Probabilistic Reasoning for Robustness in Automated Planning

NASA Technical Reports Server (NTRS)

Schaffer, Steven; Clement, Bradley; Chien, Steve

2007-01-01

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

Entropy-based goodness-of-fit test: Application to the Pareto distribution

NASA Astrophysics Data System (ADS)

Lequesne, Justine

2013-08-01

Goodness-of-fit tests based on entropy have been introduced in [13] for testing normality. The maximum entropy distribution in a class of probability distributions defined by linear constraints induces a Pythagorean equality between the Kullback-Leibler information and an entropy difference. This allows one to propose a goodness-of-fit test for maximum entropy parametric distributions which is based on the Kullback-Leibler information. We will focus on the application of the method to the Pareto distribution. The power of the proposed test is computed through Monte Carlo simulation.

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

NASA Astrophysics Data System (ADS)

Mosthaf, Tobias; Bárdossy, András; Hörning, Sebastian

2015-04-01

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

Estimation of rates-across-sites distributions in phylogenetic substitution models.

PubMed

Susko, Edward; Field, Chris; Blouin, Christian; Roger, Andrew J

2003-10-01

Previous work has shown that it is often essential to account for the variation in rates at different sites in phylogenetic models in order to avoid phylogenetic artifacts such as long branch attraction. In most current models, the gamma distribution is used for the rates-across-sites distributions and is implemented as an equal-probability discrete gamma. In this article, we introduce discrete distribution estimates with large numbers of equally spaced rate categories allowing us to investigate the appropriateness of the gamma model. With large numbers of rate categories, these discrete estimates are flexible enough to approximate the shape of almost any distribution. Likelihood ratio statistical tests and a nonparametric bootstrap confidence-bound estimation procedure based on the discrete estimates are presented that can be used to test the fit of a parametric family. We applied the methodology to several different protein data sets, and found that although the gamma model often provides a good parametric model for this type of data, rate estimates from an equal-probability discrete gamma model with a small number of categories will tend to underestimate the largest rates. In cases when the gamma model assumption is in doubt, rate estimates coming from the discrete rate distribution estimate with a large number of rate categories provide a robust alternative to gamma estimates. An alternative implementation of the gamma distribution is proposed that, for equal numbers of rate categories, is computationally more efficient during optimization than the standard gamma implementation and can provide more accurate estimates of site rates.

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

PubMed

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

2014-03-01

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

A Simpli ed, General Approach to Simulating from Multivariate Copula Functions

Treesearch

Barry Goodwin

2012-01-01

Copulas have become an important analytic tool for characterizing multivariate distributions and dependence. One is often interested in simulating data from copula estimates. The process can be analytically and computationally complex and usually involves steps that are unique to a given parametric copula. We describe an alternative approach that uses \\probability{...

Parametric study of the effect of phase anisotropy on the micromechanical behaviour of dentin–adhesive interfaces

PubMed Central

Misra, Anil; Spencer, Paulette; Marangos, Orestes; Wang, Yong; Katz, J. Lawrence

2005-01-01

A finite element (FE) model has been developed based upon the recently measured micro-scale morphological, chemical and mechanical properties of dentin–adhesive (d–a) interfaces using confocal Raman microspectroscopy and scanning acoustic microscopy (SAM). The results computed from this FE model indicated that the stress distributions and concentrations are affected by the micro-scale elastic properties of various phases composing the d–a interface. However, these computations were performed assuming isotropic material properties for the d–a interface. The d–a interface components, such as the peritubular and intertubular dentin, the partially demineralized dentin and the so-called ‘hybrid layer’ adhesive-collagen composite, are probably anisotropic. In this paper, the FE model is extended to account for the probable anisotropic properties of these d–a interface phases. A parametric study is performed to study the effect of anisotropy on the micromechanical stress distributions in the hybrid layer and the peritubular dentin phases of the d–a interface. It is found that the anisotropy of the phases affects the region and extent of stress concentration as well as the location of the maximum stress concentrations. Thus, the anisotropy of the phases could effect the probable location of failure initiation, whether in the peritubular region or in the hybrid layer. PMID:16849175

Correcting Classifiers for Sample Selection Bias in Two-Phase Case-Control Studies

PubMed Central

Theis, Fabian J.

2017-01-01

Epidemiological studies often utilize stratified data in which rare outcomes or exposures are artificially enriched. This design can increase precision in association tests but distorts predictions when applying classifiers on nonstratified data. Several methods correct for this so-called sample selection bias, but their performance remains unclear especially for machine learning classifiers. With an emphasis on two-phase case-control studies, we aim to assess which corrections to perform in which setting and to obtain methods suitable for machine learning techniques, especially the random forest. We propose two new resampling-based methods to resemble the original data and covariance structure: stochastic inverse-probability oversampling and parametric inverse-probability bagging. We compare all techniques for the random forest and other classifiers, both theoretically and on simulated and real data. Empirical results show that the random forest profits from only the parametric inverse-probability bagging proposed by us. For other classifiers, correction is mostly advantageous, and methods perform uniformly. We discuss consequences of inappropriate distribution assumptions and reason for different behaviors between the random forest and other classifiers. In conclusion, we provide guidance for choosing correction methods when training classifiers on biased samples. For random forests, our method outperforms state-of-the-art procedures if distribution assumptions are roughly fulfilled. We provide our implementation in the R package sambia. PMID:29312464

Software Supportability Risk Assessment in OT&E (Operational Test and Evaluation): Literature Review, Current Research Review, and Data Base Assemblage.

DTIC Science & Technology

1984-09-28

variables before simula- tion of model - Search for reality checks a, - Express uncertainty as a probability density distribution. a. H2 a, H-22 TWIF... probability that the software con- tains errors. This prior is updated as test failure data are accumulated. Only a p of 1 (software known to contain...discusssed; both parametric and nonparametric versions are presented. It is shown by the author that the bootstrap underlies the jackknife method and

A Maximum Entropy Method for Particle Filtering

NASA Astrophysics Data System (ADS)

Eyink, Gregory L.; Kim, Sangil

2006-06-01

Standard ensemble or particle filtering schemes do not properly represent states of low priori probability when the number of available samples is too small, as is often the case in practical applications. We introduce here a set of parametric resampling methods to solve this problem. Motivated by a general H-theorem for relative entropy, we construct parametric models for the filter distributions as maximum-entropy/minimum-information models consistent with moments of the particle ensemble. When the prior distributions are modeled as mixtures of Gaussians, our method naturally generalizes the ensemble Kalman filter to systems with highly non-Gaussian statistics. We apply the new particle filters presented here to two simple test cases: a one-dimensional diffusion process in a double-well potential and the three-dimensional chaotic dynamical system of Lorenz.

Applications of Genomic Selection in Breeding Wheat for Rust Resistance.

PubMed

Ornella, Leonardo; González-Camacho, Juan Manuel; Dreisigacker, Susanne; Crossa, Jose

2017-01-01

There are a lot of methods developed to predict untested phenotypes in schemes commonly used in genomic selection (GS) breeding. The use of GS for predicting disease resistance has its own particularities: (a) most populations shows additivity in quantitative adult plant resistance (APR); (b) resistance needs effective combinations of major and minor genes; and (c) phenotype is commonly expressed in ordinal categorical traits, whereas most parametric applications assume that the response variable is continuous and normally distributed. Machine learning methods (MLM) can take advantage of examples (data) that capture characteristics of interest from an unknown underlying probability distribution (i.e., data-driven). We introduce some state-of-the-art MLM capable to predict rust resistance in wheat. We also present two parametric R packages for the reader to be able to compare.

Parametric vs. non-parametric statistics of low resolution electromagnetic tomography (LORETA).

PubMed

Thatcher, R W; North, D; Biver, C

2005-01-01

This study compared the relative statistical sensitivity of non-parametric and parametric statistics of 3-dimensional current sources as estimated by the EEG inverse solution Low Resolution Electromagnetic Tomography (LORETA). One would expect approximately 5% false positives (classification of a normal as abnormal) at the P < .025 level of probability (two tailed test) and approximately 1% false positives at the P < .005 level. EEG digital samples (2 second intervals sampled 128 Hz, 1 to 2 minutes eyes closed) from 43 normal adult subjects were imported into the Key Institute's LORETA program. We then used the Key Institute's cross-spectrum and the Key Institute's LORETA output files (*.lor) as the 2,394 gray matter pixel representation of 3-dimensional currents at different frequencies. The mean and standard deviation *.lor files were computed for each of the 2,394 gray matter pixels for each of the 43 subjects. Tests of Gaussianity and different transforms were computed in order to best approximate a normal distribution for each frequency and gray matter pixel. The relative sensitivity of parametric vs. non-parametric statistics were compared using a "leave-one-out" cross validation method in which individual normal subjects were withdrawn and then statistically classified as being either normal or abnormal based on the remaining subjects. Log10 transforms approximated Gaussian distribution in the range of 95% to 99% accuracy. Parametric Z score tests at P < .05 cross-validation demonstrated an average misclassification rate of approximately 4.25%, and range over the 2,394 gray matter pixels was 27.66% to 0.11%. At P < .01 parametric Z score cross-validation false positives were 0.26% and ranged from 6.65% to 0% false positives. The non-parametric Key Institute's t-max statistic at P < .05 had an average misclassification error rate of 7.64% and ranged from 43.37% to 0.04% false positives. The nonparametric t-max at P < .01 had an average misclassification rate of 6.67% and ranged from 41.34% to 0% false positives of the 2,394 gray matter pixels for any cross-validated normal subject. In conclusion, adequate approximation to Gaussian distribution and high cross-validation can be achieved by the Key Institute's LORETA programs by using a log10 transform and parametric statistics, and parametric normative comparisons had lower false positive rates than the non-parametric tests.

Water quality analysis in rivers with non-parametric probability distributions and fuzzy inference systems: application to the Cauca River, Colombia.

PubMed

Ocampo-Duque, William; Osorio, Carolina; Piamba, Christian; Schuhmacher, Marta; Domingo, José L

2013-02-01

The integration of water quality monitoring variables is essential in environmental decision making. Nowadays, advanced techniques to manage subjectivity, imprecision, uncertainty, vagueness, and variability are required in such complex evaluation process. We here propose a probabilistic fuzzy hybrid model to assess river water quality. Fuzzy logic reasoning has been used to compute a water quality integrative index. By applying a Monte Carlo technique, based on non-parametric probability distributions, the randomness of model inputs was estimated. Annual histograms of nine water quality variables were built with monitoring data systematically collected in the Colombian Cauca River, and probability density estimations using the kernel smoothing method were applied to fit data. Several years were assessed, and river sectors upstream and downstream the city of Santiago de Cali, a big city with basic wastewater treatment and high industrial activity, were analyzed. The probabilistic fuzzy water quality index was able to explain the reduction in water quality, as the river receives a larger number of agriculture, domestic, and industrial effluents. The results of the hybrid model were compared to traditional water quality indexes. The main advantage of the proposed method is that it considers flexible boundaries between the linguistic qualifiers used to define the water status, being the belongingness of water quality to the diverse output fuzzy sets or classes provided with percentiles and histograms, which allows classify better the real water condition. The results of this study show that fuzzy inference systems integrated to stochastic non-parametric techniques may be used as complementary tools in water quality indexing methodologies. Copyright © 2012 Elsevier Ltd. All rights reserved.

Combined-probability space and certainty or uncertainty relations for a finite-level quantum system

NASA Astrophysics Data System (ADS)

Sehrawat, Arun

2017-08-01

The Born rule provides a probability vector (distribution) with a quantum state for a measurement setting. For two settings, we have a pair of vectors from the same quantum state. Each pair forms a combined-probability vector that obeys certain quantum constraints, which are triangle inequalities in our case. Such a restricted set of combined vectors, called the combined-probability space, is presented here for a d -level quantum system (qudit). The combined space is a compact convex subset of a Euclidean space, and all its extreme points come from a family of parametric curves. Considering a suitable concave function on the combined space to estimate the uncertainty, we deliver an uncertainty relation by finding its global minimum on the curves for a qudit. If one chooses an appropriate concave (or convex) function, then there is no need to search for the absolute minimum (maximum) over the whole space; it will be on the parametric curves. So these curves are quite useful for establishing an uncertainty (or a certainty) relation for a general pair of settings. We also demonstrate that many known tight certainty or uncertainty relations for a qubit can be obtained with the triangle inequalities.

Optimized lower leg injury probability curves from postmortem human subject tests under axial impacts.

PubMed

Yoganandan, Narayan; Arun, Mike W J; Pintar, Frank A; Szabo, Aniko

2014-01-01

Derive optimum injury probability curves to describe human tolerance of the lower leg using parametric survival analysis. The study reexamined lower leg postmortem human subjects (PMHS) data from a large group of specimens. Briefly, axial loading experiments were conducted by impacting the plantar surface of the foot. Both injury and noninjury tests were included in the testing process. They were identified by pre- and posttest radiographic images and detailed dissection following the impact test. Fractures included injuries to the calcaneus and distal tibia-fibula complex (including pylon), representing severities at the Abbreviated Injury Score (AIS) level 2+. For the statistical analysis, peak force was chosen as the main explanatory variable and the age was chosen as the covariable. Censoring statuses depended on experimental outcomes. Parameters from the parametric survival analysis were estimated using the maximum likelihood approach and the dfbetas statistic was used to identify overly influential samples. The best fit from the Weibull, log-normal, and log-logistic distributions was based on the Akaike information criterion. Plus and minus 95% confidence intervals were obtained for the optimum injury probability distribution. The relative sizes of the interval were determined at predetermined risk levels. Quality indices were described at each of the selected probability levels. The mean age, stature, and weight were 58.2±15.1 years, 1.74±0.08 m, and 74.9±13.8 kg, respectively. Excluding all overly influential tests resulted in the tightest confidence intervals. The Weibull distribution was the most optimum function compared to the other 2 distributions. A majority of quality indices were in the good category for this optimum distribution when results were extracted for 25-, 45- and 65-year-olds at 5, 25, and 50% risk levels age groups for lower leg fracture. For 25, 45, and 65 years, peak forces were 8.1, 6.5, and 5.1 kN at 5% risk; 9.6, 7.7, and 6.1 kN at 25% risk; and 10.4, 8.3, and 6.6 kN at 50% risk, respectively. This study derived axial loading-induced injury risk curves based on survival analysis using peak force and specimen age; adopting different censoring schemes; considering overly influential samples in the analysis; and assessing the quality of the distribution at discrete probability levels. Because procedures used in the present survival analysis are accepted by international automotive communities, current optimum human injury probability distributions can be used at all risk levels with more confidence in future crashworthiness applications for automotive and other disciplines.

A note on a simplified and general approach to simulating from multivariate copula functions

Treesearch

Barry K. Goodwin

2013-01-01

Copulas have become an important analytic tool for characterizing multivariate distributions and dependence. One is often interested in simulating data from copula estimates. The process can be analytically and computationally complex and usually involves steps that are unique to a given parametric copula. We describe an alternative approach that uses ‘Probability-...

Reconstructing missing information on precipitation datasets: impact of tails on adopted statistical distributions.

NASA Astrophysics Data System (ADS)

Pedretti, Daniele; Beckie, Roger Daniel

2014-05-01

Missing data in hydrological time-series databases are ubiquitous in practical applications, yet it is of fundamental importance to make educated decisions in problems involving exhaustive time-series knowledge. This includes precipitation datasets, since recording or human failures can produce gaps in these time series. For some applications, directly involving the ratio between precipitation and some other quantity, lack of complete information can result in poor understanding of basic physical and chemical dynamics involving precipitated water. For instance, the ratio between precipitation (recharge) and outflow rates at a discharge point of an aquifer (e.g. rivers, pumping wells, lysimeters) can be used to obtain aquifer parameters and thus to constrain model-based predictions. We tested a suite of methodologies to reconstruct missing information in rainfall datasets. The goal was to obtain a suitable and versatile method to reduce the errors given by the lack of data in specific time windows. Our analyses included both a classical chronologically-pairing approach between rainfall stations and a probability-based approached, which accounted for the probability of exceedence of rain depths measured at two or multiple stations. Our analyses proved that it is not clear a priori which method delivers the best methodology. Rather, this selection should be based considering the specific statistical properties of the rainfall dataset. In this presentation, our emphasis is to discuss the effects of a few typical parametric distributions used to model the behavior of rainfall. Specifically, we analyzed the role of distributional "tails", which have an important control on the occurrence of extreme rainfall events. The latter strongly affect several hydrological applications, including recharge-discharge relationships. The heavy-tailed distributions we considered were parametric Log-Normal, Generalized Pareto, Generalized Extreme and Gamma distributions. The methods were first tested on synthetic examples, to have a complete control of the impact of several variables such as minimum amount of data required to obtain reliable statistical distributions from the selected parametric functions. Then, we applied the methodology to precipitation datasets collected in the Vancouver area and on a mining site in Peru.

Testing option pricing with the Edgeworth expansion

NASA Astrophysics Data System (ADS)

Balieiro Filho, Ruy Gabriel; Rosenfeld, Rogerio

2004-12-01

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

Statistical analysis of water-quality data containing multiple detection limits II: S-language software for nonparametric distribution modeling and hypothesis testing

USGS Publications Warehouse

Lee, L.; Helsel, D.

2007-01-01

Analysis of low concentrations of trace contaminants in environmental media often results in left-censored data that are below some limit of analytical precision. Interpretation of values becomes complicated when there are multiple detection limits in the data-perhaps as a result of changing analytical precision over time. Parametric and semi-parametric methods, such as maximum likelihood estimation and robust regression on order statistics, can be employed to model distributions of multiply censored data and provide estimates of summary statistics. However, these methods are based on assumptions about the underlying distribution of data. Nonparametric methods provide an alternative that does not require such assumptions. A standard nonparametric method for estimating summary statistics of multiply-censored data is the Kaplan-Meier (K-M) method. This method has seen widespread usage in the medical sciences within a general framework termed "survival analysis" where it is employed with right-censored time-to-failure data. However, K-M methods are equally valid for the left-censored data common in the geosciences. Our S-language software provides an analytical framework based on K-M methods that is tailored to the needs of the earth and environmental sciences community. This includes routines for the generation of empirical cumulative distribution functions, prediction or exceedance probabilities, and related confidence limits computation. Additionally, our software contains K-M-based routines for nonparametric hypothesis testing among an unlimited number of grouping variables. A primary characteristic of K-M methods is that they do not perform extrapolation and interpolation. Thus, these routines cannot be used to model statistics beyond the observed data range or when linear interpolation is desired. For such applications, the aforementioned parametric and semi-parametric methods must be used.

Consistency of VDJ Rearrangement and Substitution Parameters Enables Accurate B Cell Receptor Sequence Annotation.

PubMed

Ralph, Duncan K; Matsen, Frederick A

2016-01-01

VDJ rearrangement and somatic hypermutation work together to produce antibody-coding B cell receptor (BCR) sequences for a remarkable diversity of antigens. It is now possible to sequence these BCRs in high throughput; analysis of these sequences is bringing new insight into how antibodies develop, in particular for broadly-neutralizing antibodies against HIV and influenza. A fundamental step in such sequence analysis is to annotate each base as coming from a specific one of the V, D, or J genes, or from an N-addition (a.k.a. non-templated insertion). Previous work has used simple parametric distributions to model transitions from state to state in a hidden Markov model (HMM) of VDJ recombination, and assumed that mutations occur via the same process across sites. However, codon frame and other effects have been observed to violate these parametric assumptions for such coding sequences, suggesting that a non-parametric approach to modeling the recombination process could be useful. In our paper, we find that indeed large modern data sets suggest a model using parameter-rich per-allele categorical distributions for HMM transition probabilities and per-allele-per-position mutation probabilities, and that using such a model for inference leads to significantly improved results. We present an accurate and efficient BCR sequence annotation software package using a novel HMM "factorization" strategy. This package, called partis (https://github.com/psathyrella/partis/), is built on a new general-purpose HMM compiler that can perform efficient inference given a simple text description of an HMM.

Methods for fitting a parametric probability distribution to most probable number data.

PubMed

Williams, Michael S; Ebel, Eric D

2012-07-02

Every year hundreds of thousands, if not millions, of samples are collected and analyzed to assess microbial contamination in food and water. The concentration of pathogenic organisms at the end of the production process is low for most commodities, so a highly sensitive screening test is used to determine whether the organism of interest is present in a sample. In some applications, samples that test positive are subjected to quantitation. The most probable number (MPN) technique is a common method to quantify the level of contamination in a sample because it is able to provide estimates at low concentrations. This technique uses a series of dilution count experiments to derive estimates of the concentration of the microorganism of interest. An application for these data is food-safety risk assessment, where the MPN concentration estimates can be fitted to a parametric distribution to summarize the range of potential exposures to the contaminant. Many different methods (e.g., substitution methods, maximum likelihood and regression on order statistics) have been proposed to fit microbial contamination data to a distribution, but the development of these methods rarely considers how the MPN technique influences the choice of distribution function and fitting method. An often overlooked aspect when applying these methods is whether the data represent actual measurements of the average concentration of microorganism per milliliter or the data are real-valued estimates of the average concentration, as is the case with MPN data. In this study, we propose two methods for fitting MPN data to a probability distribution. The first method uses a maximum likelihood estimator that takes average concentration values as the data inputs. The second is a Bayesian latent variable method that uses the counts of the number of positive tubes at each dilution to estimate the parameters of the contamination distribution. The performance of the two fitting methods is compared for two data sets that represent Salmonella and Campylobacter concentrations on chicken carcasses. The results demonstrate a bias in the maximum likelihood estimator that increases with reductions in average concentration. The Bayesian method provided unbiased estimates of the concentration distribution parameters for all data sets. We provide computer code for the Bayesian fitting method. Published by Elsevier B.V.

Model-free aftershock forecasts constructed from similar sequences in the past

NASA Astrophysics Data System (ADS)

van der Elst, N.; Page, M. T.

2017-12-01

The basic premise behind aftershock forecasting is that sequences in the future will be similar to those in the past. Forecast models typically use empirically tuned parametric distributions to approximate past sequences, and project those distributions into the future to make a forecast. While parametric models do a good job of describing average outcomes, they are not explicitly designed to capture the full range of variability between sequences, and can suffer from over-tuning of the parameters. In particular, parametric forecasts may produce a high rate of "surprises" - sequences that land outside the forecast range. Here we present a non-parametric forecast method that cuts out the parametric "middleman" between training data and forecast. The method is based on finding past sequences that are similar to the target sequence, and evaluating their outcomes. We quantify similarity as the Poisson probability that the observed event count in a past sequence reflects the same underlying intensity as the observed event count in the target sequence. Event counts are defined in terms of differential magnitude relative to the mainshock. The forecast is then constructed from the distribution of past sequences outcomes, weighted by their similarity. We compare the similarity forecast with the Reasenberg and Jones (RJ95) method, for a set of 2807 global aftershock sequences of M≥6 mainshocks. We implement a sequence-specific RJ95 forecast using a global average prior and Bayesian updating, but do not propagate epistemic uncertainty. The RJ95 forecast is somewhat more precise than the similarity forecast: 90% of observed sequences fall within a factor of two of the median RJ95 forecast value, whereas the fraction is 85% for the similarity forecast. However, the surprise rate is much higher for the RJ95 forecast; 10% of observed sequences fall in the upper 2.5% of the (Poissonian) forecast range. The surprise rate is less than 3% for the similarity forecast. The similarity forecast may be useful to emergency managers and non-specialists when confidence or expertise in parametric forecasting may be lacking. The method makes over-tuning impossible, and minimizes the rate of surprises. At the least, this forecast constitutes a useful benchmark for more precisely tuned parametric forecasts.

JDINAC: joint density-based non-parametric differential interaction network analysis and classification using high-dimensional sparse omics data.

PubMed

Ji, Jiadong; He, Di; Feng, Yang; He, Yong; Xue, Fuzhong; Xie, Lei

2017-10-01

A complex disease is usually driven by a number of genes interwoven into networks, rather than a single gene product. Network comparison or differential network analysis has become an important means of revealing the underlying mechanism of pathogenesis and identifying clinical biomarkers for disease classification. Most studies, however, are limited to network correlations that mainly capture the linear relationship among genes, or rely on the assumption of a parametric probability distribution of gene measurements. They are restrictive in real application. We propose a new Joint density based non-parametric Differential Interaction Network Analysis and Classification (JDINAC) method to identify differential interaction patterns of network activation between two groups. At the same time, JDINAC uses the network biomarkers to build a classification model. The novelty of JDINAC lies in its potential to capture non-linear relations between molecular interactions using high-dimensional sparse data as well as to adjust confounding factors, without the need of the assumption of a parametric probability distribution of gene measurements. Simulation studies demonstrate that JDINAC provides more accurate differential network estimation and lower classification error than that achieved by other state-of-the-art methods. We apply JDINAC to a Breast Invasive Carcinoma dataset, which includes 114 patients who have both tumor and matched normal samples. The hub genes and differential interaction patterns identified were consistent with existing experimental studies. Furthermore, JDINAC discriminated the tumor and normal sample with high accuracy by virtue of the identified biomarkers. JDINAC provides a general framework for feature selection and classification using high-dimensional sparse omics data. R scripts available at https://github.com/jijiadong/JDINAC. lxie@iscb.org. Supplementary data are available at Bioinformatics online. © The Author (2017). Published by Oxford University Press. All rights reserved. For Permissions, please email: journals.permissions@oup.com

Optimized lower leg injury probability curves from post-mortem human subject tests under axial impacts

PubMed Central

Yoganandan, Narayan; Arun, Mike W.J.; Pintar, Frank A.; Szabo, Aniko

2015-01-01

Objective Derive optimum injury probability curves to describe human tolerance of the lower leg using parametric survival analysis. Methods The study re-examined lower leg PMHS data from a large group of specimens. Briefly, axial loading experiments were conducted by impacting the plantar surface of the foot. Both injury and non-injury tests were included in the testing process. They were identified by pre- and posttest radiographic images and detailed dissection following the impact test. Fractures included injuries to the calcaneus and distal tibia-fibula complex (including pylon), representing severities at the Abbreviated Injury Score (AIS) level 2+. For the statistical analysis, peak force was chosen as the main explanatory variable and the age was chosen as the co-variable. Censoring statuses depended on experimental outcomes. Parameters from the parametric survival analysis were estimated using the maximum likelihood approach and the dfbetas statistic was used to identify overly influential samples. The best fit from the Weibull, log-normal and log-logistic distributions was based on the Akaike Information Criterion. Plus and minus 95% confidence intervals were obtained for the optimum injury probability distribution. The relative sizes of the interval were determined at predetermined risk levels. Quality indices were described at each of the selected probability levels. Results The mean age, stature and weight: 58.2 ± 15.1 years, 1.74 ± 0.08 m and 74.9 ± 13.8 kg. Excluding all overly influential tests resulted in the tightest confidence intervals. The Weibull distribution was the most optimum function compared to the other two distributions. A majority of quality indices were in the good category for this optimum distribution when results were extracted for 25-, 45- and 65-year-old at five, 25 and 50% risk levels age groups for lower leg fracture. For 25, 45 and 65 years, peak forces were 8.1, 6.5, and 5.1 kN at 5% risk; 9.6, 7.7, and 6.1 kN at 25% risk; and 10.4, 8.3, and 6.6 kN at 50% risk, respectively. Conclusions This study derived axial loading-induced injury risk curves based on survival analysis using peak force and specimen age; adopting different censoring schemes; considering overly influential samples in the analysis; and assessing the quality of the distribution at discrete probability levels. Because procedures used in the present survival analysis are accepted by international automotive communities, current optimum human injury probability distributions can be used at all risk levels with more confidence in future crashworthiness applications for automotive and other disciplines. PMID:25307381

Assessing Goodness of Fit in Item Response Theory with Nonparametric Models: A Comparison of Posterior Probabilities and Kernel-Smoothing Approaches

ERIC Educational Resources Information Center

Sueiro, Manuel J.; Abad, Francisco J.

2011-01-01

The distance between nonparametric and parametric item characteristic curves has been proposed as an index of goodness of fit in item response theory in the form of a root integrated squared error index. This article proposes to use the posterior distribution of the latent trait as the nonparametric model and compares the performance of an index…

Nonparametric predictive inference for combining diagnostic tests with parametric copula

NASA Astrophysics Data System (ADS)

Muhammad, Noryanti; Coolen, F. P. A.; Coolen-Maturi, T.

2017-09-01

Measuring the accuracy of diagnostic tests is crucial in many application areas including medicine and health care. The Receiver Operating Characteristic (ROC) curve is a popular statistical tool for describing the performance of diagnostic tests. The area under the ROC curve (AUC) is often used as a measure of the overall performance of the diagnostic test. In this paper, we interest in developing strategies for combining test results in order to increase the diagnostic accuracy. We introduce nonparametric predictive inference (NPI) for combining two diagnostic test results with considering dependence structure using parametric copula. NPI is a frequentist statistical framework for inference on a future observation based on past data observations. NPI uses lower and upper probabilities to quantify uncertainty and is based on only a few modelling assumptions. While copula is a well-known statistical concept for modelling dependence of random variables. A copula is a joint distribution function whose marginals are all uniformly distributed and it can be used to model the dependence separately from the marginal distributions. In this research, we estimate the copula density using a parametric method which is maximum likelihood estimator (MLE). We investigate the performance of this proposed method via data sets from the literature and discuss results to show how our method performs for different family of copulas. Finally, we briefly outline related challenges and opportunities for future research.

Determination of the appropriate quarantine period following smallpox exposure: an objective approach using the incubation period distribution.

PubMed

Nishiura, Hiroshi

2009-01-01

Determination of the most appropriate quarantine period for those exposed to smallpox is crucial to the construction of an effective preparedness program against a potential bioterrorist attack. This study reanalyzed data on the incubation period distribution of smallpox to allow the optimal quarantine period to be objectively calculated. In total, 131 cases of smallpox were examined; incubation periods were extracted from four different sets of historical data and only cases arising from exposure for a single day were considered. The mean (median and standard deviation (SD)) incubation period was 12.5 (12.0, 2.2) days. Assuming lognormal and gamma distributions for the incubation period, maximum likelihood estimates (and corresponding 95% confidence interval (CI)) of the 95th percentile were 16.4 (95% CI: 15.6, 17.9) and 16.2 (95% CI: 15.5, 17.4) days, respectively. Using a non-parametric method, the 95th percentile point was estimated as 16 (95% CI: 15, 17) days. The upper 95% CIs of the incubation periods at the 90th, 95th and 99th percentiles were shorter than 17, 18 and 23 days, respectively, using both parametric and non-parametric methods. These results suggest that quarantine measures can ensure non-infection among those exposed to smallpox with probabilities higher than 95-99%, if the exposed individuals are quarantined for 18-23 days after the date of contact tracing.

Assessment of food intake input distributions for use in probabilistic exposure assessments of food additives.

PubMed

Gilsenan, M B; Lambe, J; Gibney, M J

2003-11-01

A key component of a food chemical exposure assessment using probabilistic analysis is the selection of the most appropriate input distribution to represent exposure variables. The study explored the type of parametric distribution that could be used to model variability in food consumption data likely to be included in a probabilistic exposure assessment of food additives. The goodness-of-fit of a range of continuous distributions to observed data of 22 food categories expressed as average daily intakes among consumers from the North-South Ireland Food Consumption Survey was assessed using the BestFit distribution fitting program. The lognormal distribution was most commonly accepted as a plausible parametric distribution to represent food consumption data when food intakes were expressed as absolute intakes (16/22 foods) and as intakes per kg body weight (18/22 foods). Results from goodness-of-fit tests were accompanied by lognormal probability plots for a number of food categories. The influence on food additive intake of using a lognormal distribution to model food consumption input data was assessed by comparing modelled intake estimates with observed intakes. Results from the present study advise some level of caution about the use of a lognormal distribution as a mode of input for food consumption data in probabilistic food additive exposure assessments and the results highlight the need for further research in this area.

Progress towards practical device-independent quantum key distribution with spontaneous parametric down-conversion sources, on-off photodetectors, and entanglement swapping

NASA Astrophysics Data System (ADS)

Seshadreesan, Kaushik P.; Takeoka, Masahiro; Sasaki, Masahide

2016-04-01

Device-independent quantum key distribution (DIQKD) guarantees unconditional security of a secret key without making assumptions about the internal workings of the devices used for distribution. It does so using the loophole-free violation of a Bell's inequality. The primary challenge in realizing DIQKD in practice is the detection loophole problem that is inherent to photonic tests of Bell' s inequalities over lossy channels. We revisit the proposal of Curty and Moroder [Phys. Rev. A 84, 010304(R) (2011), 10.1103/PhysRevA.84.010304] to use a linear optics-based entanglement-swapping relay (ESR) to counter this problem. We consider realistic models for the entanglement sources and photodetectors: more precisely, (a) polarization-entangled states based on pulsed spontaneous parametric down-conversion sources with infinitely higher-order multiphoton components and multimode spectral structure, and (b) on-off photodetectors with nonunit efficiencies and nonzero dark-count probabilities. We show that the ESR-based scheme is robust against the above imperfections and enables positive key rates at distances much larger than what is possible otherwise.

A chi-square goodness-of-fit test for non-identically distributed random variables: with application to empirical Bayes

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

Conover, W.J.; Cox, D.D.; Martz, H.F.

1997-12-01

When using parametric empirical Bayes estimation methods for estimating the binomial or Poisson parameter, the validity of the assumed beta or gamma conjugate prior distribution is an important diagnostic consideration. Chi-square goodness-of-fit tests of the beta or gamma prior hypothesis are developed for use when the binomial sample sizes or Poisson exposure times vary. Nine examples illustrate the application of the methods, using real data from such diverse applications as the loss of feedwater flow rates in nuclear power plants, the probability of failure to run on demand and the failure rates of the high pressure coolant injection systems atmore » US commercial boiling water reactors, the probability of failure to run on demand of emergency diesel generators in US commercial nuclear power plants, the rate of failure of aircraft air conditioners, baseball batting averages, the probability of testing positive for toxoplasmosis, and the probability of tumors in rats. The tests are easily applied in practice by means of corresponding Mathematica{reg_sign} computer programs which are provided.« less

Dependence in probabilistic modeling Dempster-Shafer theory and probability bounds analysis

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

Ferson, Scott; Nelsen, Roger B.; Hajagos, Janos

2015-05-01

This report summarizes methods to incorporate information (or lack of information) about inter-variable dependence into risk assessments that use Dempster-Shafer theory or probability bounds analysis to address epistemic and aleatory uncertainty. The report reviews techniques for simulating correlated variates for a given correlation measure and dependence model, computation of bounds on distribution functions under a specified dependence model, formulation of parametric and empirical dependence models, and bounding approaches that can be used when information about the intervariable dependence is incomplete. The report also reviews several of the most pervasive and dangerous myths among risk analysts about dependence in probabilistic models.

Spatial estimation from remotely sensed data via empirical Bayes models

NASA Technical Reports Server (NTRS)

Hill, J. R.; Hinkley, D. V.; Kostal, H.; Morris, C. N.

1984-01-01

Multichannel satellite image data, available as LANDSAT imagery, are recorded as a multivariate time series (four channels, multiple passovers) in two spatial dimensions. The application of parametric empirical Bayes theory to classification of, and estimating the probability of, each crop type at each of a large number of pixels is considered. This theory involves both the probability distribution of imagery data, conditional on crop types, and the prior spatial distribution of crop types. For the latter Markov models indexed by estimable parameters are used. A broad outline of the general theory reveals several questions for further research. Some detailed results are given for the special case of two crop types when only a line transect is analyzed. Finally, the estimation of an underlying continuous process on the lattice is discussed which would be applicable to such quantities as crop yield.

Empirically Estimable Classification Bounds Based on a Nonparametric Divergence Measure

PubMed Central

Berisha, Visar; Wisler, Alan; Hero, Alfred O.; Spanias, Andreas

2015-01-01

Information divergence functions play a critical role in statistics and information theory. In this paper we show that a non-parametric f-divergence measure can be used to provide improved bounds on the minimum binary classification probability of error for the case when the training and test data are drawn from the same distribution and for the case where there exists some mismatch between training and test distributions. We confirm the theoretical results by designing feature selection algorithms using the criteria from these bounds and by evaluating the algorithms on a series of pathological speech classification tasks. PMID:26807014

Shape-driven 3D segmentation using spherical wavelets.

PubMed

Nain, Delphine; Haker, Steven; Bobick, Aaron; Tannenbaum, Allen

2006-01-01

This paper presents a novel active surface segmentation algorithm using a multiscale shape representation and prior. We define a parametric model of a surface using spherical wavelet functions and learn a prior probability distribution over the wavelet coefficients to model shape variations at different scales and spatial locations in a training set. Based on this representation, we derive a parametric active surface evolution using the multiscale prior coefficients as parameters for our optimization procedure to naturally include the prior in the segmentation framework. Additionally, the optimization method can be applied in a coarse-to-fine manner. We apply our algorithm to the segmentation of brain caudate nucleus, of interest in the study of schizophrenia. Our validation shows our algorithm is computationally efficient and outperforms the Active Shape Model algorithm by capturing finer shape details.

Bootstrap Prediction Intervals in Non-Parametric Regression with Applications to Anomaly Detection

NASA Technical Reports Server (NTRS)

Kumar, Sricharan; Srivistava, Ashok N.

2012-01-01

Prediction intervals provide a measure of the probable interval in which the outputs of a regression model can be expected to occur. Subsequently, these prediction intervals can be used to determine if the observed output is anomalous or not, conditioned on the input. In this paper, a procedure for determining prediction intervals for outputs of nonparametric regression models using bootstrap methods is proposed. Bootstrap methods allow for a non-parametric approach to computing prediction intervals with no specific assumptions about the sampling distribution of the noise or the data. The asymptotic fidelity of the proposed prediction intervals is theoretically proved. Subsequently, the validity of the bootstrap based prediction intervals is illustrated via simulations. Finally, the bootstrap prediction intervals are applied to the problem of anomaly detection on aviation data.

Mixture EMOS model for calibrating ensemble forecasts of wind speed.

PubMed

Baran, S; Lerch, S

2016-03-01

Ensemble model output statistics (EMOS) is a statistical tool for post-processing forecast ensembles of weather variables obtained from multiple runs of numerical weather prediction models in order to produce calibrated predictive probability density functions. The EMOS predictive probability density function is given by a parametric distribution with parameters depending on the ensemble forecasts. We propose an EMOS model for calibrating wind speed forecasts based on weighted mixtures of truncated normal (TN) and log-normal (LN) distributions where model parameters and component weights are estimated by optimizing the values of proper scoring rules over a rolling training period. The new model is tested on wind speed forecasts of the 50 member European Centre for Medium-range Weather Forecasts ensemble, the 11 member Aire Limitée Adaptation dynamique Développement International-Hungary Ensemble Prediction System ensemble of the Hungarian Meteorological Service, and the eight-member University of Washington mesoscale ensemble, and its predictive performance is compared with that of various benchmark EMOS models based on single parametric families and combinations thereof. The results indicate improved calibration of probabilistic and accuracy of point forecasts in comparison with the raw ensemble and climatological forecasts. The mixture EMOS model significantly outperforms the TN and LN EMOS methods; moreover, it provides better calibrated forecasts than the TN-LN combination model and offers an increased flexibility while avoiding covariate selection problems. © 2016 The Authors Environmetrics Published by JohnWiley & Sons Ltd.

