of the parameters being inverted, conditional on climatologically average latent heat fluxes derived from observations. We find that the simulated mean latent heat fluxes from CLM using the calibrated parameters are generally improved at all sites when compared to those obtained with CLM simulations using default parameter sets. Further, our calibration method also results in credibility bounds around the simulated mean fluxes which bracket the measured data. The modes (or maximum a posteriori values) and 95% credibility intervals of the site-specific posterior PDFs are tabulated as suggested parameter values for each site. As a result, analysis of relationships between the posterior PDFs and site conditions suggests that the parameter values are likely correlated with the plant functional type, which needs to be confirmed in future studies by extending the approach to more sites.« less

On the applicability of surrogate-based Markov chain Monte Carlo-Bayesian inversion to the Community Land Model: Case studies at flux tower sites

NASA Astrophysics Data System (ADS)

Huang, Maoyi; Ray, Jaideep; Hou, Zhangshuan; Ren, Huiying; Liu, Ying; Swiler, Laura

2016-07-01

The Community Land Model (CLM) has been widely used in climate and Earth system modeling. Accurate estimation of model parameters is needed for reliable model simulations and predictions under current and future conditions, respectively. In our previous work, a subset of hydrological parameters has been identified to have significant impact on surface energy fluxes at selected flux tower sites based on parameter screening and sensitivity analysis, which indicate that the parameters could potentially be estimated from surface flux observations at the towers. To date, such estimates do not exist. In this paper, we assess the feasibility of applying a Bayesian model calibration technique to estimate CLM parameters at selected flux tower sites under various site conditions. The parameters are estimated as a joint probability density function (PDF) that provides estimates of uncertainty of the parameters being inverted, conditional on climatologically average latent heat fluxes derived from observations. We find that the simulated mean latent heat fluxes from CLM using the calibrated parameters are generally improved at all sites when compared to those obtained with CLM simulations using default parameter sets. Further, our calibration method also results in credibility bounds around the simulated mean fluxes which bracket the measured data. The modes (or maximum a posteriori values) and 95% credibility intervals of the site-specific posterior PDFs are tabulated as suggested parameter values for each site. Analysis of relationships between the posterior PDFs and site conditions suggests that the parameter values are likely correlated with the plant functional type, which needs to be confirmed in future studies by extending the approach to more sites.

Railroads and the Environment : Estimation of Fuel Consumption in Rail Transportation : Volume 1. Analytical Model

DOT National Transportation Integrated Search

1975-05-01

The report describes an analytical approach to estimation of fuel consumption in rail transportation, and provides sample computer calculations suggesting the sensitivity of fuel usage to various parameters. The model used is based upon careful delin...

NASA Workshop on Distributed Parameter Modeling and Control of Flexible Aerospace Systems

NASA Technical Reports Server (NTRS)

Marks, Virginia B. (Compiler); Keckler, Claude R. (Compiler)

1994-01-01

Although significant advances have been made in modeling and controlling flexible systems, there remains a need for improvements in model accuracy and in control performance. The finite element models of flexible systems are unduly complex and are almost intractable to optimum parameter estimation for refinement using experimental data. Distributed parameter or continuum modeling offers some advantages and some challenges in both modeling and control. Continuum models often result in a significantly reduced number of model parameters, thereby enabling optimum parameter estimation. The dynamic equations of motion of continuum models provide the advantage of allowing the embedding of the control system dynamics, thus forming a complete set of system dynamics. There is also increased insight provided by the continuum model approach.

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.

In search of best fitted composite model to the ALAE data set with transformed Gamma and inversed transformed Gamma families

NASA Astrophysics Data System (ADS)

Maghsoudi, Mastoureh; Bakar, Shaiful Anuar Abu

2017-05-01

In this paper, a recent novel approach is applied to estimate the threshold parameter of a composite model. Several composite models from Transformed Gamma and Inverse Transformed Gamma families are constructed based on this approach and their parameters are estimated by the maximum likelihood method. These composite models are fitted to allocated loss adjustment expenses (ALAE). In comparison to all composite models studied, the composite Weibull-Inverse Transformed Gamma model is proved to be a competitor candidate as it best fit the loss data. The final part considers the backtesting method to verify the validation of VaR and CTE risk measures.

Maximum likelihood estimation for life distributions with competing failure modes

NASA Technical Reports Server (NTRS)

Sidik, S. M.

1979-01-01

Systems which are placed on test at time zero, function for a period and die at some random time were studied. Failure may be due to one of several causes or modes. The parameters of the life distribution may depend upon the levels of various stress variables the item is subject to. Maximum likelihood estimation methods are discussed. Specific methods are reported for the smallest extreme-value distributions of life. Monte-Carlo results indicate the methods to be promising. Under appropriate conditions, the location parameters are nearly unbiased, the scale parameter is slight biased, and the asymptotic covariances are rapidly approached.

Logistic regression for circular data

NASA Astrophysics Data System (ADS)

Al-Daffaie, Kadhem; Khan, Shahjahan

2017-05-01

This paper considers the relationship between a binary response and a circular predictor. It develops the logistic regression model by employing the linear-circular regression approach. The maximum likelihood method is used to estimate the parameters. The Newton-Raphson numerical method is used to find the estimated values of the parameters. A data set from weather records of Toowoomba city is analysed by the proposed methods. Moreover, a simulation study is considered. The R software is used for all computations and simulations.

Approaches in highly parameterized inversion—PEST++ Version 3, a Parameter ESTimation and uncertainty analysis software suite optimized for large environmental models

USGS Publications Warehouse

Welter, David E.; White, Jeremy T.; Hunt, Randall J.; Doherty, John E.

2015-09-18

The PEST++ Version 3 software suite can be compiled for Microsoft Windows®4 and Linux®5 operating systems; the source code is available in a Microsoft Visual Studio®6 2013 solution; Linux Makefiles are also provided. PEST++ Version 3 continues to build a foundation for an open-source framework capable of producing robust and efficient parameter estimation tools for large environmental models.

Indirect estimation of the Convective Lognormal Transfer function model parameters for describing solute transport in unsaturated and undisturbed soil.

PubMed

Mohammadi, Mohammad Hossein; Vanclooster, Marnik

2012-05-01

Solute transport in partially saturated soils is largely affected by fluid velocity distribution and pore size distribution within the solute transport domain. Hence, it is possible to describe the solute transport process in terms of the pore size distribution of the soil, and indirectly in terms of the soil hydraulic properties. In this paper, we present a conceptual approach that allows predicting the parameters of the Convective Lognormal Transfer model from knowledge of soil moisture and the Soil Moisture Characteristic (SMC), parameterized by means of the closed-form model of Kosugi (1996). It is assumed that in partially saturated conditions, the air filled pore volume act as an inert solid phase, allowing the use of the Arya et al. (1999) pragmatic approach to estimate solute travel time statistics from the saturation degree and SMC parameters. The approach is evaluated using a set of partially saturated transport experiments as presented by Mohammadi and Vanclooster (2011). Experimental results showed that the mean solute travel time, μ(t), increases proportionally with the depth (travel distance) and decreases with flow rate. The variance of solute travel time σ²(t) first decreases with flow rate up to 0.4-0.6 Ks and subsequently increases. For all tested BTCs predicted solute transport with μ(t) estimated from the conceptual model performed much better as compared to predictions with μ(t) and σ²(t) estimated from calibration of solute transport at shallow soil depths. The use of μ(t) estimated from the conceptual model therefore increases the robustness of the CLT model in predicting solute transport in heterogeneous soils at larger depths. In view of the fact that reasonable indirect estimates of the SMC can be made from basic soil properties using pedotransfer functions, the presented approach may be useful for predicting solute transport at field or watershed scales. Copyright © 2012 Elsevier B.V. All rights reserved.

Bayesian estimation and use of high-throughput remote sensing indices for quantitative genetic analyses of leaf growth.

PubMed

Baker, Robert L; Leong, Wen Fung; An, Nan; Brock, Marcus T; Rubin, Matthew J; Welch, Stephen; Weinig, Cynthia

2018-02-01

We develop Bayesian function-valued trait models that mathematically isolate genetic mechanisms underlying leaf growth trajectories by factoring out genotype-specific differences in photosynthesis. Remote sensing data can be used instead of leaf-level physiological measurements. Characterizing the genetic basis of traits that vary during ontogeny and affect plant performance is a major goal in evolutionary biology and agronomy. Describing genetic programs that specifically regulate morphological traits can be complicated by genotypic differences in physiological traits. We describe the growth trajectories of leaves using novel Bayesian function-valued trait (FVT) modeling approaches in Brassica rapa recombinant inbred lines raised in heterogeneous field settings. While frequentist approaches estimate parameter values by treating each experimental replicate discretely, Bayesian models can utilize information in the global dataset, potentially leading to more robust trait estimation. We illustrate this principle by estimating growth asymptotes in the face of missing data and comparing heritabilities of growth trajectory parameters estimated by Bayesian and frequentist approaches. Using pseudo-Bayes factors, we compare the performance of an initial Bayesian logistic growth model and a model that incorporates carbon assimilation (A max ) as a cofactor, thus statistically accounting for genotypic differences in carbon resources. We further evaluate two remotely sensed spectroradiometric indices, photochemical reflectance (pri2) and MERIS Terrestrial Chlorophyll Index (mtci) as covariates in lieu of A max , because these two indices were genetically correlated with A max across years and treatments yet allow much higher throughput compared to direct leaf-level gas-exchange measurements. For leaf lengths in uncrowded settings, including A max improves model fit over the initial model. The mtci and pri2 indices also outperform direct A max measurements. Of particular importance for evolutionary biologists and plant breeders, hierarchical Bayesian models estimating FVT parameters improve heritabilities compared to frequentist approaches.

Indirect estimation of the Convective Lognormal Transfer function model parameters for describing solute transport in unsaturated and undisturbed soil

NASA Astrophysics Data System (ADS)

Mohammadi, Mohammad Hossein; Vanclooster, Marnik

2012-05-01

Solute transport in partially saturated soils is largely affected by fluid velocity distribution and pore size distribution within the solute transport domain. Hence, it is possible to describe the solute transport process in terms of the pore size distribution of the soil, and indirectly in terms of the soil hydraulic properties. In this paper, we present a conceptual approach that allows predicting the parameters of the Convective Lognormal Transfer model from knowledge of soil moisture and the Soil Moisture Characteristic (SMC), parameterized by means of the closed-form model of Kosugi (1996). It is assumed that in partially saturated conditions, the air filled pore volume act as an inert solid phase, allowing the use of the Arya et al. (1999) pragmatic approach to estimate solute travel time statistics from the saturation degree and SMC parameters. The approach is evaluated using a set of partially saturated transport experiments as presented by Mohammadi and Vanclooster (2011). Experimental results showed that the mean solute travel time, μt, increases proportionally with the depth (travel distance) and decreases with flow rate. The variance of solute travel time σ2t first decreases with flow rate up to 0.4-0.6 Ks and subsequently increases. For all tested BTCs predicted solute transport with μt estimated from the conceptual model performed much better as compared to predictions with μt and σ2t estimated from calibration of solute transport at shallow soil depths. The use of μt estimated from the conceptual model therefore increases the robustness of the CLT model in predicting solute transport in heterogeneous soils at larger depths. In view of the fact that reasonable indirect estimates of the SMC can be made from basic soil properties using pedotransfer functions, the presented approach may be useful for predicting solute transport at field or watershed scales.

Using groundwater temperature data to constrain parameter estimation in a groundwater flow model of a wetland system

USGS Publications Warehouse

Bravo, Hector R.; Jiang, Feng; Hunt, Randall J.

2002-01-01

Parameter estimation is a powerful way to calibrate models. While head data alone are often insufficient to estimate unique parameters due to model nonuniqueness, flow‐and‐heat‐transport modeling can constrain estimation and allow simultaneous estimation of boundary fluxes and hydraulic conductivity. In this work, synthetic and field models that did not converge when head data were used did converge when head and temperature were used. Furthermore, frequency domain analyses of head and temperature data allowed selection of appropriate modeling timescales. Inflows in the Wilton, Wisconsin, wetlands could be estimated over periods such as a growing season and over periods of a few days when heads were nearly steady and groundwater temperature varied during the day. While this methodology is computationally more demanding than traditional head calibration, the results gained are unobtainable using the traditional approach. These results suggest that temperature can efficiently supplement head data in systems where accurate flux calibration targets are unavailable.

Asymptotic Analysis Of The Total Least Squares ESPRIT Algorithm'

NASA Astrophysics Data System (ADS)

Ottersten, B. E.; Viberg, M.; Kailath, T.

1989-11-01

This paper considers the problem of estimating the parameters of multiple narrowband signals arriving at an array of sensors. Modern approaches to this problem often involve costly procedures for calculating the estimates. The ESPRIT (Estimation of Signal Parameters via Rotational Invariance Techniques) algorithm was recently proposed as a means for obtaining accurate estimates without requiring a costly search of the parameter space. This method utilizes an array invariance to arrive at a computationally efficient multidimensional estimation procedure. Herein, the asymptotic distribution of the estimation error is derived for the Total Least Squares (TLS) version of ESPRIT. The Cramer-Rao Bound (CRB) for the ESPRIT problem formulation is also derived and found to coincide with the variance of the asymptotic distribution through numerical examples. The method is also compared to least squares ESPRIT and MUSIC as well as to the CRB for a calibrated array. Simulations indicate that the theoretic expressions can be used to accurately predict the performance of the algorithm.

Retinal blood vessel segmentation in high resolution fundus photographs using automated feature parameter estimation

NASA Astrophysics Data System (ADS)

Orlando, José Ignacio; Fracchia, Marcos; del Río, Valeria; del Fresno, Mariana

2017-11-01

Several ophthalmological and systemic diseases are manifested through pathological changes in the properties and the distribution of the retinal blood vessels. The characterization of such alterations requires the segmentation of the vasculature, which is a tedious and time-consuming task that is infeasible to be performed manually. Numerous attempts have been made to propose automated methods for segmenting the retinal vasculature from fundus photographs, although their application in real clinical scenarios is usually limited by their ability to deal with images taken at different resolutions. This is likely due to the large number of parameters that have to be properly calibrated according to each image scale. In this paper we propose to apply a novel strategy for automated feature parameter estimation, combined with a vessel segmentation method based on fully connected conditional random fields. The estimation model is learned by linear regression from structural properties of the images and known optimal configurations, that were previously obtained for low resolution data sets. Our experiments in high resolution images show that this approach is able to estimate appropriate configurations that are suitable for performing the segmentation task without requiring to re-engineer parameters. Furthermore, our combined approach reported state of the art performance on the benchmark data set HRF, as measured in terms of the F1-score and the Matthews correlation coefficient.

Migration of antioxidants from polylactic acid films, a parameter estimation approach: Part I - A model including convective mass transfer coefficient.