Mechanical Parametric Oscillations and Waves

ERIC Educational Resources Information Center

Dittrich, William; Minkin, Leonid; Shapovalov, Alexander S.

2013-01-01

Usually parametric oscillations are not the topic of general physics courses. Probably it is because the mathematical theory of this phenomenon is relatively complicated, and until quite recently laboratory experiments for students were difficult to implement. However parametric oscillations are good illustrations of the laws of physics and can be…

A tool for the estimation of the distribution of landslide area in R

NASA Astrophysics Data System (ADS)

Rossi, M.; Cardinali, M.; Fiorucci, F.; Marchesini, I.; Mondini, A. C.; Santangelo, M.; Ghosh, S.; Riguer, D. E. L.; Lahousse, T.; Chang, K. T.; Guzzetti, F.

2012-04-01

We have developed a tool in R (the free software environment for statistical computing, http://www.r-project.org/) to estimate the probability density and the frequency density of landslide area. The tool implements parametric and non-parametric approaches to the estimation of the probability density and the frequency density of landslide area, including: (i) Histogram Density Estimation (HDE), (ii) Kernel Density Estimation (KDE), and (iii) Maximum Likelihood Estimation (MLE). The tool is available as a standard Open Geospatial Consortium (OGC) Web Processing Service (WPS), and is accessible through the web using different GIS software clients. We tested the tool to compare Double Pareto and Inverse Gamma models for the probability density of landslide area in different geological, morphological and climatological settings, and to compare landslides shown in inventory maps prepared using different mapping techniques, including (i) field mapping, (ii) visual interpretation of monoscopic and stereoscopic aerial photographs, (iii) visual interpretation of monoscopic and stereoscopic VHR satellite images and (iv) semi-automatic detection and mapping from VHR satellite images. Results show that both models are applicable in different geomorphological settings. In most cases the two models provided very similar results. Non-parametric estimation methods (i.e., HDE and KDE) provided reasonable results for all the tested landslide datasets. For some of the datasets, MLE failed to provide a result, for convergence problems. The two tested models (Double Pareto and Inverse Gamma) resulted in very similar results for large and very large datasets (> 150 samples). Differences in the modeling results were observed for small datasets affected by systematic biases. A distinct rollover was observed in all analyzed landslide datasets, except for a few datasets obtained from landslide inventories prepared through field mapping or by semi-automatic mapping from VHR satellite imagery. The tool can also be used to evaluate the probability density and the frequency density of landslide volume.

Hydrodynamic Flow Fluctuations in √sNN = 5:02 TeV PbPbCollisions

NASA Astrophysics Data System (ADS)

Castle, James R.

The collective, anisotropic expansion of the medium created in ultrarelativistic heavy-ion collisions, known as flow, is characterized through a Fourier expansion of the final-state azimuthal particle density. In the Fourier expansion, flow harmonic coefficients vn correspond to shape components in the final-state particle density, which are a consequence of similar spatial anisotropies in the initial-state transverse energy density of a collision. Flow harmonic fluctuations are studied for PbPb collisions at √sNN = 5.02 TeV using the CMS detector at the CERN LHC. Flow harmonic probability distributions p( vn) are obtained using particles with 0.3 < pT < 3.0 GeV/c and ∥eta∥ < 1.0 by removing finite-multiplicity resolution effects from the observed azimuthal particle density through an unfolding procedure. Cumulant elliptic flow harmonics (n = 2) are determined from the moments of the unfolded p(v2) distributions and used to construct observables in 5% wide centrality bins up to 60% that relate to the initial-state spatial anisotropy. Hydrodynamic models predict that fluctuations in the initial-state transverse energy density will lead to a non-Gaussian component in the elliptic flow probability distributions that manifests as a negative skewness. A statistically significant negative skewness is observed for all centrality bins as evidenced by a splitting between the higher-order cumulant elliptic flow harmonics. The unfolded p (v2) distributions are transformed assuming a linear relationship between the initial-state spatial anisotropy and final-state flow and are fitted with elliptic power law and Bessel Gaussian parametrizations to infer information on the nature of initial-state fluctuations. The elliptic power law parametrization is found to provide a more accurate description of the fluctuations than the Bessel-Gaussian parametrization. In addition, the event-shape engineering technique, where events are further divided into classes based on an observed ellipticity, is used to study fluctuation-driven differences in the initial-state spatial anisotropy for a given collision centrality that would otherwise be destroyed by event-averaging techniques. Correlations between the first and second moments of p( vn) distributions and event ellipticity are measured for harmonic orders n = 2 - 4 by coupling event-shape engineering to the unfolding technique.

Inferring the three-dimensional distribution of dust in the Galaxy with a non-parametric method . Preparing for Gaia

NASA Astrophysics Data System (ADS)

Rezaei Kh., S.; Bailer-Jones, C. A. L.; Hanson, R. J.; Fouesneau, M.

2017-02-01

We present a non-parametric model for inferring the three-dimensional (3D) distribution of dust density in the Milky Way. Our approach uses the extinction measured towards stars at different locations in the Galaxy at approximately known distances. Each extinction measurement is proportional to the integrated dust density along its line of sight (LoS). Making simple assumptions about the spatial correlation of the dust density, we can infer the most probable 3D distribution of dust across the entire observed region, including along sight lines which were not observed. This is possible because our model employs a Gaussian process to connect all LoS. We demonstrate the capability of our model to capture detailed dust density variations using mock data and simulated data from the Gaia Universe Model Snapshot. We then apply our method to a sample of giant stars observed by APOGEE and Kepler to construct a 3D dust map over a small region of the Galaxy. Owing to our smoothness constraint and its isotropy, we provide one of the first maps which does not show the "fingers of God" effect.

A Semi-Analytical Method for the PDFs of A Ship Rolling in Random Oblique Waves

NASA Astrophysics Data System (ADS)

Liu, Li-qin; Liu, Ya-liu; Xu, Wan-hai; Li, Yan; Tang, You-gang

2018-03-01

The PDFs (probability density functions) and probability of a ship rolling under the random parametric and forced excitations were studied by a semi-analytical method. The rolling motion equation of the ship in random oblique waves was established. The righting arm obtained by the numerical simulation was approximately fitted by an analytical function. The irregular waves were decomposed into two Gauss stationary random processes, and the CARMA (2, 1) model was used to fit the spectral density function of parametric and forced excitations. The stochastic energy envelope averaging method was used to solve the PDFs and the probability. The validity of the semi-analytical method was verified by the Monte Carlo method. The C11 ship was taken as an example, and the influences of the system parameters on the PDFs and probability were analyzed. The results show that the probability of ship rolling is affected by the characteristic wave height, wave length, and the heading angle. In order to provide proper advice for the ship's manoeuvring, the parametric excitations should be considered appropriately when the ship navigates in the oblique seas.

Shape-Driven 3D Segmentation Using Spherical Wavelets

PubMed Central

Nain, Delphine; Haker, Steven; Bobick, Aaron; Tannenbaum, Allen

2013-01-01

This paper presents a novel active surface segmentation algorithm using a multiscale shape representation and prior. We define a parametric model of a surface using spherical wavelet functions and learn a prior probability distribution over the wavelet coefficients to model shape variations at different scales and spatial locations in a training set. Based on this representation, we derive a parametric active surface evolution using the multiscale prior coefficients as parameters for our optimization procedure to naturally include the prior in the segmentation framework. Additionally, the optimization method can be applied in a coarse-to-fine manner. We apply our algorithm to the segmentation of brain caudate nucleus, of interest in the study of schizophrenia. Our validation shows our algorithm is computationally efficient and outperforms the Active Shape Model algorithm by capturing finer shape details. PMID:17354875

Non-Parametric Collision Probability for Low-Velocity Encounters

NASA Technical Reports Server (NTRS)

Carpenter, J. Russell

2007-01-01

An implicit, but not necessarily obvious, assumption in all of the current techniques for assessing satellite collision probability is that the relative position uncertainty is perfectly correlated in time. If there is any mis-modeling of the dynamics in the propagation of the relative position error covariance matrix, time-wise de-correlation of the uncertainty will increase the probability of collision over a given time interval. The paper gives some examples that illustrate this point. This paper argues that, for the present, Monte Carlo analysis is the best available tool for handling low-velocity encounters, and suggests some techniques for addressing the issues just described. One proposal is for the use of a non-parametric technique that is widely used in actuarial and medical studies. The other suggestion is that accurate process noise models be used in the Monte Carlo trials to which the non-parametric estimate is applied. A further contribution of this paper is a description of how the time-wise decorrelation of uncertainty increases the probability of collision.

A Statistical Study of Serum Cholesterol Level by Gender and Race.

PubMed

Tharu, Bhikhari Prasad; Tsokos, Chris P

2017-07-25

Cholesterol level (CL) is growing concerned as health issue in human health since it is considered one of the causes in heart diseases. A study of cholesterol level can provide insight about its nature and characteristics. A cross-sectional study. National Health and Nutrition Examination Survey (NHANS) II was conducted on a probability sample of approximately 28,000 persons in the USA and cholesterol level is obtained from laboratory results. Samples were selected so that certain population groups thought to be at high risk of malnutrition. Study included 11,864 persons for CL cases with 9,602 males and 2,262 females with races: whites, blacks, and others. Non-parametric statistical tests and goodness of fit test have been used to identify probability distributions. The study concludes that the cholesterol level exhibits significant racial and gender differences in terms of probability distributions. The study has concluded that white people are relatively higher at risk than black people to have risk line and high risk cholesterol. The study clearly indicates that black males normally have higher cholesterol. Females have lower variation in cholesterol than males. There exists gender and racial discrepancies in cholesterol which has been identified as lognormal and gamma probability distributions. White individuals seem to be at a higher risk of having high risk cholesterol level than blacks. Females tend to have higher variation in cholesterol level than males.

An open source multivariate framework for n-tissue segmentation with evaluation on public data.

PubMed

Avants, Brian B; Tustison, Nicholas J; Wu, Jue; Cook, Philip A; Gee, James C

2011-12-01

We introduce Atropos, an ITK-based multivariate n-class open source segmentation algorithm distributed with ANTs ( http://www.picsl.upenn.edu/ANTs). The Bayesian formulation of the segmentation problem is solved using the Expectation Maximization (EM) algorithm with the modeling of the class intensities based on either parametric or non-parametric finite mixtures. Atropos is capable of incorporating spatial prior probability maps (sparse), prior label maps and/or Markov Random Field (MRF) modeling. Atropos has also been efficiently implemented to handle large quantities of possible labelings (in the experimental section, we use up to 69 classes) with a minimal memory footprint. This work describes the technical and implementation aspects of Atropos and evaluates its performance on two different ground-truth datasets. First, we use the BrainWeb dataset from Montreal Neurological Institute to evaluate three-tissue segmentation performance via (1) K-means segmentation without use of template data; (2) MRF segmentation with initialization by prior probability maps derived from a group template; (3) Prior-based segmentation with use of spatial prior probability maps derived from a group template. We also evaluate Atropos performance by using spatial priors to drive a 69-class EM segmentation problem derived from the Hammers atlas from University College London. These evaluation studies, combined with illustrative examples that exercise Atropos options, demonstrate both performance and wide applicability of this new platform-independent open source segmentation tool.

An Open Source Multivariate Framework for n-Tissue Segmentation with Evaluation on Public Data

PubMed Central

Tustison, Nicholas J.; Wu, Jue; Cook, Philip A.; Gee, James C.

2012-01-01

We introduce Atropos, an ITK-based multivariate n-class open source segmentation algorithm distributed with ANTs (http://www.picsl.upenn.edu/ANTs). The Bayesian formulation of the segmentation problem is solved using the Expectation Maximization (EM) algorithm with the modeling of the class intensities based on either parametric or non-parametric finite mixtures. Atropos is capable of incorporating spatial prior probability maps (sparse), prior label maps and/or Markov Random Field (MRF) modeling. Atropos has also been efficiently implemented to handle large quantities of possible labelings (in the experimental section, we use up to 69 classes) with a minimal memory footprint. This work describes the technical and implementation aspects of Atropos and evaluates its performance on two different ground-truth datasets. First, we use the BrainWeb dataset from Montreal Neurological Institute to evaluate three-tissue segmentation performance via (1) K-means segmentation without use of template data; (2) MRF segmentation with initialization by prior probability maps derived from a group template; (3) Prior-based segmentation with use of spatial prior probability maps derived from a group template. We also evaluate Atropos performance by using spatial priors to drive a 69-class EM segmentation problem derived from the Hammers atlas from University College London. These evaluation studies, combined with illustrative examples that exercise Atropos options, demonstrate both performance and wide applicability of this new platform-independent open source segmentation tool. PMID:21373993

Habitat suitability criteria via parametric distributions: estimation, model selection and uncertainty

USGS Publications Warehouse

Som, Nicholas A.; Goodman, Damon H.; Perry, Russell W.; Hardy, Thomas B.

2016-01-01

Previous methods for constructing univariate habitat suitability criteria (HSC) curves have ranged from professional judgement to kernel-smoothed density functions or combinations thereof. We present a new method of generating HSC curves that applies probability density functions as the mathematical representation of the curves. Compared with previous approaches, benefits of our method include (1) estimation of probability density function parameters directly from raw data, (2) quantitative methods for selecting among several candidate probability density functions, and (3) concise methods for expressing estimation uncertainty in the HSC curves. We demonstrate our method with a thorough example using data collected on the depth of water used by juvenile Chinook salmon (Oncorhynchus tschawytscha) in the Klamath River of northern California and southern Oregon. All R code needed to implement our example is provided in the appendix. Published 2015. This article is a U.S. Government work and is in the public domain in the USA.

Extended parametric gain range in photonic crystal fibers with strongly frequency-dependent field distributions.

PubMed

Petersen, Sidsel R; Alkeskjold, Thomas T; Olausson, Christina B; Lægsgaard, Jesper

2014-08-15

The parametric gain range of a degenerate four-wave mixing process is determined in the undepleted pump regime. The gain range is considered with and without taking the mode field distributions of the four-wave mixing components into account. It is found that the mode field distributions have to be included to evaluate the parametric gain correctly in dispersion-tailored speciality fibers and that mode profile engineering can provide a way to increase the parametric gain range.

Discriminative Bayesian Dictionary Learning for Classification.

PubMed

Akhtar, Naveed; Shafait, Faisal; Mian, Ajmal

2016-12-01

We propose a Bayesian approach to learn discriminative dictionaries for sparse representation of data. The proposed approach infers probability distributions over the atoms of a discriminative dictionary using a finite approximation of Beta Process. It also computes sets of Bernoulli distributions that associate class labels to the learned dictionary atoms. This association signifies the selection probabilities of the dictionary atoms in the expansion of class-specific data. Furthermore, the non-parametric character of the proposed approach allows it to infer the correct size of the dictionary. We exploit the aforementioned Bernoulli distributions in separately learning a linear classifier. The classifier uses the same hierarchical Bayesian model as the dictionary, which we present along the analytical inference solution for Gibbs sampling. For classification, a test instance is first sparsely encoded over the learned dictionary and the codes are fed to the classifier. We performed experiments for face and action recognition; and object and scene-category classification using five public datasets and compared the results with state-of-the-art discriminative sparse representation approaches. Experiments show that the proposed Bayesian approach consistently outperforms the existing approaches.

A robust multi-kernel change detection framework for detecting leaf beetle defoliation using Landsat 7 ETM+ data

NASA Astrophysics Data System (ADS)

Anees, Asim; Aryal, Jagannath; O'Reilly, Małgorzata M.; Gale, Timothy J.; Wardlaw, Tim

2016-12-01

A robust non-parametric framework, based on multiple Radial Basic Function (RBF) kernels, is proposed in this study, for detecting land/forest cover changes using Landsat 7 ETM+ images. One of the widely used frameworks is to find change vectors (difference image) and use a supervised classifier to differentiate between change and no-change. The Bayesian Classifiers e.g. Maximum Likelihood Classifier (MLC), Naive Bayes (NB), are widely used probabilistic classifiers which assume parametric models, e.g. Gaussian function, for the class conditional distributions. However, their performance can be limited if the data set deviates from the assumed model. The proposed framework exploits the useful properties of Least Squares Probabilistic Classifier (LSPC) formulation i.e. non-parametric and probabilistic nature, to model class posterior probabilities of the difference image using a linear combination of a large number of Gaussian kernels. To this end, a simple technique, based on 10-fold cross-validation is also proposed for tuning model parameters automatically instead of selecting a (possibly) suboptimal combination from pre-specified lists of values. The proposed framework has been tested and compared with Support Vector Machine (SVM) and NB for detection of defoliation, caused by leaf beetles (Paropsisterna spp.) in Eucalyptus nitens and Eucalyptus globulus plantations of two test areas, in Tasmania, Australia, using raw bands and band combination indices of Landsat 7 ETM+. It was observed that due to multi-kernel non-parametric formulation and probabilistic nature, the LSPC outperforms parametric NB with Gaussian assumption in change detection framework, with Overall Accuracy (OA) ranging from 93.6% (κ = 0.87) to 97.4% (κ = 0.94) against 85.3% (κ = 0.69) to 93.4% (κ = 0.85), and is more robust to changing data distributions. Its performance was comparable to SVM, with added advantages of being probabilistic and capable of handling multi-class problems naturally with its original formulation.

Estimation of the incubation period of invasive aspergillosis by survival models in acute myeloid leukemia patients.

PubMed

Bénet, Thomas; Voirin, Nicolas; Nicolle, Marie-Christine; Picot, Stephane; Michallet, Mauricette; Vanhems, Philippe

2013-02-01

The duration of the incubation of invasive aspergillosis (IA) remains unknown. The objective of this investigation was to estimate the time interval between aplasia onset and that of IA symptoms in acute myeloid leukemia (AML) patients. A single-centre prospective survey (2004-2009) included all patients with AML and probable/proven IA. Parametric survival models were fitted to the distribution of the time intervals between aplasia onset and IA. Overall, 53 patients had IA after aplasia, with the median observed time interval between the two being 15 days. Based on log-normal distribution, the median estimated IA incubation period was 14.6 days (95% CI; 12.8-16.5 days).

[The research protocol VI: How to choose the appropriate statistical test. Inferential statistics].

PubMed

Flores-Ruiz, Eric; Miranda-Novales, María Guadalupe; Villasís-Keever, Miguel Ángel

2017-01-01

The statistical analysis can be divided in two main components: descriptive analysis and inferential analysis. An inference is to elaborate conclusions from the tests performed with the data obtained from a sample of a population. Statistical tests are used in order to establish the probability that a conclusion obtained from a sample is applicable to the population from which it was obtained. However, choosing the appropriate statistical test in general poses a challenge for novice researchers. To choose the statistical test it is necessary to take into account three aspects: the research design, the number of measurements and the scale of measurement of the variables. Statistical tests are divided into two sets, parametric and nonparametric. Parametric tests can only be used if the data show a normal distribution. Choosing the right statistical test will make it easier for readers to understand and apply the results.

Investigation of the photon statistics of parametric fluorescence in a traveling-wave parametric amplifier by means of self-homodyne tomography.

PubMed

Vasilyev, M; Choi, S K; Kumar, P; D'Ariano, G M

1998-09-01

Photon-number distributions for parametric fluorescence from a nondegenerate optical parametric amplifier are measured with a novel self-homodyne technique. These distributions exhibit the thermal-state character predicted by theory. However, a difference between the fluorescence gain and the signal gain of the parametric amplifier is observed. We attribute this difference to a change in the signal-beam profile during the traveling-wave pulsed amplification process.

A method for developing design diagrams for ceramic and glass materials using fatigue data

NASA Technical Reports Server (NTRS)

Heslin, T. M.; Magida, M. B.; Forrest, K. A.

1986-01-01

The service lifetime of glass and ceramic materials can be expressed as a plot of time-to-failure versus applied stress whose plot is parametric in percent probability of failure. This type of plot is called a design diagram. Confidence interval estimates for such plots depend on the type of test that is used to generate the data, on assumptions made concerning the statistical distribution of the test results, and on the type of analysis used. This report outlines the development of design diagrams for glass and ceramic materials in engineering terms using static or dynamic fatigue tests, assuming either no particular statistical distribution of test results or a Weibull distribution and using either median value or homologous ratio analysis of the test results.

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

NASA Astrophysics Data System (ADS)

Papalexiou, Simon Michael

2018-05-01

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

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

Oberkampf, William Louis; Tucker, W. Troy; Zhang, Jianzhong

This report summarizes methods to incorporate information (or lack of information) about inter-variable dependence into risk assessments that use Dempster-Shafer theory or probability bounds analysis to address epistemic and aleatory uncertainty. The report reviews techniques for simulating correlated variates for a given correlation measure and dependence model, computation of bounds on distribution functions under a specified dependence model, formulation of parametric and empirical dependence models, and bounding approaches that can be used when information about the intervariable dependence is incomplete. The report also reviews several of the most pervasive and dangerous myths among risk analysts about dependence in probabilistic models.

Robustness of survival estimates for radio-marked animals

USGS Publications Warehouse

Bunck, C.M.; Chen, C.-L.

1992-01-01

Telemetry techniques are often used to study the survival of birds and mammals; particularly whcn mark-recapture approaches are unsuitable. Both parametric and nonparametric methods to estimate survival have becn developed or modified from other applications. An implicit assumption in these approaches is that the probability of re-locating an animal with a functioning transmitter is one. A Monte Carlo study was conducted to determine the bias and variance of the Kaplan-Meier estimator and an estimator based also on the assumption of constant hazard and to eva!uate the performance of the two-sample tests associated with each. Modifications of each estimator which allow a re-Iocation probability of less than one are described and evaluated. Generallv the unmodified estimators were biased but had lower variance. At low sample sizes all estimators performed poorly. Under the null hypothesis, the distribution of all test statistics reasonably approximated the null distribution when survival was low but not when it was high. The power of the two-sample tests were similar.

DNA binding sites characterization by means of Rényi entropy measures on nucleotide transitions.

PubMed

Perera, Alexandre; Vallverdu, Montserrat; Claria, Francesc; Soria, José Manuel; Caminal, Pere

2006-01-01

In this work, parametric information-theory measures for the characterization of binding sites in DNA are extended with the use of transitional probabilities on the sequence. We propose the use of parametric uncertainty measure such as Renyi entropies obtained from the transition probabilities for the study of the binding sites, in addition to nucleotide frequency based Renyi measures. Results are reported in this manuscript comparing transition frequencies (i.e. dinucelotides) and base frequencies for Shannon and parametric Renyi for a number of binding sites found in E. Coli, lambda and T7 organisms. We observe that, for the evaluated datasets, the information provided by both approaches is not redundant, as they evolve differently under increasing Renyi orders.

Some Advances in Downscaling Probabilistic Climate Forecasts for Agricultural Decision Support

NASA Astrophysics Data System (ADS)

Han, E.; Ines, A.

2015-12-01

Seasonal climate forecasts, commonly provided in tercile-probabilities format (below-, near- and above-normal), need to be translated into more meaningful information for decision support of practitioners in agriculture. In this paper, we will present two new novel approaches to temporally downscale probabilistic seasonal climate forecasts: one non-parametric and another parametric method. First, the non-parametric downscaling approach called FResampler1 uses the concept of 'conditional block sampling' of weather data to create daily weather realizations of a tercile-based seasonal climate forecasts. FResampler1 randomly draws time series of daily weather parameters (e.g., rainfall, maximum and minimum temperature and solar radiation) from historical records, for the season of interest from years that belong to a certain rainfall tercile category (e.g., being below-, near- and above-normal). In this way, FResampler1 preserves the covariance between rainfall and other weather parameters as if conditionally sampling maximum and minimum temperature and solar radiation if that day is wet or dry. The second approach called predictWTD is a parametric method based on a conditional stochastic weather generator. The tercile-based seasonal climate forecast is converted into a theoretical forecast cumulative probability curve. Then the deviates for each percentile is converted into rainfall amount or frequency or intensity to downscale the 'full' distribution of probabilistic seasonal climate forecasts. Those seasonal deviates are then disaggregated on a monthly basis and used to constrain the downscaling of forecast realizations at different percentile values of the theoretical forecast curve. As well as the theoretical basis of the approaches we will discuss sensitivity analysis (length of data and size of samples) of them. In addition their potential applications for managing climate-related risks in agriculture will be shown through a couple of case studies based on actual seasonal climate forecasts for: rice cropping in the Philippines and maize cropping in India and Kenya.

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

NASA Astrophysics Data System (ADS)

Chen, Nan; Majda, Andrew J.

2018-02-01

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

Fission fragment mass and total kinetic energy distributions of spontaneously fissioning plutonium isotopes

NASA Astrophysics Data System (ADS)

Pomorski, K.; Nerlo-Pomorska, B.; Bartel, J.; Schmitt, C.

2018-03-01

The fission-fragment mass and total kinetic energy (TKE) distributions are evaluated in a quantum mechanical framework using elongation, mass asymmetry, neck degree of freedom as the relevant collective parameters in the Fourier shape parametrization recently developed by us. The potential energy surfaces (PES) are calculated within the macroscopic-microscopic model based on the Lublin-Strasbourg Drop (LSD), the Yukawa-folded (YF) single-particle potential and a monopole pairing force. The PES are presented and analysed in detail for even-even Plutonium isotopes with A = 236-246. They reveal deep asymmetric valleys. The fission-fragment mass and TKE distributions are obtained from the ground state of a collective Hamiltonian computed within the Born-Oppenheimer approximation, in the WKB approach by introducing a neck-dependent fission probability. The calculated mass and total kinetic energy distributions are found in good agreement with the data.

A Parametric k-Means Algorithm

PubMed Central

Tarpey, Thaddeus

2007-01-01

Summary The k points that optimally represent a distribution (usually in terms of a squared error loss) are called the k principal points. This paper presents a computationally intensive method that automatically determines the principal points of a parametric distribution. Cluster means from the k-means algorithm are nonparametric estimators of principal points. A parametric k-means approach is introduced for estimating principal points by running the k-means algorithm on a very large simulated data set from a distribution whose parameters are estimated using maximum likelihood. Theoretical and simulation results are presented comparing the parametric k-means algorithm to the usual k-means algorithm and an example on determining sizes of gas masks is used to illustrate the parametric k-means algorithm. PMID:17917692

Parametrization of Backbone Flexibility in a Coarse-Grained Force Field for Proteins (COFFDROP) Derived from All-Atom Explicit-Solvent Molecular Dynamics Simulations of All Possible Two-Residue Peptides.

PubMed

Frembgen-Kesner, Tamara; Andrews, Casey T; Li, Shuxiang; Ngo, Nguyet Anh; Shubert, Scott A; Jain, Aakash; Olayiwola, Oluwatoni J; Weishaar, Mitch R; Elcock, Adrian H

2015-05-12

Recently, we reported the parametrization of a set of coarse-grained (CG) nonbonded potential functions, derived from all-atom explicit-solvent molecular dynamics (MD) simulations of amino acid pairs and designed for use in (implicit-solvent) Brownian dynamics (BD) simulations of proteins; this force field was named COFFDROP (COarse-grained Force Field for Dynamic Representations Of Proteins). Here, we describe the extension of COFFDROP to include bonded backbone terms derived from fitting to results of explicit-solvent MD simulations of all possible two-residue peptides containing the 20 standard amino acids, with histidine modeled in both its protonated and neutral forms. The iterative Boltzmann inversion (IBI) method was used to optimize new CG potential functions for backbone-related terms by attempting to reproduce angle, dihedral, and distance probability distributions generated by the MD simulations. In a simple test of the transferability of the extended force field, the angle, dihedral, and distance probability distributions obtained from BD simulations of 56 three-residue peptides were compared to results from corresponding explicit-solvent MD simulations. In a more challenging test of the COFFDROP force field, it was used to simulate eight intrinsically disordered proteins and was shown to quite accurately reproduce the experimental hydrodynamic radii (Rhydro), provided that the favorable nonbonded interactions of the force field were uniformly scaled downward in magnitude. Overall, the results indicate that the COFFDROP force field is likely to find use in modeling the conformational behavior of intrinsically disordered proteins and multidomain proteins connected by flexible linkers.

The 2-10 keV unabsorbed luminosity function of AGN from the LSS, CDFS, and COSMOS surveys

NASA Astrophysics Data System (ADS)

Ranalli, P.; Koulouridis, E.; Georgantopoulos, I.; Fotopoulou, S.; Hsu, L.-T.; Salvato, M.; Comastri, A.; Pierre, M.; Cappelluti, N.; Carrera, F. J.; Chiappetti, L.; Clerc, N.; Gilli, R.; Iwasawa, K.; Pacaud, F.; Paltani, S.; Plionis, E.; Vignali, C.

2016-05-01

The XMM-Large scale structure (XMM-LSS), XMM-Cosmological evolution survey (XMM-COSMOS), and XMM-Chandra deep field south (XMM-CDFS) surveys are complementary in terms of sky coverage and depth. Together, they form a clean sample with the least possible variance in instrument effective areas and point spread function. Therefore this is one of the best samples available to determine the 2-10 keV luminosity function of active galactic nuclei (AGN) and their evolution. The samples and the relevant corrections for incompleteness are described. A total of 2887 AGN is used to build the LF in the luminosity interval 1042-1046 erg s-1 and in the redshift interval 0.001-4. A new method to correct for absorption by considering the probability distribution for the column density conditioned on the hardness ratio is presented. The binned luminosity function and its evolution is determined with a variant of the Page-Carrera method, which is improved to include corrections for absorption and to account for the full probability distribution of photometric redshifts. Parametric models, namely a double power law with luminosity and density evolution (LADE) or luminosity-dependent density evolution (LDDE), are explored using Bayesian inference. We introduce the Watanabe-Akaike information criterion (WAIC) to compare the models and estimate their predictive power. Our data are best described by the LADE model, as hinted by the WAIC indicator. We also explore the recently proposed 15-parameter extended LDDE model and find that this extension is not supported by our data. The strength of our method is that it provides unabsorbed, non-parametric estimates, credible intervals for luminosity function parameters, and a model choice based on predictive power for future data. Based on observations obtained with XMM-Newton, an ESA science mission with instruments and contributions directly funded by ESA member states and NASA.Tables with the samples of the posterior probability distributions are only available at the CDS via anonymous ftp to http://cdsarc.u-strasbg.fr (http://130.79.128.5) or via http://cdsarc.u-strasbg.fr/viz-bin/qcat?J/A+A/590/A80

Completion of the Edward Air Force Base Statistical Guidance Wind Tool

NASA Technical Reports Server (NTRS)

Dreher, Joseph G.

2008-01-01

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

Boltzmann sampling from the Ising model using quantum heating of coupled nonlinear oscillators.

PubMed

Goto, Hayato; Lin, Zhirong; Nakamura, Yasunobu

2018-05-08

A network of Kerr-nonlinear parametric oscillators without dissipation has recently been proposed for solving combinatorial optimization problems via quantum adiabatic evolution through its bifurcation point. Here we investigate the behavior of the quantum bifurcation machine (QbM) in the presence of dissipation. Our numerical study suggests that the output probability distribution of the dissipative QbM is Boltzmann-like, where the energy in the Boltzmann distribution corresponds to the cost function of the optimization problem. We explain the Boltzmann distribution by generalizing the concept of quantum heating in a single nonlinear oscillator to the case of multiple coupled nonlinear oscillators. The present result also suggests that such driven dissipative nonlinear oscillator networks can be applied to Boltzmann sampling, which is used, e.g., for Boltzmann machine learning in the field of artificial intelligence.

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.

A semi-parametric within-subject mixture approach to the analyses of responses and response times.

PubMed

Molenaar, Dylan; Bolsinova, Maria; Vermunt, Jeroen K

2018-05-01

In item response theory, modelling the item response times in addition to the item responses may improve the detection of possible between- and within-subject differences in the process that resulted in the responses. For instance, if respondents rely on rapid guessing on some items but not on all, the joint distribution of the responses and response times will be a multivariate within-subject mixture distribution. Suitable parametric methods to detect these within-subject differences have been proposed. In these approaches, a distribution needs to be assumed for the within-class response times. In this paper, it is demonstrated that these parametric within-subject approaches may produce false positives and biased parameter estimates if the assumption concerning the response time distribution is violated. A semi-parametric approach is proposed which resorts to categorized response times. This approach is shown to hardly produce false positives and parameter bias. In addition, the semi-parametric approach results in approximately the same power as the parametric approach. © 2017 The British Psychological Society.

Bivariate Rainfall and Runoff Analysis Using Shannon Entropy Theory

NASA Astrophysics Data System (ADS)

Rahimi, A.; Zhang, L.

2012-12-01

Rainfall-Runoff analysis is the key component for many hydrological and hydraulic designs in which the dependence of rainfall and runoff needs to be studied. It is known that the convenient bivariate distribution are often unable to model the rainfall-runoff variables due to that they either have constraints on the range of the dependence or fixed form for the marginal distributions. Thus, this paper presents an approach to derive the entropy-based joint rainfall-runoff distribution using Shannon entropy theory. The distribution derived can model the full range of dependence and allow different specified marginals. The modeling and estimation can be proceeded as: (i) univariate analysis of marginal distributions which includes two steps, (a) using the nonparametric statistics approach to detect modes and underlying probability density, and (b) fitting the appropriate parametric probability density functions; (ii) define the constraints based on the univariate analysis and the dependence structure; (iii) derive and validate the entropy-based joint distribution. As to validate the method, the rainfall-runoff data are collected from the small agricultural experimental watersheds located in semi-arid region near Riesel (Waco), Texas, maintained by the USDA. The results of unviariate analysis show that the rainfall variables follow the gamma distribution, whereas the runoff variables have mixed structure and follow the mixed-gamma distribution. With this information, the entropy-based joint distribution is derived using the first moments, the first moments of logarithm transformed rainfall and runoff, and the covariance between rainfall and runoff. The results of entropy-based joint distribution indicate: (1) the joint distribution derived successfully preserves the dependence between rainfall and runoff, and (2) the K-S goodness of fit statistical tests confirm the marginal distributions re-derived reveal the underlying univariate probability densities which further assure that the entropy-based joint rainfall-runoff distribution are satisfactorily derived. Overall, the study shows the Shannon entropy theory can be satisfactorily applied to model the dependence between rainfall and runoff. The study also shows that the entropy-based joint distribution is an appropriate approach to capture the dependence structure that cannot be captured by the convenient bivariate joint distributions. Joint Rainfall-Runoff Entropy Based PDF, and Corresponding Marginal PDF and Histogram for W12 Watershed The K-S Test Result and RMSE on Univariate Distributions Derived from the Maximum Entropy Based Joint Probability Distribution;

Tips and Tricks for Successful Application of Statistical Methods to Biological Data.

PubMed

Schlenker, Evelyn

2016-01-01

This chapter discusses experimental design and use of statistics to describe characteristics of data (descriptive statistics) and inferential statistics that test the hypothesis posed by the investigator. Inferential statistics, based on probability distributions, depend upon the type and distribution of the data. For data that are continuous, randomly and independently selected, as well as normally distributed more powerful parametric tests such as Student's t test and analysis of variance (ANOVA) can be used. For non-normally distributed or skewed data, transformation of the data (using logarithms) may normalize the data allowing use of parametric tests. Alternatively, with skewed data nonparametric tests can be utilized, some of which rely on data that are ranked prior to statistical analysis. Experimental designs and analyses need to balance between committing type 1 errors (false positives) and type 2 errors (false negatives). For a variety of clinical studies that determine risk or benefit, relative risk ratios (random clinical trials and cohort studies) or odds ratios (case-control studies) are utilized. Although both use 2 × 2 tables, their premise and calculations differ. Finally, special statistical methods are applied to microarray and proteomics data, since the large number of genes or proteins evaluated increase the likelihood of false discoveries. Additional studies in separate samples are used to verify microarray and proteomic data. Examples in this chapter and references are available to help continued investigation of experimental designs and appropriate data analysis.

Full statistical mode reconstruction of a light field via a photon-number-resolved measurement

NASA Astrophysics Data System (ADS)

Burenkov, I. A.; Sharma, A. K.; Gerrits, T.; Harder, G.; Bartley, T. J.; Silberhorn, C.; Goldschmidt, E. A.; Polyakov, S. V.

2017-05-01

We present a method to reconstruct the complete statistical mode structure and optical losses of multimode conjugated optical fields using an experimentally measured joint photon-number probability distribution. We demonstrate that this method evaluates classical and nonclassical properties using a single measurement technique and is well suited for quantum mesoscopic state characterization. We obtain a nearly perfect reconstruction of a field comprised of up to ten modes based on a minimal set of assumptions. To show the utility of this method, we use it to reconstruct the mode structure of an unknown bright parametric down-conversion source.

Maximum-entropy probability distributions under Lp-norm constraints

NASA Technical Reports Server (NTRS)

Dolinar, S.

1991-01-01

Continuous probability density functions and discrete probability mass functions are tabulated which maximize the differential entropy or absolute entropy, respectively, among all probability distributions with a given L sub p norm (i.e., a given pth absolute moment when p is a finite integer) and unconstrained or constrained value set. Expressions for the maximum entropy are evaluated as functions of the L sub p norm. The most interesting results are obtained and plotted for unconstrained (real valued) continuous random variables and for integer valued discrete random variables. The maximum entropy expressions are obtained in closed form for unconstrained continuous random variables, and in this case there is a simple straight line relationship between the maximum differential entropy and the logarithm of the L sub p norm. Corresponding expressions for arbitrary discrete and constrained continuous random variables are given parametrically; closed form expressions are available only for special cases. However, simpler alternative bounds on the maximum entropy of integer valued discrete random variables are obtained by applying the differential entropy results to continuous random variables which approximate the integer valued random variables in a natural manner. All the results are presented in an integrated framework that includes continuous and discrete random variables, constraints on the permissible value set, and all possible values of p. Understanding such as this is useful in evaluating the performance of data compression schemes.

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

NASA Astrophysics Data System (ADS)

Castle, James R.; CMS Collaboration

2017-11-01

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

VizieR Online Data Catalog: NGC 2682 uvby-Hbeta photometry (Balaguer-Nunez+, 2007)

NASA Astrophysics Data System (ADS)

Balaguer-Nunez, L.; Galadi-Enriquez, D.; Jordi, C.

2007-05-01

The catalogue of uvby-Hbeta and J2000 coordinates for 1843 stars in an area of 50'x50' around NGC 2682. We mark the selection of probable members of NGC 2682, combining the photometric study with an astrometric analysis. The cross-identification of stars in common with the astrometry (Zhao et al., 1993, Cat. ), BDA (htpp://obswww.unige.ch/WEBDA), Sanders (1977A&AS...27...89S), Hipparcos (ESA, 1997, Cat. ), Tycho-2 (Hog et al., 2000, Cat. ), and USNO-2 (Monet et al., 1998, Cat. ) catalogues. The proper motions from Zhao et al. (1993, Cat. ), their errors and membership probabilities of 1046 stars in the area of M~67, with parametric and non parametric membership probabilities. (3 data files).

DNA binding site characterization by means of Rényi entropy measures on nucleotide transitions.