PubMed

Samsudin, Hayati; Auras, Rafael; Burgess, Gary; Dolan, Kirk; Soto-Valdez, Herlinda

2018-03-01

A two-step solution based on the boundary conditions of Crank's equations for mass transfer in a film was developed. Three driving factors, the diffusion (D), partition (K p,f ) and convective mass transfer coefficients (h), govern the sorption and/or desorption kinetics of migrants from polymer films. These three parameters were simultaneously estimated. They provide in-depth insight into the physics of a migration process. The first step was used to find the combination of D, K p,f and h that minimized the sums of squared errors (SSE) between the predicted and actual results. In step 2, an ordinary least square (OLS) estimation was performed by using the proposed analytical solution containing D, K p,f and h. Three selected migration studies of PLA/antioxidant-based films were used to demonstrate the use of this two-step solution. Additional parameter estimation approaches such as sequential and bootstrap were also performed to acquire a better knowledge about the kinetics of migration. The proposed model successfully provided the initial guesses for D, K p,f and h. The h value was determined without performing a specific experiment for it. By determining h together with D, under or overestimation issues pertaining to a migration process can be avoided since these two parameters are correlated. Copyright © 2017 Elsevier Ltd. All rights reserved.

Extracting Prior Distributions from a Large Dataset of In-Situ Measurements to Support SWOT-based Estimation of River Discharge

NASA Astrophysics Data System (ADS)

Hagemann, M.; Gleason, C. J.

2017-12-01

The upcoming (2021) Surface Water and Ocean Topography (SWOT) NASA satellite mission aims, in part, to estimate discharge on major rivers worldwide using reach-scale measurements of stream width, slope, and height. Current formalizations of channel and floodplain hydraulics are insufficient to fully constrain this problem mathematically, resulting in an infinitely large solution set for any set of satellite observations. Recent work has reformulated this problem in a Bayesian statistical setting, in which the likelihood distributions derive directly from hydraulic flow-law equations. When coupled with prior distributions on unknown flow-law parameters, this formulation probabilistically constrains the parameter space, and results in a computationally tractable description of discharge. Using a curated dataset of over 200,000 in-situ acoustic Doppler current profiler (ADCP) discharge measurements from over 10,000 USGS gaging stations throughout the United States, we developed empirical prior distributions for flow-law parameters that are not observable by SWOT, but that are required in order to estimate discharge. This analysis quantified prior uncertainties on quantities including cross-sectional area, at-a-station hydraulic geometry width exponent, and discharge variability, that are dependent on SWOT-observable variables including reach-scale statistics of width and height. When compared against discharge estimation approaches that do not use this prior information, the Bayesian approach using ADCP-derived priors demonstrated consistently improved performance across a range of performance metrics. This Bayesian approach formally transfers information from in-situ gaging stations to remote-sensed estimation of discharge, in which the desired quantities are not directly observable. Further investigation using large in-situ datasets is therefore a promising way forward in improving satellite-based estimates of river discharge.

Estimating recharge rates with analytic element models and parameter estimation

USGS Publications Warehouse

Dripps, W.R.; Hunt, R.J.; Anderson, M.P.

2006-01-01

Quantifying the spatial and temporal distribution of recharge is usually a prerequisite for effective ground water flow modeling. In this study, an analytic element (AE) code (GFLOW) was used with a nonlinear parameter estimation code (UCODE) to quantify the spatial and temporal distribution of recharge using measured base flows as calibration targets. The ease and flexibility of AE model construction and evaluation make this approach well suited for recharge estimation. An AE flow model of an undeveloped watershed in northern Wisconsin was optimized to match median annual base flows at four stream gages for 1996 to 2000 to demonstrate the approach. Initial optimizations that assumed a constant distributed recharge rate provided good matches (within 5%) to most of the annual base flow estimates, but discrepancies of >12% at certain gages suggested that a single value of recharge for the entire watershed is inappropriate. Subsequent optimizations that allowed for spatially distributed recharge zones based on the distribution of vegetation types improved the fit and confirmed that vegetation can influence spatial recharge variability in this watershed. Temporally, the annual recharge values varied >2.5-fold between 1996 and 2000 during which there was an observed 1.7-fold difference in annual precipitation, underscoring the influence of nonclimatic factors on interannual recharge variability for regional flow modeling. The final recharge values compared favorably with more labor-intensive field measurements of recharge and results from studies, supporting the utility of using linked AE-parameter estimation codes for recharge estimation. Copyright ?? 2005 The Author(s).

A general model for attitude determination error analysis

NASA Technical Reports Server (NTRS)

Markley, F. Landis; Seidewitz, ED; Nicholson, Mark

1988-01-01

An overview is given of a comprehensive approach to filter and dynamics modeling for attitude determination error analysis. The models presented include both batch least-squares and sequential attitude estimation processes for both spin-stabilized and three-axis stabilized spacecraft. The discussion includes a brief description of a dynamics model of strapdown gyros, but it does not cover other sensor models. Model parameters can be chosen to be solve-for parameters, which are assumed to be estimated as part of the determination process, or consider parameters, which are assumed to have errors but not to be estimated. The only restriction on this choice is that the time evolution of the consider parameters must not depend on any of the solve-for parameters. The result of an error analysis is an indication of the contributions of the various error sources to the uncertainties in the determination of the spacecraft solve-for parameters. The model presented gives the uncertainty due to errors in the a priori estimates of the solve-for parameters, the uncertainty due to measurement noise, the uncertainty due to dynamic noise (also known as process noise or measurement noise), the uncertainty due to the consider parameters, and the overall uncertainty due to all these sources of error.

Quantifying Key Climate Parameter Uncertainties Using an Earth System Model with a Dynamic 3D Ocean

NASA Astrophysics Data System (ADS)

Olson, R.; Sriver, R. L.; Goes, M. P.; Urban, N.; Matthews, D.; Haran, M.; Keller, K.

2011-12-01

Climate projections hinge critically on uncertain climate model parameters such as climate sensitivity, vertical ocean diffusivity and anthropogenic sulfate aerosol forcings. Climate sensitivity is defined as the equilibrium global mean temperature response to a doubling of atmospheric CO2 concentrations. Vertical ocean diffusivity parameterizes sub-grid scale ocean vertical mixing processes. These parameters are typically estimated using Intermediate Complexity Earth System Models (EMICs) that lack a full 3D representation of the oceans, thereby neglecting the effects of mixing on ocean dynamics and meridional overturning. We improve on these studies by employing an EMIC with a dynamic 3D ocean model to estimate these parameters. We carry out historical climate simulations with the University of Victoria Earth System Climate Model (UVic ESCM) varying parameters that affect climate sensitivity, vertical ocean mixing, and effects of anthropogenic sulfate aerosols. We use a Bayesian approach whereby the likelihood of each parameter combination depends on how well the model simulates surface air temperature and upper ocean heat content. We use a Gaussian process emulator to interpolate the model output to an arbitrary parameter setting. We use Markov Chain Monte Carlo method to estimate the posterior probability distribution function (pdf) of these parameters. We explore the sensitivity of the results to prior assumptions about the parameters. In addition, we estimate the relative skill of different observations to constrain the parameters. We quantify the uncertainty in parameter estimates stemming from climate variability, model and observational errors. We explore the sensitivity of key decision-relevant climate projections to these parameters. We find that climate sensitivity and vertical ocean diffusivity estimates are consistent with previously published results. The climate sensitivity pdf is strongly affected by the prior assumptions, and by the scaling parameter for the aerosols. The estimation method is computationally fast and can be used with more complex models where climate sensitivity is diagnosed rather than prescribed. The parameter estimates can be used to create probabilistic climate projections using the UVic ESCM model in future studies.

Modeling metabolic networks in C. glutamicum: a comparison of rate laws in combination with various parameter optimization strategies

PubMed Central

Dräger, Andreas; Kronfeld, Marcel; Ziller, Michael J; Supper, Jochen; Planatscher, Hannes; Magnus, Jørgen B; Oldiges, Marco; Kohlbacher, Oliver; Zell, Andreas

2009-01-01

Background To understand the dynamic behavior of cellular systems, mathematical modeling is often necessary and comprises three steps: (1) experimental measurement of participating molecules, (2) assignment of rate laws to each reaction, and (3) parameter calibration with respect to the measurements. In each of these steps the modeler is confronted with a plethora of alternative approaches, e. g., the selection of approximative rate laws in step two as specific equations are often unknown, or the choice of an estimation procedure with its specific settings in step three. This overall process with its numerous choices and the mutual influence between them makes it hard to single out the best modeling approach for a given problem. Results We investigate the modeling process using multiple kinetic equations together with various parameter optimization methods for a well-characterized example network, the biosynthesis of valine and leucine in C. glutamicum. For this purpose, we derive seven dynamic models based on generalized mass action, Michaelis-Menten and convenience kinetics as well as the stochastic Langevin equation. In addition, we introduce two modeling approaches for feedback inhibition to the mass action kinetics. The parameters of each model are estimated using eight optimization strategies. To determine the most promising modeling approaches together with the best optimization algorithms, we carry out a two-step benchmark: (1) coarse-grained comparison of the algorithms on all models and (2) fine-grained tuning of the best optimization algorithms and models. To analyze the space of the best parameters found for each model, we apply clustering, variance, and correlation analysis. Conclusion A mixed model based on the convenience rate law and the Michaelis-Menten equation, in which all reactions are assumed to be reversible, is the most suitable deterministic modeling approach followed by a reversible generalized mass action kinetics model. A Langevin model is advisable to take stochastic effects into account. To estimate the model parameters, three algorithms are particularly useful: For first attempts the settings-free Tribes algorithm yields valuable results. Particle swarm optimization and differential evolution provide significantly better results with appropriate settings. PMID:19144170

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

NASA Astrophysics Data System (ADS)

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

2018-02-01

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

Quantifying model-structure- and parameter-driven uncertainties in spring wheat phenology prediction with Bayesian analysis

DOE PAGES

Alderman, Phillip D.; Stanfill, Bryan

2016-10-06

Recent international efforts have brought renewed emphasis on the comparison of different agricultural systems models. Thus far, analysis of model-ensemble simulated results has not clearly differentiated between ensemble prediction uncertainties due to model structural differences per se and those due to parameter value uncertainties. Additionally, despite increasing use of Bayesian parameter estimation approaches with field-scale crop models, inadequate attention has been given to the full posterior distributions for estimated parameters. The objectives of this study were to quantify the impact of parameter value uncertainty on prediction uncertainty for modeling spring wheat phenology using Bayesian analysis and to assess the relativemore » contributions of model-structure-driven and parameter-value-driven uncertainty to overall prediction uncertainty. This study used a random walk Metropolis algorithm to estimate parameters for 30 spring wheat genotypes using nine phenology models based on multi-location trial data for days to heading and days to maturity. Across all cases, parameter-driven uncertainty accounted for between 19 and 52% of predictive uncertainty, while model-structure-driven uncertainty accounted for between 12 and 64%. Here, this study demonstrated the importance of quantifying both model-structure- and parameter-value-driven uncertainty when assessing overall prediction uncertainty in modeling spring wheat phenology. More generally, Bayesian parameter estimation provided a useful framework for quantifying and analyzing sources of prediction uncertainty.« less

The Least-Squares Estimation of Latent Trait Variables.

ERIC Educational Resources Information Center

Tatsuoka, Kikumi

This paper presents a new method for estimating a given latent trait variable by the least-squares approach. The beta weights are obtained recursively with the help of Fourier series and expressed as functions of item parameters of response curves. The values of the latent trait variable estimated by this method and by maximum likelihood method…

A data-driven and physics-based single-pass retrieval of active-passive microwave covariation and vegetation parameters for the SMAP mission

NASA Astrophysics Data System (ADS)

Entekhabi, D.; Jagdhuber, T.; Das, N. N.; Baur, M.; Link, M.; Piles, M.; Akbar, R.; Konings, A. G.; Mccoll, K. A.; Alemohammad, S. H.; Montzka, C.; Kunstmann, H.

2016-12-01

The active-passive soil moisture retrieval algorithm of NASA's SMAP mission depends on robust statistical estimation of active-passive covariation (β) and vegetation structure (Γ) parameters in order to provide reliable global measurements of soil moisture on an intermediate level (9km) compared to the native resolution of the radiometer (36km) and radar (3km) instruments. These parameters apply to the SMAP radiometer-radar combination over the period of record that was cut short with the end of the SMAP radar transmission. They also apply to the current SMAP radiometer and Sentinel 1A/B radar combination for high-resolution surface soil moisture mapping. However, the performance of the statistically-based approach is directly dependent on the selection of a representative time frame in which these parameters can be estimated assuming dynamic soil moisture and stationary soil roughness and vegetation cover. Here, we propose a novel, data-driven and physics-based single-pass retrieval of active-passive microwave covariation and vegetation parameters for the SMAP mission. The algorithm does not depend on time series analyses and can be applied using minimum one pair of an active-passive acquisition. The algorithm stems from the physical link between microwave emission and scattering via conservation of energy. The formulation of the emission radiative transfer is combined with the Distorted Born Approximation of radar scattering for vegetated land surfaces. The two formulations are simultaneously solved for the covariation and vegetation structure parameters. Preliminary results from SMAP active-passive observations (April 13th to July 7th 2015) compare well with the time-series statistical approach and confirms the capability of this method to estimate these parameters. Moreover, the method is not restricted to a given frequency (applies to both L-band and C-band combinations for the radar) or incidence angle (all angles and not just the fixed 40° incidence). Therefore, the approach is applicable to the combination of SMAP and Sentinel-1A/B data for active-passive and high-resolution soil moisture estimation.

An evolutionary firefly algorithm for the estimation of nonlinear biological model parameters.

PubMed

Abdullah, Afnizanfaizal; Deris, Safaai; Anwar, Sohail; Arjunan, Satya N V

2013-01-01

The development of accurate computational models of biological processes is fundamental to computational systems biology. These models are usually represented by mathematical expressions that rely heavily on the system parameters. The measurement of these parameters is often difficult. Therefore, they are commonly estimated by fitting the predicted model to the experimental data using optimization methods. The complexity and nonlinearity of the biological processes pose a significant challenge, however, to the development of accurate and fast optimization methods. We introduce a new hybrid optimization method incorporating the Firefly Algorithm and the evolutionary operation of the Differential Evolution method. The proposed method improves solutions by neighbourhood search using evolutionary procedures. Testing our method on models for the arginine catabolism and the negative feedback loop of the p53 signalling pathway, we found that it estimated the parameters with high accuracy and within a reasonable computation time compared to well-known approaches, including Particle Swarm Optimization, Nelder-Mead, and Firefly Algorithm. We have also verified the reliability of the parameters estimated by the method using an a posteriori practical identifiability test.

An Evolutionary Firefly Algorithm for the Estimation of Nonlinear Biological Model Parameters

PubMed Central

Abdullah, Afnizanfaizal; Deris, Safaai; Anwar, Sohail; Arjunan, Satya N. V.