PubMed

Perera, A; Vallverdu, M; Claria, F; Soria, J M; Caminal, P

2008-06-01

In this work, parametric information-theory measures for the characterization of binding sites in DNA are extended with the use of transitional probabilities on the sequence. We propose the use of parametric uncertainty measures such as Rényi entropies obtained from the transition probabilities for the study of the binding sites, in addition to nucleotide frequency-based Rényi measures. Results are reported in this work comparing transition frequencies (i.e., dinucleotides) and base frequencies for Shannon and parametric Rényi entropies for a number of binding sites found in E. Coli, lambda and T7 organisms. We observe that the information provided by both approaches is not redundant. Furthermore, under the presence of noise in the binding site matrix we observe overall improved robustness of nucleotide transition-based algorithms when compared with nucleotide frequency-based method.

A Comparison of Distribution Free and Non-Distribution Free Factor Analysis Methods

ERIC Educational Resources Information Center

Ritter, Nicola L.

2012-01-01

Many researchers recognize that factor analysis can be conducted on both correlation matrices and variance-covariance matrices. Although most researchers extract factors from non-distribution free or parametric methods, researchers can also extract factors from distribution free or non-parametric methods. The nature of the data dictates the method…

scoringRules - A software package for probabilistic model evaluation

NASA Astrophysics Data System (ADS)

Lerch, Sebastian; Jordan, Alexander; Krüger, Fabian

2016-04-01

Models in the geosciences are generally surrounded by uncertainty, and being able to quantify this uncertainty is key to good decision making. Accordingly, probabilistic forecasts in the form of predictive distributions have become popular over the last decades. With the proliferation of probabilistic models arises the need for decision theoretically principled tools to evaluate the appropriateness of models and forecasts in a generalized way. Various scoring rules have been developed over the past decades to address this demand. Proper scoring rules are functions S(F,y) which evaluate the accuracy of a forecast distribution F , given that an outcome y was observed. As such, they allow to compare alternative models, a crucial ability given the variety of theories, data sources and statistical specifications that is available in many situations. This poster presents the software package scoringRules for the statistical programming language R, which contains functions to compute popular scoring rules such as the continuous ranked probability score for a variety of distributions F that come up in applied work. Two main classes are parametric distributions like normal, t, or gamma distributions, and distributions that are not known analytically, but are indirectly described through a sample of simulation draws. For example, Bayesian forecasts produced via Markov Chain Monte Carlo take this form. Thereby, the scoringRules package provides a framework for generalized model evaluation that both includes Bayesian as well as classical parametric models. The scoringRules package aims to be a convenient dictionary-like reference for computing scoring rules. We offer state of the art implementations of several known (but not routinely applied) formulas, and implement closed-form expressions that were previously unavailable. Whenever more than one implementation variant exists, we offer statistically principled default choices.

Discriminating Among Probability Weighting Functions Using Adaptive Design Optimization

PubMed Central

Cavagnaro, Daniel R.; Pitt, Mark A.; Gonzalez, Richard; Myung, Jay I.

2014-01-01

Probability weighting functions relate objective probabilities and their subjective weights, and play a central role in modeling choices under risk within cumulative prospect theory. While several different parametric forms have been proposed, their qualitative similarities make it challenging to discriminate among them empirically. In this paper, we use both simulation and choice experiments to investigate the extent to which different parametric forms of the probability weighting function can be discriminated using adaptive design optimization, a computer-based methodology that identifies and exploits model differences for the purpose of model discrimination. The simulation experiments show that the correct (data-generating) form can be conclusively discriminated from its competitors. The results of an empirical experiment reveal heterogeneity between participants in terms of the functional form, with two models (Prelec-2, Linear in Log Odds) emerging as the most common best-fitting models. The findings shed light on assumptions underlying these models. PMID:24453406

A Semi-parametric Transformation Frailty Model for Semi-competing Risks Survival Data

PubMed Central

Jiang, Fei; Haneuse, Sebastien

2016-01-01

In the analysis of semi-competing risks data interest lies in estimation and inference with respect to a so-called non-terminal event, the observation of which is subject to a terminal event. Multi-state models are commonly used to analyse such data, with covariate effects on the transition/intensity functions typically specified via the Cox model and dependence between the non-terminal and terminal events specified, in part, by a unit-specific shared frailty term. To ensure identifiability, the frailties are typically assumed to arise from a parametric distribution, specifically a Gamma distribution with mean 1.0 and variance, say, σ2. When the frailty distribution is misspecified, however, the resulting estimator is not guaranteed to be consistent, with the extent of asymptotic bias depending on the discrepancy between the assumed and true frailty distributions. In this paper, we propose a novel class of transformation models for semi-competing risks analysis that permit the non-parametric specification of the frailty distribution. To ensure identifiability, the class restricts to parametric specifications of the transformation and the error distribution; the latter are flexible, however, and cover a broad range of possible specifications. We also derive the semi-parametric efficient score under the complete data setting and propose a non-parametric score imputation method to handle right censoring; consistency and asymptotic normality of the resulting estimators is derived and small-sample operating characteristics evaluated via simulation. Although the proposed semi-parametric transformation model and non-parametric score imputation method are motivated by the analysis of semi-competing risks data, they are broadly applicable to any analysis of multivariate time-to-event outcomes in which a unit-specific shared frailty is used to account for correlation. Finally, the proposed model and estimation procedures are applied to a study of hospital readmission among patients diagnosed with pancreatic cancer. PMID:28439147

Bidirectional reflectance distribution function measurements and analysis of retroreflective materials.

PubMed

Belcour, Laurent; Pacanowski, Romain; Delahaie, Marion; Laville-Geay, Aude; Eupherte, Laure

2014-12-01

We compare the performance of various analytical retroreflecting bidirectional reflectance distribution function (BRDF) models to assess how they reproduce accurately measured data of retroreflecting materials. We introduce a new parametrization, the back vector parametrization, to analyze retroreflecting data, and we show that this parametrization better preserves the isotropy of data. Furthermore, we update existing BRDF models to improve the representation of retroreflective data.

Failure Time Distributions: Estimates and Asymptotic Results.

DTIC Science & Technology

1980-01-01

of the models. A parametric family of distributions is proposed for approximating life distri- butions whose hazard rate is bath-tub shaped, this...of the limiting dirtributions of the models. A parametric family of distributions is proposed for approximating life distribution~s whose hazard rate...12. always justified. But, because of this gener- ality, the possible limit laws for the maximum form a very large family . The

Distributional Effects of Word Frequency on Eye Fixation Durations

ERIC Educational Resources Information Center

Staub, Adrian; White, Sarah J.; Drieghe, Denis; Hollway, Elizabeth C.; Rayner, Keith

2010-01-01

Recent research using word recognition paradigms, such as lexical decision and speeded pronunciation, has investigated how a range of variables affect the location and shape of response time distributions, using both parametric and non-parametric techniques. In this article, we explore the distributional effects of a word frequency manipulation on…

Marginally specified priors for non-parametric Bayesian estimation

PubMed Central

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

2014-01-01

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

Biostatistics Series Module 3: Comparing Groups: Numerical Variables.

PubMed

Hazra, Avijit; Gogtay, Nithya

2016-01-01

Numerical data that are normally distributed can be analyzed with parametric tests, that is, tests which are based on the parameters that define a normal distribution curve. If the distribution is uncertain, the data can be plotted as a normal probability plot and visually inspected, or tested for normality using one of a number of goodness of fit tests, such as the Kolmogorov-Smirnov test. The widely used Student's t-test has three variants. The one-sample t-test is used to assess if a sample mean (as an estimate of the population mean) differs significantly from a given population mean. The means of two independent samples may be compared for a statistically significant difference by the unpaired or independent samples t-test. If the data sets are related in some way, their means may be compared by the paired or dependent samples t-test. The t-test should not be used to compare the means of more than two groups. Although it is possible to compare groups in pairs, when there are more than two groups, this will increase the probability of a Type I error. The one-way analysis of variance (ANOVA) is employed to compare the means of three or more independent data sets that are normally distributed. Multiple measurements from the same set of subjects cannot be treated as separate, unrelated data sets. Comparison of means in such a situation requires repeated measures ANOVA. It is to be noted that while a multiple group comparison test such as ANOVA can point to a significant difference, it does not identify exactly between which two groups the difference lies. To do this, multiple group comparison needs to be followed up by an appropriate post hoc test. An example is the Tukey's honestly significant difference test following ANOVA. If the assumptions for parametric tests are not met, there are nonparametric alternatives for comparing data sets. These include Mann-Whitney U-test as the nonparametric counterpart of the unpaired Student's t-test, Wilcoxon signed-rank test as the counterpart of the paired Student's t-test, Kruskal-Wallis test as the nonparametric equivalent of ANOVA and the Friedman's test as the counterpart of repeated measures ANOVA.

Visualizing Distributions from Multi-Return Lidar Data to Understand Forest Structure

NASA Technical Reports Server (NTRS)

Kao, David L.; Kramer, Marc; Luo, Alison; Dungan, Jennifer; Pang, Alex

2004-01-01

Spatially distributed probability density functions (pdfs) are becoming relevant to the Earth scientists and ecologists because of stochastic models and new sensors that provide numerous realizations or data points per unit area. One source of these data is from multi-return airborne lidar, a type of laser that records multiple returns for each pulse of light sent towards the ground. Data from multi-return lidar is a vital tool in helping us understand the structure of forest canopies over large extents. This paper presents several new visualization tools that allow scientists to rapidly explore, interpret and discover characteristic distributions within the entire spatial field. The major contribution from-this work is a paradigm shift which allows ecologists to think of and analyze their data in terms of the distribution. This provides a way to reveal information on the modality and shape of the distribution previously not possible. The tools allow the scientists to depart from traditional parametric statistical analyses and to associate multimodal distribution characteristics to forest structures. Examples are given using data from High Island, southeast Alaska.

Income inequality in Romania: The exponential-Pareto distribution

NASA Astrophysics Data System (ADS)

Oancea, Bogdan; Andrei, Tudorel; Pirjol, Dan

2017-03-01

We present a study of the distribution of the gross personal income and income inequality in Romania, using individual tax income data, and both non-parametric and parametric methods. Comparing with official results based on household budget surveys (the Family Budgets Survey and the EU-SILC data), we find that the latter underestimate the income share of the high income region, and the overall income inequality. A parametric study shows that the income distribution is well described by an exponential distribution in the low and middle incomes region, and by a Pareto distribution in the high income region with Pareto coefficient α = 2.53. We note an anomaly in the distribution in the low incomes region (∼9,250 RON), and present a model which explains it in terms of partial income reporting.

Characterizing the performance of XOR games and the Shannon capacity of graphs.

PubMed

Ramanathan, Ravishankar; Kay, Alastair; Murta, Gláucia; Horodecki, Paweł

2014-12-12

In this Letter we give a set of necessary and sufficient conditions such that quantum players of a two-party XOR game cannot perform any better than classical players. With any such game, we associate a graph and examine its zero-error communication capacity. This allows us to specify a broad new class of graphs for which the Shannon capacity can be calculated. The conditions also enable the parametrization of new families of games that have no quantum advantage for arbitrary input probability distributions, up to certain symmetries. In the future, these might be used in information-theoretic studies on reproducing the set of quantum nonlocal correlations.

A generalized Benford's law for JPEG coefficients and its applications in image forensics

NASA Astrophysics Data System (ADS)

Fu, Dongdong; Shi, Yun Q.; Su, Wei

2007-02-01

In this paper, a novel statistical model based on Benford's law for the probability distributions of the first digits of the block-DCT and quantized JPEG coefficients is presented. A parametric logarithmic law, i.e., the generalized Benford's law, is formulated. Furthermore, some potential applications of this model in image forensics are discussed in this paper, which include the detection of JPEG compression for images in bitmap format, the estimation of JPEG compression Qfactor for JPEG compressed bitmap image, and the detection of double compressed JPEG image. The results of our extensive experiments demonstrate the effectiveness of the proposed statistical model.

Comparison of parametric and bootstrap method in bioequivalence test.

PubMed

Ahn, Byung-Jin; Yim, Dong-Seok

2009-10-01

The estimation of 90% parametric confidence intervals (CIs) of mean AUC and Cmax ratios in bioequivalence (BE) tests are based upon the assumption that formulation effects in log-transformed data are normally distributed. To compare the parametric CIs with those obtained from nonparametric methods we performed repeated estimation of bootstrap-resampled datasets. The AUC and Cmax values from 3 archived datasets were used. BE tests on 1,000 resampled datasets from each archived dataset were performed using SAS (Enterprise Guide Ver.3). Bootstrap nonparametric 90% CIs of formulation effects were then compared with the parametric 90% CIs of the original datasets. The 90% CIs of formulation effects estimated from the 3 archived datasets were slightly different from nonparametric 90% CIs obtained from BE tests on resampled datasets. Histograms and density curves of formulation effects obtained from resampled datasets were similar to those of normal distribution. However, in 2 of 3 resampled log (AUC) datasets, the estimates of formulation effects did not follow the Gaussian distribution. Bias-corrected and accelerated (BCa) CIs, one of the nonparametric CIs of formulation effects, shifted outside the parametric 90% CIs of the archived datasets in these 2 non-normally distributed resampled log (AUC) datasets. Currently, the 80~125% rule based upon the parametric 90% CIs is widely accepted under the assumption of normally distributed formulation effects in log-transformed data. However, nonparametric CIs may be a better choice when data do not follow this assumption.

Comparison of Parametric and Bootstrap Method in Bioequivalence Test

PubMed Central

Ahn, Byung-Jin

2009-01-01

The estimation of 90% parametric confidence intervals (CIs) of mean AUC and Cmax ratios in bioequivalence (BE) tests are based upon the assumption that formulation effects in log-transformed data are normally distributed. To compare the parametric CIs with those obtained from nonparametric methods we performed repeated estimation of bootstrap-resampled datasets. The AUC and Cmax values from 3 archived datasets were used. BE tests on 1,000 resampled datasets from each archived dataset were performed using SAS (Enterprise Guide Ver.3). Bootstrap nonparametric 90% CIs of formulation effects were then compared with the parametric 90% CIs of the original datasets. The 90% CIs of formulation effects estimated from the 3 archived datasets were slightly different from nonparametric 90% CIs obtained from BE tests on resampled datasets. Histograms and density curves of formulation effects obtained from resampled datasets were similar to those of normal distribution. However, in 2 of 3 resampled log (AUC) datasets, the estimates of formulation effects did not follow the Gaussian distribution. Bias-corrected and accelerated (BCa) CIs, one of the nonparametric CIs of formulation effects, shifted outside the parametric 90% CIs of the archived datasets in these 2 non-normally distributed resampled log (AUC) datasets. Currently, the 80~125% rule based upon the parametric 90% CIs is widely accepted under the assumption of normally distributed formulation effects in log-transformed data. However, nonparametric CIs may be a better choice when data do not follow this assumption. PMID:19915699

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

NASA Astrophysics Data System (ADS)

Chen, N.; Majda, A.

2017-12-01

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

A Bayesian joint probability modeling approach for seasonal forecasting of streamflows at multiple sites

NASA Astrophysics Data System (ADS)

Wang, Q. J.; Robertson, D. E.; Chiew, F. H. S.

2009-05-01

Seasonal forecasting of streamflows can be highly valuable for water resources management. In this paper, a Bayesian joint probability (BJP) modeling approach for seasonal forecasting of streamflows at multiple sites is presented. A Box-Cox transformed multivariate normal distribution is proposed to model the joint distribution of future streamflows and their predictors such as antecedent streamflows and El Niño-Southern Oscillation indices and other climate indicators. Bayesian inference of model parameters and uncertainties is implemented using Markov chain Monte Carlo sampling, leading to joint probabilistic forecasts of streamflows at multiple sites. The model provides a parametric structure for quantifying relationships between variables, including intersite correlations. The Box-Cox transformed multivariate normal distribution has considerable flexibility for modeling a wide range of predictors and predictands. The Bayesian inference formulated allows the use of data that contain nonconcurrent and missing records. The model flexibility and data-handling ability means that the BJP modeling approach is potentially of wide practical application. The paper also presents a number of statistical measures and graphical methods for verification of probabilistic forecasts of continuous variables. Results for streamflows at three river gauges in the Murrumbidgee River catchment in southeast Australia show that the BJP modeling approach has good forecast quality and that the fitted model is consistent with observed data.

The PIT-trap-A "model-free" bootstrap procedure for inference about regression models with discrete, multivariate responses.

PubMed

Warton, David I; Thibaut, Loïc; Wang, Yi Alice

2017-01-01

Bootstrap methods are widely used in statistics, and bootstrapping of residuals can be especially useful in the regression context. However, difficulties are encountered extending residual resampling to regression settings where residuals are not identically distributed (thus not amenable to bootstrapping)-common examples including logistic or Poisson regression and generalizations to handle clustered or multivariate data, such as generalised estimating equations. We propose a bootstrap method based on probability integral transform (PIT-) residuals, which we call the PIT-trap, which assumes data come from some marginal distribution F of known parametric form. This method can be understood as a type of "model-free bootstrap", adapted to the problem of discrete and highly multivariate data. PIT-residuals have the key property that they are (asymptotically) pivotal. The PIT-trap thus inherits the key property, not afforded by any other residual resampling approach, that the marginal distribution of data can be preserved under PIT-trapping. This in turn enables the derivation of some standard bootstrap properties, including second-order correctness of pivotal PIT-trap test statistics. In multivariate data, bootstrapping rows of PIT-residuals affords the property that it preserves correlation in data without the need for it to be modelled, a key point of difference as compared to a parametric bootstrap. The proposed method is illustrated on an example involving multivariate abundance data in ecology, and demonstrated via simulation to have improved properties as compared to competing resampling methods.

A probabilistic method for computing quantitative risk indexes from medical injuries compensation claims.

PubMed

Dalle Carbonare, S; Folli, F; Patrini, E; Giudici, P; Bellazzi, R

2013-01-01

The increasing demand of health care services and the complexity of health care delivery require Health Care Organizations (HCOs) to approach clinical risk management through proper methods and tools. An important aspect of risk management is to exploit the analysis of medical injuries compensation claims in order to reduce adverse events and, at the same time, to optimize the costs of health insurance policies. This work provides a probabilistic method to estimate the risk level of a HCO by computing quantitative risk indexes from medical injury compensation claims. Our method is based on the estimate of a loss probability distribution from compensation claims data through parametric and non-parametric modeling and Monte Carlo simulations. The loss distribution can be estimated both on the whole dataset and, thanks to the application of a Bayesian hierarchical model, on stratified data. The approach allows to quantitatively assessing the risk structure of the HCO by analyzing the loss distribution and deriving its expected value and percentiles. We applied the proposed method to 206 cases of injuries with compensation requests collected from 1999 to the first semester of 2007 by the HCO of Lodi, in the Northern part of Italy. We computed the risk indexes taking into account the different clinical departments and the different hospitals involved. The approach proved to be useful to understand the HCO risk structure in terms of frequency, severity, expected and unexpected loss related to adverse events.

The PIT-trap—A “model-free” bootstrap procedure for inference about regression models with discrete, multivariate responses

PubMed Central

Thibaut, Loïc; Wang, Yi Alice

2017-01-01

Bootstrap methods are widely used in statistics, and bootstrapping of residuals can be especially useful in the regression context. However, difficulties are encountered extending residual resampling to regression settings where residuals are not identically distributed (thus not amenable to bootstrapping)—common examples including logistic or Poisson regression and generalizations to handle clustered or multivariate data, such as generalised estimating equations. We propose a bootstrap method based on probability integral transform (PIT-) residuals, which we call the PIT-trap, which assumes data come from some marginal distribution F of known parametric form. This method can be understood as a type of “model-free bootstrap”, adapted to the problem of discrete and highly multivariate data. PIT-residuals have the key property that they are (asymptotically) pivotal. The PIT-trap thus inherits the key property, not afforded by any other residual resampling approach, that the marginal distribution of data can be preserved under PIT-trapping. This in turn enables the derivation of some standard bootstrap properties, including second-order correctness of pivotal PIT-trap test statistics. In multivariate data, bootstrapping rows of PIT-residuals affords the property that it preserves correlation in data without the need for it to be modelled, a key point of difference as compared to a parametric bootstrap. The proposed method is illustrated on an example involving multivariate abundance data in ecology, and demonstrated via simulation to have improved properties as compared to competing resampling methods. PMID:28738071

Ambiguity Aversion in Rhesus Macaques

PubMed Central

Hayden, Benjamin Y.; Heilbronner, Sarah R.; Platt, Michael L.

2010-01-01

People generally prefer risky options, which have fully specified outcome probabilities, to ambiguous options, which have unspecified probabilities. This preference, formalized in economics, is strong enough that people will reliably prefer a risky option to an ambiguous option with a greater expected value. Explanations for ambiguity aversion often invoke uniquely human faculties like language, self-justification, or a desire to avoid public embarrassment. Challenging these ideas, here we demonstrate that a preference for unambiguous options is shared with rhesus macaques. We trained four monkeys to choose between pairs of options that both offered explicitly cued probabilities of large and small juice outcomes. We then introduced occasional trials where one of the options was obscured and examined their resulting preferences; we ran humans in a parallel experiment on a nearly identical task. We found that monkeys reliably preferred risky options to ambiguous ones, even when this bias was costly, closely matching the behavior of humans in the analogous task. Notably, ambiguity aversion varied parametrically with the extent of ambiguity. As expected, ambiguity aversion gradually declined as monkeys learned the underlying probability distribution of rewards. These data indicate that ambiguity aversion reflects fundamental cognitive biases shared with other animals rather than uniquely human factors guiding decisions. PMID:20922060

Modeling integrated water user decisions in intermittent supply systems

NASA Astrophysics Data System (ADS)

Rosenberg, David E.; Tarawneh, Tarek; Abdel-Khaleq, Rania; Lund, Jay R.

2007-07-01

We apply systems analysis to estimate household water use in an intermittent supply system considering numerous interdependent water user behaviors. Some 39 household actions include conservation; improving local storage or water quality; and accessing sources having variable costs, availabilities, reliabilities, and qualities. A stochastic optimization program with recourse decisions identifies the infrastructure investments and short-term coping actions a customer can adopt to cost-effectively respond to a probability distribution of piped water availability. Monte Carlo simulations show effects for a population of customers. Model calibration reproduces the distribution of billed residential water use in Amman, Jordan. Parametric analyses suggest economic and demand responses to increased availability and alternative pricing. It also suggests potential market penetration for conservation actions, associated water savings, and subsidies to entice further adoption. We discuss new insights to size, target, and finance conservation.

Hyperbolic and semi-parametric models in finance

NASA Astrophysics Data System (ADS)

Bingham, N. H.; Kiesel, Rüdiger

2001-02-01

The benchmark Black-Scholes-Merton model of mathematical finance is parametric, based on the normal/Gaussian distribution. Its principal parametric competitor, the hyperbolic model of Barndorff-Nielsen, Eberlein and others, is briefly discussed. Our main theme is the use of semi-parametric models, incorporating the mean vector and covariance matrix as in the Markowitz approach, plus a non-parametric part, a scalar function incorporating features such as tail-decay. Implementation is also briefly discussed.

Parametric modelling of cost data in medical studies.

PubMed

Nixon, R M; Thompson, S G

2004-04-30

The cost of medical resources used is often recorded for each patient in clinical studies in order to inform decision-making. Although cost data are generally skewed to the right, interest is in making inferences about the population mean cost. Common methods for non-normal data, such as data transformation, assuming asymptotic normality of the sample mean or non-parametric bootstrapping, are not ideal. This paper describes possible parametric models for analysing cost data. Four example data sets are considered, which have different sample sizes and degrees of skewness. Normal, gamma, log-normal, and log-logistic distributions are fitted, together with three-parameter versions of the latter three distributions. Maximum likelihood estimates of the population mean are found; confidence intervals are derived by a parametric BC(a) bootstrap and checked by MCMC methods. Differences between model fits and inferences are explored.Skewed parametric distributions fit cost data better than the normal distribution, and should in principle be preferred for estimating the population mean cost. However for some data sets, we find that models that fit badly can give similar inferences to those that fit well. Conversely, particularly when sample sizes are not large, different parametric models that fit the data equally well can lead to substantially different inferences. We conclude that inferences are sensitive to choice of statistical model, which itself can remain uncertain unless there is enough data to model the tail of the distribution accurately. Investigating the sensitivity of conclusions to choice of model should thus be an essential component of analysing cost data in practice. Copyright 2004 John Wiley & Sons, Ltd.

Parametric Rietveld refinement and magnetic characterization of superparamagnetic iron oxide nanoparticles

NASA Astrophysics Data System (ADS)

Pereira, Guilherme Ferreira Lemos; Costa, Fanny Nascimento; Souza, José Antonio; Haddad, Paula Silvia; Ferreira, Fabio Furlan

2018-06-01

This article describes the synthesis of two superparamagnetic iron oxide nanoparticles (SPIONs) covered with different ligands - hydrophobic (oleic acid (OA)) and hydrophilic (tetraethyl ammonium (TEA)) - and the investigation of the effects of thermal treatments on the crystal structure of TEA-SPIONs or OA-SPIONs using X-ray powder diffraction data and parametric Rietveld refinements; we stablished non-crystallographic models to describe how the oxidation processes take place with increasing temperatures for the different systems. The morphological and magnetic properties revealed the nanoparticles have a mean diameter of ∼10 nm in the solid state and are superparamagnetic at room temperature. Magnetization measurements confirmed the superparamagnetic state for both systems and revealed smaller particle sizes and narrower size distribution for OA-SPIONs than for TEA-SPIONs. The thermomagnetic analyses show only the ferrimagnetic phase transition of magnetite for OA-SPIONs while in the TEA-SPIONs, besides the ferrimagnetic phase transition there is the appearance of an antiferromagnetic one disclosing the evolution of hematite phase probably on the surface of magnetite due to thermal cycles.

Parametric adaptive filtering and data validation in the bar GW detector AURIGA

NASA Astrophysics Data System (ADS)

Ortolan, A.; Baggio, L.; Cerdonio, M.; Prodi, G. A.; Vedovato, G.; Vitale, S.

2002-04-01

We report on our experience gained in the signal processing of the resonant GW detector AURIGA. Signal amplitude and arrival time are estimated by means of a matched-adaptive Wiener filter. The detector noise, entering in the filter set-up, is modelled as a parametric ARMA process; to account for slow non-stationarity of the noise, the ARMA parameters are estimated on an hourly basis. A requirement of the set-up of an unbiased Wiener filter is the separation of time spans with 'almost Gaussian' noise from non-Gaussian and/or strongly non-stationary time spans. The separation algorithm consists basically of a variance estimate with the Chauvenet convergence method and a threshold on the Curtosis index. The subsequent validation of data is strictly connected with the separation procedure: in fact, by injecting a large number of artificial GW signals into the 'almost Gaussian' part of the AURIGA data stream, we have demonstrated that the effective probability distributions of the signal-to-noise ratio χ2 and the time of arrival are those that are expected.

Computation of the intensities of parametric holographic scattering patterns in photorefractive crystals.

PubMed

Schwalenberg, Simon

2005-06-01

The present work represents a first attempt to perform computations of output intensity distributions for different parametric holographic scattering patterns. Based on the model for parametric four-wave mixing processes in photorefractive crystals and taking into account realistic material properties, we present computed images of selected scattering patterns. We compare these calculated light distributions to the corresponding experimental observations. Our analysis is especially devoted to dark scattering patterns as they make high demands on the underlying model.

Multiple Scattering in Random Mechanical Systems and Diffusion Approximation

NASA Astrophysics Data System (ADS)

Feres, Renato; Ng, Jasmine; Zhang, Hong-Kun

2013-10-01

This paper is concerned with stochastic processes that model multiple (or iterated) scattering in classical mechanical systems of billiard type, defined below. From a given (deterministic) system of billiard type, a random process with transition probabilities operator P is introduced by assuming that some of the dynamical variables are random with prescribed probability distributions. Of particular interest are systems with weak scattering, which are associated to parametric families of operators P h , depending on a geometric or mechanical parameter h, that approaches the identity as h goes to 0. It is shown that ( P h - I)/ h converges for small h to a second order elliptic differential operator on compactly supported functions and that the Markov chain process associated to P h converges to a diffusion with infinitesimal generator . Both P h and are self-adjoint (densely) defined on the space of square-integrable functions over the (lower) half-space in , where η is a stationary measure. This measure's density is either (post-collision) Maxwell-Boltzmann distribution or Knudsen cosine law, and the random processes with infinitesimal generator respectively correspond to what we call MB diffusion and (generalized) Legendre diffusion. Concrete examples of simple mechanical systems are given and illustrated by numerically simulating the random processes.

Genetic Algorithm Based Framework for Automation of Stochastic Modeling of Multi-Season Streamflows

NASA Astrophysics Data System (ADS)

Srivastav, R. K.; Srinivasan, K.; Sudheer, K.

2009-05-01

Synthetic streamflow data generation involves the synthesis of likely streamflow patterns that are statistically indistinguishable from the observed streamflow data. The various kinds of stochastic models adopted for multi-season streamflow generation in hydrology are: i) parametric models which hypothesize the form of the periodic dependence structure and the distributional form a priori (examples are PAR, PARMA); disaggregation models that aim to preserve the correlation structure at the periodic level and the aggregated annual level; ii) Nonparametric models (examples are bootstrap/kernel based methods), which characterize the laws of chance, describing the stream flow process, without recourse to prior assumptions as to the form or structure of these laws; (k-nearest neighbor (k-NN), matched block bootstrap (MABB)); non-parametric disaggregation model. iii) Hybrid models which blend both parametric and non-parametric models advantageously to model the streamflows effectively. Despite many of these developments that have taken place in the field of stochastic modeling of streamflows over the last four decades, accurate prediction of the storage and the critical drought characteristics has been posing a persistent challenge to the stochastic modeler. This is partly because, usually, the stochastic streamflow model parameters are estimated by minimizing a statistically based objective function (such as maximum likelihood (MLE) or least squares (LS) estimation) and subsequently the efficacy of the models is being validated based on the accuracy of prediction of the estimates of the water-use characteristics, which requires large number of trial simulations and inspection of many plots and tables. Still accurate prediction of the storage and the critical drought characteristics may not be ensured. In this study a multi-objective optimization framework is proposed to find the optimal hybrid model (blend of a simple parametric model, PAR(1) model and matched block bootstrap (MABB) ) based on the explicit objective functions of minimizing the relative bias and relative root mean square error in estimating the storage capacity of the reservoir. The optimal parameter set of the hybrid model is obtained based on the search over a multi- dimensional parameter space (involving simultaneous exploration of the parametric (PAR(1)) as well as the non-parametric (MABB) components). This is achieved using the efficient evolutionary search based optimization tool namely, non-dominated sorting genetic algorithm - II (NSGA-II). This approach helps in reducing the drudgery involved in the process of manual selection of the hybrid model, in addition to predicting the basic summary statistics dependence structure, marginal distribution and water-use characteristics accurately. The proposed optimization framework is used to model the multi-season streamflows of River Beaver and River Weber of USA. In case of both the rivers, the proposed GA-based hybrid model yields a much better prediction of the storage capacity (where simultaneous exploration of both parametric and non-parametric components is done) when compared with the MLE-based hybrid models (where the hybrid model selection is done in two stages, thus probably resulting in a sub-optimal model). This framework can be further extended to include different linear/non-linear hybrid stochastic models at other temporal and spatial scales as well.

Robustness of quantum key distribution with discrete and continuous variables to channel noise

NASA Astrophysics Data System (ADS)

Lasota, Mikołaj; Filip, Radim; Usenko, Vladyslav C.

2017-06-01

We study the robustness of quantum key distribution protocols using discrete or continuous variables to the channel noise. We introduce the model of such noise based on coupling of the signal to a thermal reservoir, typical for continuous-variable quantum key distribution, to the discrete-variable case. Then we perform a comparison of the bounds on the tolerable channel noise between these two kinds of protocols using the same noise parametrization, in the case of implementation which is perfect otherwise. Obtained results show that continuous-variable protocols can exhibit similar robustness to the channel noise when the transmittance of the channel is relatively high. However, for strong loss discrete-variable protocols are superior and can overcome even the infinite-squeezing continuous-variable protocol while using limited nonclassical resources. The requirement on the probability of a single-photon production which would have to be fulfilled by a practical source of photons in order to demonstrate such superiority is feasible thanks to the recent rapid development in this field.

Violation of continuous-variable Einstein-Podolsky-Rosen steering with discrete measurements.

PubMed

Schneeloch, James; Dixon, P Ben; Howland, Gregory A; Broadbent, Curtis J; Howell, John C

2013-03-29

In this Letter, we derive an entropic Einstein-Podolsky-Rosen (EPR) steering inequality for continuous-variable systems using only experimentally measured discrete probability distributions and details of the measurement apparatus. We use this inequality to witness EPR steering between the positions and momenta of photon pairs generated in spontaneous parametric down-conversion. We examine the asymmetry between parties in this inequality, and show that this asymmetry can be used to reduce the technical requirements of experimental setups intended to demonstrate the EPR paradox. Furthermore, we develop a more stringent steering inequality that is symmetric between parties, and use it to show that the down-converted photon pairs also exhibit symmetric EPR steering.

Violation of Continuous-Variable Einstein-Podolsky-Rosen Steering with Discrete Measurements

NASA Astrophysics Data System (ADS)

Schneeloch, James; Dixon, P. Ben; Howland, Gregory A.; Broadbent, Curtis J.; Howell, John C.

2013-03-01

In this Letter, we derive an entropic Einstein-Podolsky-Rosen (EPR) steering inequality for continuous-variable systems using only experimentally measured discrete probability distributions and details of the measurement apparatus. We use this inequality to witness EPR steering between the positions and momenta of photon pairs generated in spontaneous parametric down-conversion. We examine the asymmetry between parties in this inequality, and show that this asymmetry can be used to reduce the technical requirements of experimental setups intended to demonstrate the EPR paradox. Furthermore, we develop a more stringent steering inequality that is symmetric between parties, and use it to show that the down-converted photon pairs also exhibit symmetric EPR steering.

Comparison of Two Stochastic Daily Rainfall Models and their Ability to Preserve Multi-year Rainfall Variability

NASA Astrophysics Data System (ADS)

Kamal Chowdhury, AFM; Lockart, Natalie; Willgoose, Garry; Kuczera, George; Kiem, Anthony; Parana Manage, Nadeeka

2016-04-01

Stochastic simulation of rainfall is often required in the simulation of streamflow and reservoir levels for water security assessment. As reservoir water levels generally vary on monthly to multi-year timescales, it is important that these rainfall series accurately simulate the multi-year variability. However, the underestimation of multi-year variability is a well-known issue in daily rainfall simulation. Focusing on this issue, we developed a hierarchical Markov Chain (MC) model in a traditional two-part MC-Gamma Distribution modelling structure, but with a new parameterization technique. We used two parameters of first-order MC process (transition probabilities of wet-to-wet and dry-to-dry days) to simulate the wet and dry days, and two parameters of Gamma distribution (mean and standard deviation of wet day rainfall) to simulate wet day rainfall depths. We found that use of deterministic Gamma parameter values results in underestimation of multi-year variability of rainfall depths. Therefore, we calculated the Gamma parameters for each month of each year from the observed data. Then, for each month, we fitted a multi-variate normal distribution to the calculated Gamma parameter values. In the model, we stochastically sampled these two Gamma parameters from the multi-variate normal distribution for each month of each year and used them to generate rainfall depth in wet days using the Gamma distribution. In another study, Mehrotra and Sharma (2007) proposed a semi-parametric Markov model. They also used a first-order MC process for rainfall occurrence simulation. But, the MC parameters were modified by using an additional factor to incorporate the multi-year variability. Generally, the additional factor is analytically derived from the rainfall over a pre-specified past periods (e.g. last 30, 180, or 360 days). They used a non-parametric kernel density process to simulate the wet day rainfall depths. In this study, we have compared the performance of our hierarchical MC model with the semi-parametric model in preserving rainfall variability in daily, monthly, and multi-year scales. To calibrate the parameters of both models and assess their ability to preserve observed statistics, we have used ground based data from 15 raingauge stations around Australia, which consist a wide range of climate zones including coastal, monsoonal, and arid climate characteristics. In preliminary results, both models show comparative performances in preserving the multi-year variability of rainfall depth and occurrence. However, the semi-parametric model shows a tendency of overestimating the mean rainfall depth, while our model shows a tendency of overestimating the number of wet days. We will discuss further the relative merits of the both models for hydrology simulation in the presentation.

CORNAS: coverage-dependent RNA-Seq analysis of gene expression data without biological replicates.

PubMed

Low, Joel Z B; Khang, Tsung Fei; Tammi, Martti T

2017-12-28

In current statistical methods for calling differentially expressed genes in RNA-Seq experiments, the assumption is that an adjusted observed gene count represents an unknown true gene count. This adjustment usually consists of a normalization step to account for heterogeneous sample library sizes, and then the resulting normalized gene counts are used as input for parametric or non-parametric differential gene expression tests. A distribution of true gene counts, each with a different probability, can result in the same observed gene count. Importantly, sequencing coverage information is currently not explicitly incorporated into any of the statistical models used for RNA-Seq analysis. We developed a fast Bayesian method which uses the sequencing coverage information determined from the concentration of an RNA sample to estimate the posterior distribution of a true gene count. Our method has better or comparable performance compared to NOISeq and GFOLD, according to the results from simulations and experiments with real unreplicated data. We incorporated a previously unused sequencing coverage parameter into a procedure for differential gene expression analysis with RNA-Seq data. Our results suggest that our method can be used to overcome analytical bottlenecks in experiments with limited number of replicates and low sequencing coverage. The method is implemented in CORNAS (Coverage-dependent RNA-Seq), and is available at https://github.com/joel-lzb/CORNAS .

On parametrized cold dense matter equation-of-state inference

NASA Astrophysics Data System (ADS)

Riley, Thomas E.; Raaijmakers, Geert; Watts, Anna L.

2018-07-01

Constraining the equation of state of cold dense matter in compact stars is a major science goal for observing programmes being conducted using X-ray, radio, and gravitational wave telescopes. We discuss Bayesian hierarchical inference of parametrized dense matter equations of state. In particular, we generalize and examine two inference paradigms from the literature: (i) direct posterior equation-of-state parameter estimation, conditioned on observations of a set of rotating compact stars; and (ii) indirect parameter estimation, via transformation of an intermediary joint posterior distribution of exterior spacetime parameters (such as gravitational masses and coordinate equatorial radii). We conclude that the former paradigm is not only tractable for large-scale analyses, but is principled and flexible from a Bayesian perspective while the latter paradigm is not. The thematic problem of Bayesian prior definition emerges as the crux of the difference between these paradigms. The second paradigm should in general only be considered as an ill-defined approach to the problem of utilizing archival posterior constraints on exterior spacetime parameters; we advocate for an alternative approach whereby such information is repurposed as an approximative likelihood function. We also discuss why conditioning on a piecewise-polytropic equation-of-state model - currently standard in the field of dense matter study - can easily violate conditions required for transformation of a probability density distribution between spaces of exterior (spacetime) and interior (source matter) parameters.

A program for the Bayesian Neural Network in the ROOT framework

NASA Astrophysics Data System (ADS)

Zhong, Jiahang; Huang, Run-Sheng; Lee, Shih-Chang

2011-12-01

We present a Bayesian Neural Network algorithm implemented in the TMVA package (Hoecker et al., 2007 [1]), within the ROOT framework (Brun and Rademakers, 1997 [2]). Comparing to the conventional utilization of Neural Network as discriminator, this new implementation has more advantages as a non-parametric regression tool, particularly for fitting probabilities. It provides functionalities including cost function selection, complexity control and uncertainty estimation. An example of such application in High Energy Physics is shown. The algorithm is available with ROOT release later than 5.29. Program summaryProgram title: TMVA-BNN Catalogue identifier: AEJX_v1_0 Program summary URL:http://cpc.cs.qub.ac.uk/summaries/AEJX_v1_0.html Program obtainable from: CPC Program Library, Queen's University, Belfast, N. Ireland Licensing provisions: BSD license No. of lines in distributed program, including test data, etc.: 5094 No. of bytes in distributed program, including test data, etc.: 1,320,987 Distribution format: tar.gz Programming language: C++ Computer: Any computer system or cluster with C++ compiler and UNIX-like operating system Operating system: Most UNIX/Linux systems. The application programs were thoroughly tested under Fedora and Scientific Linux CERN. Classification: 11.9 External routines: ROOT package version 5.29 or higher ( http://root.cern.ch) Nature of problem: Non-parametric fitting of multivariate distributions Solution method: An implementation of Neural Network following the Bayesian statistical interpretation. Uses Laplace approximation for the Bayesian marginalizations. Provides the functionalities of automatic complexity control and uncertainty estimation. Running time: Time consumption for the training depends substantially on the size of input sample, the NN topology, the number of training iterations, etc. For the example in this manuscript, about 7 min was used on a PC/Linux with 2.0 GHz processors.

Nonlinearities and noise in micromechanical resonators: From understanding to characterization and design tools

NASA Astrophysics Data System (ADS)

Polunin, Pavel M.

In this work we consider several nonlinearity-based and/or noise-related phenomena that have been recently observed in micro-electromechanical vibratory systems. The main goals are to closely examine these phenomena, develop an understanding of their underlying physics, derive techniques for characterizing parameters in relevant mathematical models, and determine ways to improve the performance of specific classes of micro-electromechanical systems (MEMS) used in applications. The general perspective of this work is based on the fact that nonlinearity and noise represent integral parts of the models needed to describe the response of these systems, and the focus is on situations where these generally undesirable features can be utilized or accounted for in design. We consider three different, but related, topics in this general area. The first topic uses the slowly varying states in a rotating frame of reference where we analyze the stationary probability distribution of a nonlinear parametrically-driven resonator subjected to Poisson pulses and thermal noise. We show that Poisson pulses with low pulse rates, as compared with the resonator decay rate, cause a power-law divergence of the probability density at the resonator equilibrium in both the underdamped (overdamped) regimes, in which the response does (does not) spiral in the rotating frame. We have also found that the shape of the probability distribution away from the equilibrium position is qualitatively different for the overdamped and underdamped cases. In particular, in the overdamped regime, the form of the secondary singularity in the probability distribution depends strongly on the reference phase of the resonator response and the pulse modulation phase, while in the underdamped regime several singular peaks occur in the distribution, and their locations are determined by the resonator frequency and decay rate in the rotating frame. Finally, we show that even weak Gaussian noise smoothens out the singular peaks in the probability distribution. The theoretical results are successfully compared experimental results obtained from collaborators at the Hong Kong University of Science and Technology. Second, we discuss a time-domain technique for characterizing parameters for models that describe the response of a single vibrational mode of micromechanical resonators with symmetric restoring and damping forces. These parameters include coefficients of conservative and dissipative linear and nonlinear terms, as well as the strengths of various noise sources acting on the mode of interest. The method relies on measurements taken during a ringdown response, that is, free vibration, in which the nonlinearities result in an amplitude-dependent frequency and a non-exponential decay of the amplitude, while noise sources cause fluctuations in the resonator amplitude and phase. Analysis of the amplitude of the ringdown response allows one to estimate the quality factor and the dissipative nonlinearity, and the zero-crossing points in the ringdown measurement can be used to characterize the linear natural frequency and the cubic and quintic nonlinearities of the vibrational mode, which typically arise from a combination of mechanical and electrostatic effects. Additionally, we develop and demonstrate a statistical analysis of the zero-crossing points in the resonator response that allows one to separate the effects of additive, multiplicative, and measurement noises and estimate their corresponding intensities. These characterization methods are demonstrated using experimental measurements obtained from collaborators at Stanford University. Finally, we examine the problem of self-induced parametric amplification in ring/disk resonating gyroscopes. We model the dynamics of these gyroscopes by considering flexural (elliptical) vibrations of a thin elastic ring subjected to electrostatic transduction and show that the parametric amplification arises naturally from nonlinear intermodal coupling between the drive and sense modes of the gyroscope. Analysis shows that this coupling results in a substantial increase in the sensitivity of the gyroscope to the external angular rate. This improvement in the gyroscope performance depends strongly on both the modal coupling strength and the operating point of the gyroscope, features which depend on details of nonlinear kinematics of, and forces acting on, the ring. Using the results from this model, we explore ways to enhance the amplification effect by changing the shape of the resonator body and attendant electrodes, and by electrostatic tuning. These results suggest new designs for ring gyros, and a general approach for other geometries, such as disk-resonator-gyros (DRGs), that should offer significant improvements in device sensitivity.

A probabilistic strategy for parametric catastrophe insurance

NASA Astrophysics Data System (ADS)

Figueiredo, Rui; Martina, Mario; Stephenson, David; Youngman, Benjamin

2017-04-01

Economic losses due to natural hazards have shown an upward trend since 1980, which is expected to continue. Recent years have seen a growing worldwide commitment towards the reduction of disaster losses. This requires effective management of disaster risk at all levels, a part of which involves reducing financial vulnerability to disasters ex-ante, ensuring that necessary resources will be available following such events. One way to achieve this is through risk transfer instruments. These can be based on different types of triggers, which determine the conditions under which payouts are made after an event. This study focuses on parametric triggers, where payouts are determined by the occurrence of an event exceeding specified physical parameters at a given location, or at multiple locations, or over a region. This type of product offers a number of important advantages, and its adoption is increasing. The main drawback of parametric triggers is their susceptibility to basis risk, which arises when there is a mismatch between triggered payouts and the occurrence of loss events. This is unavoidable in said programmes, as their calibration is based on models containing a number of different sources of uncertainty. Thus, a deterministic definition of the loss event triggering parameters appears flawed. However, often for simplicity, this is the way in which most parametric models tend to be developed. This study therefore presents an innovative probabilistic strategy for parametric catastrophe insurance. It is advantageous as it recognizes uncertainties and minimizes basis risk while maintaining a simple and transparent procedure. A logistic regression model is constructed here to represent the occurrence of loss events based on certain loss index variables, obtained through the transformation of input environmental variables. Flood-related losses due to rainfall are studied. The resulting model is able, for any given day, to issue probabilities of occurrence of loss events. Due to the nature of parametric programmes, it is still necessary to clearly define when a payout is due or not, and so a decision threshold probability above which a loss event is considered to occur must be set, effectively converting the issued probabilities into deterministic binary outcomes. Model skill and value are evaluated over the range of possible threshold probabilities, with the objective of defining the optimal one. The predictive ability of the model is assessed. In terms of value assessment, a decision model is proposed, allowing users to quantify monetarily their expected expenses when different combinations of model event triggering and actual event occurrence take place, directly tackling the problem of basis risk.

Quantum illumination for enhanced detection of Rayleigh-fading targets

NASA Astrophysics Data System (ADS)

Zhuang, Quntao; Zhang, Zheshen; Shapiro, Jeffrey H.

2017-08-01

Quantum illumination (QI) is an entanglement-enhanced sensing system whose performance advantage over a comparable classical system survives its usage in an entanglement-breaking scenario plagued by loss and noise. In particular, QI's error-probability exponent for discriminating between equally likely hypotheses of target absence or presence is 6 dB higher than that of the optimum classical system using the same transmitted power. This performance advantage, however, presumes that the target return, when present, has known amplitude and phase, a situation that seldom occurs in light detection and ranging (lidar) applications. At lidar wavelengths, most target surfaces are sufficiently rough that their returns are speckled, i.e., they have Rayleigh-distributed amplitudes and uniformly distributed phases. QI's optical parametric amplifier receiver—which affords a 3 dB better-than-classical error-probability exponent for a return with known amplitude and phase—fails to offer any performance gain for Rayleigh-fading targets. We show that the sum-frequency generation receiver [Zhuang et al., Phys. Rev. Lett. 118, 040801 (2017), 10.1103/PhysRevLett.118.040801]—whose error-probability exponent for a nonfading target achieves QI's full 6 dB advantage over optimum classical operation—outperforms the classical system for Rayleigh-fading targets. In this case, QI's advantage is subexponential: its error probability is lower than the classical system's by a factor of 1 /ln(M κ ¯NS/NB) , when M κ ¯NS/NB≫1 , with M ≫1 being the QI transmitter's time-bandwidth product, NS≪1 its brightness, κ ¯ the target return's average intensity, and NB the background light's brightness.

Spatial hydrological drought characteristics in Karkheh River basin, southwest Iran using copulas

NASA Astrophysics Data System (ADS)

Dodangeh, Esmaeel; Shahedi, Kaka; Shiau, Jenq-Tzong; MirAkbari, Maryam

2017-08-01

Investigation on drought characteristics such as severity, duration, and frequency is crucial for water resources planning and management in a river basin. While the methodology for multivariate drought frequency analysis is well established by applying the copulas, the estimation on the associated parameters by various parameter estimation methods and the effects on the obtained results have not yet been investigated. This research aims at conducting a comparative analysis between the maximum likelihood parametric and non-parametric method of the Kendall τ estimation method for copulas parameter estimation. The methods were employed to study joint severity-duration probability and recurrence intervals in Karkheh River basin (southwest Iran) which is facing severe water-deficit problems. Daily streamflow data at three hydrological gauging stations (Tang Sazbon, Huleilan and Polchehr) near the Karkheh dam were used to draw flow duration curves (FDC) of these three stations. The Q_{75} index extracted from the FDC were set as threshold level to abstract drought characteristics such as drought duration and severity on the basis of the run theory. Drought duration and severity were separately modeled using the univariate probabilistic distributions and gamma-GEV, LN2-exponential, and LN2-gamma were selected as the best paired drought severity-duration inputs for copulas according to the Akaike Information Criteria (AIC), Kolmogorov-Smirnov and chi-square tests. Archimedean Clayton, Frank, and extreme value Gumbel copulas were employed to construct joint cumulative distribution functions (JCDF) of droughts for each station. Frank copula at Tang Sazbon and Gumbel at Huleilan and Polchehr stations were identified as the best copulas based on the performance evaluation criteria including AIC, BIC, log-likelihood and root mean square error (RMSE) values. Based on the RMSE values, nonparametric Kendall-τ is preferred to the parametric maximum likelihood estimation method. The results showed greater drought return periods by the parametric ML method in comparison to the nonparametric Kendall τ estimation method. The results also showed that stations located in tributaries (Huleilan and Polchehr) have close return periods, while the station along the main river (Tang Sazbon) has the smaller return periods for the drought events with identical drought duration and severity.

Analysis of small sample size studies using nonparametric bootstrap test with pooled resampling method.

PubMed

Dwivedi, Alok Kumar; Mallawaarachchi, Indika; Alvarado, Luis A

2017-06-30

Experimental studies in biomedical research frequently pose analytical problems related to small sample size. In such studies, there are conflicting findings regarding the choice of parametric and nonparametric analysis, especially with non-normal data. In such instances, some methodologists questioned the validity of parametric tests and suggested nonparametric tests. In contrast, other methodologists found nonparametric tests to be too conservative and less powerful and thus preferred using parametric tests. Some researchers have recommended using a bootstrap test; however, this method also has small sample size limitation. We used a pooled method in nonparametric bootstrap test that may overcome the problem related with small samples in hypothesis testing. The present study compared nonparametric bootstrap test with pooled resampling method corresponding to parametric, nonparametric, and permutation tests through extensive simulations under various conditions and using real data examples. The nonparametric pooled bootstrap t-test provided equal or greater power for comparing two means as compared with unpaired t-test, Welch t-test, Wilcoxon rank sum test, and permutation test while maintaining type I error probability for any conditions except for Cauchy and extreme variable lognormal distributions. In such cases, we suggest using an exact Wilcoxon rank sum test. Nonparametric bootstrap paired t-test also provided better performance than other alternatives. Nonparametric bootstrap test provided benefit over exact Kruskal-Wallis test. We suggest using nonparametric bootstrap test with pooled resampling method for comparing paired or unpaired means and for validating the one way analysis of variance test results for non-normal data in small sample size studies. Copyright © 2017 John Wiley & Sons, Ltd. Copyright © 2017 John Wiley & Sons, Ltd.

Probability of satellite collision

NASA Technical Reports Server (NTRS)

Mccarter, J. W.

1972-01-01

A method is presented for computing the probability of a collision between a particular artificial earth satellite and any one of the total population of earth satellites. The collision hazard incurred by the proposed modular Space Station is assessed using the technique presented. The results of a parametric study to determine what type of satellite orbits produce the greatest contribution to the total collision probability are presented. Collision probability for the Space Station is given as a function of Space Station altitude and inclination. Collision probability was also parameterized over miss distance and mission duration.

A Note on the Assumption of Identical Distributions for Nonparametric Tests of Location

ERIC Educational Resources Information Center

Nordstokke, David W.; Colp, S. Mitchell

2018-01-01

Often, when testing for shift in location, researchers will utilize nonparametric statistical tests in place of their parametric counterparts when there is evidence or belief that the assumptions of the parametric test are not met (i.e., normally distributed dependent variables). An underlying and often unattended to assumption of nonparametric…

Tangled nature model of evolutionary dynamics reconsidered: Structural and dynamical effects of trait inheritance

NASA Astrophysics Data System (ADS)

Andersen, Christian Walther; Sibani, Paolo

2016-05-01

Based on the stochastic dynamics of interacting agents which reproduce, mutate, and die, the tangled nature model (TNM) describes key emergent features of biological and cultural ecosystems' evolution. While trait inheritance is not included in many applications, i.e., the interactions of an agent and those of its mutated offspring are taken to be uncorrelated, in the family of TNMs introduced in this work correlations of varying strength are parametrized by a positive integer K . We first show that the interactions generated by our rule are nearly independent of K . Consequently, the structural and dynamical effects of trait inheritance can be studied independently of effects related to the form of the interactions. We then show that changing K strengthens the core structure of the ecology, leads to population abundance distributions better approximated by log-normal probability densities, and increases the probability that a species extant at time tw also survives at t >tw . Finally, survival probabilities of species are shown to decay as powers of the ratio t /tw , a so-called pure aging behavior usually seen in glassy systems of physical origin. We find a quantitative dynamical effect of trait inheritance, namely, that increasing the value of K numerically decreases the decay exponent of the species survival probability.

Tangled nature model of evolutionary dynamics reconsidered: Structural and dynamical effects of trait inheritance.

PubMed

Andersen, Christian Walther; Sibani, Paolo

2016-05-01

Based on the stochastic dynamics of interacting agents which reproduce, mutate, and die, the tangled nature model (TNM) describes key emergent features of biological and cultural ecosystems' evolution. While trait inheritance is not included in many applications, i.e., the interactions of an agent and those of its mutated offspring are taken to be uncorrelated, in the family of TNMs introduced in this work correlations of varying strength are parametrized by a positive integer K. We first show that the interactions generated by our rule are nearly independent of K. Consequently, the structural and dynamical effects of trait inheritance can be studied independently of effects related to the form of the interactions. We then show that changing K strengthens the core structure of the ecology, leads to population abundance distributions better approximated by log-normal probability densities, and increases the probability that a species extant at time t_{w} also survives at t>t_{w}. Finally, survival probabilities of species are shown to decay as powers of the ratio t/t_{w}, a so-called pure aging behavior usually seen in glassy systems of physical origin. We find a quantitative dynamical effect of trait inheritance, namely, that increasing the value of K numerically decreases the decay exponent of the species survival probability.

Generalizations and Extensions of the Probability of Superiority Effect Size Estimator

ERIC Educational Resources Information Center

Ruscio, John; Gera, Benjamin Lee

2013-01-01

Researchers are strongly encouraged to accompany the results of statistical tests with appropriate estimates of effect size. For 2-group comparisons, a probability-based effect size estimator ("A") has many appealing properties (e.g., it is easy to understand, robust to violations of parametric assumptions, insensitive to outliers). We review…

A non-parametric postprocessor for bias-correcting multi-model ensemble forecasts of hydrometeorological and hydrologic variables

NASA Astrophysics Data System (ADS)

Brown, James; Seo, Dong-Jun

2010-05-01

Operational forecasts of hydrometeorological and hydrologic variables often contain large uncertainties, for which ensemble techniques are increasingly used. However, the utility of ensemble forecasts depends on the unbiasedness of the forecast probabilities. We describe a technique for quantifying and removing biases from ensemble forecasts of hydrometeorological and hydrologic variables, intended for use in operational forecasting. The technique makes no a priori assumptions about the distributional form of the variables, which is often unknown or difficult to model parametrically. The aim is to estimate the conditional cumulative distribution function (ccdf) of the observed variable given a (possibly biased) real-time ensemble forecast from one or several forecasting systems (multi-model ensembles). The technique is based on Bayesian optimal linear estimation of indicator variables, and is analogous to indicator cokriging (ICK) in geostatistics. By developing linear estimators for the conditional expectation of the observed variable at many thresholds, ICK provides a discrete approximation of the full ccdf. Since ICK minimizes the conditional error variance of the indicator expectation at each threshold, it effectively minimizes the Continuous Ranked Probability Score (CRPS) when infinitely many thresholds are employed. However, the ensemble members used as predictors in ICK, and other bias-correction techniques, are often highly cross-correlated, both within and between models. Thus, we propose an orthogonal transform of the predictors used in ICK, which is analogous to using their principal components in the linear system of equations. This leads to a well-posed problem in which a minimum number of predictors are used to provide maximum information content in terms of the total variance explained. The technique is used to bias-correct precipitation ensemble forecasts from the NCEP Global Ensemble Forecast System (GEFS), for which independent validation results are presented. Extension to multimodel ensembles from the NCEP GFS and Short Range Ensemble Forecast (SREF) systems is also proposed.

Analytic modeling of aerosol size distributions

NASA Technical Reports Server (NTRS)

Deepack, A.; Box, G. P.

1979-01-01

Mathematical functions commonly used for representing aerosol size distributions are studied parametrically. Methods for obtaining best fit estimates of the parameters are described. A catalog of graphical plots depicting the parametric behavior of the functions is presented along with procedures for obtaining analytical representations of size distribution data by visual matching of the data with one of the plots. Examples of fitting the same data with equal accuracy by more than one analytic model are also given.

Multibeam Formation with a Parametric Sonar

DTIC Science & Technology

1976-03-05

AD-A022 815 MULTIBEAM FORMATION WITH A PARAMETRIC SONAR Robert L. White Texas University at Austin Prepared for: Office of Naval Research 5 March...PARAMETRIC SONAR Final Report under Contract N00014-70-A-0166, Task 0020 1 February - 31 July 1974 Robe&, L. White OFFICE OF NAVAL RESEARCH Contract N00014...78712 APPROVED FOR PUBLIC RELEASE; DISTRIBUTION UNLIMITED. r-X: ~ ... ABSTRACT Parametric sonar has proven to be an effective concept in sonar

Application of multivariate Gaussian detection theory to known non-Gaussian probability density functions

NASA Astrophysics Data System (ADS)

Schwartz, Craig R.; Thelen, Brian J.; Kenton, Arthur C.

1995-06-01

A statistical parametric multispectral sensor performance model was developed by ERIM to support mine field detection studies, multispectral sensor design/performance trade-off studies, and target detection algorithm development. The model assumes target detection algorithms and their performance models which are based on data assumed to obey multivariate Gaussian probability distribution functions (PDFs). The applicability of these algorithms and performance models can be generalized to data having non-Gaussian PDFs through the use of transforms which convert non-Gaussian data to Gaussian (or near-Gaussian) data. An example of one such transform is the Box-Cox power law transform. In practice, such a transform can be applied to non-Gaussian data prior to the introduction of a detection algorithm that is formally based on the assumption of multivariate Gaussian data. This paper presents an extension of these techniques to the case where the joint multivariate probability density function of the non-Gaussian input data is known, and where the joint estimate of the multivariate Gaussian statistics, under the Box-Cox transform, is desired. The jointly estimated multivariate Gaussian statistics can then be used to predict the performance of a target detection algorithm which has an associated Gaussian performance model.

Coherent state amplification using frequency conversion and a single photon source

NASA Astrophysics Data System (ADS)

Kasture, Sachin

2017-11-01

Quantum state discrimination lies at the heart of quantum communication and quantum cryptography protocols. Quantum Key Distribution (QKD) using coherent states and homodyne detection has been shown to be a feasible method for quantum communication over long distances. However, this method is still limited because of optical losses. Noiseless coherent state amplification has been proposed as a way to overcome this. Photon addition using stimulated Spontaneous Parametric Down-conversion followed by photon subtraction has been used as a way to implement amplification. However, this process occurs with very low probability which makes it very difficult to implement cascaded stages of amplification due to dark count probability in the single photon detectors used to herald the addition and subtraction of single photons. We discuss a scheme using the χ (2) and χ (3) optical non-linearity and frequency conversion (sum and difference frequency generation) along with a single photon source to implement photon addition. Unlike the photon addition scheme using SPDC, this scheme allows us to tune the success probability at the cost of reduced amplification. The photon statistics of the converted field can be controlled using the power of the pump field and the interaction time.

Generic emergence of power law distributions and Lévy-Stable intermittent fluctuations in discrete logistic systems

NASA Astrophysics Data System (ADS)

Biham, Ofer; Malcai, Ofer; Levy, Moshe; Solomon, Sorin

1998-08-01

The dynamics of generic stochastic Lotka-Volterra (discrete logistic) systems of the form wi(t+1)=λ(t)wi(t)+aw¯(t)-bwi(t)w¯(t) is studied by computer simulations. The variables wi, i=1,...,N, are the individual system components and w¯(t)=(1/N)∑iwi(t) is their average. The parameters a and b are constants, while λ(t) is randomly chosen at each time step from a given distribution. Models of this type describe the temporal evolution of a large variety of systems such as stock markets and city populations. These systems are characterized by a large number of interacting objects and the dynamics is dominated by multiplicative processes. The instantaneous probability distribution P(w,t) of the system components wi turns out to fulfill a Pareto power law P(w,t)~w-1-α. The time evolution of w¯(t) presents intermittent fluctuations parametrized by a Lévy-stable distribution with the same index α, showing an intricate relation between the distribution of the wi's at a given time and the temporal fluctuations of their average.

Modeling Multi-Variate Gaussian Distributions and Analysis of Higgs Boson Couplings with the ATLAS Detector

NASA Astrophysics Data System (ADS)

Krohn, Olivia; Armbruster, Aaron; Gao, Yongsheng; Atlas Collaboration

2017-01-01

Software tools developed for the purpose of modeling CERN LHC pp collision data to aid in its interpretation are presented. Some measurements are not adequately described by a Gaussian distribution; thus an interpretation assuming Gaussian uncertainties will inevitably introduce bias, necessitating analytical tools to recreate and evaluate non-Gaussian features. One example is the measurements of Higgs boson production rates in different decay channels, and the interpretation of these measurements. The ratios of data to Standard Model expectations (μ) for five arbitrary signals were modeled by building five Poisson distributions with mixed signal contributions such that the measured values of μ are correlated. Algorithms were designed to recreate probability distribution functions of μ as multi-variate Gaussians, where the standard deviation (σ) and correlation coefficients (ρ) are parametrized. There was good success with modeling 1-D likelihood contours of μ, and the multi-dimensional distributions were well modeled within 1- σ but the model began to diverge after 2- σ due to unmerited assumptions in developing ρ. Future plans to improve the algorithms and develop a user-friendly analysis package will also be discussed. NSF International Research Experiences for Students

Application of Archimedean copulas to the impact assessment of hydro-climatic variables in semi-arid aquifers of western India

NASA Astrophysics Data System (ADS)

Wable, Pawan S.; Jha, Madan K.

2018-02-01

The effects of rainfall and the El Niño Southern Oscillation (ENSO) on groundwater in a semi-arid basin of India were analyzed using Archimedean copulas considering 17 years of data for monsoon rainfall, post-monsoon groundwater level (PMGL) and ENSO Index. The evaluated dependence among these hydro-climatic variables revealed that PMGL-Rainfall and PMGL-ENSO Index pairs have significant dependence. Hence, these pairs were used for modeling dependence by employing four types of Archimedean copulas: Ali-Mikhail-Haq, Clayton, Gumbel-Hougaard, and Frank. For the copula modeling, the results of probability distributions fitting to these hydro-climatic variables indicated that the PMGL and rainfall time series are best represented by Weibull and lognormal distributions, respectively, while the non-parametric kernel-based normal distribution is the most suitable for the ENSO Index. Further, the PMGL-Rainfall pair is best modeled by the Clayton copula, and the PMGL-ENSO Index pair is best modeled by the Frank copula. The Clayton copula-based conditional probability of PMGL being less than or equal to its average value at a given mean rainfall is above 70% for 33% of the study area. In contrast, the spatial variation of the Frank copula-based probability of PMGL being less than or equal to its average value is 35-40% in 23% of the study area during El Niño phase, while it is below 15% in 35% of the area during the La Niña phase. This copula-based methodology can be applied under data-scarce conditions for exploring the impacts of rainfall and ENSO on groundwater at basin scales.

Mathematical models for non-parametric inferences from line transect data

USGS Publications Warehouse

Burnham, K.P.; Anderson, D.R.

1976-01-01

A general mathematical theory of line transects is developed which supplies a framework for nonparametric density estimation based on either right angle or sighting distances. The probability of observing a point given its right angle distance (y) from the line is generalized to an arbitrary function g(y). Given only that g(0) = 1, it is shown there are nonparametric approaches to density estimation using the observed right angle distances. The model is then generalized to include sighting distances (r). Let f(y I r) be the conditional distribution of right angle distance given sighting distance. It is shown that nonparametric estimation based only on sighting distances requires we know the transformation of r given by f(0 I r).

Transformation of arbitrary distributions to the normal distribution with application to EEG test-retest reliability.

PubMed

van Albada, S J; Robinson, P A

2007-04-15

Many variables in the social, physical, and biosciences, including neuroscience, are non-normally distributed. To improve the statistical properties of such data, or to allow parametric testing, logarithmic or logit transformations are often used. Box-Cox transformations or ad hoc methods are sometimes used for parameters for which no transformation is known to approximate normality. However, these methods do not always give good agreement with the Gaussian. A transformation is discussed that maps probability distributions as closely as possible to the normal distribution, with exact agreement for continuous distributions. To illustrate, the transformation is applied to a theoretical distribution, and to quantitative electroencephalographic (qEEG) measures from repeat recordings of 32 subjects which are highly non-normal. Agreement with the Gaussian was better than using logarithmic, logit, or Box-Cox transformations. Since normal data have previously been shown to have better test-retest reliability than non-normal data under fairly general circumstances, the implications of our transformation for the test-retest reliability of parameters were investigated. Reliability was shown to improve with the transformation, where the improvement was comparable to that using Box-Cox. An advantage of the general transformation is that it does not require laborious optimization over a range of parameters or a case-specific choice of form.

Summed Probability Distribution of 14C Dates Suggests Regional Divergences in the Population Dynamics of the Jomon Period in Eastern Japan.

PubMed

Crema, Enrico R; Habu, Junko; Kobayashi, Kenichi; Madella, Marco

2016-01-01

Recent advances in the use of summed probability distribution (SPD) of calibrated 14C dates have opened new possibilities for studying prehistoric demography. The degree of correlation between climate change and population dynamics can now be accurately quantified, and divergences in the demographic history of distinct geographic areas can be statistically assessed. Here we contribute to this research agenda by reconstructing the prehistoric population change of Jomon hunter-gatherers between 7,000 and 3,000 cal BP. We collected 1,433 14C dates from three different regions in Eastern Japan (Kanto, Aomori and Hokkaido) and established that the observed fluctuations in the SPDs were statistically significant. We also introduced a new non-parametric permutation test for comparing multiple sets of SPDs that highlights point of divergences in the population history of different geographic regions. Our analyses indicate a general rise-and-fall pattern shared by the three regions but also some key regional differences during the 6th millennium cal BP. The results confirm some of the patterns suggested by previous archaeological studies based on house and site counts but offer statistical significance and an absolute chronological framework that will enable future studies aiming to establish potential correlation with climatic changes.

Summed Probability Distribution of 14C Dates Suggests Regional Divergences in the Population Dynamics of the Jomon Period in Eastern Japan

PubMed Central

Habu, Junko; Kobayashi, Kenichi; Madella, Marco

2016-01-01

Recent advances in the use of summed probability distribution (SPD) of calibrated 14C dates have opened new possibilities for studying prehistoric demography. The degree of correlation between climate change and population dynamics can now be accurately quantified, and divergences in the demographic history of distinct geographic areas can be statistically assessed. Here we contribute to this research agenda by reconstructing the prehistoric population change of Jomon hunter-gatherers between 7,000 and 3,000 cal BP. We collected 1,433 14C dates from three different regions in Eastern Japan (Kanto, Aomori and Hokkaido) and established that the observed fluctuations in the SPDs were statistically significant. We also introduced a new non-parametric permutation test for comparing multiple sets of SPDs that highlights point of divergences in the population history of different geographic regions. Our analyses indicate a general rise-and-fall pattern shared by the three regions but also some key regional differences during the 6th millennium cal BP. The results confirm some of the patterns suggested by previous archaeological studies based on house and site counts but offer statistical significance and an absolute chronological framework that will enable future studies aiming to establish potential correlation with climatic changes. PMID:27128032

Two-Photon Entanglement and EPR Experiments Using Type-2 Spontaneous Parametric Down Conversion

NASA Technical Reports Server (NTRS)

Sergienko, A. V.; Shih, Y. H.; Pittman, T. B.; Rubin, M. H.

1996-01-01

Simultaneous entanglement in spin and space-time of a two-photon quantum state generated in type-2 spontaneous parametric down-conversion is demonstrated by the observation of quantum interference with 98% visibility in a simple beam-splitter (Hanburry Brown-Twiss) anticorrelation experiment. The nonlocal cancellation of two-photon probability amplitudes as a result of this double entanglement allows us to demonstrate two different types of Bell's inequality violations in one experimental setup.

Small-window parametric imaging based on information entropy for ultrasound tissue characterization

PubMed Central

Tsui, Po-Hsiang; Chen, Chin-Kuo; Kuo, Wen-Hung; Chang, King-Jen; Fang, Jui; Ma, Hsiang-Yang; Chou, Dean

2017-01-01

Constructing ultrasound statistical parametric images by using a sliding window is a widely adopted strategy for characterizing tissues. Deficiency in spatial resolution, the appearance of boundary artifacts, and the prerequisite data distribution limit the practicability of statistical parametric imaging. In this study, small-window entropy parametric imaging was proposed to overcome the above problems. Simulations and measurements of phantoms were executed to acquire backscattered radiofrequency (RF) signals, which were processed to explore the feasibility of small-window entropy imaging in detecting scatterer properties. To validate the ability of entropy imaging in tissue characterization, measurements of benign and malignant breast tumors were conducted (n = 63) to compare performances of conventional statistical parametric (based on Nakagami distribution) and entropy imaging by the receiver operating characteristic (ROC) curve analysis. The simulation and phantom results revealed that entropy images constructed using a small sliding window (side length = 1 pulse length) adequately describe changes in scatterer properties. The area under the ROC for using small-window entropy imaging to classify tumors was 0.89, which was higher than 0.79 obtained using statistical parametric imaging. In particular, boundary artifacts were largely suppressed in the proposed imaging technique. Entropy enables using a small window for implementing ultrasound parametric imaging. PMID:28106118

Small-window parametric imaging based on information entropy for ultrasound tissue characterization

NASA Astrophysics Data System (ADS)

Tsui, Po-Hsiang; Chen, Chin-Kuo; Kuo, Wen-Hung; Chang, King-Jen; Fang, Jui; Ma, Hsiang-Yang; Chou, Dean

2017-01-01

Constructing ultrasound statistical parametric images by using a sliding window is a widely adopted strategy for characterizing tissues. Deficiency in spatial resolution, the appearance of boundary artifacts, and the prerequisite data distribution limit the practicability of statistical parametric imaging. In this study, small-window entropy parametric imaging was proposed to overcome the above problems. Simulations and measurements of phantoms were executed to acquire backscattered radiofrequency (RF) signals, which were processed to explore the feasibility of small-window entropy imaging in detecting scatterer properties. To validate the ability of entropy imaging in tissue characterization, measurements of benign and malignant breast tumors were conducted (n = 63) to compare performances of conventional statistical parametric (based on Nakagami distribution) and entropy imaging by the receiver operating characteristic (ROC) curve analysis. The simulation and phantom results revealed that entropy images constructed using a small sliding window (side length = 1 pulse length) adequately describe changes in scatterer properties. The area under the ROC for using small-window entropy imaging to classify tumors was 0.89, which was higher than 0.79 obtained using statistical parametric imaging. In particular, boundary artifacts were largely suppressed in the proposed imaging technique. Entropy enables using a small window for implementing ultrasound parametric imaging.

Direct fluorescence characterisation of a picosecond seeded optical parametric amplifier

NASA Astrophysics Data System (ADS)

Stuart, N. H.; Bigourd, D.; Hill, R. W.; Robinson, T. S.; Mecseki, K.; Patankar, S.; New, G. H. C.; Smith, R. A.

2015-02-01

The temporal intensity contrast of high-power lasers based on optical parametric amplification (OPA) can be limited by parametric fluorescence from the non-linear gain stages. Here we present a spectroscopic method for direct measurement of unwanted parametric fluorescence widely applicable from unseeded to fully seeded and saturated OPA operation. Our technique employs simultaneous spectroscopy of fluorescence photons slightly outside the seed bandwidth and strongly attenuated light at the seed central wavelength. To demonstrate its applicability we have characterised the performance of a two-stage picosecond OPA pre-amplifier with 2.8×105 gain, delivering 335 μJ pulses at 1054 nm. We show that fluorescence from a strongly seeded OPA is reduced by ~500× from the undepleted to full pump depletion regimes. We also determine the vacuum fluctuation driven noise term seeding this OPA fluorescence to be 0.7±0.4 photons ps-1 nm-1 bandwidth. The resulting shot-to-shot statistics highlights a 1.5% probability of a five-fold and 0.3% probability of a ten-fold increase of fluorescence above the average value. Finally, we show that OPA fluorescence can be limited to a few-ps pedestal with 3×10-9 temporal intensity contrast 1.3 ps ahead of an intense laser pulse, a level highly attractive for large scale chirped-pulse OPA laser systems.

Parametric representation of open quantum systems and cross-over from quantum to classical environment.

PubMed

Calvani, Dario; Cuccoli, Alessandro; Gidopoulos, Nikitas I; Verrucchi, Paola

2013-04-23

The behavior of most physical systems is affected by their natural surroundings. A quantum system with an environment is referred to as open, and its study varies according to the classical or quantum description adopted for the environment. We propose an approach to open quantum systems that allows us to follow the cross-over from quantum to classical environments; to achieve this, we devise an exact parametric representation of the principal system, based on generalized coherent states for the environment. The method is applied to the s = 1/2 Heisenberg star with frustration, where the quantum character of the environment varies with the couplings entering the Hamiltonian H. We find that when the star is in an eigenstate of H, the central spin behaves as if it were in an effective magnetic field, pointing in the direction set by the environmental coherent-state angle variables (θ, ϕ), and broadened according to their quantum probability distribution. Such distribution is independent of ϕ, whereas as a function of θ is seen to get narrower as the quantum character of the environment is reduced, collapsing into a Dirac-δ function in the classical limit. In such limit, because ϕ is left undetermined, the Von Neumann entropy of the central spin remains finite; in fact, it is equal to the entanglement of the original fully quantum model, a result that establishes a relation between this latter quantity and the Berry phase characterizing the dynamics of the central spin in the effective magnetic field.

Parametric modeling studies of turbulent non-premixed jet flames with thin reaction zones

NASA Astrophysics Data System (ADS)

Wang, Haifeng

2013-11-01

The Sydney piloted jet flame series (Flames L, B, and M) feature thinner reaction zones and hence impose greater challenges to modeling than the Sanida Piloted jet flames (Flames D, E, and F). Recently, the Sydney flames received renewed interest due to these challenges. Several new modeling efforts have emerged. However, no systematic parametric modeling studies have been reported for the Sydney flames. A large set of modeling computations of the Sydney flames is presented here by using the coupled large eddy simulation (LES)/probability density function (PDF) method. Parametric studies are performed to gain insight into the model performance, its sensitivity and the effect of numerics.

A distribution-based parametrization for improved tomographic imaging of solute plumes

USGS Publications Warehouse

Pidlisecky, Adam; Singha, K.; Day-Lewis, F. D.

2011-01-01

Difference geophysical tomography (e.g. radar, resistivity and seismic) is used increasingly for imaging fluid flow and mass transport associated with natural and engineered hydrologic phenomena, including tracer experiments, in situ remediation and aquifer storage and recovery. Tomographic data are collected over time, inverted and differenced against a background image to produce 'snapshots' revealing changes to the system; these snapshots readily provide qualitative information on the location and morphology of plumes of injected tracer, remedial amendment or stored water. In principle, geometric moments (i.e. total mass, centres of mass, spread, etc.) calculated from difference tomograms can provide further quantitative insight into the rates of advection, dispersion and mass transfer; however, recent work has shown that moments calculated from tomograms are commonly biased, as they are strongly affected by the subjective choice of regularization criteria. Conventional approaches to regularization (Tikhonov) and parametrization (image pixels) result in tomograms which are subject to artefacts such as smearing or pixel estimates taking on the sign opposite to that expected for the plume under study. Here, we demonstrate a novel parametrization for imaging plumes associated with hydrologic phenomena. Capitalizing on the mathematical analogy between moment-based descriptors of plumes and the moment-based parameters of probability distributions, we design an inverse problem that (1) is overdetermined and computationally efficient because the image is described by only a few parameters, (2) produces tomograms consistent with expected plume behaviour (e.g. changes of one sign relative to the background image), (3) yields parameter estimates that are readily interpreted for plume morphology and offer direct insight into hydrologic processes and (4) requires comparatively few data to achieve reasonable model estimates. We demonstrate the approach in a series of numerical examples based on straight-ray difference-attenuation radar monitoring of the transport of an ionic tracer, and show that the methodology outlined here is particularly effective when limited data are available. ?? 2011 The Authors Geophysical Journal International ?? 2011 RAS.

Can you trust the parametric standard errors in nonlinear least squares? Yes, with provisos.