2013-01-01

The development of accurate computational models of biological processes is fundamental to computational systems biology. These models are usually represented by mathematical expressions that rely heavily on the system parameters. The measurement of these parameters is often difficult. Therefore, they are commonly estimated by fitting the predicted model to the experimental data using optimization methods. The complexity and nonlinearity of the biological processes pose a significant challenge, however, to the development of accurate and fast optimization methods. We introduce a new hybrid optimization method incorporating the Firefly Algorithm and the evolutionary operation of the Differential Evolution method. The proposed method improves solutions by neighbourhood search using evolutionary procedures. Testing our method on models for the arginine catabolism and the negative feedback loop of the p53 signalling pathway, we found that it estimated the parameters with high accuracy and within a reasonable computation time compared to well-known approaches, including Particle Swarm Optimization, Nelder-Mead, and Firefly Algorithm. We have also verified the reliability of the parameters estimated by the method using an a posteriori practical identifiability test. PMID:23469172

Estimation of improved resolution soil moisture in vegetated areas using passive AMSR-E data

NASA Astrophysics Data System (ADS)

Moradizadeh, Mina; Saradjian, Mohammad R.

2018-03-01

Microwave remote sensing provides a unique capability for soil parameter retrievals. Therefore, various soil parameters estimation models have been developed using brightness temperature (BT) measured by passive microwave sensors. Due to the low resolution of satellite microwave radiometer data, the main goal of this study is to develop a downscaling approach to improve the spatial resolution of soil moisture estimates with the use of higher resolution visible/infrared sensor data. Accordingly, after the soil parameters have been obtained using Simultaneous Land Parameters Retrieval Model algorithm, the downscaling method has been applied to the soil moisture estimations that have been validated against in situ soil moisture data. Advance Microwave Scanning Radiometer-EOS BT data in Soil Moisture Experiment 2003 region in the south and north of Oklahoma have been used to this end. Results illustrated that the soil moisture variability is effectively captured at 5 km spatial scales without a significant degradation of the accuracy.

Decentralized state estimation for a large-scale spatially interconnected system.

PubMed

Liu, Huabo; Yu, Haisheng

2018-03-01

A decentralized state estimator is derived for the spatially interconnected systems composed of many subsystems with arbitrary connection relations. An optimization problem on the basis of linear matrix inequality (LMI) is constructed for the computations of improved subsystem parameter matrices. Several computationally effective approaches are derived which efficiently utilize the block-diagonal characteristic of system parameter matrices and the sparseness of subsystem connection matrix. Moreover, this decentralized state estimator is proved to converge to a stable system and obtain a bounded covariance matrix of estimation errors under certain conditions. Numerical simulations show that the obtained decentralized state estimator is attractive in the synthesis of a large-scale networked system. Copyright © 2018 ISA. Published by Elsevier Ltd. All rights reserved.

A Proposed Approach for Joint Modeling of the Longitudinal and Time-To-Event Data in Heterogeneous Populations: An Application to HIV/AIDS's Disease.

PubMed

Roustaei, Narges; Ayatollahi, Seyyed Mohammad Taghi; Zare, Najaf

2018-01-01

In recent years, the joint models have been widely used for modeling the longitudinal and time-to-event data simultaneously. In this study, we proposed an approach (PA) to study the longitudinal and survival outcomes simultaneously in heterogeneous populations. PA relaxes the assumption of conditional independence (CI). We also compared PA with joint latent class model (JLCM) and separate approach (SA) for various sample sizes (150, 300, and 600) and different association parameters (0, 0.2, and 0.5). The average bias of parameters estimation (AB-PE), average SE of parameters estimation (ASE-PE), and coverage probability of the 95% confidence interval (CP) among the three approaches were compared. In most cases, when the sample sizes increased, AB-PE and ASE-PE decreased for the three approaches, and CP got closer to the nominal level of 0.95. When there was a considerable association, PA in comparison with SA and JLCM performed better in the sense that PA had the smallest AB-PE and ASE-PE for the longitudinal submodel among the three approaches for the small and moderate sample sizes. Moreover, JLCM was desirable for the none-association and the large sample size. Finally, the evaluated approaches were applied on a real HIV/AIDS dataset for validation, and the results were compared.

Output-only modal parameter estimator of linear time-varying structural systems based on vector TAR model and least squares support vector machine

NASA Astrophysics Data System (ADS)

Zhou, Si-Da; Ma, Yuan-Chen; Liu, Li; Kang, Jie; Ma, Zhi-Sai; Yu, Lei

2018-01-01

Identification of time-varying modal parameters contributes to the structural health monitoring, fault detection, vibration control, etc. of the operational time-varying structural systems. However, it is a challenging task because there is not more information for the identification of the time-varying systems than that of the time-invariant systems. This paper presents a vector time-dependent autoregressive model and least squares support vector machine based modal parameter estimator for linear time-varying structural systems in case of output-only measurements. To reduce the computational cost, a Wendland's compactly supported radial basis function is used to achieve the sparsity of the Gram matrix. A Gamma-test-based non-parametric approach of selecting the regularization factor is adapted for the proposed estimator to replace the time-consuming n-fold cross validation. A series of numerical examples have illustrated the advantages of the proposed modal parameter estimator on the suppression of the overestimate and the short data. A laboratory experiment has further validated the proposed estimator.

A new approach to estimate parameters of speciation models with application to apes.

PubMed

Becquet, Celine; Przeworski, Molly

2007-10-01

How populations diverge and give rise to distinct species remains a fundamental question in evolutionary biology, with important implications for a wide range of fields, from conservation genetics to human evolution. A promising approach is to estimate parameters of simple speciation models using polymorphism data from multiple loci. Existing methods, however, make a number of assumptions that severely limit their applicability, notably, no gene flow after the populations split and no intralocus recombination. To overcome these limitations, we developed a new Markov chain Monte Carlo method to estimate parameters of an isolation-migration model. The approach uses summaries of polymorphism data at multiple loci surveyed in a pair of diverging populations or closely related species and, importantly, allows for intralocus recombination. To illustrate its potential, we applied it to extensive polymorphism data from populations and species of apes, whose demographic histories are largely unknown. The isolation-migration model appears to provide a reasonable fit to the data. It suggests that the two chimpanzee species became reproductively isolated in allopatry approximately 850 Kya, while Western and Central chimpanzee populations split approximately 440 Kya but continued to exchange migrants. Similarly, Eastern and Western gorillas and Sumatran and Bornean orangutans appear to have experienced gene flow since their splits approximately 90 and over 250 Kya, respectively.

Physics of ultrasonic wave propagation in bone and heart characterized using Bayesian parameter estimation

NASA Astrophysics Data System (ADS)

Anderson, Christian Carl

This Dissertation explores the physics underlying the propagation of ultrasonic waves in bone and in heart tissue through the use of Bayesian probability theory. Quantitative ultrasound is a noninvasive modality used for clinical detection, characterization, and evaluation of bone quality and cardiovascular disease. Approaches that extend the state of knowledge of the physics underpinning the interaction of ultrasound with inherently inhomogeneous and isotropic tissue have the potential to enhance its clinical utility. Simulations of fast and slow compressional wave propagation in cancellous bone were carried out to demonstrate the plausibility of a proposed explanation for the widely reported anomalous negative dispersion in cancellous bone. The results showed that negative dispersion could arise from analysis that proceeded under the assumption that the data consist of only a single ultrasonic wave, when in fact two overlapping and interfering waves are present. The confounding effect of overlapping fast and slow waves was addressed by applying Bayesian parameter estimation to simulated data, to experimental data acquired on bone-mimicking phantoms, and to data acquired in vitro on cancellous bone. The Bayesian approach successfully estimated the properties of the individual fast and slow waves even when they strongly overlapped in the acquired data. The Bayesian parameter estimation technique was further applied to an investigation of the anisotropy of ultrasonic properties in cancellous bone. The degree to which fast and slow waves overlap is partially determined by the angle of insonation of ultrasound relative to the predominant direction of trabecular orientation. In the past, studies of anisotropy have been limited by interference between fast and slow waves over a portion of the range of insonation angles. Bayesian analysis estimated attenuation, velocity, and amplitude parameters over the entire range of insonation angles, allowing a more complete characterization of anisotropy. A novel piecewise linear model for the cyclic variation of ultrasonic backscatter from myocardium was proposed. Models of cyclic variation for 100 type 2 diabetes patients and 43 normal control subjects were constructed using Bayesian parameter estimation. Parameters determined from the model, specifically rise time and slew rate, were found to be more reliable in differentiating between subject groups than the previously employed magnitude parameter.

Accurate Biomass Estimation via Bayesian Adaptive Sampling

NASA Technical Reports Server (NTRS)

Wheeler, Kevin R.; Knuth, Kevin H.; Castle, Joseph P.; Lvov, Nikolay

2005-01-01

The following concepts were introduced: a) Bayesian adaptive sampling for solving biomass estimation; b) Characterization of MISR Rahman model parameters conditioned upon MODIS landcover. c) Rigorous non-parametric Bayesian approach to analytic mixture model determination. d) Unique U.S. asset for science product validation and verification.

Hybrid method to estimate two-layered superficial tissue optical properties from simulated data of diffuse reflectance spectroscopy.

PubMed

Hsieh, Hong-Po; Ko, Fan-Hua; Sung, Kung-Bin

2018-04-20

An iterative curve fitting method has been applied in both simulation [J. Biomed. Opt.17, 107003 (2012)JBOPFO1083-366810.1117/1.JBO.17.10.107003] and phantom [J. Biomed. Opt.19, 077002 (2014)JBOPFO1083-366810.1117/1.JBO.19.7.077002] studies to accurately extract optical properties and the top layer thickness of a two-layered superficial tissue model from diffuse reflectance spectroscopy (DRS) data. This paper describes a hybrid two-step parameter estimation procedure to address two main issues of the previous method, including (1) high computational intensity and (2) converging to local minima. The parameter estimation procedure contained a novel initial estimation step to obtain an initial guess, which was used by a subsequent iterative fitting step to optimize the parameter estimation. A lookup table was used in both steps to quickly obtain reflectance spectra and reduce computational intensity. On simulated DRS data, the proposed parameter estimation procedure achieved high estimation accuracy and a 95% reduction of computational time compared to previous studies. Furthermore, the proposed initial estimation step led to better convergence of the following fitting step. Strategies used in the proposed procedure could benefit both the modeling and experimental data processing of not only DRS but also related approaches such as near-infrared spectroscopy.

Analysis of multinomial models with unknown index using data augmentation

USGS Publications Warehouse

Royle, J. Andrew; Dorazio, R.M.; Link, W.A.

2007-01-01

Multinomial models with unknown index ('sample size') arise in many practical settings. In practice, Bayesian analysis of such models has proved difficult because the dimension of the parameter space is not fixed, being in some cases a function of the unknown index. We describe a data augmentation approach to the analysis of this class of models that provides for a generic and efficient Bayesian implementation. Under this approach, the data are augmented with all-zero detection histories. The resulting augmented dataset is modeled as a zero-inflated version of the complete-data model where an estimable zero-inflation parameter takes the place of the unknown multinomial index. Interestingly, data augmentation can be justified as being equivalent to imposing a discrete uniform prior on the multinomial index. We provide three examples involving estimating the size of an animal population, estimating the number of diabetes cases in a population using the Rasch model, and the motivating example of estimating the number of species in an animal community with latent probabilities of species occurrence and detection.

Optimal HRF and smoothing parameters for fMRI time series within an autoregressive modeling framework.

PubMed

Galka, Andreas; Siniatchkin, Michael; Stephani, Ulrich; Groening, Kristina; Wolff, Stephan; Bosch-Bayard, Jorge; Ozaki, Tohru

2010-12-01

The analysis of time series obtained by functional magnetic resonance imaging (fMRI) may be approached by fitting predictive parametric models, such as nearest-neighbor autoregressive models with exogeneous input (NNARX). As a part of the modeling procedure, it is possible to apply instantaneous linear transformations to the data. Spatial smoothing, a common preprocessing step, may be interpreted as such a transformation. The autoregressive parameters may be constrained, such that they provide a response behavior that corresponds to the canonical haemodynamic response function (HRF). We present an algorithm for estimating the parameters of the linear transformations and of the HRF within a rigorous maximum-likelihood framework. Using this approach, an optimal amount of both the spatial smoothing and the HRF can be estimated simultaneously for a given fMRI data set. An example from a motor-task experiment is discussed. It is found that, for this data set, weak, but non-zero, spatial smoothing is optimal. Furthermore, it is demonstrated that activated regions can be estimated within the maximum-likelihood framework.

Point and interval estimation of pollinator importance: a study using pollination data of Silene caroliniana.

PubMed

Reynolds, Richard J; Fenster, Charles B

2008-05-01

Pollinator importance, the product of visitation rate and pollinator effectiveness, is a descriptive parameter of the ecology and evolution of plant-pollinator interactions. Naturally, sources of its variation should be investigated, but the SE of pollinator importance has never been properly reported. Here, a Monte Carlo simulation study and a result from mathematical statistics on the variance of the product of two random variables are used to estimate the mean and confidence limits of pollinator importance for three visitor species of the wildflower, Silene caroliniana. Both methods provided similar estimates of mean pollinator importance and its interval if the sample size of the visitation and effectiveness datasets were comparatively large. These approaches allowed us to determine that bumblebee importance was significantly greater than clearwing hawkmoth, which was significantly greater than beefly. The methods could be used to statistically quantify temporal and spatial variation in pollinator importance of particular visitor species. The approaches may be extended for estimating the variance of more than two random variables. However, unless the distribution function of the resulting statistic is known, the simulation approach is preferable for calculating the parameter's confidence limits.

Sensitivity analyses for sparse-data problems-using weakly informative bayesian priors.

PubMed

Hamra, Ghassan B; MacLehose, Richard F; Cole, Stephen R

2013-03-01

Sparse-data problems are common, and approaches are needed to evaluate the sensitivity of parameter estimates based on sparse data. We propose a Bayesian approach that uses weakly informative priors to quantify sensitivity of parameters to sparse data. The weakly informative prior is based on accumulated evidence regarding the expected magnitude of relationships using relative measures of disease association. We illustrate the use of weakly informative priors with an example of the association of lifetime alcohol consumption and head and neck cancer. When data are sparse and the observed information is weak, a weakly informative prior will shrink parameter estimates toward the prior mean. Additionally, the example shows that when data are not sparse and the observed information is not weak, a weakly informative prior is not influential. Advancements in implementation of Markov Chain Monte Carlo simulation make this sensitivity analysis easily accessible to the practicing epidemiologist.

Sensitivity Analyses for Sparse-Data Problems—Using Weakly Informative Bayesian Priors

PubMed Central

Hamra, Ghassan B.; MacLehose, Richard F.; Cole, Stephen R.

2013-01-01

Sparse-data problems are common, and approaches are needed to evaluate the sensitivity of parameter estimates based on sparse data. We propose a Bayesian approach that uses weakly informative priors to quantify sensitivity of parameters to sparse data. The weakly informative prior is based on accumulated evidence regarding the expected magnitude of relationships using relative measures of disease association. We illustrate the use of weakly informative priors with an example of the association of lifetime alcohol consumption and head and neck cancer. When data are sparse and the observed information is weak, a weakly informative prior will shrink parameter estimates toward the prior mean. Additionally, the example shows that when data are not sparse and the observed information is not weak, a weakly informative prior is not influential. Advancements in implementation of Markov Chain Monte Carlo simulation make this sensitivity analysis easily accessible to the practicing epidemiologist. PMID:23337241

Multivariate Meta-Analysis of Genetic Association Studies: A Simulation Study

PubMed Central

Neupane, Binod; Beyene, Joseph

2015-01-01

In a meta-analysis with multiple end points of interests that are correlated between or within studies, multivariate approach to meta-analysis has a potential to produce more precise estimates of effects by exploiting the correlation structure between end points. However, under random-effects assumption the multivariate estimation is more complex (as it involves estimation of more parameters simultaneously) than univariate estimation, and sometimes can produce unrealistic parameter estimates. Usefulness of multivariate approach to meta-analysis of the effects of a genetic variant on two or more correlated traits is not well understood in the area of genetic association studies. In such studies, genetic variants are expected to roughly maintain Hardy-Weinberg equilibrium within studies, and also their effects on complex traits are generally very small to modest and could be heterogeneous across studies for genuine reasons. We carried out extensive simulation to explore the comparative performance of multivariate approach with most commonly used univariate inverse-variance weighted approach under random-effects assumption in various realistic meta-analytic scenarios of genetic association studies of correlated end points. We evaluated the performance with respect to relative mean bias percentage, and root mean square error (RMSE) of the estimate and coverage probability of corresponding 95% confidence interval of the effect for each end point. Our simulation results suggest that multivariate approach performs similarly or better than univariate method when correlations between end points within or between studies are at least moderate and between-study variation is similar or larger than average within-study variation for meta-analyses of 10 or more genetic studies. Multivariate approach produces estimates with smaller bias and RMSE especially for the end point that has randomly or informatively missing summary data in some individual studies, when the missing data in the endpoint are imputed with null effects and quite large variance. PMID:26196398

Multivariate Meta-Analysis of Genetic Association Studies: A Simulation Study.

PubMed

Neupane, Binod; Beyene, Joseph

2015-01-01

In a meta-analysis with multiple end points of interests that are correlated between or within studies, multivariate approach to meta-analysis has a potential to produce more precise estimates of effects by exploiting the correlation structure between end points. However, under random-effects assumption the multivariate estimation is more complex (as it involves estimation of more parameters simultaneously) than univariate estimation, and sometimes can produce unrealistic parameter estimates. Usefulness of multivariate approach to meta-analysis of the effects of a genetic variant on two or more correlated traits is not well understood in the area of genetic association studies. In such studies, genetic variants are expected to roughly maintain Hardy-Weinberg equilibrium within studies, and also their effects on complex traits are generally very small to modest and could be heterogeneous across studies for genuine reasons. We carried out extensive simulation to explore the comparative performance of multivariate approach with most commonly used univariate inverse-variance weighted approach under random-effects assumption in various realistic meta-analytic scenarios of genetic association studies of correlated end points. We evaluated the performance with respect to relative mean bias percentage, and root mean square error (RMSE) of the estimate and coverage probability of corresponding 95% confidence interval of the effect for each end point. Our simulation results suggest that multivariate approach performs similarly or better than univariate method when correlations between end points within or between studies are at least moderate and between-study variation is similar or larger than average within-study variation for meta-analyses of 10 or more genetic studies. Multivariate approach produces estimates with smaller bias and RMSE especially for the end point that has randomly or informatively missing summary data in some individual studies, when the missing data in the endpoint are imputed with null effects and quite large variance.

Empirical Bayes estimation of proportions with application to cowbird parasitism rates

USGS Publications Warehouse

Link, W.A.; Hahn, D.C.

1996-01-01

Bayesian models provide a structure for studying collections of parameters such as are considered in the investigation of communities, ecosystems, and landscapes. This structure allows for improved estimation of individual parameters, by considering them in the context of a group of related parameters. Individual estimates are differentially adjusted toward an overall mean, with the magnitude of their adjustment based on their precision. Consequently, Bayesian estimation allows for a more credible identification of extreme values in a collection of estimates. Bayesian models regard individual parameters as values sampled from a specified probability distribution, called a prior. The requirement that the prior be known is often regarded as an unattractive feature of Bayesian analysis and may be the reason why Bayesian analyses are not frequently applied in ecological studies. Empirical Bayes methods provide an alternative approach that incorporates the structural advantages of Bayesian models while requiring a less stringent specification of prior knowledge. Rather than requiring that the prior distribution be known, empirical Bayes methods require only that it be in a certain family of distributions, indexed by hyperparameters that can be estimated from the available data. This structure is of interest per se, in addition to its value in allowing for improved estimation of individual parameters; for example, hypotheses regarding the existence of distinct subgroups in a collection of parameters can be considered under the empirical Bayes framework by allowing the hyperparameters to vary among subgroups. Though empirical Bayes methods have been applied in a variety of contexts, they have received little attention in the ecological literature. We describe the empirical Bayes approach in application to estimation of proportions, using data obtained in a community-wide study of cowbird parasitism rates for illustration. Since observed proportions based on small sample sizes are heavily adjusted toward the mean, extreme values among empirical Bayes estimates identify those species for which there is the greatest evidence of extreme parasitism rates. Applying a subgroup analysis to our data on cowbird parasitism rates, we conclude that parasitism rates for Neotropical Migrants as a group are no greater than those of Resident/Short-distance Migrant species in this forest community. Our data and analyses demonstrate that the parasitism rates for certain Neotropical Migrant species are remarkably low (Wood Thrush and Rose-breasted Grosbeak) while those for others are remarkably high (Ovenbird and Red-eyed Vireo).

Polarimetric SAR Interferometry based modeling for tree height and aboveground biomass retrieval in a tropical deciduous forest

NASA Astrophysics Data System (ADS)

Kumar, Shashi; Khati, Unmesh G.; Chandola, Shreya; Agrawal, Shefali; Kushwaha, Satya P. S.

2017-08-01

The regulation of the carbon cycle is a critical ecosystem service provided by forests globally. It is, therefore, necessary to have robust techniques for speedy assessment of forest biophysical parameters at the landscape level. It is arduous and time taking to monitor the status of vast forest landscapes using traditional field methods. Remote sensing and GIS techniques are efficient tools that can monitor the health of forests regularly. Biomass estimation is a key parameter in the assessment of forest health. Polarimetric SAR (PolSAR) remote sensing has already shown its potential for forest biophysical parameter retrieval. The current research work focuses on the retrieval of forest biophysical parameters of tropical deciduous forest, using fully polarimetric spaceborne C-band data with Polarimetric SAR Interferometry (PolInSAR) techniques. PolSAR based Interferometric Water Cloud Model (IWCM) has been used to estimate aboveground biomass (AGB). Input parameters to the IWCM have been extracted from the decomposition modeling of SAR data as well as PolInSAR coherence estimation. The technique of forest tree height retrieval utilized PolInSAR coherence based modeling approach. Two techniques - Coherence Amplitude Inversion (CAI) and Three Stage Inversion (TSI) - for forest height estimation are discussed, compared and validated. These techniques allow estimation of forest stand height and true ground topography. The accuracy of the forest height estimated is assessed using ground-based measurements. PolInSAR based forest height models showed enervation in the identification of forest vegetation and as a result height values were obtained in river channels and plain areas. Overestimation in forest height was also noticed at several patches of the forest. To overcome this problem, coherence and backscatter based threshold technique is introduced for forest area identification and accurate height estimation in non-forested regions. IWCM based modeling for forest AGB retrieval showed R2 value of 0.5, RMSE of 62.73 (t ha-1) and a percent accuracy of 51%. TSI based PolInSAR inversion modeling showed the most accurate result for forest height estimation. The correlation between the field measured forest height and the estimated tree height using TSI technique is 62% with an average accuracy of 91.56% and RMSE of 2.28 m. The study suggested that PolInSAR coherence based modeling approach has significant potential for retrieval of forest biophysical parameters.

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

Dana L. Kelly

Typical engineering systems in applications with high failure consequences such as nuclear reactor plants often employ redundancy and diversity of equipment in an effort to lower the probability of failure and therefore risk. However, it has long been recognized that dependencies exist in these redundant and diverse systems. Some dependencies, such as common sources of electrical power, are typically captured in the logic structure of the risk model. Others, usually referred to as intercomponent dependencies, are treated implicitly by introducing one or more statistical parameters into the model. Such common-cause failure models have limitations in a simulation environment. In addition,more » substantial subjectivity is associated with parameter estimation for these models. This paper describes an approach in which system performance is simulated by drawing samples from the joint distributions of dependent variables. The approach relies on the notion of a copula distribution, a notion which has been employed by the actuarial community for ten years or more, but which has seen only limited application in technological risk assessment. The paper also illustrates how equipment failure data can be used in a Bayesian framework to estimate the parameter values in the copula model. This approach avoids much of the subjectivity required to estimate parameters in traditional common-cause failure models. Simulation examples are presented for failures in time. The open-source software package R is used to perform the simulations. The open-source software package WinBUGS is used to perform the Bayesian inference via Markov chain Monte Carlo sampling.« less

Estimation of Supercapacitor Energy Storage Based on Fractional Differential Equations.

PubMed

Kopka, Ryszard

2017-12-22

In this paper, new results on using only voltage measurements on supercapacitor terminals for estimation of accumulated energy are presented. For this purpose, a study based on application of fractional-order models of supercapacitor charging/discharging circuits is undertaken. Parameter estimates of the models are then used to assess the amount of the energy accumulated in supercapacitor. The obtained results are compared with energy determined experimentally by measuring voltage and current on supercapacitor terminals. All the tests are repeated for various input signal shapes and parameters. Very high consistency between estimated and experimental results fully confirm suitability of the proposed approach and thus applicability of the fractional calculus to modelling of supercapacitor energy storage.

Estimation of the uncertainty of analyte concentration from the measurement uncertainty.

PubMed

Brown, Simon; Cooke, Delwyn G; Blackwell, Leonard F

2015-09-01

Ligand-binding assays, such as immunoassays, are usually analysed using standard curves based on the four-parameter and five-parameter logistic models. An estimate of the uncertainty of an analyte concentration obtained from such curves is needed for confidence intervals or precision profiles. Using a numerical simulation approach, it is shown that the uncertainty of the analyte concentration estimate becomes significant at the extremes of the concentration range and that this is affected significantly by the steepness of the standard curve. We also provide expressions for the coefficient of variation of the analyte concentration estimate from which confidence intervals and the precision profile can be obtained. Using three examples, we show that the expressions perform well.

Mass discharge estimation from contaminated sites: Multi-model solutions for assessment of conceptual uncertainty

NASA Astrophysics Data System (ADS)

Thomsen, N. I.; Troldborg, M.; McKnight, U. S.; Binning, P. J.; Bjerg, P. L.

2012-04-01

Mass discharge estimates are increasingly being used in the management of contaminated sites. Such estimates have proven useful for supporting decisions related to the prioritization of contaminated sites in a groundwater catchment. Potential management options can be categorised as follows: (1) leave as is, (2) clean up, or (3) further investigation needed. However, mass discharge estimates are often very uncertain, which may hamper the management decisions. If option 1 is incorrectly chosen soil and water quality will decrease, threatening or destroying drinking water resources. The risk of choosing option 2 is to spend money on remediating a site that does not pose a problem. Choosing option 3 will often be safest, but may not be the optimal economic solution. Quantification of the uncertainty in mass discharge estimates can therefore greatly improve the foundation for selecting the appropriate management option. The uncertainty of mass discharge estimates depends greatly on the extent of the site characterization. A good approach for uncertainty estimation will be flexible with respect to the investigation level, and account for both parameter and conceptual model uncertainty. We propose a method for quantifying the uncertainty of dynamic mass discharge estimates from contaminant point sources on the local scale. The method considers both parameter and conceptual uncertainty through a multi-model approach. The multi-model approach evaluates multiple conceptual models for the same site. The different conceptual models consider different source characterizations and hydrogeological descriptions. The idea is to include a set of essentially different conceptual models where each model is believed to be realistic representation of the given site, based on the current level of information. Parameter uncertainty is quantified using Monte Carlo simulations. For each conceptual model we calculate a transient mass discharge estimate with uncertainty bounds resulting from the parametric uncertainty. To quantify the conceptual uncertainty from a given site, we combine the outputs from the different conceptual models using Bayesian model averaging. The weight for each model is obtained by integrating available data and expert knowledge using Bayesian belief networks. The multi-model approach is applied to a contaminated site. At the site a DNAPL (dense non aqueous phase liquid) spill consisting of PCE (perchloroethylene) has contaminated a fractured clay till aquitard overlaying a limestone aquifer. The exact shape and nature of the source is unknown and so is the importance of transport in the fractures. The result of the multi-model approach is a visual representation of the uncertainty of the mass discharge estimates for the site which can be used to support the management options.

Combined inverse-forward artificial neural networks for fast and accurate estimation of the diffusion coefficients of cartilage based on multi-physics models.

PubMed

Arbabi, Vahid; Pouran, Behdad; Weinans, Harrie; Zadpoor, Amir A

2016-09-06

Analytical and numerical methods have been used to extract essential engineering parameters such as elastic modulus, Poisson׳s ratio, permeability and diffusion coefficient from experimental data in various types of biological tissues. The major limitation associated with analytical techniques is that they are often only applicable to problems with simplified assumptions. Numerical multi-physics methods, on the other hand, enable minimizing the simplified assumptions but require substantial computational expertise, which is not always available. In this paper, we propose a novel approach that combines inverse and forward artificial neural networks (ANNs) which enables fast and accurate estimation of the diffusion coefficient of cartilage without any need for computational modeling. In this approach, an inverse ANN is trained using our multi-zone biphasic-solute finite-bath computational model of diffusion in cartilage to estimate the diffusion coefficient of the various zones of cartilage given the concentration-time curves. Robust estimation of the diffusion coefficients, however, requires introducing certain levels of stochastic variations during the training process. Determining the required level of stochastic variation is performed by coupling the inverse ANN with a forward ANN that receives the diffusion coefficient as input and returns the concentration-time curve as output. Combined together, forward-inverse ANNs enable computationally inexperienced users to obtain accurate and fast estimation of the diffusion coefficients of cartilage zones. The diffusion coefficients estimated using the proposed approach are compared with those determined using direct scanning of the parameter space as the optimization approach. It has been shown that both approaches yield comparable results. Copyright © 2016 Elsevier Ltd. All rights reserved.

Estimating Tree Height-Diameter Models with the Bayesian Method

PubMed Central

Duan, Aiguo; Zhang, Jianguo; Xiang, Congwei

2014-01-01

Six candidate height-diameter models were used to analyze the height-diameter relationships. The common methods for estimating the height-diameter models have taken the classical (frequentist) approach based on the frequency interpretation of probability, for example, the nonlinear least squares method (NLS) and the maximum likelihood method (ML). The Bayesian method has an exclusive advantage compared with classical method that the parameters to be estimated are regarded as random variables. In this study, the classical and Bayesian methods were used to estimate six height-diameter models, respectively. Both the classical method and Bayesian method showed that the Weibull model was the “best” model using data1. In addition, based on the Weibull model, data2 was used for comparing Bayesian method with informative priors with uninformative priors and classical method. The results showed that the improvement in prediction accuracy with Bayesian method led to narrower confidence bands of predicted value in comparison to that for the classical method, and the credible bands of parameters with informative priors were also narrower than uninformative priors and classical method. The estimated posterior distributions for parameters can be set as new priors in estimating the parameters using data2. PMID:24711733

Estimating tree height-diameter models with the Bayesian method.