PubMed

Tellinghuisen, Joel

2018-04-01

Questions about the reliability of parametric standard errors (SEs) from nonlinear least squares (LS) algorithms have led to a general mistrust of these precision estimators that is often unwarranted. The importance of non-Gaussian parameter distributions is illustrated by converting linear models to nonlinear by substituting e A , ln A, and 1/A for a linear parameter a. Monte Carlo (MC) simulations characterize parameter distributions in more complex cases, including when data have varying uncertainty and should be weighted, but weights are neglected. This situation leads to loss of precision and erroneous parametric SEs, as is illustrated for the Lineweaver-Burk analysis of enzyme kinetics data and the analysis of isothermal titration calorimetry data. Non-Gaussian parameter distributions are generally asymmetric and biased. However, when the parametric SE is <10% of the magnitude of the parameter, both the bias and the asymmetry can usually be ignored. Sometimes nonlinear estimators can be redefined to give more normal distributions and better convergence properties. Variable data uncertainty, or heteroscedasticity, can sometimes be handled by data transforms but more generally requires weighted LS, which in turn require knowledge of the data variance. Parametric SEs are rigorously correct in linear LS under the usual assumptions, and are a trustworthy approximation in nonlinear LS provided they are sufficiently small - a condition favored by the abundant, precise data routinely collected in many modern instrumental methods. Copyright © 2018 Elsevier B.V. All rights reserved.

The perception of probability.

PubMed

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

2014-01-01

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

An EM-based semi-parametric mixture model approach to the regression analysis of competing-risks data.

PubMed

Ng, S K; McLachlan, G J

2003-04-15

We consider a mixture model approach to the regression analysis of competing-risks data. Attention is focused on inference concerning the effects of factors on both the probability of occurrence and the hazard rate conditional on each of the failure types. These two quantities are specified in the mixture model using the logistic model and the proportional hazards model, respectively. We propose a semi-parametric mixture method to estimate the logistic and regression coefficients jointly, whereby the component-baseline hazard functions are completely unspecified. Estimation is based on maximum likelihood on the basis of the full likelihood, implemented via an expectation-conditional maximization (ECM) algorithm. Simulation studies are performed to compare the performance of the proposed semi-parametric method with a fully parametric mixture approach. The results show that when the component-baseline hazard is monotonic increasing, the semi-parametric and fully parametric mixture approaches are comparable for mildly and moderately censored samples. When the component-baseline hazard is not monotonic increasing, the semi-parametric method consistently provides less biased estimates than a fully parametric approach and is comparable in efficiency in the estimation of the parameters for all levels of censoring. The methods are illustrated using a real data set of prostate cancer patients treated with different dosages of the drug diethylstilbestrol. Copyright 2003 John Wiley & Sons, Ltd.

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

NASA Astrophysics Data System (ADS)

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

2017-08-01

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

Radion tunneling in modified theories of gravity

NASA Astrophysics Data System (ADS)

Paul, Tanmoy; SenGupta, Soumitra

2018-04-01

We consider a five dimensional warped spacetime where the bulk geometry is governed by higher curvature F( R) gravity. In this model, we determine the modulus potential originating from the scalar degree of freedom of higher curvature gravity. In the presence of this potential, we investigate the possibility of modulus (radion) tunneling leading to an instability in the brane configuration. Our results reveal that the parametric regions where the tunneling probability is highly suppressed, corresponds to the parametric values required to resolve the gauge hierarchy problem.

A method to estimate stellar ages from kinematical data

NASA Astrophysics Data System (ADS)

Almeida-Fernandes, F.; Rocha-Pinto, H. J.

2018-05-01

We present a method to build a probability density function (PDF) for the age of a star based on its peculiar velocities U, V, and W and its orbital eccentricity. The sample used in this work comes from the Geneva-Copenhagen Survey (GCS) that contains the spatial velocities, orbital eccentricities, and isochronal ages for about 14 000 stars. Using the GCS stars, we fitted the parameters that describe the relations between the distributions of kinematical properties and age. This parametrization allows us to obtain an age probability from the kinematical data. From this age PDF, we estimate an individual average age for the star using the most likely age and the expected age. We have obtained the stellar age PDF for the age of 9102 stars from the GCS and have shown that the distribution of individual ages derived from our method is in good agreement with the distribution of isochronal ages. We also observe a decline in the mean metallicity with our ages for stars younger than 7 Gyr, similar to the one observed for isochronal ages. This method can be useful for the estimation of rough stellar ages for those stars that fall in areas of the Hertzsprung-Russell diagram where isochrones are tightly crowded. As an example of this method, we estimate the age of Trappist-1, which is a M8V star, obtaining the age of t(UVW) = 12.50(+0.29 - 6.23) Gyr.

Parametric and non-parametric species delimitation methods result in the recognition of two new Neotropical woody bamboo species.

PubMed

Ruiz-Sanchez, Eduardo

2015-12-01

The Neotropical woody bamboo genus Otatea is one of five genera in the subtribe Guaduinae. Of the eight described Otatea species, seven are endemic to Mexico and one is also distributed in Central and South America. Otatea acuminata has the widest geographical distribution of the eight species, and two of its recently collected populations do not match the known species morphologically. Parametric and non-parametric methods were used to delimit the species in Otatea using five chloroplast markers, one nuclear marker, and morphological characters. The parametric coalescent method and the non-parametric analysis supported the recognition of two distinct evolutionary lineages. Molecular clock estimates were used to estimate divergence times in Otatea. The results for divergence time in Otatea estimated the origin of the speciation events from the Late Miocene to Late Pleistocene. The species delimitation analyses (parametric and non-parametric) identified that the two populations of O. acuminata from Chiapas and Hidalgo are from two separate evolutionary lineages and these new species have morphological characters that separate them from O. acuminata s.s. The geological activity of the Trans-Mexican Volcanic Belt and the Isthmus of Tehuantepec may have isolated populations and limited the gene flow between Otatea species, driving speciation. Based on the results found here, I describe Otatea rzedowskiorum and Otatea victoriae as two new species, morphologically different from O. acuminata. Copyright © 2015 Elsevier Inc. All rights reserved.

The two-parametric scaling and new temporal asymptotic of survival probability of diffusing particle in the medium with traps.

PubMed

Arkhincheev, V E

2017-03-01

The new asymptotic behavior of the survival probability of particles in a medium with absorbing traps in an electric field has been established in two ways-by using the scaling approach and by the direct solution of the diffusion equation in the field. It has shown that at long times, this drift mechanism leads to a new temporal behavior of the survival probability of particles in a medium with absorbing traps.

The two-parametric scaling and new temporal asymptotic of survival probability of diffusing particle in the medium with traps

NASA Astrophysics Data System (ADS)

Arkhincheev, V. E.

2017-03-01

The new asymptotic behavior of the survival probability of particles in a medium with absorbing traps in an electric field has been established in two ways—by using the scaling approach and by the direct solution of the diffusion equation in the field. It has shown that at long times, this drift mechanism leads to a new temporal behavior of the survival probability of particles in a medium with absorbing traps.

Cost Risk Analysis Based on Perception of the Engineering Process

NASA Technical Reports Server (NTRS)

Dean, Edwin B.; Wood, Darrell A.; Moore, Arlene A.; Bogart, Edward H.

1986-01-01

In most cost estimating applications at the NASA Langley Research Center (LaRC), it is desirable to present predicted cost as a range of possible costs rather than a single predicted cost. A cost risk analysis generates a range of cost for a project and assigns a probability level to each cost value in the range. Constructing a cost risk curve requires a good estimate of the expected cost of a project. It must also include a good estimate of expected variance of the cost. Many cost risk analyses are based upon an expert's knowledge of the cost of similar projects in the past. In a common scenario, a manager or engineer, asked to estimate the cost of a project in his area of expertise, will gather historical cost data from a similar completed project. The cost of the completed project is adjusted using the perceived technical and economic differences between the two projects. This allows errors from at least three sources. The historical cost data may be in error by some unknown amount. The managers' evaluation of the new project and its similarity to the old project may be in error. The factors used to adjust the cost of the old project may not correctly reflect the differences. Some risk analyses are based on untested hypotheses about the form of the statistical distribution that underlies the distribution of possible cost. The usual problem is not just to come up with an estimate of the cost of a project, but to predict the range of values into which the cost may fall and with what level of confidence the prediction is made. Risk analysis techniques that assume the shape of the underlying cost distribution and derive the risk curve from a single estimate plus and minus some amount usually fail to take into account the actual magnitude of the uncertainty in cost due to technical factors in the project itself. This paper addresses a cost risk method that is based on parametric estimates of the technical factors involved in the project being costed. The engineering process parameters are elicited from the engineer/expert on the project and are based on that expert's technical knowledge. These are converted by a parametric cost model into a cost estimate. The method discussed makes no assumptions about the distribution underlying the distribution of possible costs, and is not tied to the analysis of previous projects, except through the expert calibrations performed by the parametric cost analyst.

Incorporating parametric uncertainty into population viability analysis models

USGS Publications Warehouse

McGowan, Conor P.; Runge, Michael C.; Larson, Michael A.

2011-01-01

Uncertainty in parameter estimates from sampling variation or expert judgment can introduce substantial uncertainty into ecological predictions based on those estimates. However, in standard population viability analyses, one of the most widely used tools for managing plant, fish and wildlife populations, parametric uncertainty is often ignored in or discarded from model projections. We present a method for explicitly incorporating this source of uncertainty into population models to fully account for risk in management and decision contexts. Our method involves a two-step simulation process where parametric uncertainty is incorporated into the replication loop of the model and temporal variance is incorporated into the loop for time steps in the model. Using the piping plover, a federally threatened shorebird in the USA and Canada, as an example, we compare abundance projections and extinction probabilities from simulations that exclude and include parametric uncertainty. Although final abundance was very low for all sets of simulations, estimated extinction risk was much greater for the simulation that incorporated parametric uncertainty in the replication loop. Decisions about species conservation (e.g., listing, delisting, and jeopardy) might differ greatly depending on the treatment of parametric uncertainty in population models.

Regional flood probabilities

USGS Publications Warehouse

Troutman, Brent M.; Karlinger, Michael R.

2003-01-01

The T‐year annual maximum flood at a site is defined to be that streamflow, that has probability 1/T of being exceeded in any given year, and for a group of sites the corresponding regional flood probability (RFP) is the probability that at least one site will experience a T‐year flood in any given year. The RFP depends on the number of sites of interest and on the spatial correlation of flows among the sites. We present a Monte Carlo method for obtaining the RFP and demonstrate that spatial correlation estimates used in this method may be obtained with rank transformed data and therefore that knowledge of the at‐site peak flow distribution is not necessary. We examine the extent to which the estimates depend on specification of a parametric form for the spatial correlation function, which is known to be nonstationary for peak flows. It is shown in a simulation study that use of a stationary correlation function to compute RFPs yields satisfactory estimates for certain nonstationary processes. Application of asymptotic extreme value theory is examined, and a methodology for separating channel network and rainfall effects on RFPs is suggested. A case study is presented using peak flow data from the state of Washington. For 193 sites in the Puget Sound region it is estimated that a 100‐year flood will occur on the average every 4.5 years.

Topics in Statistical Calibration

DTIC Science & Technology

2014-03-27

on a parametric bootstrap where, instead of sampling directly from the residuals , samples are drawn from a normal distribution. This procedure will...addition to centering them (Davison and Hinkley, 1997). When there are outliers in the residuals , the bootstrap distribution of x̂0 can become skewed or...based and inversion methods using the linear mixed-effects model. Then, a simple parametric bootstrap algorithm is proposed that can be used to either

The analysis of incontinence episodes and other count data in patients with overactive bladder by Poisson and negative binomial regression.

PubMed

Martina, R; Kay, R; van Maanen, R; Ridder, A

2015-01-01

Clinical studies in overactive bladder have traditionally used analysis of covariance or nonparametric methods to analyse the number of incontinence episodes and other count data. It is known that if the underlying distributional assumptions of a particular parametric method do not hold, an alternative parametric method may be more efficient than a nonparametric one, which makes no assumptions regarding the underlying distribution of the data. Therefore, there are advantages in using methods based on the Poisson distribution or extensions of that method, which incorporate specific features that provide a modelling framework for count data. One challenge with count data is overdispersion, but methods are available that can account for this through the introduction of random effect terms in the modelling, and it is this modelling framework that leads to the negative binomial distribution. These models can also provide clinicians with a clearer and more appropriate interpretation of treatment effects in terms of rate ratios. In this paper, the previously used parametric and non-parametric approaches are contrasted with those based on Poisson regression and various extensions in trials evaluating solifenacin and mirabegron in patients with overactive bladder. In these applications, negative binomial models are seen to fit the data well. Copyright © 2014 John Wiley & Sons, Ltd.

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

NASA Astrophysics Data System (ADS)

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

2015-06-01

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

The Lambert Way to Gaussianize Heavy-Tailed Data with the Inverse of Tukey's h Transformation as a Special Case

PubMed Central

Goerg, Georg M.

2015-01-01

I present a parametric, bijective transformation to generate heavy tail versions of arbitrary random variables. The tail behavior of this heavy tail Lambert  W × F X random variable depends on a tail parameter δ ≥ 0: for δ = 0, Y ≡ X, for δ > 0 Y has heavier tails than X. For X being Gaussian it reduces to Tukey's h distribution. The Lambert W function provides an explicit inverse transformation, which can thus remove heavy tails from observed data. It also provides closed-form expressions for the cumulative distribution (cdf) and probability density function (pdf). As a special case, these yield analytic expression for Tukey's h pdf and cdf. Parameters can be estimated by maximum likelihood and applications to S&P 500 log-returns demonstrate the usefulness of the presented methodology. The R package LambertW implements most of the introduced methodology and is publicly available on CRAN. PMID:26380372

Approximate Uncertainty Modeling in Risk Analysis with Vine Copulas

PubMed Central

Bedford, Tim; Daneshkhah, Alireza

2015-01-01

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

Predicting critical transitions in dynamical systems from time series using nonstationary probability density modeling.

PubMed

Kwasniok, Frank

2013-11-01

A time series analysis method for predicting the probability density of a dynamical system is proposed. A nonstationary parametric model of the probability density is estimated from data within a maximum likelihood framework and then extrapolated to forecast the future probability density and explore the system for critical transitions or tipping points. A full systematic account of parameter uncertainty is taken. The technique is generic, independent of the underlying dynamics of the system. The method is verified on simulated data and then applied to prediction of Arctic sea-ice extent.

Cytologic diagnosis: expression of probability by clinical pathologists.

PubMed

Christopher, Mary M; Hotz, Christine S

2004-01-01

Clinical pathologists use descriptive terms or modifiers to express the probability or likelihood of a cytologic diagnosis. Words are imprecise in meaning, however, and may be used and interpreted differently by pathologists and clinicians. The goals of this study were to 1) assess the frequency of use of 18 modifiers, 2) determine the probability of a positive diagnosis implied by the modifiers, 3) identify preferred modifiers for different levels of probability, 4) ascertain the importance of factors that affect expression of diagnostic certainty, and 5) evaluate differences based on gender, employment, and experience. We surveyed 202 clinical pathologists who were board-certified by the American College of Veterinary Pathologists (Clinical Pathology). Surveys were distributed in October 2001 and returned by e-mail, fax, or surface mail over a 2-month period. Results were analyzed by parametric and nonparametric tests. Survey response rate was 47.5% (n = 96) and primarily included clinical pathologists at veterinary schools (n = 58) and diagnostic laboratories (n = 31). Eleven of 18 terms were used "often" or "sometimes" by >/= 50% of respondents. Broad variability was found in the probability assigned to each term, especially those with median values of 75 to 90%. Preferred modifiers for 7 numerical probabilities ranging from 0 to 100% included 68 unique terms; however, a set of 10 terms was used by >/= 50% of respondents. Cellularity and quality of the sample, experience of the pathologist, and implications of the diagnosis were the most important factors affecting the expression of probability. Because of wide discrepancy in the implied likelihood of a diagnosis using words, defined terminology and controlled vocabulary may be useful in improving communication and the quality of data in cytology reporting.

Application of Stein and related parametric empirical Bayes estimators to the nuclear plant reliability data system

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

Hill, J.R.; Heger, A.S.; Koen, B.V.

1984-04-01

This report is the result of a preliminary feasibility study of the applicability of Stein and related parametric empirical Bayes (PEB) estimators to the Nuclear Plant Reliability Data System (NPRDS). A new estimator is derived for the means of several independent Poisson distributions with different sampling times. This estimator is applied to data from NPRDS in an attempt to improve failure rate estimation. Theoretical and Monte Carlo results indicate that the new PEB estimator can perform significantly better than the standard maximum likelihood estimator if the estimation of the individual means can be combined through the loss function or throughmore » a parametric class of prior distributions.« less

Modeling envelope statistics of blood and myocardium for segmentation of echocardiographic images.

PubMed

Nillesen, Maartje M; Lopata, Richard G P; Gerrits, Inge H; Kapusta, Livia; Thijssen, Johan M; de Korte, Chris L

2008-04-01

The objective of this study was to investigate the use of speckle statistics as a preprocessing step for segmentation of the myocardium in echocardiographic images. Three-dimensional (3D) and biplane image sequences of the left ventricle of two healthy children and one dog (beagle) were acquired. Pixel-based speckle statistics of manually segmented blood and myocardial regions were investigated by fitting various probability density functions (pdf). The statistics of heart muscle and blood could both be optimally modeled by a K-pdf or Gamma-pdf (Kolmogorov-Smirnov goodness-of-fit test). Scale and shape parameters of both distributions could differentiate between blood and myocardium. Local estimation of these parameters was used to obtain parametric images, where window size was related to speckle size (5 x 2 speckles). Moment-based and maximum-likelihood estimators were used. Scale parameters were still able to differentiate blood from myocardium; however, smoothing of edges of anatomical structures occurred. Estimation of the shape parameter required a larger window size, leading to unacceptable blurring. Using these parameters as an input for segmentation resulted in unreliable segmentation. Adaptive mean squares filtering was then introduced using the moment-based scale parameter (sigma(2)/mu) of the Gamma-pdf to automatically steer the two-dimensional (2D) local filtering process. This method adequately preserved sharpness of the edges. In conclusion, a trade-off between preservation of sharpness of edges and goodness-of-fit when estimating local shape and scale parameters is evident for parametric images. For this reason, adaptive filtering outperforms parametric imaging for the segmentation of echocardiographic images.

Gaussian copula as a likelihood function for environmental models

NASA Astrophysics Data System (ADS)

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

2017-12-01

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

Drawing Nomograms with R: applications to categorical outcome and survival data.

PubMed

Zhang, Zhongheng; Kattan, Michael W

2017-05-01

Outcome prediction is a major task in clinical medicine. The standard approach to this work is to collect a variety of predictors and build a model of appropriate type. The model is a mathematical equation that connects the outcome of interest with the predictors. A new patient with given clinical characteristics can be predicted for outcome with this model. However, the equation describing the relationship between predictors and outcome is often complex and the computation requires software for practical use. There is another method called nomogram which is a graphical calculating device allowing an approximate graphical computation of a mathematical function. In this article, we describe how to draw nomograms for various outcomes with nomogram() function. Binary outcome is fit by logistic regression model and the outcome of interest is the probability of the event of interest. Ordinal outcome variable is also discussed. Survival analysis can be fit with parametric model to fully describe the distributions of survival time. Statistics such as the median survival time, survival probability up to a specific time point are taken as the outcome of interest.

Parametric instability induced by X-mode wave heating at EISCAT

NASA Astrophysics Data System (ADS)

Wang, Xiang; Zhou, Chen; Liu, Moran; Honary, Farideh; Ni, Binbin; Zhao, Zhengyu

2016-10-01

In this paper, we present results of parametric instability induced by X-mode wave heating observed by EISCAT (European Incoherent Scatter Scientific Association) radar at Tromsø, Norway. Three typical X-mode ionospheric heating experiments on 22 October 2013, 19 October 2012, and 21 February 2013 are investigated in details. Both parametric decay instability (PDI) and oscillating two-stream instability are observed during the X-mode heating period. We suggest that the full dispersion relationship of the Langmuir wave can be employed to analyze the X-mode parametric instability excitation. A modified kinetic electron distribution is proposed and analyzed, which is able to satisfy the matching condition of parametric instability excitation. Parallel electric field component of X-mode heating wave can also exceed the parametric instability excitation threshold under certain conditions.

Least Squares Approximation By G1 Piecewise Parametric Cubes

DTIC Science & Technology

1993-12-01

ADDRESS(ES) 10.SPONSORING/MONITORING AGENCY REPORT NUMBER 11. SUPPLEMENTARY NOTES The views expressed in this thesis are those of the author and do not...CODE Approved for public release; distribution is unlimited. 13. ABSTRACT (maximum 200 words) Parametric piecewise cubic polynomials are used throughout...piecewise parametric cubic polynomial to a sequence of ordered points in the plane. Cubic Bdzier curves are used as a basis. The parameterization, the

Extraction of decision rules via imprecise probabilities

NASA Astrophysics Data System (ADS)

Abellán, Joaquín; López, Griselda; Garach, Laura; Castellano, Javier G.

2017-05-01

Data analysis techniques can be applied to discover important relations among features. This is the main objective of the Information Root Node Variation (IRNV) technique, a new method to extract knowledge from data via decision trees. The decision trees used by the original method were built using classic split criteria. The performance of new split criteria based on imprecise probabilities and uncertainty measures, called credal split criteria, differs significantly from the performance obtained using the classic criteria. This paper extends the IRNV method using two credal split criteria: one based on a mathematical parametric model, and other one based on a non-parametric model. The performance of the method is analyzed using a case study of traffic accident data to identify patterns related to the severity of an accident. We found that a larger number of rules is generated, significantly supplementing the information obtained using the classic split criteria.

Multiscale 3-D shape representation and segmentation using spherical wavelets.

PubMed

Nain, Delphine; Haker, Steven; Bobick, Aaron; Tannenbaum, Allen

2007-04-01

This paper presents a novel multiscale shape representation and segmentation algorithm based on the spherical wavelet transform. This work is motivated by the need to compactly and accurately encode variations at multiple scales in the shape representation in order to drive the segmentation and shape analysis of deep brain structures, such as the caudate nucleus or the hippocampus. Our proposed shape representation can be optimized to compactly encode shape variations in a population at the needed scale and spatial locations, enabling the construction of more descriptive, nonglobal, nonuniform shape probability priors to be included in the segmentation and shape analysis framework. In particular, this representation addresses the shortcomings of techniques that learn a global shape prior at a single scale of analysis and cannot represent fine, local variations in a population of shapes in the presence of a limited dataset. Specifically, our technique defines a multiscale parametric model of surfaces belonging to the same population using a compact set of spherical wavelets targeted to that population. We further refine the shape representation by separating into groups wavelet coefficients that describe independent global and/or local biological variations in the population, using spectral graph partitioning. We then learn a prior probability distribution induced over each group to explicitly encode these variations at different scales and spatial locations. Based on this representation, we derive a parametric active surface evolution using the multiscale prior coefficients as parameters for our optimization procedure to naturally include the prior for segmentation. Additionally, the optimization method can be applied in a coarse-to-fine manner. We apply our algorithm to two different brain structures, the caudate nucleus and the hippocampus, of interest in the study of schizophrenia. We show: 1) a reconstruction task of a test set to validate the expressiveness of our multiscale prior and 2) a segmentation task. In the reconstruction task, our results show that for a given training set size, our algorithm significantly improves the approximation of shapes in a testing set over the Point Distribution Model, which tends to oversmooth data. In the segmentation task, our validation shows our algorithm is computationally efficient and outperforms the Active Shape Model algorithm, by capturing finer shape details.

Multiscale 3-D Shape Representation and Segmentation Using Spherical Wavelets

PubMed Central

Nain, Delphine; Haker, Steven; Bobick, Aaron

2013-01-01

This paper presents a novel multiscale shape representation and segmentation algorithm based on the spherical wavelet transform. This work is motivated by the need to compactly and accurately encode variations at multiple scales in the shape representation in order to drive the segmentation and shape analysis of deep brain structures, such as the caudate nucleus or the hippocampus. Our proposed shape representation can be optimized to compactly encode shape variations in a population at the needed scale and spatial locations, enabling the construction of more descriptive, nonglobal, nonuniform shape probability priors to be included in the segmentation and shape analysis framework. In particular, this representation addresses the shortcomings of techniques that learn a global shape prior at a single scale of analysis and cannot represent fine, local variations in a population of shapes in the presence of a limited dataset. Specifically, our technique defines a multiscale parametric model of surfaces belonging to the same population using a compact set of spherical wavelets targeted to that population. We further refine the shape representation by separating into groups wavelet coefficients that describe independent global and/or local biological variations in the population, using spectral graph partitioning. We then learn a prior probability distribution induced over each group to explicitly encode these variations at different scales and spatial locations. Based on this representation, we derive a parametric active surface evolution using the multiscale prior coefficients as parameters for our optimization procedure to naturally include the prior for segmentation. Additionally, the optimization method can be applied in a coarse-to-fine manner. We apply our algorithm to two different brain structures, the caudate nucleus and the hippocampus, of interest in the study of schizophrenia. We show: 1) a reconstruction task of a test set to validate the expressiveness of our multiscale prior and 2) a segmentation task. In the reconstruction task, our results show that for a given training set size, our algorithm significantly improves the approximation of shapes in a testing set over the Point Distribution Model, which tends to oversmooth data. In the segmentation task, our validation shows our algorithm is computationally efficient and outperforms the Active Shape Model algorithm, by capturing finer shape details. PMID:17427745

On the apparent insignificance of the randomness of flexible joints on large space truss dynamics

NASA Technical Reports Server (NTRS)

Koch, R. M.; Klosner, J. M.

1993-01-01

Deployable periodic large space structures have been shown to exhibit high dynamic sensitivity to period-breaking imperfections and uncertainties. These can be brought on by manufacturing or assembly errors, structural imperfections, as well as nonlinear and/or nonconservative joint behavior. In addition, the necessity of precise pointing and position capability can require the consideration of these usually negligible and unknown parametric uncertainties and their effect on the overall dynamic response of large space structures. This work describes the use of a new design approach for the global dynamic solution of beam-like periodic space structures possessing parametric uncertainties. Specifically, the effect of random flexible joints on the free vibrations of simply-supported periodic large space trusses is considered. The formulation is a hybrid approach in terms of an extended Timoshenko beam continuum model, Monte Carlo simulation scheme, and first-order perturbation methods. The mean and mean-square response statistics for a variety of free random vibration problems are derived for various input random joint stiffness probability distributions. The results of this effort show that, although joint flexibility has a substantial effect on the modal dynamic response of periodic large space trusses, the effect of any reasonable uncertainty or randomness associated with these joint flexibilities is insignificant.

Simulation of parametric model towards the fixed covariate of right censored lung cancer data

NASA Astrophysics Data System (ADS)

Afiqah Muhamad Jamil, Siti; Asrul Affendi Abdullah, M.; Kek, Sie Long; Ridwan Olaniran, Oyebayo; Enera Amran, Syahila

2017-09-01

In this study, simulation procedure was applied to measure the fixed covariate of right censored data by using parametric survival model. The scale and shape parameter were modified to differentiate the analysis of parametric regression survival model. Statistically, the biases, mean biases and the coverage probability were used in this analysis. Consequently, different sample sizes were employed to distinguish the impact of parametric regression model towards right censored data with 50, 100, 150 and 200 number of sample. R-statistical software was utilised to develop the coding simulation with right censored data. Besides, the final model of right censored simulation was compared with the right censored lung cancer data in Malaysia. It was found that different values of shape and scale parameter with different sample size, help to improve the simulation strategy for right censored data and Weibull regression survival model is suitable fit towards the simulation of survival of lung cancer patients data in Malaysia.

A practical divergence measure for survival distributions that can be estimated from Kaplan-Meier curves.

PubMed

Cox, Trevor F; Czanner, Gabriela

2016-06-30

This paper introduces a new simple divergence measure between two survival distributions. For two groups of patients, the divergence measure between their associated survival distributions is based on the integral of the absolute difference in probabilities that a patient from one group dies at time t and a patient from the other group survives beyond time t and vice versa. In the case of non-crossing hazard functions, the divergence measure is closely linked to the Harrell concordance index, C, the Mann-Whitney test statistic and the area under a receiver operating characteristic curve. The measure can be used in a dynamic way where the divergence between two survival distributions from time zero up to time t is calculated enabling real-time monitoring of treatment differences. The divergence can be found for theoretical survival distributions or can be estimated non-parametrically from survival data using Kaplan-Meier estimates of the survivor functions. The estimator of the divergence is shown to be generally unbiased and approximately normally distributed. For the case of proportional hazards, the constituent parts of the divergence measure can be used to assess the proportional hazards assumption. The use of the divergence measure is illustrated on the survival of pancreatic cancer patients. Copyright © 2016 John Wiley & Sons, Ltd. Copyright © 2016 John Wiley & Sons, Ltd.

Crash Lethality Model

DTIC Science & Technology

2012-06-06

Statistical Data ........................................................................................... 45 31 Parametric Model for Rotor Wing Debris...Area .............................................................. 46 32 Skid Distance Statistical Data...results. The curve that related the BC value to the probability of skull fracture resulted in a tight confidence interval and a two tailed statistical p

Application of the LSQR algorithm in non-parametric estimation of aerosol size distribution

NASA Astrophysics Data System (ADS)

He, Zhenzong; Qi, Hong; Lew, Zhongyuan; Ruan, Liming; Tan, Heping; Luo, Kun

2016-05-01

Based on the Least Squares QR decomposition (LSQR) algorithm, the aerosol size distribution (ASD) is retrieved in non-parametric approach. The direct problem is solved by the Anomalous Diffraction Approximation (ADA) and the Lambert-Beer Law. An optimal wavelength selection method is developed to improve the retrieval accuracy of the ASD. The proposed optimal wavelength set is selected by the method which can make the measurement signals sensitive to wavelength and decrease the degree of the ill-condition of coefficient matrix of linear systems effectively to enhance the anti-interference ability of retrieval results. Two common kinds of monomodal and bimodal ASDs, log-normal (L-N) and Gamma distributions, are estimated, respectively. Numerical tests show that the LSQR algorithm can be successfully applied to retrieve the ASD with high stability in the presence of random noise and low susceptibility to the shape of distributions. Finally, the experimental measurement ASD over Harbin in China is recovered reasonably. All the results confirm that the LSQR algorithm combined with the optimal wavelength selection method is an effective and reliable technique in non-parametric estimation of ASD.

Survival analysis of patients with esophageal cancer using parametric cure model.

PubMed

Rasouli, Mahboube; Ghadimi, Mahmood Reza; Mahmoodi, Mahmood; Mohammad, Kazem; Zeraati, Hojjat; Hosseini, Mostafa

2011-01-01

Esophageal cancer is a major cause of mortality and morbidity in the Caspian littoral north-eastern part of Iran. The aim of this study was to calculate cure function as well as to identify the factors that are related to this function among patients with esophageal cancer in this geographical area. Three hundred fifty nine cases of esophageal cancer registered in the Babol cancer registry during the period of 1990 to 1991 (inclusive) were followed up for 15 years up to 2006. Parametric cure model was used to calculate cure fraction and investigate the factors responsible for probability of cure among patients. Sample of subjects encompassed 62.7% men and 37.3% women, with mean ages of diagnosis was 60.0 and 55.3 years, respectively. The median survival time reached about 9 months and estimated survival rates in 1, 3, and 5 years following diagnosis were 23%, 15% and 13%, respectively. Results show the family history affects the cured fraction independently of its effect on early outcome and has a significant effect on the probability of uncured. The average cure fraction was estimated to be 0.10. As the proportionality assumption of Cox model does not meet in certain circumstances, a parametric cure model can provide a better fit and a better description of survival related outcome.

Intratumor distribution and test-retest comparisons of physiological parameters quantified by dynamic contrast-enhanced MRI in rat U251 glioma.

PubMed

Aryal, Madhava P; Nagaraja, Tavarekere N; Brown, Stephen L; Lu, Mei; Bagher-Ebadian, Hassan; Ding, Guangliang; Panda, Swayamprava; Keenan, Kelly; Cabral, Glauber; Mikkelsen, Tom; Ewing, James R

2014-10-01

The distribution of dynamic contrast-enhanced MRI (DCE-MRI) parametric estimates in a rat U251 glioma model was analyzed. Using Magnevist as contrast agent (CA), 17 nude rats implanted with U251 cerebral glioma were studied by DCE-MRI twice in a 24 h interval. A data-driven analysis selected one of three models to estimate either (1) plasma volume (vp), (2) vp and forward volume transfer constant (K(trans)) or (3) vp, K(trans) and interstitial volume fraction (ve), constituting Models 1, 2 and 3, respectively. CA distribution volume (VD) was estimated in Model 3 regions by Logan plots. Regions of interest (ROIs) were selected by model. In the Model 3 ROI, descriptors of parameter distributions--mean, median, variance and skewness--were calculated and compared between the two time points for repeatability. All distributions of parametric estimates in Model 3 ROIs were positively skewed. Test-retest differences between population summaries for any parameter were not significant (p ≥ 0.10; Wilcoxon signed-rank and paired t tests). These and similar measures of parametric distribution and test-retest variance from other tumor models can be used to inform the choice of biomarkers that best summarize tumor status and treatment effects. Copyright © 2014 John Wiley & Sons, Ltd.

Parametric and non-parametric approach for sensory RATA (Rate-All-That-Apply) method of ledre profile attributes

NASA Astrophysics Data System (ADS)

Hastuti, S.; Harijono; Murtini, E. S.; Fibrianto, K.

2018-03-01

This current study is aimed to investigate the use of parametric and non-parametric approach for sensory RATA (Rate-All-That-Apply) method. Ledre as Bojonegoro unique local food product was used as point of interest, in which 319 panelists were involved in the study. The result showed that ledre is characterized as easy-crushed texture, sticky in mouth, stingy sensation and easy to swallow. It has also strong banana flavour with brown in colour. Compared to eggroll and semprong, ledre has more variances in terms of taste as well the roll length. As RATA questionnaire is designed to collect categorical data, non-parametric approach is the common statistical procedure. However, similar results were also obtained as parametric approach, regardless the fact of non-normal distributed data. Thus, it suggests that parametric approach can be applicable for consumer study with large number of respondents, even though it may not satisfy the assumption of ANOVA (Analysis of Variances).

Location tests for biomarker studies: a comparison using simulations for the two-sample case.

PubMed

Scheinhardt, M O; Ziegler, A

2013-01-01

Gene, protein, or metabolite expression levels are often non-normally distributed, heavy tailed and contain outliers. Standard statistical approaches may fail as location tests in this situation. In three Monte-Carlo simulation studies, we aimed at comparing the type I error levels and empirical power of standard location tests and three adaptive tests [O'Gorman, Can J Stat 1997; 25: 269 -279; Keselman et al., Brit J Math Stat Psychol 2007; 60: 267- 293; Szymczak et al., Stat Med 2013; 32: 524 - 537] for a wide range of distributions. We simulated two-sample scenarios using the g-and-k-distribution family to systematically vary tail length and skewness with identical and varying variability between groups. All tests kept the type I error level when groups did not vary in their variability. The standard non-parametric U-test performed well in all simulated scenarios. It was outperformed by the two non-parametric adaptive methods in case of heavy tails or large skewness. Most tests did not keep the type I error level for skewed data in the case of heterogeneous variances. The standard U-test was a powerful and robust location test for most of the simulated scenarios except for very heavy tailed or heavy skewed data, and it is thus to be recommended except for these cases. The non-parametric adaptive tests were powerful for both normal and non-normal distributions under sample variance homogeneity. But when sample variances differed, they did not keep the type I error level. The parametric adaptive test lacks power for skewed and heavy tailed distributions.

LENSED: a code for the forward reconstruction of lenses and sources from strong lensing observations

NASA Astrophysics Data System (ADS)

Tessore, Nicolas; Bellagamba, Fabio; Metcalf, R. Benton

2016-12-01

Robust modelling of strong lensing systems is fundamental to exploit the information they contain about the distribution of matter in galaxies and clusters. In this work, we present LENSED, a new code which performs forward parametric modelling of strong lenses. LENSED takes advantage of a massively parallel ray-tracing kernel to perform the necessary calculations on a modern graphics processing unit (GPU). This makes the precise rendering of the background lensed sources much faster, and allows the simultaneous optimization of tens of parameters for the selected model. With a single run, the code is able to obtain the full posterior probability distribution for the lens light, the mass distribution and the background source at the same time. LENSED is first tested on mock images which reproduce realistic space-based observations of lensing systems. In this way, we show that it is able to recover unbiased estimates of the lens parameters, even when the sources do not follow exactly the assumed model. Then, we apply it to a subsample of the Sloan Lens ACS Survey lenses, in order to demonstrate its use on real data. The results generally agree with the literature, and highlight the flexibility and robustness of the algorithm.

Stochastic Inversion of 2D Magnetotelluric Data

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

Chen, Jinsong

2010-07-01

The algorithm is developed to invert 2D magnetotelluric (MT) data based on sharp boundary parametrization using a Bayesian framework. Within the algorithm, we consider the locations and the resistivity of regions formed by the interfaces are as unknowns. We use a parallel, adaptive finite-element algorithm to forward simulate frequency-domain MT responses of 2D conductivity structure. Those unknown parameters are spatially correlated and are described by a geostatistical model. The joint posterior probability distribution function is explored by Markov Chain Monte Carlo (MCMC) sampling methods. The developed stochastic model is effective for estimating the interface locations and resistivity. Most importantly, itmore » provides details uncertainty information on each unknown parameter. Hardware requirements: PC, Supercomputer, Multi-platform, Workstation; Software requirements C and Fortan; Operation Systems/version is Linux/Unix or Windows« less

Exploring cluster Monte Carlo updates with Boltzmann machines

NASA Astrophysics Data System (ADS)

Wang, Lei

2017-11-01

Boltzmann machines are physics informed generative models with broad applications in machine learning. They model the probability distribution of an input data set with latent variables and generate new samples accordingly. Applying the Boltzmann machines back to physics, they are ideal recommender systems to accelerate the Monte Carlo simulation of physical systems due to their flexibility and effectiveness. More intriguingly, we show that the generative sampling of the Boltzmann machines can even give different cluster Monte Carlo algorithms. The latent representation of the Boltzmann machines can be designed to mediate complex interactions and identify clusters of the physical system. We demonstrate these findings with concrete examples of the classical Ising model with and without four-spin plaquette interactions. In the future, automatic searches in the algorithm space parametrized by Boltzmann machines may discover more innovative Monte Carlo updates.

The linear transformation model with frailties for the analysis of item response times.

PubMed

Wang, Chun; Chang, Hua-Hua; Douglas, Jeffrey A

2013-02-01

The item response times (RTs) collected from computerized testing represent an underutilized source of information about items and examinees. In addition to knowing the examinees' responses to each item, we can investigate the amount of time examinees spend on each item. In this paper, we propose a semi-parametric model for RTs, the linear transformation model with a latent speed covariate, which combines the flexibility of non-parametric modelling and the brevity as well as interpretability of parametric modelling. In this new model, the RTs, after some non-parametric monotone transformation, become a linear model with latent speed as covariate plus an error term. The distribution of the error term implicitly defines the relationship between the RT and examinees' latent speeds; whereas the non-parametric transformation is able to describe various shapes of RT distributions. The linear transformation model represents a rich family of models that includes the Cox proportional hazards model, the Box-Cox normal model, and many other models as special cases. This new model is embedded in a hierarchical framework so that both RTs and responses are modelled simultaneously. A two-stage estimation method is proposed. In the first stage, the Markov chain Monte Carlo method is employed to estimate the parametric part of the model. In the second stage, an estimating equation method with a recursive algorithm is adopted to estimate the non-parametric transformation. Applicability of the new model is demonstrated with a simulation study and a real data application. Finally, methods to evaluate the model fit are suggested. © 2012 The British Psychological Society.