PubMed

Zhang, Xiongqing; Duan, Aiguo; Zhang, Jianguo; Xiang, Congwei

2014-01-01

Six candidate height-diameter models were used to analyze the height-diameter relationships. The common methods for estimating the height-diameter models have taken the classical (frequentist) approach based on the frequency interpretation of probability, for example, the nonlinear least squares method (NLS) and the maximum likelihood method (ML). The Bayesian method has an exclusive advantage compared with classical method that the parameters to be estimated are regarded as random variables. In this study, the classical and Bayesian methods were used to estimate six height-diameter models, respectively. Both the classical method and Bayesian method showed that the Weibull model was the "best" model using data1. In addition, based on the Weibull model, data2 was used for comparing Bayesian method with informative priors with uninformative priors and classical method. The results showed that the improvement in prediction accuracy with Bayesian method led to narrower confidence bands of predicted value in comparison to that for the classical method, and the credible bands of parameters with informative priors were also narrower than uninformative priors and classical method. The estimated posterior distributions for parameters can be set as new priors in estimating the parameters using data2.

The use of resighting data to estimate the rate of population growth of the snail kite in Florida

USGS Publications Warehouse

Dreitz, V.J.; Nichols, J.D.; Hines, J.E.; Bennetts, R.E.; Kitchens, W.M.; DeAngelis, D.L.

2002-01-01

The rate of population growth (lambda) is an important demographic parameter used to assess the viability of a population and to develop management and conservation agendas. We examined the use of resighting data to estimate lambda for the snail kite population in Florida from 1997-2000. The analyses consisted of (1) a robust design approach that derives an estimate of lambda from estimates of population size and (2) the Pradel (1996) temporal symmetry (TSM) approach that directly estimates lambda using an open-population capture-recapture model. Besides resighting data, both approaches required information on the number of unmarked individuals that were sighted during the sampling periods. The point estimates of lambda differed between the robust design and TSM approaches, but the 95% confidence intervals overlapped substantially. We believe the differences may be the result of sparse data and do not indicate the inappropriateness of either modelling technique. We focused on the results of the robust design because this approach provided estimates for all study years. Variation among these estimates was smaller than levels of variation among ad hoc estimates based on previously reported index statistics. We recommend that lambda of snail kites be estimated using capture-resighting methods rather than ad hoc counts.

Performance and separation occurrence of binary probit regression estimator using maximum likelihood method and Firths approach under different sample size

NASA Astrophysics Data System (ADS)

Lusiana, Evellin Dewi

2017-12-01

The parameters of binary probit regression model are commonly estimated by using Maximum Likelihood Estimation (MLE) method. However, MLE method has limitation if the binary data contains separation. Separation is the condition where there are one or several independent variables that exactly grouped the categories in binary response. It will result the estimators of MLE method become non-convergent, so that they cannot be used in modeling. One of the effort to resolve the separation is using Firths approach instead. This research has two aims. First, to identify the chance of separation occurrence in binary probit regression model between MLE method and Firths approach. Second, to compare the performance of binary probit regression model estimator that obtained by MLE method and Firths approach using RMSE criteria. Those are performed using simulation method and under different sample size. The results showed that the chance of separation occurrence in MLE method for small sample size is higher than Firths approach. On the other hand, for larger sample size, the probability decreased and relatively identic between MLE method and Firths approach. Meanwhile, Firths estimators have smaller RMSE than MLEs especially for smaller sample sizes. But for larger sample sizes, the RMSEs are not much different. It means that Firths estimators outperformed MLE estimator.

Assessing doses to terrestrial wildlife at a radioactive waste disposal site: inter-comparison of modelling approaches.

PubMed

Johansen, M P; Barnett, C L; Beresford, N A; Brown, J E; Černe, M; Howard, B J; Kamboj, S; Keum, D-K; Smodiš, B; Twining, J R; Vandenhove, H; Vives i Batlle, J; Wood, M D; Yu, C

2012-06-15

Radiological doses to terrestrial wildlife were examined in this model inter-comparison study that emphasised factors causing variability in dose estimation. The study participants used varying modelling approaches and information sources to estimate dose rates and tissue concentrations for a range of biota types exposed to soil contamination at a shallow radionuclide waste burial site in Australia. Results indicated that the dominant factor causing variation in dose rate estimates (up to three orders of magnitude on mean total dose rates) was the soil-to-organism transfer of radionuclides that included variation in transfer parameter values as well as transfer calculation methods. Additional variation was associated with other modelling factors including: how participants conceptualised and modelled the exposure configurations (two orders of magnitude); which progeny to include with the parent radionuclide (typically less than one order of magnitude); and dose calculation parameters, including radiation weighting factors and dose conversion coefficients (typically less than one order of magnitude). Probabilistic approaches to model parameterisation were used to encompass and describe variable model parameters and outcomes. The study confirms the need for continued evaluation of the underlying mechanisms governing soil-to-organism transfer of radionuclides to improve estimation of dose rates to terrestrial wildlife. The exposure pathways and configurations available in most current codes are limited when considering instances where organisms access subsurface contamination through rooting, burrowing, or using different localised waste areas as part of their habitual routines. Crown Copyright © 2012. Published by Elsevier B.V. All rights reserved.

Organizational Approach to the Ergonomic Examination of E-Learning Modules

ERIC Educational Resources Information Center

Lavrov, Evgeniy; Kupenko, Olena; Lavryk, Tetiana; Barchenko, Natalia

2013-01-01

With a significant increase in the number of e-learning resources the issue of quality is of current importance. An analysis of existing scientific and methodological literature shows the variety of approaches, methods and tools to evaluate e-learning materials. This paper proposes an approach based on the procedure for estimating parameters of…

Understanding identifiability as a crucial step in uncertainty assessment

NASA Astrophysics Data System (ADS)

Jakeman, A. J.; Guillaume, J. H. A.; Hill, M. C.; Seo, L.

2016-12-01

The topic of identifiability analysis offers concepts and approaches to identify why unique model parameter values cannot be identified, and can suggest possible responses that either increase uniqueness or help to understand the effect of non-uniqueness on predictions. Identifiability analysis typically involves evaluation of the model equations and the parameter estimation process. Non-identifiability can have a number of undesirable effects. In terms of model parameters these effects include: parameters not being estimated uniquely even with ideal data; wildly different values being returned for different initialisations of a parameter optimisation algorithm; and parameters not being physically meaningful in a model attempting to represent a process. This presentation illustrates some of the drastic consequences of ignoring model identifiability analysis. It argues for a more cogent framework and use of identifiability analysis as a way of understanding model limitations and systematically learning about sources of uncertainty and their importance. The presentation specifically distinguishes between five sources of parameter non-uniqueness (and hence uncertainty) within the modelling process, pragmatically capturing key distinctions within existing identifiability literature. It enumerates many of the various approaches discussed in the literature. Admittedly, improving identifiability is often non-trivial. It requires thorough understanding of the cause of non-identifiability, and the time, knowledge and resources to collect or select new data, modify model structures or objective functions, or improve conditioning. But ignoring these problems is not a viable solution. Even simple approaches such as fixing parameter values or naively using a different model structure may have significant impacts on results which are too often overlooked because identifiability analysis is neglected.

Transfer Function Identification Using Orthogonal Fourier Transform Modeling Functions

NASA Technical Reports Server (NTRS)

Morelli, Eugene A.

2013-01-01

A method for transfer function identification, including both model structure determination and parameter estimation, was developed and demonstrated. The approach uses orthogonal modeling functions generated from frequency domain data obtained by Fourier transformation of time series data. The method was applied to simulation data to identify continuous-time transfer function models and unsteady aerodynamic models. Model fit error, estimated model parameters, and the associated uncertainties were used to show the effectiveness of the method for identifying accurate transfer function models from noisy data.

Cognitive diagnosis modelling incorporating item response times.

PubMed

Zhan, Peida; Jiao, Hong; Liao, Dandan

2018-05-01

To provide more refined diagnostic feedback with collateral information in item response times (RTs), this study proposed joint modelling of attributes and response speed using item responses and RTs simultaneously for cognitive diagnosis. For illustration, an extended deterministic input, noisy 'and' gate (DINA) model was proposed for joint modelling of responses and RTs. Model parameter estimation was explored using the Bayesian Markov chain Monte Carlo (MCMC) method. The PISA 2012 computer-based mathematics data were analysed first. These real data estimates were treated as true values in a subsequent simulation study. A follow-up simulation study with ideal testing conditions was conducted as well to further evaluate model parameter recovery. The results indicated that model parameters could be well recovered using the MCMC approach. Further, incorporating RTs into the DINA model would improve attribute and profile correct classification rates and result in more accurate and precise estimation of the model parameters. © 2017 The British Psychological Society.

Estimating physiological skin parameters from hyperspectral signatures

NASA Astrophysics Data System (ADS)

Vyas, Saurabh; Banerjee, Amit; Burlina, Philippe

2013-05-01

We describe an approach for estimating human skin parameters, such as melanosome concentration, collagen concentration, oxygen saturation, and blood volume, using hyperspectral radiometric measurements (signatures) obtained from in vivo skin. We use a computational model based on Kubelka-Munk theory and the Fresnel equations. This model forward maps the skin parameters to a corresponding multiband reflectance spectra. Machine-learning-based regression is used to generate the inverse map, and hence estimate skin parameters from hyperspectral signatures. We test our methods using synthetic and in vivo skin signatures obtained in the visible through the short wave infrared domains from 24 patients of both genders and Caucasian, Asian, and African American ethnicities. Performance validation shows promising results: good agreement with the ground truth and well-established physiological precepts. These methods have potential use in the characterization of skin abnormalities and in minimally-invasive prescreening of malignant skin cancers.

Multiparameter elastic full waveform inversion with facies-based constraints

NASA Astrophysics Data System (ADS)

Zhang, Zhen-dong; Alkhalifah, Tariq; Naeini, Ehsan Zabihi; Sun, Bingbing

2018-06-01

Full waveform inversion (FWI) incorporates all the data characteristics to estimate the parameters described by the assumed physics of the subsurface. However, current efforts to utilize FWI beyond improved acoustic imaging, like in reservoir delineation, faces inherent challenges related to the limited resolution and the potential trade-off between the elastic model parameters. Some anisotropic parameters are insufficiently updated because of their minor contributions to the surface collected data. Adding rock physics constraints to the inversion helps mitigate such limited sensitivity, but current approaches to add such constraints are based on including them as a priori knowledge mostly valid around the well or as a global constraint for the whole area. Since similar rock formations inside the Earth admit consistent elastic properties and relative values of elasticity and anisotropy parameters (this enables us to define them as a seismic facies), utilizing such localized facies information in FWI can improve the resolution of inverted parameters. We propose a novel approach to use facies-based constraints in both isotropic and anisotropic elastic FWI. We invert for such facies using Bayesian theory and update them at each iteration of the inversion using both the inverted models and a priori information. We take the uncertainties of the estimated parameters (approximated by radiation patterns) into consideration and improve the quality of estimated facies maps. Four numerical examples corresponding to different acquisition, physical assumptions and model circumstances are used to verify the effectiveness of the proposed method.

The quality estimation of exterior wall’s and window filling’s construction design

NASA Astrophysics Data System (ADS)

Saltykov, Ivan; Bovsunovskaya, Maria

2017-10-01

The article reveals the term of “artificial envelope” in dwelling building. Authors offer a complex multifactorial approach to the design quality estimation of external fencing structures, which is based on various parameters impact. These referred parameters are: functional, exploitation, cost, and also, the environmental index is among them. The quality design index Qк is inputting for the complex characteristic of observed above parameters. The mathematical relation of this index from these parameters is the target function for the quality design estimation. For instance, the article shows the search of optimal variant for wall and window designs in small, middle and large square dwelling premises of economic class buildings. The graphs of target function single parameters are expressed for the three types of residual chamber’s dimensions. As a result of the showing example, there is a choice of window opening’s dimensions, which make the wall’s and window’s constructions properly correspondent to the producible complex requirements. The authors reveal the comparison of recommended window filling’s square in accordance with the building standards, and the square, due to the finding of the optimal variant of the design quality index. The multifactorial approach for optimal design searching, which is mentioned in this article, can be used in consideration of various construction elements of dwelling buildings in accounting of suitable climate, social and economic construction area features.

Mortality table construction

NASA Astrophysics Data System (ADS)

Sutawanir

2015-12-01

Mortality tables play important role in actuarial studies such as life annuities, premium determination, premium reserve, valuation pension plan, pension funding. Some known mortality tables are CSO mortality table, Indonesian Mortality Table, Bowers mortality table, Japan Mortality table. For actuary applications some tables are constructed with different environment such as single decrement, double decrement, and multiple decrement. There exist two approaches in mortality table construction : mathematics approach and statistical approach. Distribution model and estimation theory are the statistical concepts that are used in mortality table construction. This article aims to discuss the statistical approach in mortality table construction. The distributional assumptions are uniform death distribution (UDD) and constant force (exponential). Moment estimation and maximum likelihood are used to estimate the mortality parameter. Moment estimation methods are easier to manipulate compared to maximum likelihood estimation (mle). However, the complete mortality data are not used in moment estimation method. Maximum likelihood exploited all available information in mortality estimation. Some mle equations are complicated and solved using numerical methods. The article focus on single decrement estimation using moment and maximum likelihood estimation. Some extension to double decrement will introduced. Simple dataset will be used to illustrated the mortality estimation, and mortality table.

Regression without truth with Markov chain Monte-Carlo

NASA Astrophysics Data System (ADS)

Madan, Hennadii; Pernuš, Franjo; Likar, Boštjan; Å piclin, Žiga

2017-03-01

Regression without truth (RWT) is a statistical technique for estimating error model parameters of each method in a group of methods used for measurement of a certain quantity. A very attractive aspect of RWT is that it does not rely on a reference method or "gold standard" data, which is otherwise difficult RWT was used for a reference-free performance comparison of several methods for measuring left ventricular ejection fraction (EF), i.e. a percentage of blood leaving the ventricle each time the heart contracts, and has since been applied for various other quantitative imaging biomarkerss (QIBs). Herein, we show how Markov chain Monte-Carlo (MCMC), a computational technique for drawing samples from a statistical distribution with probability density function known only up to a normalizing coefficient, can be used to augment RWT to gain a number of important benefits compared to the original approach based on iterative optimization. For instance, the proposed MCMC-based RWT enables the estimation of joint posterior distribution of the parameters of the error model, straightforward quantification of uncertainty of the estimates, estimation of true value of the measurand and corresponding credible intervals (CIs), does not require a finite support for prior distribution of the measureand generally has a much improved robustness against convergence to non-global maxima. The proposed approach is validated using synthetic data that emulate the EF data for 45 patients measured with 8 different methods. The obtained results show that 90% CI of the corresponding parameter estimates contain the true values of all error model parameters and the measurand. A potential real-world application is to take measurements of a certain QIB several different methods and then use the proposed framework to compute the estimates of the true values and their uncertainty, a vital information for diagnosis based on QIB.

Parametric Cost Deployment

NASA Technical Reports Server (NTRS)

Dean, Edwin B.

1995-01-01

Parametric cost analysis is a mathematical approach to estimating cost. Parametric cost analysis uses non-cost parameters, such as quality characteristics, to estimate the cost to bring forth, sustain, and retire a product. This paper reviews parametric cost analysis and shows how it can be used within the cost deployment process.

Detecting isotopic ratio outliers

NASA Astrophysics Data System (ADS)

Bayne, C. K.; Smith, D. H.

An alternative method is proposed for improving isotopic ratio estimates. This method mathematically models pulse-count data and uses iterative reweighted Poisson regression to estimate model parameters to calculate the isotopic ratios. This computer-oriented approach provides theoretically better methods than conventional techniques to establish error limits and to identify outliers.

Cosmological Parameters and Hyper-Parameters: The Hubble Constant from Boomerang and Maxima

NASA Astrophysics Data System (ADS)

Lahav, Ofer

Recently several studies have jointly analysed data from different cosmological probes with the motivation of estimating cosmological parameters. Here we generalise this procedure to allow freedom in the relative weights of various probes. This is done by including in the joint likelihood function a set of `Hyper-Parameters', which are dealt with using Bayesian considerations. The resulting algorithm, which assumes uniform priors on the log of the Hyper-Parameters, is very simple to implement. We illustrate the method by estimating the Hubble constant H0 from different sets of recent CMB experiments (including Saskatoon, Python V, MSAM1, TOCO, Boomerang and Maxima). The approach can be generalised for a combination of cosmic probes, and for other priors on the Hyper-Parameters. Reference: Lahav, Bridle, Hobson, Lasenby & Sodre, 2000, MNRAS, in press (astro-ph/9912105)

Approaches for modeling within subject variability in pharmacometric count data analysis: dynamic inter-occasion variability and stochastic differential equations.

PubMed

Deng, Chenhui; Plan, Elodie L; Karlsson, Mats O

2016-06-01

Parameter variation in pharmacometric analysis studies can be characterized as within subject parameter variability (WSV) in pharmacometric models. WSV has previously been successfully modeled using inter-occasion variability (IOV), but also stochastic differential equations (SDEs). In this study, two approaches, dynamic inter-occasion variability (dIOV) and adapted stochastic differential equations, were proposed to investigate WSV in pharmacometric count data analysis. These approaches were applied to published count models for seizure counts and Likert pain scores. Both approaches improved the model fits significantly. In addition, stochastic simulation and estimation were used to explore further the capability of the two approaches to diagnose and improve models where existing WSV is not recognized. The results of simulations confirmed the gain in introducing WSV as dIOV and SDEs when parameters vary randomly over time. Further, the approaches were also informative as diagnostics of model misspecification, when parameters changed systematically over time but this was not recognized in the structural model. The proposed approaches in this study offer strategies to characterize WSV and are not restricted to count data.

Formation of parametric images using mixed-effects models: a feasibility study.

PubMed

Huang, Husan-Ming; Shih, Yi-Yu; Lin, Chieh

2016-03-01

Mixed-effects models have been widely used in the analysis of longitudinal data. By presenting the parameters as a combination of fixed effects and random effects, mixed-effects models incorporating both within- and between-subject variations are capable of improving parameter estimation. In this work, we demonstrate the feasibility of using a non-linear mixed-effects (NLME) approach for generating parametric images from medical imaging data of a single study. By assuming that all voxels in the image are independent, we used simulation and animal data to evaluate whether NLME can improve the voxel-wise parameter estimation. For testing purposes, intravoxel incoherent motion (IVIM) diffusion parameters including perfusion fraction, pseudo-diffusion coefficient and true diffusion coefficient were estimated using diffusion-weighted MR images and NLME through fitting the IVIM model. The conventional method of non-linear least squares (NLLS) was used as the standard approach for comparison of the resulted parametric images. In the simulated data, NLME provides more accurate and precise estimates of diffusion parameters compared with NLLS. Similarly, we found that NLME has the ability to improve the signal-to-noise ratio of parametric images obtained from rat brain data. These data have shown that it is feasible to apply NLME in parametric image generation, and the parametric image quality can be accordingly improved with the use of NLME. With the flexibility to be adapted to other models or modalities, NLME may become a useful tool to improve the parametric image quality in the future. Copyright © 2015 John Wiley & Sons, Ltd. Copyright © 2015 John Wiley & Sons, Ltd.

Estimation of laser beam pointing parameters in the presence of atmospheric turbulence.

PubMed

Borah, Deva K; Voelz, David G

2007-08-10

The problem of estimating mechanical boresight and jitter performance of a laser pointing system in the presence of atmospheric turbulence is considered. A novel estimator based on maximizing an average probability density function (pdf) of the received signal is presented. The proposed estimator uses a Gaussian far-field mean irradiance profile, and the irradiance pdf is assumed to be lognormal. The estimates are obtained using a sequence of return signal values from the intended target. Alternatively, one can think of the estimates being made by a cooperative target using the received signal samples directly. The estimator does not require sample-to-sample atmospheric turbulence parameter information. The approach is evaluated using wave optics simulation for both weak and strong turbulence conditions. Our results show that very good boresight and jitter estimation performance can be obtained under the weak turbulence regime. We also propose a novel technique to include the effect of very low received intensity values that cannot be measured well by the receiving device. The proposed technique provides significant improvement over a conventional approach where such samples are simply ignored. Since our method is derived from the lognormal irradiance pdf, the performance under strong turbulence is degraded. However, the ideas can be extended with appropriate pdf models to obtain more accurate results under strong turbulence conditions.

Optical Method for Estimating the Chlorophyll Contents in Plant Leaves.

PubMed

Pérez-Patricio, Madaín; Camas-Anzueto, Jorge Luis; Sanchez-Alegría, Avisaí; Aguilar-González, Abiel; Gutiérrez-Miceli, Federico; Escobar-Gómez, Elías; Voisin, Yvon; Rios-Rojas, Carlos; Grajales-Coutiño, Ruben

2018-02-22

This work introduces a new vision-based approach for estimating chlorophyll contents in a plant leaf using reflectance and transmittance as base parameters. Images of the top and underside of the leaf are captured. To estimate the base parameters (reflectance/transmittance), a novel optical arrangement is proposed. The chlorophyll content is then estimated by using linear regression where the inputs are the reflectance and transmittance of the leaf. Performance of the proposed method for chlorophyll content estimation was compared with a spectrophotometer and a Soil Plant Analysis Development (SPAD) meter. Chlorophyll content estimation was realized for Lactuca sativa L., Azadirachta indica , Canavalia ensiforme , and Lycopersicon esculentum . Experimental results showed that-in terms of accuracy and processing speed-the proposed algorithm outperformed many of the previous vision-based approach methods that have used SPAD as a reference device. On the other hand, the accuracy reached is 91% for crops such as Azadirachta indica , where the chlorophyll value was obtained using the spectrophotometer. Additionally, it was possible to achieve an estimation of the chlorophyll content in the leaf every 200 ms with a low-cost camera and a simple optical arrangement. This non-destructive method increased accuracy in the chlorophyll content estimation by using an optical arrangement that yielded both the reflectance and transmittance information, while the required hardware is cheap.

Technical Note: Approximate Bayesian parameterization of a process-based tropical forest model

NASA Astrophysics Data System (ADS)

Hartig, F.; Dislich, C.; Wiegand, T.; Huth, A.

2014-02-01

Inverse parameter estimation of process-based models is a long-standing problem in many scientific disciplines. A key question for inverse parameter estimation is how to define the metric that quantifies how well model predictions fit to the data. This metric can be expressed by general cost or objective functions, but statistical inversion methods require a particular metric, the probability of observing the data given the model parameters, known as the likelihood. For technical and computational reasons, likelihoods for process-based stochastic models are usually based on general assumptions about variability in the observed data, and not on the stochasticity generated by the model. Only in recent years have new methods become available that allow the generation of likelihoods directly from stochastic simulations. Previous applications of these approximate Bayesian methods have concentrated on relatively simple models. Here, we report on the application of a simulation-based likelihood approximation for FORMIND, a parameter-rich individual-based model of tropical forest dynamics. We show that approximate Bayesian inference, based on a parametric likelihood approximation placed in a conventional Markov chain Monte Carlo (MCMC) sampler, performs well in retrieving known parameter values from virtual inventory data generated by the forest model. We analyze the results of the parameter estimation, examine its sensitivity to the choice and aggregation of model outputs and observed data (summary statistics), and demonstrate the application of this method by fitting the FORMIND model to field data from an Ecuadorian tropical forest. Finally, we discuss how this approach differs from approximate Bayesian computation (ABC), another method commonly used to generate simulation-based likelihood approximations. Our results demonstrate that simulation-based inference, which offers considerable conceptual advantages over more traditional methods for inverse parameter estimation, can be successfully applied to process-based models of high complexity. The methodology is particularly suitable for heterogeneous and complex data structures and can easily be adjusted to other model types, including most stochastic population and individual-based models. Our study therefore provides a blueprint for a fairly general approach to parameter estimation of stochastic process-based models.

Towards active image-guidance: tracking of a fiducial in the thorax during respiration under X-ray fluoroscopy

NASA Astrophysics Data System (ADS)

Siddique, Sami; Jaffray, David

2007-03-01

A central purpose of image-guidance is to assist the interventionalist with feedback of geometric performance in the direction of therapy delivery. Tradeoffs exist between accuracy, precision and the constraints imposed by parameters used in the generation of images. A framework that uses geometric performance as feedback to control these parameters can balance such tradeoffs in order to maintain the requisite localization precision for a given clinical procedure. We refer to this principle as Active Image-Guidance (AIG). This framework requires estimates of the uncertainty in the estimated location of the object of interest. In this study, a simple fiducial marker detected under X-ray fluoroscopy is considered and it is shown that a relation exists between the applied imaging dose and the uncertainty in localization for a given observer. A robust estimator of the location of a fiducial in the thorax during respiration under X-ray fluoroscopy is demonstrated using a particle filter based approach that outputs estimates of the location and the associated spatial uncertainty. This approach gives an rmse of 1.3mm and the uncertainty estimates are found to be correlated with the error in the estimates. Furthermore, the particle filtering approach is employed to output location estimates and the associated uncertainty not only at instances of pulsed exposure but also between exposures. Such a system has applications in image-guided interventions (surgery, radiotherapy, interventional radiology) where there are latencies between the moment of imaging and the act of intervention.

Parameter estimation methods for gene circuit modeling from time-series mRNA data: a comparative study.

PubMed

Fan, Ming; Kuwahara, Hiroyuki; Wang, Xiaolei; Wang, Suojin; Gao, Xin

2015-11-01

Parameter estimation is a challenging computational problem in the reverse engineering of biological systems. Because advances in biotechnology have facilitated wide availability of time-series gene expression data, systematic parameter estimation of gene circuit models from such time-series mRNA data has become an important method for quantitatively dissecting the regulation of gene expression. By focusing on the modeling of gene circuits, we examine here the performance of three types of state-of-the-art parameter estimation methods: population-based methods, online methods and model-decomposition-based methods. Our results show that certain population-based methods are able to generate high-quality parameter solutions. The performance of these methods, however, is heavily dependent on the size of the parameter search space, and their computational requirements substantially increase as the size of the search space increases. In comparison, online methods and model decomposition-based methods are computationally faster alternatives and are less dependent on the size of the search space. Among other things, our results show that a hybrid approach that augments computationally fast methods with local search as a subsequent refinement procedure can substantially increase the quality of their parameter estimates to the level on par with the best solution obtained from the population-based methods while maintaining high computational speed. These suggest that such hybrid methods can be a promising alternative to the more commonly used population-based methods for parameter estimation of gene circuit models when limited prior knowledge about the underlying regulatory mechanisms makes the size of the parameter search space vastly large. © The Author 2015. Published by Oxford University Press. For Permissions, please email: journals.permissions@oup.com.

Analysis of stock investment selection based on CAPM using covariance and genetic algorithm approach

NASA Astrophysics Data System (ADS)

Sukono; Susanti, D.; Najmia, M.; Lesmana, E.; Napitupulu, H.; Supian, S.; Putra, A. S.

2018-03-01

Investment is one of the economic growth factors of countries, especially in Indonesia. Stocks is a form of investment, which is liquid. In determining the stock investment decisions which need to be considered by investors is to choose stocks that can generate maximum returns with a minimum risk level. Therefore, we need to know how to allocate the capital which may give the optimal benefit. This study discusses the issue of stock investment based on CAPM which is estimated using covariance and Genetic Algorithm approach. It is assumed that the stocks analyzed follow the CAPM model. To do the estimation of beta parameter on CAPM equation is done by two approach, first is to be represented by covariance approach, and second with genetic algorithm optimization. As a numerical illustration, in this paper analyzed ten stocks traded on the capital market in Indonesia. The results of the analysis show that estimation of beta parameters using covariance and genetic algorithm approach, give the same decision, that is, six underpriced stocks with buying decision, and four overpriced stocks with a sales decision. Based on the analysis, it can be concluded that the results can be used as a consideration for investors buying six under-priced stocks, and selling four overpriced stocks.

Establishment of a center of excellence for applied mathematical and statistical research

NASA Technical Reports Server (NTRS)

Woodward, W. A.; Gray, H. L.

1983-01-01

The state of the art was assessed with regards to efforts in support of the crop production estimation problem and alternative generic proportion estimation techniques were investigated. Topics covered include modeling the greeness profile (Badhwarmos model), parameter estimation using mixture models such as CLASSY, and minimum distance estimation as an alternative to maximum likelihood estimation. Approaches to the problem of obtaining proportion estimates when the underlying distributions are asymmetric are examined including the properties of Weibull distribution.

Use of Landsat and environmental satellite data in evapotranspiration estimation from a wildland area

NASA Technical Reports Server (NTRS)

Khorram, S.; Smith, H. G.

1979-01-01

A remote sensing-aided procedure was applied to the watershed-wide estimation of water loss to the atmosphere (evapotranspiration, ET). The approach involved a spatially referenced databank based on both remotely sensed and ground-acquired information. Physical models for both estimation of ET and quantification of input parameters are specified, and results of the investigation are outlined.

Coupled land surface–subsurface hydrogeophysical inverse modeling to estimate soil organic carbon content and explore associated hydrological and thermal dynamics in the Arctic tundra

DOE PAGES

Tran, Anh Phuong; Dafflon, Baptiste; Hubbard, Susan S.