Introduction to Permutation and Resampling-Based Hypothesis Tests

ERIC Educational Resources Information Center

LaFleur, Bonnie J.; Greevy, Robert A.

2009-01-01

A resampling-based method of inference--permutation tests--is often used when distributional assumptions are questionable or unmet. Not only are these methods useful for obvious departures from parametric assumptions (e.g., normality) and small sample sizes, but they are also more robust than their parametric counterparts in the presences of…

A Nonparametric Geostatistical Method For Estimating Species Importance

Treesearch

Andrew J. Lister; Rachel Riemann; Michael Hoppus

2001-01-01

Parametric statistical methods are not always appropriate for conducting spatial analyses of forest inventory data. Parametric geostatistical methods such as variography and kriging are essentially averaging procedures, and thus can be affected by extreme values. Furthermore, non normal distributions violate the assumptions of analyses in which test statistics are...

The geometry of distributional preferences and a non-parametric identification approach: The Equality Equivalence Test.

PubMed

Kerschbamer, Rudolf

2015-05-01

This paper proposes a geometric delineation of distributional preference types and a non-parametric approach for their identification in a two-person context. It starts with a small set of assumptions on preferences and shows that this set (i) naturally results in a taxonomy of distributional archetypes that nests all empirically relevant types considered in previous work; and (ii) gives rise to a clean experimental identification procedure - the Equality Equivalence Test - that discriminates between archetypes according to core features of preferences rather than properties of specific modeling variants. As a by-product the test yields a two-dimensional index of preference intensity.

Learning with imperfectly labeled patterns

NASA Technical Reports Server (NTRS)

Chittineni, C. B.

1979-01-01

The problem of learning in pattern recognition using imperfectly labeled patterns is considered. The performance of the Bayes and nearest neighbor classifiers with imperfect labels is discussed using a probabilistic model for the mislabeling of the training patterns. Schemes for training the classifier using both parametric and non parametric techniques are presented. Methods for the correction of imperfect labels were developed. To gain an understanding of the learning process, expressions are derived for success probability as a function of training time for a one dimensional increment error correction classifier with imperfect labels. Feature selection with imperfectly labeled patterns is described.

Parametric versus Cox's model: an illustrative analysis of divorce in Canada.

PubMed

Balakrishnan, T R; Rao, K V; Krotki, K J; Lapierre-adamcyk, E

1988-06-01

Recent demographic literature clearly recognizes the importance of survival modes in the analysis of cross-sectional event histories. Of the various survival models, Cox's (1972) partial parametric model has been very popular due to its simplicity, and readily available computer software for estimation, sometimes at the cost of precision and parsimony of the model. This paper focuses on parametric failure time models for event history analysis such as Weibell, lognormal, loglogistic, and exponential models. The authors also test the goodness of fit of these parametric models versus the Cox's proportional hazards model taking Kaplan-Meier estimate as base. As an illustration, the authors reanalyze the Canadian Fertility Survey data on 1st marriage dissolution with parametric models. Though these parametric model estimates were not very different from each other, there seemed to be a slightly better fit with loglogistic. When 8 covariates were used in the analysis, it was found that the coefficients were similar in the models, and the overall conclusions about the relative risks would not have been different. The findings reveal that in marriage dissolution, the differences according to demographic and socioeconomic characteristics may be far more important than is generally found in many studies. Therefore, one should not treat the population as homogeneous in analyzing survival probabilities of marriages, other than for cursory analysis of overall trends.

The chi-square test of independence.

PubMed

McHugh, Mary L

2013-01-01

The Chi-square statistic is a non-parametric (distribution free) tool designed to analyze group differences when the dependent variable is measured at a nominal level. Like all non-parametric statistics, the Chi-square is robust with respect to the distribution of the data. Specifically, it does not require equality of variances among the study groups or homoscedasticity in the data. It permits evaluation of both dichotomous independent variables, and of multiple group studies. Unlike many other non-parametric and some parametric statistics, the calculations needed to compute the Chi-square provide considerable information about how each of the groups performed in the study. This richness of detail allows the researcher to understand the results and thus to derive more detailed information from this statistic than from many others. The Chi-square is a significance statistic, and should be followed with a strength statistic. The Cramer's V is the most common strength test used to test the data when a significant Chi-square result has been obtained. Advantages of the Chi-square include its robustness with respect to distribution of the data, its ease of computation, the detailed information that can be derived from the test, its use in studies for which parametric assumptions cannot be met, and its flexibility in handling data from both two group and multiple group studies. Limitations include its sample size requirements, difficulty of interpretation when there are large numbers of categories (20 or more) in the independent or dependent variables, and tendency of the Cramer's V to produce relative low correlation measures, even for highly significant results.

Survival potential of Phytophthora infestans sporangia in relation to meteorological factors

USDA-ARS?s Scientific Manuscript database

Assessment of meteorological factors coupled with sporangia survival curves may enhance effective management of potato late blight, caused by Phytophthora infestans. We utilized a non-parametric density estimation approach to evaluate the cumulative probability of occurrence of temperature and relat...

Assessing the causal effect of policies: an example using stochastic interventions.

PubMed

Díaz, Iván; van der Laan, Mark J

2013-11-19

Assessing the causal effect of an exposure often involves the definition of counterfactual outcomes in a hypothetical world in which the stochastic nature of the exposure is modified. Although stochastic interventions are a powerful tool to measure the causal effect of a realistic intervention that intends to alter the population distribution of an exposure, their importance to answer questions about plausible policy interventions has been obscured by the generalized use of deterministic interventions. In this article, we follow the approach described in Díaz and van der Laan (2012) to define and estimate the effect of an intervention that is expected to cause a truncation in the population distribution of the exposure. The observed data parameter that identifies the causal parameter of interest is established, as well as its efficient influence function under the non-parametric model. Inverse probability of treatment weighted (IPTW), augmented IPTW and targeted minimum loss-based estimators (TMLE) are proposed, their consistency and efficiency properties are determined. An extension to longitudinal data structures is presented and its use is demonstrated with a real data example.

Causal Methods for Observational Research: A Primer.

PubMed

Almasi-Hashiani, Amir; Nedjat, Saharnaz; Mansournia, Mohammad Ali

2018-04-01

The goal of many observational studies is to estimate the causal effect of an exposure on an outcome after adjustment for confounders, but there are still some serious errors in adjusting confounders in clinical journals. Standard regression modeling (e.g., ordinary logistic regression) fails to estimate the average effect of exposure in total population in the presence of interaction between exposure and covariates, and also cannot adjust for time-varying confounding appropriately. Moreover, stepwise algorithms of the selection of confounders based on P values may miss important confounders and lead to bias in effect estimates. Causal methods overcome these limitations. We illustrate three causal methods including inverse-probability-of-treatment-weighting (IPTW) and parametric g-formula, with an emphasis on a clever combination of these 2 methods: targeted maximum likelihood estimation (TMLE) which enjoys a double-robust property against bias. © 2018 The Author(s). This is an open-access article distributed under the terms of the Creative Commons Attribution License (http://creativecommons.org/licenses/by/4.0), which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

PaLaCe: A Coarse-Grain Protein Model for Studying Mechanical Properties.

PubMed

Pasi, Marco; Lavery, Richard; Ceres, Nicoletta

2013-01-08

We present a coarse-grain protein model PaLaCe (Pasi-Lavery-Ceres) that has been developed principally to allow fast computational studies of protein mechanics and to clarify the links between mechanics and function. PaLaCe uses a two-tier protein representation with one to three pseudoatoms representing each amino acid for the main nonbonded interactions, combined with atomic-scale peptide groups and some side chain atoms to allow the explicit representation of backbone hydrogen bonds and to simplify the treatment of bonded interactions. The PaLaCe force field is composed of physics-based terms, parametrized using Boltzmann inversion of conformational probability distributions derived from a protein structure data set, and iteratively refined to reproduce the experimental distributions. PaLaCe has been implemented in the MMTK simulation package and can be used for energy minimization, normal mode calculations, and molecular or stochastic dynamics. We present simulations with PaLaCe that test its ability to maintain stable structures for folded proteins, reproduce their dynamic fluctuations, and correctly model large-scale, force-induced conformational changes.

Parametric distribution approach for flow availability in small hydro potential analysis

NASA Astrophysics Data System (ADS)

Abdullah, Samizee; Basri, Mohd Juhari Mat; Jamaluddin, Zahrul Zamri; Azrulhisham, Engku Ahmad; Othman, Jamel

2016-10-01

Small hydro system is one of the important sources of renewable energy and it has been recognized worldwide as clean energy sources. Small hydropower generation system uses the potential energy in flowing water to produce electricity is often questionable due to inconsistent and intermittent of power generated. Potential analysis of small hydro system which is mainly dependent on the availability of water requires the knowledge of water flow or stream flow distribution. This paper presented the possibility of applying Pearson system for stream flow availability distribution approximation in the small hydro system. By considering the stochastic nature of stream flow, the Pearson parametric distribution approximation was computed based on the significant characteristic of Pearson system applying direct correlation between the first four statistical moments of the distribution. The advantage of applying various statistical moments in small hydro potential analysis will have the ability to analyze the variation shapes of stream flow distribution.

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

PubMed

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

2014-01-01

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

Alternative evaluation metrics for risk adjustment methods.

PubMed

Park, Sungchul; Basu, Anirban

2018-06-01

Risk adjustment is instituted to counter risk selection by accurately equating payments with expected expenditures. Traditional risk-adjustment methods are designed to estimate accurate payments at the group level. However, this generates residual risks at the individual level, especially for high-expenditure individuals, thereby inducing health plans to avoid those with high residual risks. To identify an optimal risk-adjustment method, we perform a comprehensive comparison of prediction accuracies at the group level, at the tail distributions, and at the individual level across 19 estimators: 9 parametric regression, 7 machine learning, and 3 distributional estimators. Using the 2013-2014 MarketScan database, we find that no one estimator performs best in all prediction accuracies. Generally, machine learning and distribution-based estimators achieve higher group-level prediction accuracy than parametric regression estimators. However, parametric regression estimators show higher tail distribution prediction accuracy and individual-level prediction accuracy, especially at the tails of the distribution. This suggests that there is a trade-off in selecting an appropriate risk-adjustment method between estimating accurate payments at the group level and lower residual risks at the individual level. Our results indicate that an optimal method cannot be determined solely on the basis of statistical metrics but rather needs to account for simulating plans' risk selective behaviors. Copyright © 2018 John Wiley & Sons, Ltd.

Do Students Expect Compensation for Wage Risk?

ERIC Educational Resources Information Center

Schweri, Juerg; Hartog, Joop; Wolter, Stefan C.

2011-01-01

We use a unique data set about the wage distribution that Swiss students expect for themselves ex ante, deriving parametric and non-parametric measures to capture expected wage risk. These wage risk measures are unfettered by heterogeneity which handicapped the use of actual market wage dispersion as risk measure in earlier studies. Students in…

Direct Estimation of Kinetic Parametric Images for Dynamic PET

PubMed Central

Wang, Guobao; Qi, Jinyi

2013-01-01

Dynamic positron emission tomography (PET) can monitor spatiotemporal distribution of radiotracer in vivo. The spatiotemporal information can be used to estimate parametric images of radiotracer kinetics that are of physiological and biochemical interests. Direct estimation of parametric images from raw projection data allows accurate noise modeling and has been shown to offer better image quality than conventional indirect methods, which reconstruct a sequence of PET images first and then perform tracer kinetic modeling pixel-by-pixel. Direct reconstruction of parametric images has gained increasing interests with the advances in computing hardware. Many direct reconstruction algorithms have been developed for different kinetic models. In this paper we review the recent progress in the development of direct reconstruction algorithms for parametric image estimation. Algorithms for linear and nonlinear kinetic models are described and their properties are discussed. PMID:24396500

Empirical likelihood method for non-ignorable missing data problems.

PubMed

Guan, Zhong; Qin, Jing

2017-01-01

Missing response problem is ubiquitous in survey sampling, medical, social science and epidemiology studies. It is well known that non-ignorable missing is the most difficult missing data problem where the missing of a response depends on its own value. In statistical literature, unlike the ignorable missing data problem, not many papers on non-ignorable missing data are available except for the full parametric model based approach. In this paper we study a semiparametric model for non-ignorable missing data in which the missing probability is known up to some parameters, but the underlying distributions are not specified. By employing Owen (1988)'s empirical likelihood method we can obtain the constrained maximum empirical likelihood estimators of the parameters in the missing probability and the mean response which are shown to be asymptotically normal. Moreover the likelihood ratio statistic can be used to test whether the missing of the responses is non-ignorable or completely at random. The theoretical results are confirmed by a simulation study. As an illustration, the analysis of a real AIDS trial data shows that the missing of CD4 counts around two years are non-ignorable and the sample mean based on observed data only is biased.

The Distribution of the Sum of Signed Ranks

ERIC Educational Resources Information Center

Albright, Brian

2012-01-01

We describe the calculation of the distribution of the sum of signed ranks and develop an exact recursive algorithm for the distribution as well as an approximation of the distribution using the normal. The results have applications to the non-parametric Wilcoxon signed-rank test.

Regional vertical total electron content (VTEC) modeling together with satellite and receiver differential code biases (DCBs) using semi-parametric multivariate adaptive regression B-splines (SP-BMARS)

NASA Astrophysics Data System (ADS)

Durmaz, Murat; Karslioglu, Mahmut Onur

2015-04-01

There are various global and regional methods that have been proposed for the modeling of ionospheric vertical total electron content (VTEC). Global distribution of VTEC is usually modeled by spherical harmonic expansions, while tensor products of compactly supported univariate B-splines can be used for regional modeling. In these empirical parametric models, the coefficients of the basis functions as well as differential code biases (DCBs) of satellites and receivers can be treated as unknown parameters which can be estimated from geometry-free linear combinations of global positioning system observables. In this work we propose a new semi-parametric multivariate adaptive regression B-splines (SP-BMARS) method for the regional modeling of VTEC together with satellite and receiver DCBs, where the parametric part of the model is related to the DCBs as fixed parameters and the non-parametric part adaptively models the spatio-temporal distribution of VTEC. The latter is based on multivariate adaptive regression B-splines which is a non-parametric modeling technique making use of compactly supported B-spline basis functions that are generated from the observations automatically. This algorithm takes advantage of an adaptive scale-by-scale model building strategy that searches for best-fitting B-splines to the data at each scale. The VTEC maps generated from the proposed method are compared numerically and visually with the global ionosphere maps (GIMs) which are provided by the Center for Orbit Determination in Europe (CODE). The VTEC values from SP-BMARS and CODE GIMs are also compared with VTEC values obtained through calibration using local ionospheric model. The estimated satellite and receiver DCBs from the SP-BMARS model are compared with the CODE distributed DCBs. The results show that the SP-BMARS algorithm can be used to estimate satellite and receiver DCBs while adaptively and flexibly modeling the daily regional VTEC.

Summarizing techniques that combine three non-parametric scores to detect disease-associated 2-way SNP-SNP interactions.

PubMed

Sengupta Chattopadhyay, Amrita; Hsiao, Ching-Lin; Chang, Chien Ching; Lian, Ie-Bin; Fann, Cathy S J

2014-01-01

Identifying susceptibility genes that influence complex diseases is extremely difficult because loci often influence the disease state through genetic interactions. Numerous approaches to detect disease-associated SNP-SNP interactions have been developed, but none consistently generates high-quality results under different disease scenarios. Using summarizing techniques to combine a number of existing methods may provide a solution to this problem. Here we used three popular non-parametric methods-Gini, absolute probability difference (APD), and entropy-to develop two novel summary scores, namely principle component score (PCS) and Z-sum score (ZSS), with which to predict disease-associated genetic interactions. We used a simulation study to compare performance of the non-parametric scores, the summary scores, the scaled-sum score (SSS; used in polymorphism interaction analysis (PIA)), and the multifactor dimensionality reduction (MDR). The non-parametric methods achieved high power, but no non-parametric method outperformed all others under a variety of epistatic scenarios. PCS and ZSS, however, outperformed MDR. PCS, ZSS and SSS displayed controlled type-I-errors (<0.05) compared to GS, APDS, ES (>0.05). A real data study using the genetic-analysis-workshop 16 (GAW 16) rheumatoid arthritis dataset identified a number of interesting SNP-SNP interactions. © 2013 Elsevier B.V. All rights reserved.

Non-parametric wall model and methods of identifying boundary conditions for moments in gas flow equations

NASA Astrophysics Data System (ADS)

Liao, Meng; To, Quy-Dong; Léonard, Céline; Monchiet, Vincent

2018-03-01

In this paper, we use the molecular dynamics simulation method to study gas-wall boundary conditions. Discrete scattering information of gas molecules at the wall surface is obtained from collision simulations. The collision data can be used to identify the accommodation coefficients for parametric wall models such as Maxwell and Cercignani-Lampis scattering kernels. Since these scattering kernels are based on a limited number of accommodation coefficients, we adopt non-parametric statistical methods to construct the kernel to overcome these issues. Different from parametric kernels, the non-parametric kernels require no parameter (i.e. accommodation coefficients) and no predefined distribution. We also propose approaches to derive directly the Navier friction and Kapitza thermal resistance coefficients as well as other interface coefficients associated with moment equations from the non-parametric kernels. The methods are applied successfully to systems composed of CH4 or CO2 and graphite, which are of interest to the petroleum industry.

Technical Topic 3.2.2.d Bayesian and Non-Parametric Statistics: Integration of Neural Networks with Bayesian Networks for Data Fusion and Predictive Modeling

DTIC Science & Technology

2016-05-31

and included explosives such as TATP, HMTD, RDX, RDX, ammonium nitrate , potassium perchlorate, potassium nitrate , sugar, and TNT. The approach...Distribution Unlimited UU UU UU UU 31-05-2016 15-Apr-2014 14-Jan-2015 Final Report: Technical Topic 3.2.2. d Bayesian and Non- parametric Statistics...of Papers published in non peer-reviewed journals: Final Report: Technical Topic 3.2.2. d Bayesian and Non-parametric Statistics: Integration of Neural

Differential diagnosis of normal pressure hydrocephalus by MRI mean diffusivity histogram analysis.

PubMed

Ivkovic, M; Liu, B; Ahmed, F; Moore, D; Huang, C; Raj, A; Kovanlikaya, I; Heier, L; Relkin, N

2013-01-01

Accurate diagnosis of normal pressure hydrocephalus is challenging because the clinical symptoms and radiographic appearance of NPH often overlap those of other conditions, including age-related neurodegenerative disorders such as Alzheimer and Parkinson diseases. We hypothesized that radiologic differences between NPH and AD/PD can be characterized by a robust and objective MR imaging DTI technique that does not require intersubject image registration or operator-defined regions of interest, thus avoiding many pitfalls common in DTI methods. We collected 3T DTI data from 15 patients with probable NPH and 25 controls with AD, PD, or dementia with Lewy bodies. We developed a parametric model for the shape of intracranial mean diffusivity histograms that separates brain and ventricular components from a third component composed mostly of partial volume voxels. To accurately fit the shape of the third component, we constructed a parametric function named the generalized Voss-Dyke function. We then examined the use of the fitting parameters for the differential diagnosis of NPH from AD, PD, and DLB. Using parameters for the MD histogram shape, we distinguished clinically probable NPH from the 3 other disorders with 86% sensitivity and 96% specificity. The technique yielded 86% sensitivity and 88% specificity when differentiating NPH from AD only. An adequate parametric model for the shape of intracranial MD histograms can distinguish NPH from AD, PD, or DLB with high sensitivity and specificity.

A parametric multivariate drought index and its application in the attribution and projection of flash drought change in China

NASA Astrophysics Data System (ADS)

Yuan, X.; Wang, L.; Zhang, M.

2017-12-01

Rainfall deficit in the crop growing seasons is usually accompanied by heat waves. Abnormally high temperature increases evapotranspiration and decreases soil moisture rapidly, and ultimately results in a type of drought with a rapid onset, short duration but devastating impact, which is called "Flash drought". With the increase in global temperature, flash drought is expected to occur more frequently. However, there is no consensus on the definition of flash drought so far. Moreover, large uncertainty exists in the estimation of the flash drought and its trend, and the underlying mechanism for its long-term change is not clear. In this presentation, a parametric multivariate drought index that characterizes the joint probability distribution of key variables of flash drought will be developed, and the historical changes in flash drought over China will be analyzed. In addition, a set of land surface model simulations driven by IPCC CMIP5 models with different forcings and future scenarios, will be used for the detection and attribution of flash drought change. This study is targeted at quantifying the influences of natural and anthropogenic climate change on the flash drought change, projecting its future change as well as the corresponding uncertainty, and improving our understanding of the variation of flash drought and its underlying mechanism in a changing climate.

Deriving injury risk curves using survival analysis from biomechanical experiments.

PubMed

Yoganandan, Narayan; Banerjee, Anjishnu; Hsu, Fang-Chi; Bass, Cameron R; Voo, Liming; Pintar, Frank A; Gayzik, F Scott

2016-10-03

Injury risk curves from biomechanical experimental data analysis are used in automotive studies to improve crashworthiness and advance occupant safety. Metrics such as acceleration and deflection coupled with outcomes such as fractures and anatomical disruptions from impact tests are used in simple binary regression models. As an improvement, the International Standards Organization suggested a different approach. It was based on survival analysis. While probability curves for side-impact-induced thorax and abdominal injuries and frontal impact-induced foot-ankle-leg injuries are developed using this approach, deficiencies are apparent. The objective of this study is to present an improved, robust and generalizable methodology in an attempt to resolve these issues. It includes: (a) statistical identification of the most appropriate independent variable (metric) from a pool of candidate metrics, measured and or derived during experimentation and analysis processes, based on the highest area under the receiver operator curve, (b) quantitative determination of the most optimal probability distribution based on the lowest Akaike information criterion, (c) supplementing the qualitative/visual inspection method for comparing the selected distribution with a non-parametric distribution with objective measures, (d) identification of overly influential observations using different methods, and (e) estimation of confidence intervals using techniques more appropriate to the underlying survival statistical model. These clear and quantified details can be easily implemented with commercial/open source packages. They can be used in retrospective analysis and prospective design of experiments, and in applications to different loading scenarios such as underbody blast events. The feasibility of the methodology is demonstrated using post mortem human subject experiments and 24 metrics associated with thoracic/abdominal injuries in side-impacts. Published by Elsevier Ltd.

Age-dependent biochemical quantities: an approach for calculating reference intervals.

PubMed

Bjerner, J

2007-01-01

A parametric method is often preferred when calculating reference intervals for biochemical quantities, as non-parametric methods are less efficient and require more observations/study subjects. Parametric methods are complicated, however, because of three commonly encountered features. First, biochemical quantities seldom display a Gaussian distribution, and there must either be a transformation procedure to obtain such a distribution or a more complex distribution has to be used. Second, biochemical quantities are often dependent on a continuous covariate, exemplified by rising serum concentrations of MUC1 (episialin, CA15.3) with increasing age. Third, outliers often exert substantial influence on parametric estimations and therefore need to be excluded before calculations are made. The International Federation of Clinical Chemistry (IFCC) currently recommends that confidence intervals be calculated for the reference centiles obtained. However, common statistical packages allowing for the adjustment of a continuous covariate do not make this calculation. In the method described in the current study, Tukey's fence is used to eliminate outliers and two-stage transformations (modulus-exponential-normal) in order to render Gaussian distributions. Fractional polynomials are employed to model functions for mean and standard deviations dependent on a covariate, and the model is selected by maximum likelihood. Confidence intervals are calculated for the fitted centiles by combining parameter estimation and sampling uncertainties. Finally, the elimination of outliers was made dependent on covariates by reiteration. Though a good knowledge of statistical theory is needed when performing the analysis, the current method is rewarding because the results are of practical use in patient care.

Investigation of signal models and methods for evaluating structures of processing telecommunication information exchange systems under acoustic noise conditions

NASA Astrophysics Data System (ADS)

Kropotov, Y. A.; Belov, A. A.; Proskuryakov, A. Y.; Kolpakov, A. A.

2018-05-01

The paper considers models and methods for estimating signals during the transmission of information messages in telecommunication systems of audio exchange. One-dimensional probability distribution functions that can be used to isolate useful signals, and acoustic noise interference are presented. An approach to the estimation of the correlation and spectral functions of the parameters of acoustic signals is proposed, based on the parametric representation of acoustic signals and the components of the noise components. The paper suggests an approach to improving the efficiency of interference cancellation and highlighting the necessary information when processing signals from telecommunications systems. In this case, the suppression of acoustic noise is based on the methods of adaptive filtering and adaptive compensation. The work also describes the models of echo signals and the structure of subscriber devices in operational command telecommunications systems.

Microwave Analysis with Monte Carlo Methods for ECH Transmission Lines

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

Kaufman, Michael C.; Lau, Cornwall H.; Hanson, Gregory R.

A new code framework, MORAMC, is presented which model transmission line (TL) systems consisting of overmoded circular waveguide and other components including miter bends and transmission line gaps. The transmission line is modeled as a set of mode converters in series where each component is composed of one or more converters. The parametrization of each mode converter can account for the fabrication tolerances of physically realizable components. These tolerances as well as the precision to which these TL systems can be installed and aligned gives a practical limit to which the uncertainty of the microwave performance of the system canmore » be calculated. Because of this, Monte Carlo methods are a natural fit and are employed to calculate the probability distribution that a given TL can deliver a required power and mode purity. Several examples are given to demonstrate the usefulness of MORAMC in optimizing TL systems.« less

Microwave Analysis with Monte Carlo Methods for ECH Transmission Lines

DOE PAGES

Kaufman, Michael C.; Lau, Cornwall H.; Hanson, Gregory R.

2018-03-08

A new code framework, MORAMC, is presented which model transmission line (TL) systems consisting of overmoded circular waveguide and other components including miter bends and transmission line gaps. The transmission line is modeled as a set of mode converters in series where each component is composed of one or more converters. The parametrization of each mode converter can account for the fabrication tolerances of physically realizable components. These tolerances as well as the precision to which these TL systems can be installed and aligned gives a practical limit to which the uncertainty of the microwave performance of the system canmore » be calculated. Because of this, Monte Carlo methods are a natural fit and are employed to calculate the probability distribution that a given TL can deliver a required power and mode purity. Several examples are given to demonstrate the usefulness of MORAMC in optimizing TL systems.« less

Statistical plant set estimation using Schroeder-phased multisinusoidal input design

NASA Technical Reports Server (NTRS)

Bayard, D. S.

1992-01-01

A frequency domain method is developed for plant set estimation. The estimation of a plant 'set' rather than a point estimate is required to support many methods of modern robust control design. The approach here is based on using a Schroeder-phased multisinusoid input design which has the special property of placing input energy only at the discrete frequency points used in the computation. A detailed analysis of the statistical properties of the frequency domain estimator is given, leading to exact expressions for the probability distribution of the estimation error, and many important properties. It is shown that, for any nominal parametric plant estimate, one can use these results to construct an overbound on the additive uncertainty to any prescribed statistical confidence. The 'soft' bound thus obtained can be used to replace 'hard' bounds presently used in many robust control analysis and synthesis methods.

Disjunctive Normal Shape and Appearance Priors with Applications to Image Segmentation.

PubMed

Mesadi, Fitsum; Cetin, Mujdat; Tasdizen, Tolga

2015-10-01

The use of appearance and shape priors in image segmentation is known to improve accuracy; however, existing techniques have several drawbacks. Active shape and appearance models require landmark points and assume unimodal shape and appearance distributions. Level set based shape priors are limited to global shape similarity. In this paper, we present a novel shape and appearance priors for image segmentation based on an implicit parametric shape representation called disjunctive normal shape model (DNSM). DNSM is formed by disjunction of conjunctions of half-spaces defined by discriminants. We learn shape and appearance statistics at varying spatial scales using nonparametric density estimation. Our method can generate a rich set of shape variations by locally combining training shapes. Additionally, by studying the intensity and texture statistics around each discriminant of our shape model, we construct a local appearance probability map. Experiments carried out on both medical and natural image datasets show the potential of the proposed method.

Credit scoring analysis using kernel discriminant

NASA Astrophysics Data System (ADS)

Widiharih, T.; Mukid, M. A.; Mustafid

2018-05-01

Credit scoring model is an important tool for reducing the risk of wrong decisions when granting credit facilities to applicants. This paper investigate the performance of kernel discriminant model in assessing customer credit risk. Kernel discriminant analysis is a non- parametric method which means that it does not require any assumptions about the probability distribution of the input. The main ingredient is a kernel that allows an efficient computation of Fisher discriminant. We use several kernel such as normal, epanechnikov, biweight, and triweight. The models accuracy was compared each other using data from a financial institution in Indonesia. The results show that kernel discriminant can be an alternative method that can be used to determine who is eligible for a credit loan. In the data we use, it shows that a normal kernel is relevant to be selected for credit scoring using kernel discriminant model. Sensitivity and specificity reach to 0.5556 and 0.5488 respectively.

Microwave Analysis with Monte Carlo Methods for ECH Transmission Lines

NASA Astrophysics Data System (ADS)

Kaufman, M. C.; Lau, C.; Hanson, G. R.

2018-03-01

A new code framework, MORAMC, is presented which model transmission line (TL) systems consisting of overmoded circular waveguide and other components including miter bends and transmission line gaps. The transmission line is modeled as a set of mode converters in series where each component is composed of one or more converters. The parametrization of each mode converter can account for the fabrication tolerances of physically realizable components. These tolerances as well as the precision to which these TL systems can be installed and aligned gives a practical limit to which the uncertainty of the microwave performance of the system can be calculated. Because of this, Monte Carlo methods are a natural fit and are employed to calculate the probability distribution that a given TL can deliver a required power and mode purity. Several examples are given to demonstrate the usefulness of MORAMC in optimizing TL systems.

A Computer Model of Insect Traps in a Landscape

NASA Astrophysics Data System (ADS)

Manoukis, Nicholas C.; Hall, Brian; Geib, Scott M.

2014-11-01

Attractant-based trap networks are important elements of invasive insect detection, pest control, and basic research programs. We present a landscape-level, spatially explicit model of trap networks, focused on detection, that incorporates variable attractiveness of traps and a movement model for insect dispersion. We describe the model and validate its behavior using field trap data on networks targeting two species, Ceratitis capitata and Anoplophora glabripennis. Our model will assist efforts to optimize trap networks by 1) introducing an accessible and realistic mathematical characterization of the operation of a single trap that lends itself easily to parametrization via field experiments and 2) allowing direct quantification and comparison of sensitivity between trap networks. Results from the two case studies indicate that the relationship between number of traps and their spatial distribution and capture probability under the model is qualitatively dependent on the attractiveness of the traps, a result with important practical consequences.

A statistical method for estimating rates of soil development and ages of geologic deposits: A design for soil-chronosequence studies

USGS Publications Warehouse

Switzer, P.; Harden, J.W.; Mark, R.K.

1988-01-01

A statistical method for estimating rates of soil development in a given region based on calibration from a series of dated soils is used to estimate ages of soils in the same region that are not dated directly. The method is designed specifically to account for sampling procedures and uncertainties that are inherent in soil studies. Soil variation and measurement error, uncertainties in calibration dates and their relation to the age of the soil, and the limited number of dated soils are all considered. Maximum likelihood (ML) is employed to estimate a parametric linear calibration curve, relating soil development to time or age on suitably transformed scales. Soil variation on a geomorphic surface of a certain age is characterized by replicate sampling of soils on each surface; such variation is assumed to have a Gaussian distribution. The age of a geomorphic surface is described by older and younger bounds. This technique allows age uncertainty to be characterized by either a Gaussian distribution or by a triangular distribution using minimum, best-estimate, and maximum ages. The calibration curve is taken to be linear after suitable (in certain cases logarithmic) transformations, if required, of the soil parameter and age variables. Soil variability, measurement error, and departures from linearity are described in a combined fashion using Gaussian distributions with variances particular to each sampled geomorphic surface and the number of sample replicates. Uncertainty in age of a geomorphic surface used for calibration is described using three parameters by one of two methods. In the first method, upper and lower ages are specified together with a coverage probability; this specification is converted to a Gaussian distribution with the appropriate mean and variance. In the second method, "absolute" older and younger ages are specified together with a most probable age; this specification is converted to an asymmetric triangular distribution with mode at the most probable age. The statistical variability of the ML-estimated calibration curve is assessed by a Monte Carlo method in which simulated data sets repeatedly are drawn from the distributional specification; calibration parameters are reestimated for each such simulation in order to assess their statistical variability. Several examples are used for illustration. The age of undated soils in a related setting may be estimated from the soil data using the fitted calibration curve. A second simulation to assess age estimate variability is described and applied to the examples. ?? 1988 International Association for Mathematical Geology.

A new approach to estimate time-to-cure from cancer registries data.

PubMed

Boussari, Olayidé; Romain, Gaëlle; Remontet, Laurent; Bossard, Nadine; Mounier, Morgane; Bouvier, Anne-Marie; Binquet, Christine; Colonna, Marc; Jooste, Valérie

2018-04-01

Cure models have been adapted to net survival context to provide important indicators from population-based cancer data, such as the cure fraction and the time-to-cure. However existing methods for computing time-to-cure suffer from some limitations. Cure models in net survival framework were briefly overviewed and a new definition of time-to-cure was introduced as the time TTC at which P(t), the estimated covariate-specific probability of being cured at a given time t after diagnosis, reaches 0.95. We applied flexible parametric cure models to data of four cancer sites provided by the French network of cancer registries (FRANCIM). Then estimates of the time-to-cure by TTC and by two existing methods were derived and compared. Cure fractions and probabilities P(t) were also computed. Depending on the age group, TTC ranged from to 8 to 10 years for colorectal and pancreatic cancer and was nearly 12 years for breast cancer. In thyroid cancer patients under 55 years at diagnosis, TTC was strikingly 0: the probability of being cured was >0.95 just after diagnosis. This is an interesting result regarding the health insurance premiums of these patients. The estimated values of time-to-cure from the three approaches were close for colorectal cancer only. We propose a new approach, based on estimated covariate-specific probability of being cured, to estimate time-to-cure. Compared to two existing methods, the new approach seems to be more intuitive and natural and less sensitive to the survival time distribution. Copyright © 2018 Elsevier Ltd. All rights reserved.

A Bayesian goodness of fit test and semiparametric generalization of logistic regression with measurement data.

PubMed

Schörgendorfer, Angela; Branscum, Adam J; Hanson, Timothy E

2013-06-01

Logistic regression is a popular tool for risk analysis in medical and population health science. With continuous response data, it is common to create a dichotomous outcome for logistic regression analysis by specifying a threshold for positivity. Fitting a linear regression to the nondichotomized response variable assuming a logistic sampling model for the data has been empirically shown to yield more efficient estimates of odds ratios than ordinary logistic regression of the dichotomized endpoint. We illustrate that risk inference is not robust to departures from the parametric logistic distribution. Moreover, the model assumption of proportional odds is generally not satisfied when the condition of a logistic distribution for the data is violated, leading to biased inference from a parametric logistic analysis. We develop novel Bayesian semiparametric methodology for testing goodness of fit of parametric logistic regression with continuous measurement data. The testing procedures hold for any cutoff threshold and our approach simultaneously provides the ability to perform semiparametric risk estimation. Bayes factors are calculated using the Savage-Dickey ratio for testing the null hypothesis of logistic regression versus a semiparametric generalization. We propose a fully Bayesian and a computationally efficient empirical Bayesian approach to testing, and we present methods for semiparametric estimation of risks, relative risks, and odds ratios when parametric logistic regression fails. Theoretical results establish the consistency of the empirical Bayes test. Results from simulated data show that the proposed approach provides accurate inference irrespective of whether parametric assumptions hold or not. Evaluation of risk factors for obesity shows that different inferences are derived from an analysis of a real data set when deviations from a logistic distribution are permissible in a flexible semiparametric framework. © 2013, The International Biometric Society.

Quantification of variability and uncertainty for air toxic emission inventories with censored emission factor data.

PubMed

Frey, H Christopher; Zhao, Yuchao

2004-11-15

Probabilistic emission inventories were developed for urban air toxic emissions of benzene, formaldehyde, chromium, and arsenic for the example of Houston. Variability and uncertainty in emission factors were quantified for 71-97% of total emissions, depending upon the pollutant and data availability. Parametric distributions for interunit variability were fit using maximum likelihood estimation (MLE), and uncertainty in mean emission factors was estimated using parametric bootstrap simulation. For data sets containing one or more nondetected values, empirical bootstrap simulation was used to randomly sample detection limits for nondetected values and observations for sample values, and parametric distributions for variability were fit using MLE estimators for censored data. The goodness-of-fit for censored data was evaluated by comparison of cumulative distributions of bootstrap confidence intervals and empirical data. The emission inventory 95% uncertainty ranges are as small as -25% to +42% for chromium to as large as -75% to +224% for arsenic with correlated surrogates. Uncertainty was dominated by only a few source categories. Recommendations are made for future improvements to the analysis.

Parametric optimization of optical signal detectors employing the direct photodetection scheme

NASA Astrophysics Data System (ADS)

Kirakosiants, V. E.; Loginov, V. A.

1984-08-01

The problem of optimization of the optical signal detection scheme parameters is addressed using the concept of a receiver with direct photodetection. An expression is derived which accurately approximates the field of view (FOV) values obtained by a direct computer minimization of the probability of missing a signal; optimum values of the receiver FOV were found for different atmospheric conditions characterized by the number of coherence spots and the intensity fluctuations of a plane wave. It is further pointed out that the criterion presented can be possibly used for parametric optimization of detectors operating in accordance with the Neumann-Pearson criterion.

Simple performance evaluation of pulsed spontaneous parametric down-conversion sources for quantum communications.

PubMed

Smirr, Jean-Loup; Guilbaud, Sylvain; Ghalbouni, Joe; Frey, Robert; Diamanti, Eleni; Alléaume, Romain; Zaquine, Isabelle

2011-01-17

Fast characterization of pulsed spontaneous parametric down conversion (SPDC) sources is important for applications in quantum information processing and communications. We propose a simple method to perform this task, which only requires measuring the counts on the two output channels and the coincidences between them, as well as modeling the filter used to reduce the source bandwidth. The proposed method is experimentally tested and used for a complete evaluation of SPDC sources (pair emission probability, total losses, and fidelity) of various bandwidths. This method can find applications in the setting up of SPDC sources and in the continuous verification of the quality of quantum communication links.

Recent advances in parametric neuroreceptor mapping with dynamic PET: basic concepts and graphical analyses.

PubMed

Seo, Seongho; Kim, Su Jin; Lee, Dong Soo; Lee, Jae Sung

2014-10-01

Tracer kinetic modeling in dynamic positron emission tomography (PET) has been widely used to investigate the characteristic distribution patterns or dysfunctions of neuroreceptors in brain diseases. Its practical goal has progressed from regional data quantification to parametric mapping that produces images of kinetic-model parameters by fully exploiting the spatiotemporal information in dynamic PET data. Graphical analysis (GA) is a major parametric mapping technique that is independent on any compartmental model configuration, robust to noise, and computationally efficient. In this paper, we provide an overview of recent advances in the parametric mapping of neuroreceptor binding based on GA methods. The associated basic concepts in tracer kinetic modeling are presented, including commonly-used compartment models and major parameters of interest. Technical details of GA approaches for reversible and irreversible radioligands are described, considering both plasma input and reference tissue input models. Their statistical properties are discussed in view of parametric imaging.

Free-form geometric modeling by integrating parametric and implicit PDEs.

PubMed

Du, Haixia; Qin, Hong

2007-01-01

Parametric PDE techniques, which use partial differential equations (PDEs) defined over a 2D or 3D parametric domain to model graphical objects and processes, can unify geometric attributes and functional constraints of the models. PDEs can also model implicit shapes defined by level sets of scalar intensity fields. In this paper, we present an approach that integrates parametric and implicit trivariate PDEs to define geometric solid models containing both geometric information and intensity distribution subject to flexible boundary conditions. The integrated formulation of second-order or fourth-order elliptic PDEs permits designers to manipulate PDE objects of complex geometry and/or arbitrary topology through direct sculpting and free-form modeling. We developed a PDE-based geometric modeling system for shape design and manipulation of PDE objects. The integration of implicit PDEs with parametric geometry offers more general and arbitrary shape blending and free-form modeling for objects with intensity attributes than pure geometric models.

Likert scales, levels of measurement and the "laws" of statistics.

PubMed

Norman, Geoff

2010-12-01

Reviewers of research reports frequently criticize the choice of statistical methods. While some of these criticisms are well-founded, frequently the use of various parametric methods such as analysis of variance, regression, correlation are faulted because: (a) the sample size is too small, (b) the data may not be normally distributed, or (c) The data are from Likert scales, which are ordinal, so parametric statistics cannot be used. In this paper, I dissect these arguments, and show that many studies, dating back to the 1930s consistently show that parametric statistics are robust with respect to violations of these assumptions. Hence, challenges like those above are unfounded, and parametric methods can be utilized without concern for "getting the wrong answer".

Localized parallel parametric generation of spin waves in a Ni{sub 81}Fe{sub 19} waveguide by spatial variation of the pumping field

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

Brächer, T.; Graduate School Materials Science in Mainz, Gottlieb-Daimler-Strasse 47, D-67663 Kaiserslautern; Pirro, P.

2014-03-03

We present the experimental observation of localized parallel parametric generation of spin waves in a transversally in-plane magnetized Ni{sub 81}Fe{sub 19} magnonic waveguide. The localization is realized by combining the threshold character of parametric generation with a spatially confined enhancement of the amplifying microwave field. The latter is achieved by modulating the width of the microstrip transmission line which is used to provide the pumping field. By employing microfocussed Brillouin light scattering spectroscopy, we analyze the spatial distribution of the generated spin waves and compare it with numerical calculations of the field distribution along the Ni{sub 81}Fe{sub 19} waveguide. Thismore » provides a local spin-wave excitation in transversally in-plane magnetized waveguides for a wide wave-vector range which is not restricted by the size of the generation area.« less

Determining the multi-scale hedge ratios of stock index futures using the lower partial moments method

NASA Astrophysics Data System (ADS)

Dai, Jun; Zhou, Haigang; Zhao, Shaoquan

2017-01-01

This paper considers a multi-scale future hedge strategy that minimizes lower partial moments (LPM). To do this, wavelet analysis is adopted to decompose time series data into different components. Next, different parametric estimation methods with known distributions are applied to calculate the LPM of hedged portfolios, which is the key to determining multi-scale hedge ratios over different time scales. Then these parametric methods are compared with the prevailing nonparametric kernel metric method. Empirical results indicate that in the China Securities Index 300 (CSI 300) index futures and spot markets, hedge ratios and hedge efficiency estimated by the nonparametric kernel metric method are inferior to those estimated by parametric hedging model based on the features of sequence distributions. In addition, if minimum-LPM is selected as a hedge target, the hedging periods, degree of risk aversion, and target returns can affect the multi-scale hedge ratios and hedge efficiency, respectively.

Prepositioning emergency supplies under uncertainty: a parametric optimization method

NASA Astrophysics Data System (ADS)

Bai, Xuejie; Gao, Jinwu; Liu, Yankui

2018-07-01

Prepositioning of emergency supplies is an effective method for increasing preparedness for disasters and has received much attention in recent years. In this article, the prepositioning problem is studied by a robust parametric optimization method. The transportation cost, supply, demand and capacity are unknown prior to the extraordinary event, which are represented as fuzzy parameters with variable possibility distributions. The variable possibility distributions are obtained through the credibility critical value reduction method for type-2 fuzzy variables. The prepositioning problem is formulated as a fuzzy value-at-risk model to achieve a minimum total cost incurred in the whole process. The key difficulty in solving the proposed optimization model is to evaluate the quantile of the fuzzy function in the objective and the credibility in the constraints. The objective function and constraints can be turned into their equivalent parametric forms through chance constrained programming under the different confidence levels. Taking advantage of the structural characteristics of the equivalent optimization model, a parameter-based domain decomposition method is developed to divide the original optimization problem into six mixed-integer parametric submodels, which can be solved by standard optimization solvers. Finally, to explore the viability of the developed model and the solution approach, some computational experiments are performed on realistic scale case problems. The computational results reported in the numerical example show the credibility and superiority of the proposed parametric optimization method.

Functional mechanisms of probabilistic inference in feature- and space-based attentional systems.

PubMed

Dombert, Pascasie L; Kuhns, Anna; Mengotti, Paola; Fink, Gereon R; Vossel, Simone

2016-11-15

Humans flexibly attend to features or locations and these processes are influenced by the probability of sensory events. We combined computational modeling of response times with fMRI to compare the functional correlates of (re-)orienting, and the modulation by probabilistic inference in spatial and feature-based attention systems. Twenty-four volunteers performed two task versions with spatial or color cues. Percentage of cue validity changed unpredictably. A hierarchical Bayesian model was used to derive trial-wise estimates of probability-dependent attention, entering the fMRI analysis as parametric regressors. Attentional orienting activated a dorsal frontoparietal network in both tasks, without significant parametric modulation. Spatially invalid trials activated a bilateral frontoparietal network and the precuneus, while invalid feature trials activated the left intraparietal sulcus (IPS). Probability-dependent attention modulated activity in the precuneus, left posterior IPS, middle occipital gyrus, and right temporoparietal junction for spatial attention, and in the left anterior IPS for feature-based and spatial attention. These findings provide novel insights into the generality and specificity of the functional basis of attentional control. They suggest that probabilistic inference can distinctively affect each attentional subsystem, but that there is an overlap in the left IPS, which responds to both spatial and feature-based expectancy violations. Copyright © 2016 Elsevier Inc. All rights reserved.

Distribution of polarization-entangled photonpairs produced via spontaneous parametric down-conversion within a local-area fiber network: theoretical model and experiment.

PubMed

Lim, Han Chuen; Yoshizawa, Akio; Tsuchida, Hidemi; Kikuchi, Kazuro

2008-09-15

We present a theoretical model for the distribution of polarization-entangled photon-pairs produced via spontaneous parametric down-conversion within a local-area fiber network. This model allows an entanglement distributor who plays the role of a service provider to determine the photon-pair generation rate giving highest two-photon interference fringe visibility for any pair of users, when given user-specific parameters. Usefulness of this model is illustrated in an example and confirmed in an experiment, where polarization-entangled photon-pairs are distributed over 82 km and 132 km of dispersion-managed optical fiber. Experimentally observed visibilities and entanglement fidelities are in good agreement with theoretically predicted values.

The orbital PDF: general inference of the gravitational potential from steady-state tracers

NASA Astrophysics Data System (ADS)

Han, Jiaxin; Wang, Wenting; Cole, Shaun; Frenk, Carlos S.

2016-02-01

We develop two general methods to infer the gravitational potential of a system using steady-state tracers, I.e. tracers with a time-independent phase-space distribution. Combined with the phase-space continuity equation, the time independence implies a universal orbital probability density function (oPDF) dP(λ|orbit) ∝ dt, where λ is the coordinate of the particle along the orbit. The oPDF is equivalent to Jeans theorem, and is the key physical ingredient behind most dynamical modelling of steady-state tracers. In the case of a spherical potential, we develop a likelihood estimator that fits analytical potentials to the system and a non-parametric method (`phase-mark') that reconstructs the potential profile, both assuming only the oPDF. The methods involve no extra assumptions about the tracer distribution function and can be applied to tracers with any arbitrary distribution of orbits, with possible extension to non-spherical potentials. The methods are tested on Monte Carlo samples of steady-state tracers in dark matter haloes to show that they are unbiased as well as efficient. A fully documented C/PYTHON code implementing our method is freely available at a GitHub repository linked from http://icc.dur.ac.uk/data/#oPDF.

Impact of temporal, spatial and cascaded effects on the pulse formation in ultra-broadband parametric amplifiers.

PubMed

Lang, T; Harth, A; Matyschok, J; Binhammer, T; Schultze, M; Morgner, U

2013-01-14

A 2 + 1 dimensional nonlinear pulse propagation model is presented, illustrating the weighting of different effects for the parametric amplification of ultra-broadband spectra in different regimes of energy scaling. Typical features in the distribution of intensity and phase of state-of-the-art OPA-systems can be understood by cascaded spatial and temporal effects.

Joint reconstruction of dynamic PET activity and kinetic parametric images using total variation constrained dictionary sparse coding

NASA Astrophysics Data System (ADS)

Yu, Haiqing; Chen, Shuhang; Chen, Yunmei; Liu, Huafeng

2017-05-01

Dynamic positron emission tomography (PET) is capable of providing both spatial and temporal information of radio tracers in vivo. In this paper, we present a novel joint estimation framework to reconstruct temporal sequences of dynamic PET images and the coefficients characterizing the system impulse response function, from which the associated parametric images of the system macro parameters for tracer kinetics can be estimated. The proposed algorithm, which combines statistical data measurement and tracer kinetic models, integrates a dictionary sparse coding (DSC) into a total variational minimization based algorithm for simultaneous reconstruction of the activity distribution and parametric map from measured emission sinograms. DSC, based on the compartmental theory, provides biologically meaningful regularization, and total variation regularization is incorporated to provide edge-preserving guidance. We rely on techniques from minimization algorithms (the alternating direction method of multipliers) to first generate the estimated activity distributions with sub-optimal kinetic parameter estimates, and then recover the parametric maps given these activity estimates. These coupled iterative steps are repeated as necessary until convergence. Experiments with synthetic, Monte Carlo generated data, and real patient data have been conducted, and the results are very promising.

Optical Parametric Amplification of Single Photon: Statistical Properties and Quantum Interference

NASA Astrophysics Data System (ADS)

Xu, Xue-Xiang; Yuan, Hong-Chun

2014-05-01

By using phase space method, we theoretically investigate the quantum statistical properties and quantum interference of optical parametric amplification of single photon. The statistical properties, such as the Wigner function (WF), average photon number, photon number distribution and parity, are derived analytically for the fields of the two output ports. The results indicate that the fields in the output ports are multiphoton states rather than single photon state due to the amplification of the optical parametric amplifiers (OPA). In addition, the phase sensitivity is also examined by using the detection scheme of parity measurement.

On the efficacy of procedures to normalize Ex-Gaussian distributions

PubMed Central

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

2015-01-01

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

Modeling close encounters with massive asteroids: a Markovian approach. An application to the Vesta family

NASA Astrophysics Data System (ADS)

Carruba, V.; Roig, F.; Michtchenko, T. A.; Ferraz-Mello, S.; Nesvorný, D.

2007-04-01

Context: Nearly all members of the Vesta family cross the orbits of (4) Vesta, one of the most massive asteroids in the main belt, and some of them approach it closely. When mutual velocities during such close encounters are low, the trajectory of the small body can be gravitationally deflected, consequently changing its heliocentric orbital elements. While the effect of a single close encounter may be small, repeated close encounters may significantly change the proper element distribution of members of asteroid families. Aims: We develop a model of the long-term effect of close encounters with massive asteroids, so as to be able to predict how far former members of the Vesta family could have drifted away from the family. Methods: We first developed a new symplectic integrator that simulates both the effects of close encounters and the Yarkovsky effect. We analyzed the results of a simulation involving a fictitious Vesta family, and propagated the asteroid proper element distribution using the probability density function (pdf hereafter), i.e. the function that describes the probability of having an encounter that modifies a proper element x by Δx, for all the possible values of Δx. Given any asteroids' proper element distribution at time t, the distribution at time t+T may be predicted if the pdf is known (Bachelier 1900, Théorie de la spéculation; Hughes 1995, Random Walks and Random Environments, Vol. I). Results: We applied our new method to the problem of V-type asteroids outside the Vesta family (i.e., the 31 currently known asteroids in the inner asteroid belt that have the same spectral type of members as the Vesta family, but that are outside the limits of the dynamical family) and determined that at least ten objects have a significant diffusion probability over the minimum estimated age of the Vesta family of 1.2 Gyr (Carruba et al. 2005, A&A, 441, 819). These objects can therefore be explained in the framework of diffusion via repeated close encounters with (4) Vesta of asteroids originally closer to the parent body. Conclusions: We computed diffusion probabilities at the location of four of these asteroids for various initial conditions, parametrized by values of initial ejection velocity V_ej. Based on our results, we believe the Vesta family age is (1200 ± 700) Myr old, with an initial ejection velocity of (240 ± 60) m/s. Appendices are only available in electronic form at http://www.aanda.org

Bayesian calibration of mechanistic aquatic biogeochemical models and benefits for environmental management

NASA Astrophysics Data System (ADS)

Arhonditsis, George B.; Papantou, Dimitra; Zhang, Weitao; Perhar, Gurbir; Massos, Evangelia; Shi, Molu

2008-09-01

Aquatic biogeochemical models have been an indispensable tool for addressing pressing environmental issues, e.g., understanding oceanic response to climate change, elucidation of the interplay between plankton dynamics and atmospheric CO 2 levels, and examination of alternative management schemes for eutrophication control. Their ability to form the scientific basis for environmental management decisions can be undermined by the underlying structural and parametric uncertainty. In this study, we outline how we can attain realistic predictive links between management actions and ecosystem response through a probabilistic framework that accommodates rigorous uncertainty analysis of a variety of error sources, i.e., measurement error, parameter uncertainty, discrepancy between model and natural system. Because model uncertainty analysis essentially aims to quantify the joint probability distribution of model parameters and to make inference about this distribution, we believe that the iterative nature of Bayes' Theorem is a logical means to incorporate existing knowledge and update the joint distribution as new information becomes available. The statistical methodology begins with the characterization of parameter uncertainty in the form of probability distributions, then water quality data are used to update the distributions, and yield posterior parameter estimates along with predictive uncertainty bounds. Our illustration is based on a six state variable (nitrate, ammonium, dissolved organic nitrogen, phytoplankton, zooplankton, and bacteria) ecological model developed for gaining insight into the mechanisms that drive plankton dynamics in a coastal embayment; the Gulf of Gera, Island of Lesvos, Greece. The lack of analytical expressions for the posterior parameter distributions was overcome using Markov chain Monte Carlo simulations; a convenient way to obtain representative samples of parameter values. The Bayesian calibration resulted in realistic reproduction of the key temporal patterns of the system, offered insights into the degree of information the data contain about model inputs, and also allowed the quantification of the dependence structure among the parameter estimates. Finally, our study uses two synthetic datasets to examine the ability of the updated model to provide estimates of predictive uncertainty for water quality variables of environmental management interest.

A climatology of gravity wave parameters based on satellite limb soundings

NASA Astrophysics Data System (ADS)

Ern, Manfred; Trinh, Quang Thai; Preusse, Peter; Riese, Martin

2017-04-01

Gravity waves are one of the main drivers of atmospheric dynamics. The resolution of most global circulation models (GCMs) and chemistry climate models (CCMs), however, is too coarse to properly resolve the small scales of gravity waves. Horizontal scales of gravity waves are in the range of tens to a few thousand kilometers. Gravity wave source processes involve even smaller scales. Therefore GCMs/CCMs usually parametrize the effect of gravity waves on the global circulation. These parametrizations are very simplified, and comparisons with global observations of gravity waves are needed for an improvement of parametrizations and an alleviation of model biases. In our study, we present a global data set of gravity wave distributions observed in the stratosphere and the mesosphere by the infrared limb sounding satellite instruments High Resolution Dynamics Limb Sounder (HIRDLS) and Sounding of the Atmosphere using Broadband Emission Radiometry (SABER). We provide various gravity wave parameters (for example, gravity variances, potential energies and absolute momentum fluxes). This comprehensive climatological data set can serve for comparison with other instruments (ground based, airborne, or other satellite instruments), as well as for comparison with gravity wave distributions, both resolved and parametrized, in GCMs and CCMs. The purpose of providing various different parameters is to make our data set useful for a large number of potential users and to overcome limitations of other observation techniques, or of models, that may be able to provide only one of those parameters. We present a climatology of typical average global distributions and of zonal averages, as well as their natural range of variations. In addition, we discuss seasonal variations of the global distribution of gravity waves, as well as limitations of our method of deriving gravity wave parameters from satellite data.

A parametric study of golf car and personal transport vehicle braking stability and their deficiencies.

PubMed

Seluga, Kristopher J; Baker, Lowell L; Ojalvo, Irving U

2009-07-01

This paper describes research and parametric analyses of braking effectiveness and directional stability for golf cars, personal transport vehicles (PTVs) and low speed vehicles (LSVs). It is shown that current designs, which employ brakes on only the rear wheels, can lead to rollovers if the brakes are applied while traveling downhill. After summarizing the current state of existing safety standards and brake system designs, both of which appear deficient from a safety perspective, a previously developed dynamic simulation model is used to identify which parameters have the greatest influence on the vehicles' yaw stability. The simulation results are then used to parametrically quantify which combination of these factors can lead to yaw induced rollover during hard braking. Vehicle velocity, steering input, path slope and tire friction are all identified as important parameters in determining braking stability, the effects of which on rollover propensity are presented graphically. The results further show that when vehicles are equipped with front brakes or four-wheel brakes, the probability of a yaw induced rollover is almost entirely eliminated. Furthermore, the parametric charts provided may be used as an aid in developing guidelines for golf car and PTV path design if rear brake vehicles are used.

The non-parametric Parzen's window in stereo vision matching.

PubMed

Pajares, G; de la Cruz, J

2002-01-01

This paper presents an approach to the local stereovision matching problem using edge segments as features with four attributes. From these attributes we compute a matching probability between pairs of features of the stereo images. A correspondence is said true when such a probability is maximum. We introduce a nonparametric strategy based on Parzen's window (1962) to estimate a probability density function (PDF) which is used to obtain the matching probability. This is the main finding of the paper. A comparative analysis of other recent matching methods is included to show that this finding can be justified theoretically. A generalization of the proposed method is made in order to give guidelines about its use with the similarity constraint and also in different environments where other features and attributes are more suitable.

Parametric mapping using spectral analysis for 11C-PBR28 PET reveals neuroinflammation in mild cognitive impairment subjects.

PubMed

Fan, Zhen; Dani, Melanie; Femminella, Grazia D; Wood, Melanie; Calsolaro, Valeria; Veronese, Mattia; Turkheimer, Federico; Gentleman, Steve; Brooks, David J; Hinz, Rainer; Edison, Paul

2018-07-01

Neuroinflammation and microglial activation play an important role in amnestic mild cognitive impairment (MCI) and Alzheimer's disease. In this study, we investigated the spatial distribution of neuroinflammation in MCI subjects, using spectral analysis (SA) to generate parametric maps and quantify 11 C-PBR28 PET, and compared these with compartmental and other kinetic models of quantification. Thirteen MCI and nine healthy controls were enrolled in this study. Subjects underwent 11 C-PBR28 PET scans with arterial cannulation. Spectral analysis with an arterial plasma input function was used to generate 11 C-PBR28 parametric maps. These maps were then compared with regional 11 C-PBR28 V T (volume of distribution) using a two-tissue compartment model and Logan graphic analysis. Amyloid load was also assessed with 18 F-Flutemetamol PET. With SA, three component peaks were identified in addition to blood volume. The 11 C-PBR28 impulse response function (IRF) at 90 min produced the lowest coefficient of variation. Single-subject analysis using this IRF demonstrated microglial activation in five out of seven amyloid-positive MCI subjects. IRF parametric maps of 11 C-PBR28 uptake revealed a group-wise significant increase in neuroinflammation in amyloid-positive MCI subjects versus HC in multiple cortical association areas, and particularly in the temporal lobe. Interestingly, compartmental analysis detected group-wise increase in 11 C-PBR28 binding in the thalamus of amyloid-positive MCI subjects, while Logan parametric maps did not perform well. This study demonstrates for the first time that spectral analysis can be used to generate parametric maps of 11 C-PBR28 uptake, and is able to detect microglial activation in amyloid-positive MCI subjects. IRF parametric maps of 11 C-PBR28 uptake allow voxel-wise single-subject analysis and could be used to evaluate microglial activation in individual subjects.

Scheme for generating distillation-favorable continuous-variable entanglement via three concurrent parametric down-conversions in a single χ⁽²⁾ nonlinear photonic crystal.

PubMed

Gong, Yan-Xiao; Zhang, ShengLi; Xu, P; Zhu, S N

2016-03-21

We propose to generate a single-mode-squeezing two-mode squeezed vacuum state via a single χ⁽²⁾ nonlinear photonic crystal. The state is favorable for existing Gaussian entanglement distillation schemes, since local squeezing operations can enhance the final entanglement and the success probability. The crystal is designed for enabling three concurrent quasi-phase-matching parametric-down conversions, and hence relieves the auxiliary on-line bi-side local squeezing operations. The compact source opens up a way for continuous-variable quantum technologies and could find more potential applications in future large-scale quantum networks.

Reference interval estimation: Methodological comparison using extensive simulations and empirical data.

PubMed

Daly, Caitlin H; Higgins, Victoria; Adeli, Khosrow; Grey, Vijay L; Hamid, Jemila S

2017-12-01

To statistically compare and evaluate commonly used methods of estimating reference intervals and to determine which method is best based on characteristics of the distribution of various data sets. Three approaches for estimating reference intervals, i.e. parametric, non-parametric, and robust, were compared with simulated Gaussian and non-Gaussian data. The hierarchy of the performances of each method was examined based on bias and measures of precision. The findings of the simulation study were illustrated through real data sets. In all Gaussian scenarios, the parametric approach provided the least biased and most precise estimates. In non-Gaussian scenarios, no single method provided the least biased and most precise estimates for both limits of a reference interval across all sample sizes, although the non-parametric approach performed the best for most scenarios. The hierarchy of the performances of the three methods was only impacted by sample size and skewness. Differences between reference interval estimates established by the three methods were inflated by variability. Whenever possible, laboratories should attempt to transform data to a Gaussian distribution and use the parametric approach to obtain the most optimal reference intervals. When this is not possible, laboratories should consider sample size and skewness as factors in their choice of reference interval estimation method. The consequences of false positives or false negatives may also serve as factors in this decision. Copyright © 2017 The Canadian Society of Clinical Chemists. Published by Elsevier Inc. All rights reserved.

Variable selection for distribution-free models for longitudinal zero-inflated count responses.

PubMed

Chen, Tian; Wu, Pan; Tang, Wan; Zhang, Hui; Feng, Changyong; Kowalski, Jeanne; Tu, Xin M

2016-07-20

Zero-inflated count outcomes arise quite often in research and practice. Parametric models such as the zero-inflated Poisson and zero-inflated negative binomial are widely used to model such responses. Like most parametric models, they are quite sensitive to departures from assumed distributions. Recently, new approaches have been proposed to provide distribution-free, or semi-parametric, alternatives. These methods extend the generalized estimating equations to provide robust inference for population mixtures defined by zero-inflated count outcomes. In this paper, we propose methods to extend smoothly clipped absolute deviation (SCAD)-based variable selection methods to these new models. Variable selection has been gaining popularity in modern clinical research studies, as determining differential treatment effects of interventions for different subgroups has become the norm, rather the exception, in the era of patent-centered outcome research. Such moderation analysis in general creates many explanatory variables in regression analysis, and the advantages of SCAD-based methods over their traditional counterparts render them a great choice for addressing this important and timely issues in clinical research. We illustrate the proposed approach with both simulated and real study data. Copyright © 2016 John Wiley & Sons, Ltd. Copyright © 2016 John Wiley & Sons, Ltd.

Parametric Methods for Dynamic 11C-Phenytoin PET Studies.

PubMed

Mansor, Syahir; Yaqub, Maqsood; Boellaard, Ronald; Froklage, Femke E; de Vries, Anke; Bakker, Esther D M; Voskuyl, Rob A; Eriksson, Jonas; Schwarte, Lothar A; Verbeek, Joost; Windhorst, Albert D; Lammertsma, Adriaan A

2017-03-01

In this study, the performance of various methods for generating quantitative parametric images of dynamic 11 C-phenytoin PET studies was evaluated. Methods: Double-baseline 60-min dynamic 11 C-phenytoin PET studies, including online arterial sampling, were acquired for 6 healthy subjects. Parametric images were generated using Logan plot analysis, a basis function method, and spectral analysis. Parametric distribution volume (V T ) and influx rate ( K 1 ) were compared with those obtained from nonlinear regression analysis of time-activity curves. In addition, global and regional test-retest (TRT) variability was determined for parametric K 1 and V T values. Results: Biases in V T observed with all parametric methods were less than 5%. For K 1 , spectral analysis showed a negative bias of 16%. The mean TRT variabilities of V T and K 1 were less than 10% for all methods. Shortening the scan duration to 45 min provided similar V T and K 1 with comparable TRT performance compared with 60-min data. Conclusion: Among the various parametric methods tested, the basis function method provided parametric V T and K 1 values with the least bias compared with nonlinear regression data and showed TRT variabilities lower than 5%, also for smaller volume-of-interest sizes (i.e., higher noise levels) and shorter scan duration. © 2017 by the Society of Nuclear Medicine and Molecular Imaging.

Optimal Operation of Energy Storage in Power Transmission and Distribution

NASA Astrophysics Data System (ADS)

Akhavan Hejazi, Seyed Hossein

In this thesis, we investigate optimal operation of energy storage units in power transmission and distribution grids. At transmission level, we investigate the problem where an investor-owned independently-operated energy storage system seeks to offer energy and ancillary services in the day-ahead and real-time markets. We specifically consider the case where a significant portion of the power generated in the grid is from renewable energy resources and there exists significant uncertainty in system operation. In this regard, we formulate a stochastic programming framework to choose optimal energy and reserve bids for the storage units that takes into account the fluctuating nature of the market prices due to the randomness in the renewable power generation availability. At distribution level, we develop a comprehensive data set to model various stochastic factors on power distribution networks, with focus on networks that have high penetration of electric vehicle charging load and distributed renewable generation. Furthermore, we develop a data-driven stochastic model for energy storage operation at distribution level, where the distribution of nodal voltage and line power flow are modelled as stochastic functions of the energy storage unit's charge and discharge schedules. In particular, we develop new closed-form stochastic models for such key operational parameters in the system. Our approach is analytical and allows formulating tractable optimization problems. Yet, it does not involve any restricting assumption on the distribution of random parameters, hence, it results in accurate modeling of uncertainties. By considering the specific characteristics of random variables, such as their statistical dependencies and often irregularly-shaped probability distributions, we propose a non-parametric chance-constrained optimization approach to operate and plan energy storage units in power distribution girds. In the proposed stochastic optimization, we consider uncertainty from various elements, such as solar photovoltaic , electric vehicle chargers, and residential baseloads, in the form of discrete probability functions. In the last part of this thesis we address some other resources and concepts for enhancing the operation of power distribution and transmission systems. In particular, we proposed a new framework to determine the best sites, sizes, and optimal payment incentives under special contracts for committed-type DG projects to offset distribution network investment costs. In this framework, the aim is to allocate DGs such that the profit gained by the distribution company is maximized while each DG unit's individual profit is also taken into account to assure that private DG investment remains economical.

A machine learning approach to quantifying geologic similarities between sites of gas hydrate accumulation

NASA Astrophysics Data System (ADS)

Runyan, T. E.; Wood, W. T.; Palmsten, M. L.; Zhang, R.

2016-12-01

Gas hydrates, specifically methane hydrates, are sparsely sampled on a global scale, and their accumulation is difficult to predict geospatially. Several attempts have been made at estimating global inventories, and to some extent geospatial distribution, using geospatial extrapoltions guided with geophysical and geochemical methods. Our objective is to quantitatively predict the geospatial likelihood of encountering methane hydrates, with uncertainty. Predictions could be incorporated into analyses of drilling hazards as well as climate change. We use global data sets (including water depth, temperature, pressure, TOC, sediment thickness, and heat flow) as parameters to train a k-nearest neighbor (KNN) machine learning technique. The KNN is unsupervised and non-parametric, we do not provide any interpretive influence on prior probability distribution, so our results are strictly data driven. We have selected as test sites several locations where gas hydrates have been well studied, each with significantly different geologic settings.These include: The Blake Ridge (U.S. East Coast), Hydrate Ridge (U.S. West Coast), and the Gulf of Mexico. We then use KNN to quantify similarities between these sites, and determine, via the distance in parameter space, what is the likelihood and uncertainty of encountering gas hydrate anywhere in the world. Here we are operating under the assumption that the distance in parameter space is proportional to the probability of the occurrence of gas hydrate. We then compare these global similarity maps made from our several test sites to identify the geologic (geophyisical, bio-geochemical) parameters best suited for predicting gas hydrate occurrence.

Characterizing rainfall of hot arid region by using time-series modeling and sustainability approaches: a case study from Gujarat, India

NASA Astrophysics Data System (ADS)

Machiwal, Deepesh; Kumar, Sanjay; Dayal, Devi

2016-05-01

This study aimed at characterization of rainfall dynamics in a hot arid region of Gujarat, India by employing time-series modeling techniques and sustainability approach. Five characteristics, i.e., normality, stationarity, homogeneity, presence/absence of trend, and persistence of 34-year (1980-2013) period annual rainfall time series of ten stations were identified/detected by applying multiple parametric and non-parametric statistical tests. Furthermore, the study involves novelty of proposing sustainability concept for evaluating rainfall time series and demonstrated the concept, for the first time, by identifying the most sustainable rainfall series following reliability ( R y), resilience ( R e), and vulnerability ( V y) approach. Box-whisker plots, normal probability plots, and histograms indicated that the annual rainfall of Mandvi and Dayapar stations is relatively more positively skewed and non-normal compared with that of other stations, which is due to the presence of severe outlier and extreme. Results of Shapiro-Wilk test and Lilliefors test revealed that annual rainfall series of all stations significantly deviated from normal distribution. Two parametric t tests and the non-parametric Mann-Whitney test indicated significant non-stationarity in annual rainfall of Rapar station, where the rainfall was also found to be non-homogeneous based on the results of four parametric homogeneity tests. Four trend tests indicated significantly increasing rainfall trends at Rapar and Gandhidham stations. The autocorrelation analysis suggested the presence of persistence of statistically significant nature in rainfall series of Bhachau (3-year time lag), Mundra (1- and 9-year time lag), Nakhatrana (9-year time lag), and Rapar (3- and 4-year time lag). Results of sustainability approach indicated that annual rainfall of Mundra and Naliya stations ( R y = 0.50 and 0.44; R e = 0.47 and 0.47; V y = 0.49 and 0.46, respectively) are the most sustainable and dependable compared with that of other stations. The highest values of sustainability index at Mundra (0.120) and Naliya (0.112) stations confirmed the earlier findings of R y- R e- V y approach. In general, annual rainfall of the study area is less reliable, less resilient, and moderately vulnerable, which emphasizes the need of developing suitable strategies for managing water resources of the area on sustainable basis. Finally, it is recommended that multiple statistical tests (at least two) should be used in time-series modeling for making reliable decisions. Moreover, methodology and findings of the sustainability concept in rainfall time series can easily be adopted in other arid regions of the world.

Estimating restricted mean treatment effects with stacked survival models

PubMed Central

Wey, Andrew; Vock, David M.; Connett, John; Rudser, Kyle

2016-01-01

The difference in restricted mean survival times between two groups is a clinically relevant summary measure. With observational data, there may be imbalances in confounding variables between the two groups. One approach to account for such imbalances is estimating a covariate-adjusted restricted mean difference by modeling the covariate-adjusted survival distribution, and then marginalizing over the covariate distribution. Since the estimator for the restricted mean difference is defined by the estimator for the covariate-adjusted survival distribution, it is natural to expect that a better estimator of the covariate-adjusted survival distribution is associated with a better estimator of the restricted mean difference. We therefore propose estimating restricted mean differences with stacked survival models. Stacked survival models estimate a weighted average of several survival models by minimizing predicted error. By including a range of parametric, semi-parametric, and non-parametric models, stacked survival models can robustly estimate a covariate-adjusted survival distribution and, therefore, the restricted mean treatment effect in a wide range of scenarios. We demonstrate through a simulation study that better performance of the covariate-adjusted survival distribution often leads to better mean-squared error of the restricted mean difference although there are notable exceptions. In addition, we demonstrate that the proposed estimator can perform nearly as well as Cox regression when the proportional hazards assumption is satisfied and significantly better when proportional hazards is violated. Finally, the proposed estimator is illustrated with data from the United Network for Organ Sharing to evaluate post-lung transplant survival between large and small-volume centers. PMID:26934835

Inference for the effect of treatment on survival probability in randomized trials with noncompliance and administrative censoring.

PubMed

Nie, Hui; Cheng, Jing; Small, Dylan S

2011-12-01

In many clinical studies with a survival outcome, administrative censoring occurs when follow-up ends at a prespecified date and many subjects are still alive. An additional complication in some trials is that there is noncompliance with the assigned treatment. For this setting, we study the estimation of the causal effect of treatment on survival probability up to a given time point among those subjects who would comply with the assignment to both treatment and control. We first discuss the standard instrumental variable (IV) method for survival outcomes and parametric maximum likelihood methods, and then develop an efficient plug-in nonparametric empirical maximum likelihood estimation (PNEMLE) approach. The PNEMLE method does not make any assumptions on outcome distributions, and makes use of the mixture structure in the data to gain efficiency over the standard IV method. Theoretical results of the PNEMLE are derived and the method is illustrated by an analysis of data from a breast cancer screening trial. From our limited mortality analysis with administrative censoring times 10 years into the follow-up, we find a significant benefit of screening is present after 4 years (at the 5% level) and this persists at 10 years follow-up. © 2011, The International Biometric Society.

Scalable Joint Models for Reliable Uncertainty-Aware Event Prediction.

PubMed

Soleimani, Hossein; Hensman, James; Saria, Suchi

2017-08-21

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

A varying-coefficient method for analyzing longitudinal clinical trials data with nonignorable dropout

PubMed Central

Forster, Jeri E.; MaWhinney, Samantha; Ball, Erika L.; Fairclough, Diane

2011-01-01

Dropout is common in longitudinal clinical trials and when the probability of dropout depends on unobserved outcomes even after conditioning on available data, it is considered missing not at random and therefore nonignorable. To address this problem, mixture models can be used to account for the relationship between a longitudinal outcome and dropout. We propose a Natural Spline Varying-coefficient mixture model (NSV), which is a straightforward extension of the parametric Conditional Linear Model (CLM). We assume that the outcome follows a varying-coefficient model conditional on a continuous dropout distribution. Natural cubic B-splines are used to allow the regression coefficients to semiparametrically depend on dropout and inference is therefore more robust. Additionally, this method is computationally stable and relatively simple to implement. We conduct simulation studies to evaluate performance and compare methodologies in settings where the longitudinal trajectories are linear and dropout time is observed for all individuals. Performance is assessed under conditions where model assumptions are both met and violated. In addition, we compare the NSV to the CLM and a standard random-effects model using an HIV/AIDS clinical trial with probable nonignorable dropout. The simulation studies suggest that the NSV is an improvement over the CLM when dropout has a nonlinear dependence on the outcome. PMID:22101223

Double inverse-weighted estimation of cumulative treatment effects under nonproportional hazards and dependent censoring.

PubMed

Schaubel, Douglas E; Wei, Guanghui

2011-03-01

In medical studies of time-to-event data, nonproportional hazards and dependent censoring are very common issues when estimating the treatment effect. A traditional method for dealing with time-dependent treatment effects is to model the time-dependence parametrically. Limitations of this approach include the difficulty to verify the correctness of the specified functional form and the fact that, in the presence of a treatment effect that varies over time, investigators are usually interested in the cumulative as opposed to instantaneous treatment effect. In many applications, censoring time is not independent of event time. Therefore, we propose methods for estimating the cumulative treatment effect in the presence of nonproportional hazards and dependent censoring. Three measures are proposed, including the ratio of cumulative hazards, relative risk, and difference in restricted mean lifetime. For each measure, we propose a double inverse-weighted estimator, constructed by first using inverse probability of treatment weighting (IPTW) to balance the treatment-specific covariate distributions, then using inverse probability of censoring weighting (IPCW) to overcome the dependent censoring. The proposed estimators are shown to be consistent and asymptotically normal. We study their finite-sample properties through simulation. The proposed methods are used to compare kidney wait-list mortality by race. © 2010, The International Biometric Society.

Empirical validation of statistical parametric mapping for group imaging of fast neural activity using electrical impedance tomography.

PubMed

Packham, B; Barnes, G; Dos Santos, G Sato; Aristovich, K; Gilad, O; Ghosh, A; Oh, T; Holder, D

2016-06-01

Electrical impedance tomography (EIT) allows for the reconstruction of internal conductivity from surface measurements. A change in conductivity occurs as ion channels open during neural activity, making EIT a potential tool for functional brain imaging. EIT images can have  >10 000 voxels, which means statistical analysis of such images presents a substantial multiple testing problem. One way to optimally correct for these issues and still maintain the flexibility of complicated experimental designs is to use random field theory. This parametric method estimates the distribution of peaks one would expect by chance in a smooth random field of a given size. Random field theory has been used in several other neuroimaging techniques but never validated for EIT images of fast neural activity, such validation can be achieved using non-parametric techniques. Both parametric and non-parametric techniques were used to analyze a set of 22 images collected from 8 rats. Significant group activations were detected using both techniques (corrected p  <  0.05). Both parametric and non-parametric analyses yielded similar results, although the latter was less conservative. These results demonstrate the first statistical analysis of such an image set and indicate that such an analysis is an approach for EIT images of neural activity.

Fitting C 2 Continuous Parametric Surfaces to Frontiers Delimiting Physiologic Structures

PubMed Central

Bayer, Jason D.