2017-09-06

Quantitative characterization of soil organic carbon (OC) content is essential due to its significant impacts on surface–subsurface hydrological–thermal processes and microbial decomposition of OC, which both in turn are important for predicting carbon–climate feedbacks. While such quantification is particularly important in the vulnerable organic-rich Arctic region, it is challenging to achieve due to the general limitations of conventional core sampling and analysis methods, and to the extremely dynamic nature of hydrological–thermal processes associated with annual freeze–thaw events. In this study, we develop and test an inversion scheme that can flexibly use single or multiple datasets – including soil liquid watermore » content, temperature and electrical resistivity tomography (ERT) data – to estimate the vertical distribution of OC content. Our approach relies on the fact that OC content strongly influences soil hydrological–thermal parameters and, therefore, indirectly controls the spatiotemporal dynamics of soil liquid water content, temperature and their correlated electrical resistivity. We employ the Community Land Model to simulate nonisothermal surface–subsurface hydrological dynamics from the bedrock to the top of canopy, with consideration of land surface processes (e.g., solar radiation balance, evapotranspiration, snow accumulation and melting) and ice–liquid water phase transitions. For inversion, we combine a deterministic and an adaptive Markov chain Monte Carlo (MCMC) optimization algorithm to estimate a posteriori distributions of desired model parameters. For hydrological–thermal-to-geophysical variable transformation, the simulated subsurface temperature, liquid water content and ice content are explicitly linked to soil electrical resistivity via petrophysical and geophysical models. We validate the developed scheme using different numerical experiments and evaluate the influence of measurement errors and benefit of joint inversion on the estimation of OC and other parameters. We also quantify the propagation of uncertainty from the estimated parameters to prediction of hydrological–thermal responses. We find that, compared to inversion of single dataset (temperature, liquid water content or apparent resistivity), joint inversion of these datasets significantly reduces parameter uncertainty. We find that the joint inversion approach is able to estimate OC and sand content within the shallow active layer (top 0.3 m of soil) with high reliability. Due to the small variations of temperature and moisture within the shallow permafrost (here at about 0.6 m depth), the approach is unable to estimate OC with confidence. However, if the soil porosity is functionally related to the OC and mineral content, which is often observed in organic-rich Arctic soil, the uncertainty of OC estimate at this depth remarkably decreases. Our study documents the value of the new surface–subsurface, deterministic–stochastic inversion approach, as well as the benefit of including multiple types of data to estimate OC and associated hydrological–thermal dynamics.« less

Coupled land surface–subsurface hydrogeophysical inverse modeling to estimate soil organic carbon content and explore associated hydrological and thermal dynamics in the Arctic tundra

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

Tran, Anh Phuong; Dafflon, Baptiste; Hubbard, Susan S.

Quantitative characterization of soil organic carbon (OC) content is essential due to its significant impacts on surface–subsurface hydrological–thermal processes and microbial decomposition of OC, which both in turn are important for predicting carbon–climate feedbacks. While such quantification is particularly important in the vulnerable organic-rich Arctic region, it is challenging to achieve due to the general limitations of conventional core sampling and analysis methods, and to the extremely dynamic nature of hydrological–thermal processes associated with annual freeze–thaw events. In this study, we develop and test an inversion scheme that can flexibly use single or multiple datasets – including soil liquid watermore » content, temperature and electrical resistivity tomography (ERT) data – to estimate the vertical distribution of OC content. Our approach relies on the fact that OC content strongly influences soil hydrological–thermal parameters and, therefore, indirectly controls the spatiotemporal dynamics of soil liquid water content, temperature and their correlated electrical resistivity. We employ the Community Land Model to simulate nonisothermal surface–subsurface hydrological dynamics from the bedrock to the top of canopy, with consideration of land surface processes (e.g., solar radiation balance, evapotranspiration, snow accumulation and melting) and ice–liquid water phase transitions. For inversion, we combine a deterministic and an adaptive Markov chain Monte Carlo (MCMC) optimization algorithm to estimate a posteriori distributions of desired model parameters. For hydrological–thermal-to-geophysical variable transformation, the simulated subsurface temperature, liquid water content and ice content are explicitly linked to soil electrical resistivity via petrophysical and geophysical models. We validate the developed scheme using different numerical experiments and evaluate the influence of measurement errors and benefit of joint inversion on the estimation of OC and other parameters. We also quantify the propagation of uncertainty from the estimated parameters to prediction of hydrological–thermal responses. We find that, compared to inversion of single dataset (temperature, liquid water content or apparent resistivity), joint inversion of these datasets significantly reduces parameter uncertainty. We find that the joint inversion approach is able to estimate OC and sand content within the shallow active layer (top 0.3 m of soil) with high reliability. Due to the small variations of temperature and moisture within the shallow permafrost (here at about 0.6 m depth), the approach is unable to estimate OC with confidence. However, if the soil porosity is functionally related to the OC and mineral content, which is often observed in organic-rich Arctic soil, the uncertainty of OC estimate at this depth remarkably decreases. Our study documents the value of the new surface–subsurface, deterministic–stochastic inversion approach, as well as the benefit of including multiple types of data to estimate OC and associated hydrological–thermal dynamics.« less

Non-Cartesian MRI Reconstruction With Automatic Regularization Via Monte-Carlo SURE

PubMed Central

Weller, Daniel S.; Nielsen, Jon-Fredrik; Fessler, Jeffrey A.

2013-01-01

Magnetic resonance image (MRI) reconstruction from undersampled k-space data requires regularization to reduce noise and aliasing artifacts. Proper application of regularization however requires appropriate selection of associated regularization parameters. In this work, we develop a data-driven regularization parameter adjustment scheme that minimizes an estimate (based on the principle of Stein’s unbiased risk estimate—SURE) of a suitable weighted squared-error measure in k-space. To compute this SURE-type estimate, we propose a Monte-Carlo scheme that extends our previous approach to inverse problems (e.g., MRI reconstruction) involving complex-valued images. Our approach depends only on the output of a given reconstruction algorithm and does not require knowledge of its internal workings, so it is capable of tackling a wide variety of reconstruction algorithms and nonquadratic regularizers including total variation and those based on the ℓ1-norm. Experiments with simulated and real MR data indicate that the proposed approach is capable of providing near mean squared-error (MSE) optimal regularization parameters for single-coil undersampled non-Cartesian MRI reconstruction. PMID:23591478

Multielevation calibration of frequency-domain electromagnetic data

USGS Publications Warehouse

Minsley, Burke J.; Kass, M. Andy; Hodges, Greg; Smith, Bruce D.

2014-01-01

Systematic calibration errors must be taken into account because they can substantially impact the accuracy of inverted subsurface resistivity models derived from frequency-domain electromagnetic data, resulting in potentially misleading interpretations. We have developed an approach that uses data acquired at multiple elevations over the same location to assess calibration errors. A significant advantage is that this method does not require prior knowledge of subsurface properties from borehole or ground geophysical data (though these can be readily incorporated if available), and is, therefore, well suited to remote areas. The multielevation data were used to solve for calibration parameters and a single subsurface resistivity model that are self consistent over all elevations. The deterministic and Bayesian formulations of the multielevation approach illustrate parameter sensitivity and uncertainty using synthetic- and field-data examples. Multiplicative calibration errors (gain and phase) were found to be better resolved at high frequencies and when data were acquired over a relatively conductive area, whereas additive errors (bias) were reasonably resolved over conductive and resistive areas at all frequencies. The Bayesian approach outperformed the deterministic approach when estimating calibration parameters using multielevation data at a single location; however, joint analysis of multielevation data at multiple locations using the deterministic algorithm yielded the most accurate estimates of calibration parameters. Inversion results using calibration-corrected data revealed marked improvement in misfit, lending added confidence to the interpretation of these models.

Predicting Critical Power in Elite Cyclists: Questioning the Validity of the 3-Minute All-Out Test.

PubMed

Bartram, Jason C; Thewlis, Dominic; Martin, David T; Norton, Kevin I

2017-07-01

New applications of the critical-power concept, such as the modeling of intermittent-work capabilities, are exciting prospects for elite cycling. However, accurate calculation of the required parameters is traditionally time invasive and somewhat impractical. An alternative single-test protocol (3-min all-out) has recently been proposed, but validation in an elite population is lacking. The traditional approach for parameter establishment, but with fewer tests, could also prove an acceptable compromise. Six senior Australian endurance track-cycling representatives completed 6 efforts to exhaustion on 2 separate days over a 3-wk period. These included 1-, 4-, 6-, 8-, and 10-min self-paced efforts, plus the 3-min all-out protocol. Traditional work-vs-time calculations of CP and anaerobic energy contribution (W') using the 5 self-paced efforts were compared with calculations from the 3-min all-out protocol. The impact of using just 2 or 3 self-paced efforts for traditional CP and W' estimation was also explored using thresholds of agreement (8 W, 2.0 kJ, respectively). CP estimated from the 3-min all-out approach was significantly higher than from the traditional approach (402 ± 33, 351 ± 27 W, P < .001), while W' was lower (15.5 ± 3.0, 24.3 ± 4.0 kJ, P = .02). Five different combinations of 2 or 3 self-paced efforts led to CP estimates within the threshold of agreement, with only 1 combination deemed accurate for W'. In elite cyclists the 3-min all-out approach is not suitable to estimate CP when compared with the traditional method. However, reducing the number of tests used in the traditional method lessens testing burden while maintaining appropriate parameter accuracy.

Rapid assessment of antimicrobial resistance prevalence using a Lot Quality Assurance sampling approach.

PubMed

van Leth, Frank; den Heijer, Casper; Beerepoot, Mariëlle; Stobberingh, Ellen; Geerlings, Suzanne; Schultsz, Constance

2017-04-01

Increasing antimicrobial resistance (AMR) requires rapid surveillance tools, such as Lot Quality Assurance Sampling (LQAS). LQAS classifies AMR as high or low based on set parameters. We compared classifications with the underlying true AMR prevalence using data on 1335 Escherichia coli isolates from surveys of community-acquired urinary tract infection in women, by assessing operating curves, sensitivity and specificity. Sensitivity and specificity of any set of LQAS parameters was above 99% and between 79 and 90%, respectively. Operating curves showed high concordance of the LQAS classification with true AMR prevalence estimates. LQAS-based AMR surveillance is a feasible approach that provides timely and locally relevant estimates, and the necessary information to formulate and evaluate guidelines for empirical treatment.

Retrieving Temperature Anomaly in the Global Subsurface and Deeper Ocean From Satellite Observations

NASA Astrophysics Data System (ADS)

Su, Hua; Li, Wene; Yan, Xiao-Hai

2018-01-01

Retrieving the subsurface and deeper ocean (SDO) dynamic parameters from satellite observations is crucial for effectively understanding ocean interior anomalies and dynamic processes, but it is challenging to accurately estimate the subsurface thermal structure over the global scale from sea surface parameters. This study proposes a new approach based on Random Forest (RF) machine learning to retrieve subsurface temperature anomaly (STA) in the global ocean from multisource satellite observations including sea surface height anomaly (SSHA), sea surface temperature anomaly (SSTA), sea surface salinity anomaly (SSSA), and sea surface wind anomaly (SSWA) via in situ Argo data for RF training and testing. RF machine-learning approach can accurately retrieve the STA in the global ocean from satellite observations of sea surface parameters (SSHA, SSTA, SSSA, SSWA). The Argo STA data were used to validate the accuracy and reliability of the results from the RF model. The results indicated that SSHA, SSTA, SSSA, and SSWA together are useful parameters for detecting SDO thermal information and obtaining accurate STA estimations. The proposed method also outperformed support vector regression (SVR) in global STA estimation. It will be a useful technique for studying SDO thermal variability and its role in global climate system from global-scale satellite observations.

Using a multinomial tree model for detecting mixtures in perceptual detection

PubMed Central

Chechile, Richard A.

2014-01-01

In the area of memory research there have been two rival approaches for memory measurement—signal detection theory (SDT) and multinomial processing trees (MPT). Both approaches provide measures for the quality of the memory representation, and both approaches provide for corrections for response bias. In recent years there has been a strong case advanced for the MPT approach because of the finding of stochastic mixtures on both target-present and target-absent tests. In this paper a case is made that perceptual detection, like memory recognition, involves a mixture of processes that are readily represented as a MPT model. The Chechile (2004) 6P memory measurement model is modified in order to apply to the case of perceptual detection. This new MPT model is called the Perceptual Detection (PD) model. The properties of the PD model are developed, and the model is applied to some existing data of a radiologist examining CT scans. The PD model brings out novel features that were absent from a standard SDT analysis. Also the topic of optimal parameter estimation on an individual-observer basis is explored with Monte Carlo simulations. These simulations reveal that the mean of the Bayesian posterior distribution is a more accurate estimator than the corresponding maximum likelihood estimator (MLE). Monte Carlo simulations also indicate that model estimates based on only the data from an individual observer can be improved upon (in the sense of being more accurate) by an adjustment that takes into account the parameter estimate based on the data pooled across all the observers. The adjustment of the estimate for an individual is discussed as an analogous statistical effect to the improvement over the individual MLE demonstrated by the James–Stein shrinkage estimator in the case of the multiple-group normal model. PMID:25018741

Application of parameter estimation to aircraft stability and control: The output-error approach

NASA Technical Reports Server (NTRS)

Maine, Richard E.; Iliff, Kenneth W.

1986-01-01

The practical application of parameter estimation methodology to the problem of estimating aircraft stability and control derivatives from flight test data is examined. The primary purpose of the document is to present a comprehensive and unified picture of the entire parameter estimation process and its integration into a flight test program. The document concentrates on the output-error method to provide a focus for detailed examination and to allow us to give specific examples of situations that have arisen. The document first derives the aircraft equations of motion in a form suitable for application to estimation of stability and control derivatives. It then discusses the issues that arise in adapting the equations to the limitations of analysis programs, using a specific program for an example. The roles and issues relating to mass distribution data, preflight predictions, maneuver design, flight scheduling, instrumentation sensors, data acquisition systems, and data processing are then addressed. Finally, the document discusses evaluation and the use of the analysis results.

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

PubMed Central

Clough-Gorr, Kerri; Zwahlen, Marcel

2015-01-01

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

Simple robust control laws for robot manipulators. Part 2: Adaptive case

NASA Technical Reports Server (NTRS)

Bayard, D. S.; Wen, J. T.

1987-01-01

A new class of asymptotically stable adaptive control laws is introduced for application to the robotic manipulator. Unlike most applications of adaptive control theory to robotic manipulators, this analysis addresses the nonlinear dynamics directly without approximation, linearization, or ad hoc assumptions, and utilizes a parameterization based on physical (time-invariant) quantities. This approach is made possible by using energy-like Lyapunov functions which retain the nonlinear character and structure of the dynamics, rather than simple quadratic forms which are ubiquitous to the adaptive control literature, and which have bound the theory tightly to linear systems with unknown parameters. It is a unique feature of these results that the adaptive forms arise by straightforward certainty equivalence adaptation of their nonadaptive counterparts found in the companion to this paper (i.e., by replacing unknown quantities by their estimates) and that this simple approach leads to asymptotically stable closed-loop adaptive systems. Furthermore, it is emphasized that this approach does not require convergence of the parameter estimates (i.e., via persistent excitation), invertibility of the mass matrix estimate, or measurement of the joint accelerations.

Spatiotemporal Bayesian analysis of Lyme disease in New York state, 1990-2000.

PubMed

Chen, Haiyan; Stratton, Howard H; Caraco, Thomas B; White, Dennis J

2006-07-01

Mapping ordinarily increases our understanding of nontrivial spatial and temporal heterogeneities in disease rates. However, the large number of parameters required by the corresponding statistical models often complicates detailed analysis. This study investigates the feasibility of a fully Bayesian hierarchical regression approach to the problem and identifies how it outperforms two more popular methods: crude rate estimates (CRE) and empirical Bayes standardization (EBS). In particular, we apply a fully Bayesian approach to the spatiotemporal analysis of Lyme disease incidence in New York state for the period 1990-2000. These results are compared with those obtained by CRE and EBS in Chen et al. (2005). We show that the fully Bayesian regression model not only gives more reliable estimates of disease rates than the other two approaches but also allows for tractable models that can accommodate more numerous sources of variation and unknown parameters.

Correcting for Measurement Error in Time-Varying Covariates in Marginal Structural Models.

PubMed

Kyle, Ryan P; Moodie, Erica E M; Klein, Marina B; Abrahamowicz, Michał

2016-08-01

Unbiased estimation of causal parameters from marginal structural models (MSMs) requires a fundamental assumption of no unmeasured confounding. Unfortunately, the time-varying covariates used to obtain inverse probability weights are often error-prone. Although substantial measurement error in important confounders is known to undermine control of confounders in conventional unweighted regression models, this issue has received comparatively limited attention in the MSM literature. Here we propose a novel application of the simulation-extrapolation (SIMEX) procedure to address measurement error in time-varying covariates, and we compare 2 approaches. The direct approach to SIMEX-based correction targets outcome model parameters, while the indirect approach corrects the weights estimated using the exposure model. We assess the performance of the proposed methods in simulations under different clinically plausible assumptions. The simulations demonstrate that measurement errors in time-dependent covariates may induce substantial bias in MSM estimators of causal effects of time-varying exposures, and that both proposed SIMEX approaches yield practically unbiased estimates in scenarios featuring low-to-moderate degrees of error. We illustrate the proposed approach in a simple analysis of the relationship between sustained virological response and liver fibrosis progression among persons infected with hepatitis C virus, while accounting for measurement error in γ-glutamyltransferase, using data collected in the Canadian Co-infection Cohort Study from 2003 to 2014. © The Author 2016. Published by Oxford University Press on behalf of the Johns Hopkins Bloomberg School of Public Health. All rights reserved. For permissions, please e-mail: journals.permissions@oup.com.

Predicting Loss-of-Control Boundaries Toward a Piloting Aid

NASA Technical Reports Server (NTRS)

Barlow, Jonathan; Stepanyan, Vahram; Krishnakumar, Kalmanje

2012-01-01

This work presents an approach to predicting loss-of-control with the goal of providing the pilot a decision aid focused on maintaining the pilot's control action within predicted loss-of-control boundaries. The predictive architecture combines quantitative loss-of-control boundaries, a data-based predictive control boundary estimation algorithm and an adaptive prediction method to estimate Markov model parameters in real-time. The data-based loss-of-control boundary estimation algorithm estimates the boundary of a safe set of control inputs that will keep the aircraft within the loss-of-control boundaries for a specified time horizon. The adaptive prediction model generates estimates of the system Markov Parameters, which are used by the data-based loss-of-control boundary estimation algorithm. The combined algorithm is applied to a nonlinear generic transport aircraft to illustrate the features of the architecture.

Estimating Soil and Root Parameters of Biofuel Crops using a Hydrogeophysical Inversion

NASA Astrophysics Data System (ADS)

Kuhl, A.; Kendall, A. D.; Van Dam, R. L.; Hyndman, D. W.

2017-12-01

Transpiration is the dominant pathway for continental water exchange to the atmosphere, and therefore a crucial aspect of modeling water balances at many scales. The root water uptake dynamics that control transpiration are dependent on soil water availability, as well as the root distribution. However, the root distribution is determined by many factors beyond the plant species alone, including climate conditions and soil texture. Despite the significant contribution of transpiration to global water fluxes, modelling the complex critical zone processes that drive root water uptake remains a challenge. Geophysical tools such as electrical resistivity (ER), have been shown to be highly sensitive to water dynamics in the unsaturated zone. ER data can be temporally and spatially robust, covering large areas or long time periods non-invasively, which is an advantage over in-situ methods. Previous studies have shown the value of using hydrogeophysical inversions to estimate soil properties. Others have used hydrological inversions to estimate both soil properties and root distribution parameters. In this study, we combine these two approaches to create a coupled hydrogeophysical inversion that estimates root and retention curve parameters for a HYDRUS model. To test the feasibility of this new approach, we estimated daily water fluxes and root growth for several biofuel crops at a long-term ecological research site in Southwest Michigan, using monthly ER data from 2009 through 2011. Time domain reflectometry data at seven depths was used to validate modeled soil moisture estimates throughout the model period. This hydrogeophysical inversion method shows promise for improving root distribution and transpiration estimates across a wide variety of settings.

A Unified Estimation Framework for State-Related Changes in Effective Brain Connectivity.

PubMed

Samdin, S Balqis; Ting, Chee-Ming; Ombao, Hernando; Salleh, Sh-Hussain

2017-04-01

This paper addresses the critical problem of estimating time-evolving effective brain connectivity. Current approaches based on sliding window analysis or time-varying coefficient models do not simultaneously capture both slow and abrupt changes in causal interactions between different brain regions. To overcome these limitations, we develop a unified framework based on a switching vector autoregressive (SVAR) model. Here, the dynamic connectivity regimes are uniquely characterized by distinct vector autoregressive (VAR) processes and allowed to switch between quasi-stationary brain states. The state evolution and the associated directed dependencies are defined by a Markov process and the SVAR parameters. We develop a three-stage estimation algorithm for the SVAR model: 1) feature extraction using time-varying VAR (TV-VAR) coefficients, 2) preliminary regime identification via clustering of the TV-VAR coefficients, 3) refined regime segmentation by Kalman smoothing and parameter estimation via expectation-maximization algorithm under a state-space formulation, using initial estimates from the previous two stages. The proposed framework is adaptive to state-related changes and gives reliable estimates of effective connectivity. Simulation results show that our method provides accurate regime change-point detection and connectivity estimates. In real applications to brain signals, the approach was able to capture directed connectivity state changes in functional magnetic resonance imaging data linked with changes in stimulus conditions, and in epileptic electroencephalograms, differentiating ictal from nonictal periods. The proposed framework accurately identifies state-dependent changes in brain network and provides estimates of connectivity strength and directionality. The proposed approach is useful in neuroscience studies that investigate the dynamics of underlying brain states.

Accounting for the dissociating properties of organic chemicals in LCIA: an uncertainty analysis applied to micropollutants in the assessment of freshwater ecotoxicity.

PubMed

Morais, Sérgio Alberto; Delerue-Matos, Cristina; Gabarrell, Xavier

2013-03-15

In life cycle impact assessment (LCIA) models, the sorption of the ionic fraction of dissociating organic chemicals is not adequately modeled because conventional non-polar partitioning models are applied. Therefore, high uncertainties are expected when modeling the mobility, as well as the bioavailability for uptake by exposed biota and degradation, of dissociating organic chemicals. Alternative regressions that account for the ionized fraction of a molecule to estimate fate parameters were applied to the USEtox model. The most sensitive model parameters in the estimation of ecotoxicological characterization factors (CFs) of micropollutants were evaluated by Monte Carlo analysis in both the default USEtox model and the alternative approach. Negligible differences of CFs values and 95% confidence limits between the two approaches were estimated for direct emissions to the freshwater compartment; however the default USEtox model overestimates CFs and the 95% confidence limits of basic compounds up to three orders and four orders of magnitude, respectively, relatively to the alternative approach for emissions to the agricultural soil compartment. For three emission scenarios, LCIA results show that the default USEtox model overestimates freshwater ecotoxicity impacts for the emission scenarios to agricultural soil by one order of magnitude, and larger confidence limits were estimated, relatively to the alternative approach. Copyright © 2013 Elsevier B.V. All rights reserved.

Parameter estimation uncertainty: Comparing apples and apples?

NASA Astrophysics Data System (ADS)

Hart, D.; Yoon, H.; McKenna, S. A.

2012-12-01

Given a highly parameterized ground water model in which the conceptual model of the heterogeneity is stochastic, an ensemble of inverse calibrations from multiple starting points (MSP) provides an ensemble of calibrated parameters and follow-on transport predictions. However, the multiple calibrations are computationally expensive. Parameter estimation uncertainty can also be modeled by decomposing the parameterization into a solution space and a null space. From a single calibration (single starting point) a single set of parameters defining the solution space can be extracted. The solution space is held constant while Monte Carlo sampling of the parameter set covering the null space creates an ensemble of the null space parameter set. A recently developed null-space Monte Carlo (NSMC) method combines the calibration solution space parameters with the ensemble of null space parameters, creating sets of calibration-constrained parameters for input to the follow-on transport predictions. Here, we examine the consistency between probabilistic ensembles of parameter estimates and predictions using the MSP calibration and the NSMC approaches. A highly parameterized model of the Culebra dolomite previously developed for the WIPP project in New Mexico is used as the test case. A total of 100 estimated fields are retained from the MSP approach and the ensemble of results defining the model fit to the data, the reproduction of the variogram model and prediction of an advective travel time are compared to the same results obtained using NSMC. We demonstrate that the NSMC fields based on a single calibration model can be significantly constrained by the calibrated solution space and the resulting distribution of advective travel times is biased toward the travel time from the single calibrated field. To overcome this, newly proposed strategies to employ a multiple calibration-constrained NSMC approach (M-NSMC) are evaluated. Comparison of the M-NSMC and MSP methods suggests that M-NSMC can provide a computationally efficient and practical solution for predictive uncertainty analysis in highly nonlinear and complex subsurface flow and transport models. This material is based upon work supported as part of the Center for Frontiers of Subsurface Energy Security, an Energy Frontier Research Center funded by the U.S. Department of Energy, Office of Science, Office of Basic Energy Sciences under Award Number DE-SC0001114. Sandia National Laboratories is a multi-program laboratory managed and operated by Sandia Corporation, a wholly owned subsidiary of Lockheed Martin Corporation, for the U.S. Department of Energy's National Nuclear Security Administration under contract DE-AC04-94AL85000.

Autonomous optical navigation using nanosatellite-class instruments: a Mars approach case study

NASA Astrophysics Data System (ADS)

Enright, John; Jovanovic, Ilija; Kazemi, Laila; Zhang, Harry; Dzamba, Tom

2018-02-01

This paper examines the effectiveness of small star trackers for orbital estimation. Autonomous optical navigation has been used for some time to provide local estimates of orbital parameters during close approach to celestial bodies. These techniques have been used extensively on spacecraft dating back to the Voyager missions, but often rely on long exposures and large instrument apertures. Using a hyperbolic Mars approach as a reference mission, we present an EKF-based navigation filter suitable for nanosatellite missions. Observations of Mars and its moons allow the estimator to correct initial errors in both position and velocity. Our results show that nanosatellite-class star trackers can produce good quality navigation solutions with low position (<300 {m}) and velocity (<0.15 {m/s}) errors as the spacecraft approaches periapse.

Information fusion in regularized inversion of tomographic pumping tests

USGS Publications Warehouse

Bohling, Geoffrey C.; ,

2008-01-01

In this chapter we investigate a simple approach to incorporating geophysical information into the analysis of tomographic pumping tests for characterization of the hydraulic conductivity (K) field in an aquifer. A number of authors have suggested a tomographic approach to the analysis of hydraulic tests in aquifers - essentially simultaneous analysis of multiple tests or stresses on the flow system - in order to improve the resolution of the estimated parameter fields. However, even with a large amount of hydraulic data in hand, the inverse problem is still plagued by non-uniqueness and ill-conditioning and the parameter space for the inversion needs to be constrained in some sensible fashion in order to obtain plausible estimates of aquifer properties. For seismic and radar tomography problems, the parameter space is often constrained through the application of regularization terms that impose penalties on deviations of the estimated parameters from a prior or background model, with the tradeoff between data fit and model norm explored through systematic analysis of results for different levels of weighting on the regularization terms. In this study we apply systematic regularized inversion to analysis of tomographic pumping tests in an alluvial aquifer, taking advantage of the steady-shape flow regime exhibited in these tests to expedite the inversion process. In addition, we explore the possibility of incorporating geophysical information into the inversion through a regularization term relating the estimated K distribution to ground penetrating radar velocity and attenuation distributions through a smoothing spline model. ?? 2008 Springer-Verlag Berlin Heidelberg.

Groundwater Evapotranspiration from Diurnal Water Table Fluctuation: a Modified White Based Method Using Drainable and Fillable Porosity

NASA Astrophysics Data System (ADS)

Acharya, S.; Mylavarapu, R.; Jawitz, J. W.

2012-12-01

In shallow unconfined aquifers, the water table usually shows a distinct diurnal fluctuation pattern corresponding to the twenty-four hour solar radiation cycle. This diurnal water table fluctuation (DWTF) signal can be used to estimate the groundwater evapotranspiration (ETg) by vegetation, a method known as the White [1932] method. Water table fluctuations in shallow phreatic aquifers is controlled by two distinct storage parameters, drainable porosity (or specific yield) and the fillable porosity. Yet, it is implicitly assumed in most studies that these two parameters are equal, unless hysteresis effect is considered. The White based method available in the literature is also based on a single drainable porosity parameter to estimate the ETg. In this study, we present a modification of the White based method to estimate ETg from DWTF using separate drainable (λd) and fillable porosity (λf) parameters. Separate analytical expressions based on successive steady state moisture profiles are used to estimate λd and λf, instead of the commonly employed hydrostatic moisture profile approach. The modified method is then applied to estimate ETg using the DWTF data observed in a field in northeast Florida and the results are compared with ET estimations from the standard Penman-Monteith equation. It is found that the modified method resulted in significantly better estimates of ETg than the previously available method that used only a single, hydrostatic-moisture-profile based λd. Furthermore, the modified method is also used to estimate ETg even during rainfall events which produced significantly better estimates of ETg as compared to the single λd parameter method.

Facial motion parameter estimation and error criteria in model-based image coding

NASA Astrophysics Data System (ADS)

Liu, Yunhai; Yu, Lu; Yao, Qingdong

2000-04-01

Model-based image coding has been given extensive attention due to its high subject image quality and low bit-rates. But the estimation of object motion parameter is still a difficult problem, and there is not a proper error criteria for the quality assessment that are consistent with visual properties. This paper presents an algorithm of the facial motion parameter estimation based on feature point correspondence and gives the motion parameter error criteria. The facial motion model comprises of three parts. The first part is the global 3-D rigid motion of the head, the second part is non-rigid translation motion in jaw area, and the third part consists of local non-rigid expression motion in eyes and mouth areas. The feature points are automatically selected by a function of edges, brightness and end-node outside the blocks of eyes and mouth. The numbers of feature point are adjusted adaptively. The jaw translation motion is tracked by the changes of the feature point position of jaw. The areas of non-rigid expression motion can be rebuilt by using block-pasting method. The estimation approach of motion parameter error based on the quality of reconstructed image is suggested, and area error function and the error function of contour transition-turn rate are used to be quality criteria. The criteria reflect the image geometric distortion caused by the error of estimated motion parameters properly.