2014-01-01

We present a technique to fit C 2 continuous parametric surfaces to scattered geometric data points forming frontiers delimiting physiologic structures in segmented images. Such mathematical representation is interesting because it facilitates a large number of operations in modeling. While the fitting of C 2 continuous parametric curves to scattered geometric data points is quite trivial, the fitting of C 2 continuous parametric surfaces is not. The difficulty comes from the fact that each scattered data point should be assigned a unique parametric coordinate, and the fit is quite sensitive to their distribution on the parametric plane. We present a new approach where a polygonal (quadrilateral or triangular) surface is extracted from the segmented image. This surface is subsequently projected onto a parametric plane in a manner to ensure a one-to-one mapping. The resulting polygonal mesh is then regularized for area and edge length. Finally, from this point, surface fitting is relatively trivial. The novelty of our approach lies in the regularization of the polygonal mesh. Process performance is assessed with the reconstruction of a geometric model of mouse heart ventricles from a computerized tomography scan. Our results show an excellent reproduction of the geometric data with surfaces that are C 2 continuous. PMID:24782911

Empirical validation of statistical parametric mapping for group imaging of fast neural activity using electrical impedance tomography

PubMed Central

Packham, B; Barnes, G; dos Santos, G Sato; Aristovich, K; Gilad, O; Ghosh, A; Oh, T; Holder, D

2016-01-01

Abstract Electrical impedance tomography (EIT) allows for the reconstruction of internal conductivity from surface measurements. A change in conductivity occurs as ion channels open during neural activity, making EIT a potential tool for functional brain imaging. EIT images can have  >10 000 voxels, which means statistical analysis of such images presents a substantial multiple testing problem. One way to optimally correct for these issues and still maintain the flexibility of complicated experimental designs is to use random field theory. This parametric method estimates the distribution of peaks one would expect by chance in a smooth random field of a given size. Random field theory has been used in several other neuroimaging techniques but never validated for EIT images of fast neural activity, such validation can be achieved using non-parametric techniques. Both parametric and non-parametric techniques were used to analyze a set of 22 images collected from 8 rats. Significant group activations were detected using both techniques (corrected p  <  0.05). Both parametric and non-parametric analyses yielded similar results, although the latter was less conservative. These results demonstrate the first statistical analysis of such an image set and indicate that such an analysis is an approach for EIT images of neural activity. PMID:27203477

Generation of squeezed microwave states by a dc-pumped degenerate parametric Josephson junction oscillator

NASA Astrophysics Data System (ADS)

Kaertner, Franz X.; Russer, Peter

1990-11-01

The master equation for a dc-pumped degenerate Josephson parametric amplifier is derived. It is shown that the Wigner distribution representation of this master equation can be approximated by a Fokker-Planck equation. By using this equation, the dynamical behavior of this degenerate Josephson amplifier with respect to squeezing of the radiation field is investigated. It is shown that below threshold of parametric oscillation, a squeezed vacuum state can be generated, and above threshold a second bifurcation point exists, where the device generates amplitude squeezed radiation. Basic relations between the achievable amplitude squeezing, the output power, and the operation frequency are derived.

SU-G-JeP2-02: A Unifying Multi-Atlas Approach to Electron Density Mapping Using Multi-Parametric MRI for Radiation Treatment Planning

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

Ren, S; Tianjin University, Tianjin; Hara, W

Purpose: MRI has a number of advantages over CT as a primary modality for radiation treatment planning (RTP). However, one key bottleneck problem still remains, which is the lack of electron density information in MRI. In the work, a reliable method to map electron density is developed by leveraging the differential contrast of multi-parametric MRI. Methods: We propose a probabilistic Bayesian approach for electron density mapping based on T1 and T2-weighted MRI, using multiple patients as atlases. For each voxel, we compute two conditional probabilities: (1) electron density given its image intensity on T1 and T2-weighted MR images, and (2)more » electron density given its geometric location in a reference anatomy. The two sources of information (image intensity and spatial location) are combined into a unifying posterior probability density function using the Bayesian formalism. The mean value of the posterior probability density function provides the estimated electron density. Results: We evaluated the method on 10 head and neck patients and performed leave-one-out cross validation (9 patients as atlases and remaining 1 as test). The proposed method significantly reduced the errors in electron density estimation, with a mean absolute HU error of 138, compared with 193 for the T1-weighted intensity approach and 261 without density correction. For bone detection (HU>200), the proposed method had an accuracy of 84% and a sensitivity of 73% at specificity of 90% (AUC = 87%). In comparison, the AUC for bone detection is 73% and 50% using the intensity approach and without density correction, respectively. Conclusion: The proposed unifying method provides accurate electron density estimation and bone detection based on multi-parametric MRI of the head with highly heterogeneous anatomy. This could allow for accurate dose calculation and reference image generation for patient setup in MRI-based radiation treatment planning.« less

Parametric source of two-photon states with a tunable degree of entanglement and mixing: Experimental preparation of Werner states and maximally entangled mixed states

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

Cinelli, C.; Di Nepi, G.; De Martini, F.

2004-08-01

A parametric source of polarization-entangled photon pairs with striking spatial characteristics is reported. The distribution of the output electromagnetic k modes excited by spontaneous parametric down-conversion and coupled to the output detectors can be very broad. Using these states realized over a full entanglement ring output distribution, the nonlocal properties of the generated entanglement have been tested by standard Bell measurements and by Ou-Mandel interferometry. A 'mode-patchwork' technique based on the quantum superposition principle is adopted to synthesize in a straightforward and reliable way any kind of mixed state, of large conceptual and technological interest in modern quantum information. Tunablemore » Werner states and maximally entangled mixed states have indeed been created by this technique and investigated by quantum tomography. A study of the entropic and nonlocal properties of these states has been undertaken experimentally and theoretically, by a unifying variational approach.« less

Robust outer synchronization between two nonlinear complex networks with parametric disturbances and mixed time-varying delays

NASA Astrophysics Data System (ADS)

Zhang, Chuan; Wang, Xingyuan; Luo, Chao; Li, Junqiu; Wang, Chunpeng

2018-03-01

In this paper, we focus on the robust outer synchronization problem between two nonlinear complex networks with parametric disturbances and mixed time-varying delays. Firstly, a general complex network model is proposed. Besides the nonlinear couplings, the network model in this paper can possess parametric disturbances, internal time-varying delay, discrete time-varying delay and distributed time-varying delay. Then, according to the robust control strategy, linear matrix inequality and Lyapunov stability theory, several outer synchronization protocols are strictly derived. Simple linear matrix controllers are designed to driver the response network synchronize to the drive network. Additionally, our results can be applied on the complex networks without parametric disturbances. Finally, by utilizing the delayed Lorenz chaotic system as the dynamics of all nodes, simulation examples are given to demonstrate the effectiveness of our theoretical results.

Noise-figure limit of fiber-optical parametric amplifiers and wavelength converters: experimental investigation

NASA Astrophysics Data System (ADS)

Tang, Renyong; Voss, Paul L.; Lasri, Jacob; Devgan, Preetpaul; Kumar, Prem

2004-10-01

Recent theoretical work predicts that the quantum-limited noise figure of a chi(3)-based fiber-optical parametric amplifier operating as a phase-insensitive in-line amplifier or as a wavelength converter exceeds the standard 3-dB limit at high gain. The degradation of the noise figure is caused by the excess noise added by the unavoidable Raman gain and loss occurring at the signal and the converted wavelengths. We present detailed experimental evidence in support of this theory through measurements of the gain and noise-figure spectra for phase-insensitive parametric amplification and wavelength conversion in a continuous-wave amplifier made from 4.4 km of dispersion-shifted fiber. The theory is also extended to include the effect of distributed linear loss on the noise figure of such a long-length parametric amplifier and wavelength converter.

Noise-enhanced Parametric Resonance in Perturbed Galaxies

NASA Astrophysics Data System (ADS)

Sideris, Ioannis V.; Kandrup, Henry E.

2004-02-01

This paper describes how parametric resonances associated with a galactic potential subjected to relatively low-amplitude, strictly periodic time-dependent perturbations can be impacted by pseudo-random variations in the pulsation frequency, modeled as colored noise. One aim thereby is to allow for the effects of a changing oscillation frequency as the density distribution associated with a galaxy evolves during violent relaxation. Another is to mimic the possible effects of internal substructures, satellite galaxies, and/or a high-density environment. The principal conclusions are that allowing for a variable frequency does not vitiate the effects of parametric resonance, and that, in at least some cases, such variations can increase the overall importance of parametric resonance associated with systematic pulsations. In memory of Professor H. E. Kandrup, a brilliant scientist, excellent teacher, and good friend. His genius and sense of humor will be greatly missed.

Partitioning sources of uncertainty in projecting the impact of future climate extremes on site to regional ecosystem carbon cycling

NASA Astrophysics Data System (ADS)

Simkins, J.; Desai, A. R.; Cowdery, E.; Dietze, M.; Rollinson, C.

2016-12-01

The terrestrial biosphere assimilates nearly one fourth of anthropogenic carbon dioxide emissions, providing a significant ecosystem service. Anthropogenic climate changes that influence the distribution and frequency of weather extremes and can have a momentous impact on this useful function that ecosystems provide. However, most analyses of the impact of extreme events on ecosystem carbon uptake do not integrate across the wide range of structural, parametric, and driver uncertainty that needs to be taken into account to estimate probability of changes to ecosystem function under shifts in climate patterns. In order to improve ecosystem model forecasts, we integrated and estimated these sources of uncertainty using an open-sourced informatics workflow, the Predictive ECosystem Analyzer (PEcAn, http://pecanproject.org). PEcAn allows any researcher to parameterize and run multiple ecosystem models and automate extraction of meteorological forcing and estimation of its uncertainty. Trait databases and a uniform protocol for parameterizing and driving models were used to test parametric and structural uncertainty. In order to sample the uncertainty in future projected meteorological drivers, we developed automated extraction routines to acquire site-level three-hourly Coupled Model Intercomparison Project 5 (CMIP5) forcing data from the Geophysical Fluid Dynamics Laboratory general circulation models (CM3, ESM2M, and ESM2G) across the r1i1p1, r3i1p1 and r5i1p1 ensembles and AR5 emission scenarios. We also implemented a site-level high temporal resolution downscaling technique for these forcings calibrated against half-hourly eddy covariance flux tower observations. Our hypothesis claims that parametric and driver uncertainty dominate over the model structural uncertainty. In order to test this, we partition the uncertainty budget on the ChEAS regional network of towers in Northern Wisconsin, USA where each tower is located in forest and wetland ecosystems.

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.

Universality of Electron Distributions in Extensive Air Showers

NASA Astrophysics Data System (ADS)

Śmiałkowski, Andrzej; Giller, Maria

2018-02-01

Based on extensive air shower simulations, it is shown that electron distributions with respect to two angles determining the electron direction at a given shower age, for a fixed electron energy and lateral distance, are universal. This means that the distributions do not depend on the primary particle energy or mass (thus, neither on the interaction model), shower zenith angle, or shower to shower fluctuations, if they are taken at the same shower age. Together with previous work showing the universality of the distributions of the electron energy, lateral distance (integrated over angles), and angle (integrated over lateral distance) for fixed electron energy, this paper completes a full universal description of the electron states at various shower ages. Analytical parametrizations of the full electron states are given. It is also shown that some distributions can be described by a number of variables smaller than five, with the new ones being products of old ones raised to some power. The accuracy of the present parametrization is sufficiently good to apply to showers with a primary energy uncertainty of 14% (as is the case at the Pierre Auger Observatory). The shower fluctuations in the chosen bins of the multidimensional variable space are about 6%, determining the minimum uncertainty needed for the parametrization of the universal distributions. An analytical way of estimating the effect of the geomagnetic field is given. Thanks to the universality of the electron distribution in any shower, a new method of shower reconstruction can be worked out from the data from observatories using the fluorescence technique. The light fluxes (both fluorescence and Cherenkov) for any shower age can be exactly predicted for a shower with any primary energy and shower maximum depth, so that the two quantities can be obtained by best fitting the predictions to the measurements.

Markers of preparatory attention predict visual short-term memory performance.

PubMed

Murray, Alexandra M; Nobre, Anna C; Stokes, Mark G

2011-05-01

Visual short-term memory (VSTM) is limited in capacity. Therefore, it is important to encode only visual information that is most likely to be relevant to behaviour. Here we asked which aspects of selective biasing of VSTM encoding predict subsequent memory-based performance. We measured EEG during a selective VSTM encoding task, in which we varied parametrically the memory load and the precision of recall required to compare a remembered item to a subsequent probe item. On half the trials, a spatial cue indicated that participants only needed to encode items from one hemifield. We observed a typical sequence of markers of anticipatory spatial attention: early attention directing negativity (EDAN), anterior attention directing negativity (ADAN), late directing attention positivity (LDAP); as well as of VSTM maintenance: contralateral delay activity (CDA). We found that individual differences in preparatory brain activity (EDAN/ADAN) predicted cue-related changes in recall accuracy, indexed by memory-probe discrimination sensitivity (d'). Importantly, our parametric manipulation of memory-probe similarity also allowed us to model the behavioural data for each participant, providing estimates for the quality of the memory representation and the probability that an item could be retrieved. We found that selective encoding primarily increased the probability of accurate memory recall; that ERP markers of preparatory attention predicted the cue-related changes in recall probability. Copyright © 2011. Published by Elsevier Ltd.

The Effects of Condom Availability on College Women's Sexual Discounting.

PubMed

Lemley, Shea M; Jarmolowicz, David P; Parkhurst, Daniel; Celio, Mark A

2018-04-01

College students commonly engage in risky sexual behaviors, such as casual sexual encounters and inconsistent condom use. Discounting paradigms that examine how individuals devalue rewards due to their delay or uncertainty have been used to improve our understanding of behavioral problems, including sexual risk. The current study assessed relations between college women's sexual partners discounting and risky sexual behavior. In this study, college women (N = 42) completed two sexual partners delay discounting tasks that assessed how choices among hypothetical sexual partners changed across a parametric range of delays in two conditions: condom availability and condom unavailability. Participants also completed two sexual partners probability discounting tasks that assessed partner choices across a parametric range of probabilities in condom availability and unavailability conditions. Additionally, participants reported risky sexual behavior on the Sexual Risk Survey (SRS). Participants discounted delayed partners more steeply in the condom availability condition, but those differences were significant only for those women with three or fewer lifetime sexual partners. There were no consistent differences in discounting rate across condom availability conditions for probability discounting. Sexual partners discounting measures correlated with risky sexual behaviors as measured by the SRS, but a greater number of significant relations were observed with the condoms-unavailable delay discounting task. These findings suggest the importance of examining the interaction of inconsistent condom use and multiple partners in examinations of sexual decision-making.

Review of Statistical Methods for Analysing Healthcare Resources and Costs

PubMed Central

Mihaylova, Borislava; Briggs, Andrew; O'Hagan, Anthony; Thompson, Simon G

2011-01-01

We review statistical methods for analysing healthcare resource use and costs, their ability to address skewness, excess zeros, multimodality and heavy right tails, and their ease for general use. We aim to provide guidance on analysing resource use and costs focusing on randomised trials, although methods often have wider applicability. Twelve broad categories of methods were identified: (I) methods based on the normal distribution, (II) methods following transformation of data, (III) single-distribution generalized linear models (GLMs), (IV) parametric models based on skewed distributions outside the GLM family, (V) models based on mixtures of parametric distributions, (VI) two (or multi)-part and Tobit models, (VII) survival methods, (VIII) non-parametric methods, (IX) methods based on truncation or trimming of data, (X) data components models, (XI) methods based on averaging across models, and (XII) Markov chain methods. Based on this review, our recommendations are that, first, simple methods are preferred in large samples where the near-normality of sample means is assured. Second, in somewhat smaller samples, relatively simple methods, able to deal with one or two of above data characteristics, may be preferable but checking sensitivity to assumptions is necessary. Finally, some more complex methods hold promise, but are relatively untried; their implementation requires substantial expertise and they are not currently recommended for wider applied work. Copyright © 2010 John Wiley & Sons, Ltd. PMID:20799344

Normal Distribution of CD8+ T-Cell-Derived ELISPOT Counts within Replicates Justifies the Reliance on Parametric Statistics for Identifying Positive Responses.

PubMed

Karulin, Alexey Y; Caspell, Richard; Dittrich, Marcus; Lehmann, Paul V

2015-03-02

Accurate assessment of positive ELISPOT responses for low frequencies of antigen-specific T-cells is controversial. In particular, it is still unknown whether ELISPOT counts within replicate wells follow a theoretical distribution function, and thus whether high power parametric statistics can be used to discriminate between positive and negative wells. We studied experimental distributions of spot counts for up to 120 replicate wells of IFN-γ production by CD8+ T-cell responding to EBV LMP2A (426 - 434) peptide in human PBMC. The cells were tested in serial dilutions covering a wide range of average spot counts per condition, from just a few to hundreds of spots per well. Statistical analysis of the data using diagnostic Q-Q plots and the Shapiro-Wilk normality test showed that in the entire dynamic range of ELISPOT spot counts within replicate wells followed a normal distribution. This result implies that the Student t-Test and ANOVA are suited to identify positive responses. We also show experimentally that borderline responses can be reliably detected by involving more replicate wells, plating higher numbers of PBMC, addition of IL-7, or a combination of these. Furthermore, we have experimentally verified that the number of replicates needed for detection of weak responses can be calculated using parametric statistics.

Analytic calculation of radio emission from parametrized extensive air showers: A tool to extract shower parameters

NASA Astrophysics Data System (ADS)

Scholten, O.; Trinh, T. N. G.; de Vries, K. D.; Hare, B. M.

2018-01-01

The radio intensity and polarization footprint of a cosmic-ray induced extensive air shower is determined by the time-dependent structure of the current distribution residing in the plasma cloud at the shower front. In turn, the time dependence of the integrated charge-current distribution in the plasma cloud, the longitudinal shower structure, is determined by interesting physics which one would like to extract, such as the location and multiplicity of the primary cosmic-ray collision or the values of electric fields in the atmosphere during thunderstorms. To extract the structure of a shower from its footprint requires solving a complicated inverse problem. For this purpose we have developed a code that semianalytically calculates the radio footprint of an extensive air shower given an arbitrary longitudinal structure. This code can be used in an optimization procedure to extract the optimal longitudinal shower structure given a radio footprint. On the basis of air-shower universality we propose a simple parametrization of the structure of the plasma cloud. This parametrization is based on the results of Monte Carlo shower simulations. Deriving the parametrization also teaches which aspects of the plasma cloud are important for understanding the features seen in the radio-emission footprint. The calculated radio footprints are compared with microscopic CoREAS simulations.

A Model-Free Machine Learning Method for Risk Classification and Survival Probability Prediction.

PubMed

Geng, Yuan; Lu, Wenbin; Zhang, Hao Helen

2014-01-01

Risk classification and survival probability prediction are two major goals in survival data analysis since they play an important role in patients' risk stratification, long-term diagnosis, and treatment selection. In this article, we propose a new model-free machine learning framework for risk classification and survival probability prediction based on weighted support vector machines. The new procedure does not require any specific parametric or semiparametric model assumption on data, and is therefore capable of capturing nonlinear covariate effects. We use numerous simulation examples to demonstrate finite sample performance of the proposed method under various settings. Applications to a glioma tumor data and a breast cancer gene expression survival data are shown to illustrate the new methodology in real data analysis.

Analytical results for the statistical distribution related to a memoryless deterministic walk: dimensionality effect and mean-field models.

PubMed

Terçariol, César Augusto Sangaletti; Martinez, Alexandre Souto

2005-08-01

Consider a medium characterized by N points whose coordinates are randomly generated by a uniform distribution along the edges of a unitary d-dimensional hypercube. A walker leaves from each point of this disordered medium and moves according to the deterministic rule to go to the nearest point which has not been visited in the preceding mu steps (deterministic tourist walk). Each trajectory generated by this dynamics has an initial nonperiodic part of t steps (transient) and a final periodic part of p steps (attractor). The neighborhood rank probabilities are parametrized by the normalized incomplete beta function Id= I1/4 [1/2, (d+1) /2] . The joint distribution S(N) (mu,d) (t,p) is relevant, and the marginal distributions previously studied are particular cases. We show that, for the memory-less deterministic tourist walk in the euclidean space, this distribution is Sinfinity(1,d) (t,p) = [Gamma (1+ I(-1)(d)) (t+ I(-1)(d) ) /Gamma(t+p+ I(-1)(d)) ] delta(p,2), where t=0, 1,2, ... infinity, Gamma(z) is the gamma function and delta(i,j) is the Kronecker delta. The mean-field models are the random link models, which correspond to d-->infinity, and the random map model which, even for mu=0 , presents nontrivial cycle distribution [ S(N)(0,rm) (p) proportional to p(-1) ] : S(N)(0,rm) (t,p) =Gamma(N)/ {Gamma[N+1- (t+p) ] N( t+p)}. The fundamental quantities are the number of explored points n(e)=t+p and Id. Although the obtained distributions are simple, they do not follow straightforwardly and they have been validated by numerical experiments.

Evaluation of probabilistic forecasts with the scoringRules package

NASA Astrophysics Data System (ADS)

Jordan, Alexander; Krüger, Fabian; Lerch, Sebastian

2017-04-01

Over the last decades probabilistic forecasts in the form of predictive distributions have become popular in many scientific disciplines. With the proliferation of probabilistic models arises the need for decision-theoretically principled tools to evaluate the appropriateness of models and forecasts in a generalized way in order to better understand sources of prediction errors and to improve the models. Proper scoring rules are functions S(F,y) which evaluate the accuracy of a forecast distribution F , given that an outcome y was observed. In coherence with decision-theoretical principles they allow to compare alternative models, a crucial ability given the variety of theories, data sources and statistical specifications that is available in many situations. This contribution presents the software package scoringRules for the statistical programming language R, which provides functions to compute popular scoring rules such as the continuous ranked probability score for a variety of distributions F that come up in applied work. For univariate variables, two main classes are parametric distributions like normal, t, or gamma distributions, and distributions that are not known analytically, but are indirectly described through a sample of simulation draws. For example, ensemble weather forecasts take this form. The scoringRules package aims to be a convenient dictionary-like reference for computing scoring rules. We offer state of the art implementations of several known (but not routinely applied) formulas, and implement closed-form expressions that were previously unavailable. Whenever more than one implementation variant exists, we offer statistically principled default choices. Recent developments include the addition of scoring rules to evaluate multivariate forecast distributions. The use of the scoringRules package is illustrated in an example on post-processing ensemble forecasts of temperature.

Survival modeling for the estimation of transition probabilities in model-based economic evaluations in the absence of individual patient data: a tutorial.

PubMed

Diaby, Vakaramoko; Adunlin, Georges; Montero, Alberto J

2014-02-01

Survival modeling techniques are increasingly being used as part of decision modeling for health economic evaluations. As many models are available, it is imperative for interested readers to know about the steps in selecting and using the most suitable ones. The objective of this paper is to propose a tutorial for the application of appropriate survival modeling techniques to estimate transition probabilities, for use in model-based economic evaluations, in the absence of individual patient data (IPD). An illustration of the use of the tutorial is provided based on the final progression-free survival (PFS) analysis of the BOLERO-2 trial in metastatic breast cancer (mBC). An algorithm was adopted from Guyot and colleagues, and was then run in the statistical package R to reconstruct IPD, based on the final PFS analysis of the BOLERO-2 trial. It should be emphasized that the reconstructed IPD represent an approximation of the original data. Afterwards, we fitted parametric models to the reconstructed IPD in the statistical package Stata. Both statistical and graphical tests were conducted to verify the relative and absolute validity of the findings. Finally, the equations for transition probabilities were derived using the general equation for transition probabilities used in model-based economic evaluations, and the parameters were estimated from fitted distributions. The results of the application of the tutorial suggest that the log-logistic model best fits the reconstructed data from the latest published Kaplan-Meier (KM) curves of the BOLERO-2 trial. Results from the regression analyses were confirmed graphically. An equation for transition probabilities was obtained for each arm of the BOLERO-2 trial. In this paper, a tutorial was proposed and used to estimate the transition probabilities for model-based economic evaluation, based on the results of the final PFS analysis of the BOLERO-2 trial in mBC. The results of our study can serve as a basis for any model (Markov) that needs the parameterization of transition probabilities, and only has summary KM plots available.

On a new scenario for the saturation of the low-threshold two-plasmon parametric decay instability of an extraordinary wave in the inhomogeneous plasma of magnetic traps

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

Gusakov, E. Z., E-mail: Evgeniy.Gusakov@mail.ioffe.ru; Popov, A. Yu., E-mail: a.popov@mail.ioffe.ru; Irzak, M. A., E-mail: irzak@mail.ioffe.ru

The most probable scenario for the saturation of the low-threshold two-plasmon parametric decay instability of an electron cyclotron extraordinary wave has been analyzed. Within this scenario two upperhybrid plasmons at frequencies close to half the pump wave frequency radially trapped in the vicinity of the local maximum of the plasma density profile are excited due to the excitation of primary instability. The primary instability saturation results from the decays of the daughter upper-hybrid waves into secondary upperhybrid waves that are also radially trapped in the vicinity of the local maximum of the plasma density profile and ion Bernstein waves.

Economic Choices Reveal Probability Distortion in Macaque Monkeys

PubMed Central

Lak, Armin; Bossaerts, Peter; Schultz, Wolfram

2015-01-01

Economic choices are largely determined by two principal elements, reward value (utility) and probability. Although nonlinear utility functions have been acknowledged for centuries, nonlinear probability weighting (probability distortion) was only recently recognized as a ubiquitous aspect of real-world choice behavior. Even when outcome probabilities are known and acknowledged, human decision makers often overweight low probability outcomes and underweight high probability outcomes. Whereas recent studies measured utility functions and their corresponding neural correlates in monkeys, it is not known whether monkeys distort probability in a manner similar to humans. Therefore, we investigated economic choices in macaque monkeys for evidence of probability distortion. We trained two monkeys to predict reward from probabilistic gambles with constant outcome values (0.5 ml or nothing). The probability of winning was conveyed using explicit visual cues (sector stimuli). Choices between the gambles revealed that the monkeys used the explicit probability information to make meaningful decisions. Using these cues, we measured probability distortion from choices between the gambles and safe rewards. Parametric modeling of the choices revealed classic probability weighting functions with inverted-S shape. Therefore, the animals overweighted low probability rewards and underweighted high probability rewards. Empirical investigation of the behavior verified that the choices were best explained by a combination of nonlinear value and nonlinear probability distortion. Together, these results suggest that probability distortion may reflect evolutionarily preserved neuronal processing. PMID:25698750

Economic choices reveal probability distortion in macaque monkeys.

PubMed

Stauffer, William R; Lak, Armin; Bossaerts, Peter; Schultz, Wolfram

2015-02-18

Economic choices are largely determined by two principal elements, reward value (utility) and probability. Although nonlinear utility functions have been acknowledged for centuries, nonlinear probability weighting (probability distortion) was only recently recognized as a ubiquitous aspect of real-world choice behavior. Even when outcome probabilities are known and acknowledged, human decision makers often overweight low probability outcomes and underweight high probability outcomes. Whereas recent studies measured utility functions and their corresponding neural correlates in monkeys, it is not known whether monkeys distort probability in a manner similar to humans. Therefore, we investigated economic choices in macaque monkeys for evidence of probability distortion. We trained two monkeys to predict reward from probabilistic gambles with constant outcome values (0.5 ml or nothing). The probability of winning was conveyed using explicit visual cues (sector stimuli). Choices between the gambles revealed that the monkeys used the explicit probability information to make meaningful decisions. Using these cues, we measured probability distortion from choices between the gambles and safe rewards. Parametric modeling of the choices revealed classic probability weighting functions with inverted-S shape. Therefore, the animals overweighted low probability rewards and underweighted high probability rewards. Empirical investigation of the behavior verified that the choices were best explained by a combination of nonlinear value and nonlinear probability distortion. Together, these results suggest that probability distortion may reflect evolutionarily preserved neuronal processing. Copyright © 2015 Stauffer et al.

Uncertainty Quantification of the FUN3D-Predicted NASA CRM Flutter Boundary

NASA Technical Reports Server (NTRS)

Stanford, Bret K.; Massey, Steven J.

2017-01-01

A nonintrusive point collocation method is used to propagate parametric uncertainties of the flexible Common Research Model, a generic transport configuration, through the unsteady aeroelastic CFD solver FUN3D. A range of random input variables are considered, including atmospheric flow variables, structural variables, and inertial (lumped mass) variables. UQ results are explored for a range of output metrics (with a focus on dynamic flutter stability), for both subsonic and transonic Mach numbers, for two different CFD mesh refinements. A particular focus is placed on computing failure probabilities: the probability that the wing will flutter within the flight envelope.

Controlling quantum interference in phase space with amplitude.

PubMed

Xue, Yinghong; Li, Tingyu; Kasai, Katsuyuki; Okada-Shudo, Yoshiko; Watanabe, Masayoshi; Zhang, Yun

2017-05-23

We experimentally show a quantum interference in phase space by interrogating photon number probabilities (n = 2, 3, and 4) of a displaced squeezed state, which is generated by an optical parametric amplifier and whose displacement is controlled by amplitude of injected coherent light. It is found that the probabilities exhibit oscillations of interference effect depending upon the amplitude of the controlling light field. This phenomenon is attributed to quantum interference in phase space and indicates the capability of controlling quantum interference using amplitude. This remarkably contrasts with the oscillations of interference effects being usually controlled by relative phase in classical optics.

Comparison of three different detectors applied to synthetic aperture radar data

NASA Astrophysics Data System (ADS)

Ranney, Kenneth I.; Khatri, Hiralal; Nguyen, Lam H.

2002-08-01

The U.S. Army Research Laboratory has investigated the relative performance of three different target detection paradigms applied to foliage penetration (FOPEN) synthetic aperture radar (SAR) data. The three detectors - a quadratic polynomial discriminator (QPD), Bayesian neural network (BNN) and a support vector machine (SVM) - utilize a common collection of statistics (feature values) calculated from the fully polarimetric FOPEN data. We describe the parametric variations required as part of the algorithm optimizations, and we present the relative performance of the detectors in terms of probability of false alarm (Pfa) and probability of detection (Pd).

Super learning to hedge against incorrect inference from arbitrary parametric assumptions in marginal structural modeling.

PubMed

Neugebauer, Romain; Fireman, Bruce; Roy, Jason A; Raebel, Marsha A; Nichols, Gregory A; O'Connor, Patrick J

2013-08-01

Clinical trials are unlikely to ever be launched for many comparative effectiveness research (CER) questions. Inferences from hypothetical randomized trials may however be emulated with marginal structural modeling (MSM) using observational data, but success in adjusting for time-dependent confounding and selection bias typically relies on parametric modeling assumptions. If these assumptions are violated, inferences from MSM may be inaccurate. In this article, we motivate the application of a data-adaptive estimation approach called super learning (SL) to avoid reliance on arbitrary parametric assumptions in CER. Using the electronic health records data from adults with new-onset type 2 diabetes, we implemented MSM with inverse probability weighting (IPW) estimation to evaluate the effect of three oral antidiabetic therapies on the worsening of glomerular filtration rate. Inferences from IPW estimation were noticeably sensitive to the parametric assumptions about the associations between both the exposure and censoring processes and the main suspected source of confounding, that is, time-dependent measurements of hemoglobin A1c. SL was successfully implemented to harness flexible confounding and selection bias adjustment from existing machine learning algorithms. Erroneous IPW inference about clinical effectiveness because of arbitrary and incorrect modeling decisions may be avoided with SL. Copyright © 2013 Elsevier Inc. All rights reserved.

THz-wave parametric sources and imaging applications

NASA Astrophysics Data System (ADS)

Kawase, Kodo

2004-12-01

We have studied the generation of terahertz (THz) waves by optical parametric processes based on laser light scattering from the polariton mode of nonlinear crystals. Using parametric oscillation of MgO-doped LiNbO3 crystal pumped by a nano-second Q-switched Nd:YAG laser, we have realized a widely tunable coherent THz-wave sources with a simple configuration. We have also developed a novel basic technology for THz imaging, which allows detection and identification of chemicals by introducing the component spatial pattern analysis. The spatial distributions of the chemicals were obtained from terahertz multispectral trasillumination images, using absorption spectra previously measured with a widely tunable THz-wave parametric oscillator. Further we have applied this technique to the detection and identification of illicit drugs concealed in envelopes. The samples we used were methamphetamine and MDMA, two of the most widely consumed illegal drugs in Japan, and aspirin as a reference.

Inverse four-wave-mixing and self-parametric amplification effect in optical fibre

PubMed Central

Turitsyn, Sergei K.; Bednyakova, Anastasia E.; Fedoruk, Mikhail P.; Papernyi, Serguei B.; Clements, Wallace R.L.

2015-01-01

An important group of nonlinear processes in optical fibre involves the mixing of four waves due to the intensity dependence of the refractive index. It is customary to distinguish between nonlinear effects that require external/pumping waves (cross-phase modulation and parametric processes such as four-wave mixing) and self-action of the propagating optical field (self-phase modulation and modulation instability). Here, we present a new nonlinear self-action effect, self-parametric amplification (SPA), which manifests itself as optical spectrum narrowing in normal dispersion fibre, leading to very stable propagation with a distinctive spectral distribution. The narrowing results from an inverse four-wave mixing, resembling an effective parametric amplification of the central part of the spectrum by energy transfer from the spectral tails. SPA and the observed stable nonlinear spectral propagation with random temporal waveform can find applications in optical communications and high power fibre lasers with nonlinear intra-cavity dynamics. PMID:26345290

A robust semi-parametric warping estimator of the survivor function with an application to two-group comparisons

PubMed Central

Hutson, Alan D

2018-01-01

In this note, we develop a new and novel semi-parametric estimator of the survival curve that is comparable to the product-limit estimator under very relaxed assumptions. The estimator is based on a beta parametrization that warps the empirical distribution of the observed censored and uncensored data. The parameters are obtained using a pseudo-maximum likelihood approach adjusting the survival curve accounting for the censored observations. In the univariate setting, the new estimator tends to better extend the range of the survival estimation given a high degree of censoring. However, the key feature of this paper is that we develop a new two-group semi-parametric exact permutation test for comparing survival curves that is generally superior to the classic log-rank and Wilcoxon tests and provides the best global power across a variety of alternatives. The new test is readily extended to the k group setting. PMID:26988931

A consistent NPMLE of the joint distribution function with competing risks data under the dependent masking and right-censoring model.

PubMed

Li, Jiahui; Yu, Qiqing

2016-01-01

Dinse (Biometrics, 38:417-431, 1982) provides a special type of right-censored and masked competing risks data and proposes a non-parametric maximum likelihood estimator (NPMLE) and a pseudo MLE of the joint distribution function [Formula: see text] with such data. However, their asymptotic properties have not been studied so far. Under the extention of either the conditional masking probability (CMP) model or the random partition masking (RPM) model (Yu and Li, J Nonparametr Stat 24:753-764, 2012), we show that (1) Dinse's estimators are consistent if [Formula: see text] takes on finitely many values and each point in the support set of [Formula: see text] can be observed; (2) if the failure time is continuous, the NPMLE is not uniquely determined, and the standard approach (which puts weights only on one element in each observed set) leads to an inconsistent NPMLE; (3) in general, Dinse's estimators are not consistent even under the discrete assumption; (4) we construct a consistent NPMLE. The consistency is given under a new model called dependent masking and right-censoring model. The CMP model and the RPM model are indeed special cases of the new model. We compare our estimator to Dinse's estimators through simulation and real data. Simulation study indicates that the consistent NPMLE is a good approximation to the underlying distribution for moderate sample sizes.

A Multiscale Progressive Failure Modeling Methodology for Composites that Includes Fiber Strength Stochastics

NASA Technical Reports Server (NTRS)

Ricks, Trenton M.; Lacy, Thomas E., Jr.; Bednarcyk, Brett A.; Arnold, Steven M.; Hutchins, John W.

2014-01-01

A multiscale modeling methodology was developed for continuous fiber composites that incorporates a statistical distribution of fiber strengths into coupled multiscale micromechanics/finite element (FE) analyses. A modified two-parameter Weibull cumulative distribution function, which accounts for the effect of fiber length on the probability of failure, was used to characterize the statistical distribution of fiber strengths. A parametric study using the NASA Micromechanics Analysis Code with the Generalized Method of Cells (MAC/GMC) was performed to assess the effect of variable fiber strengths on local composite failure within a repeating unit cell (RUC) and subsequent global failure. The NASA code FEAMAC and the ABAQUS finite element solver were used to analyze the progressive failure of a unidirectional SCS-6/TIMETAL 21S metal matrix composite tensile dogbone specimen at 650 degC. Multiscale progressive failure analyses were performed to quantify the effect of spatially varying fiber strengths on the RUC-averaged and global stress-strain responses and failure. The ultimate composite strengths and distribution of failure locations (predominately within the gage section) reasonably matched the experimentally observed failure behavior. The predicted composite failure behavior suggests that use of macroscale models that exploit global geometric symmetries are inappropriate for cases where the actual distribution of local fiber strengths displays no such symmetries. This issue has not received much attention in the literature. Moreover, the model discretization at a specific length scale can have a profound effect on the computational costs associated with multiscale simulations.models that yield accurate yet tractable results.

Assessment of bioethanol yield by S. cerevisiae grown on oil palm residues: Monte Carlo simulation and sensitivity analysis.

PubMed

Samsudin, Mohd Dinie Muhaimin; Mat Don, Mashitah

2015-01-01

Oil palm trunk (OPT) sap was utilized for growth and bioethanol production by Saccharomycescerevisiae with addition of palm oil mill effluent (POME) as nutrients supplier. Maximum yield (YP/S) was attained at 0.464g bioethanol/g glucose presence in the OPT sap-POME-based media. However, OPT sap and POME are heterogeneous in properties and fermentation performance might change if it is repeated. Contribution of parametric uncertainty analysis on bioethanol fermentation performance was then assessed using Monte Carlo simulation (stochastic variable) to determine probability distributions due to fluctuation and variation of kinetic model parameters. Results showed that based on 100,000 samples tested, the yield (YP/S) ranged 0.423-0.501g/g. Sensitivity analysis was also done to evaluate the impact of each kinetic parameter on the fermentation performance. It is found that bioethanol fermentation highly depend on growth of the tested yeast. Copyright © 2014 Elsevier Ltd. All rights reserved.

A probabilistic multi-criteria decision making technique for conceptual and preliminary aerospace systems design

NASA Astrophysics Data System (ADS)

Bandte, Oliver

It has always been the intention of systems engineering to invent or produce the best product possible. Many design techniques have been introduced over the course of decades that try to fulfill this intention. Unfortunately, no technique has succeeded in combining multi-criteria decision making with probabilistic design. The design technique developed in this thesis, the Joint Probabilistic Decision Making (JPDM) technique, successfully overcomes this deficiency by generating a multivariate probability distribution that serves in conjunction with a criterion value range of interest as a universally applicable objective function for multi-criteria optimization and product selection. This new objective function constitutes a meaningful Xnetric, called Probability of Success (POS), that allows the customer or designer to make a decision based on the chance of satisfying the customer's goals. In order to incorporate a joint probabilistic formulation into the systems design process, two algorithms are created that allow for an easy implementation into a numerical design framework: the (multivariate) Empirical Distribution Function and the Joint Probability Model. The Empirical Distribution Function estimates the probability that an event occurred by counting how many times it occurred in a given sample. The Joint Probability Model on the other hand is an analytical parametric model for the multivariate joint probability. It is comprised of the product of the univariate criterion distributions, generated by the traditional probabilistic design process, multiplied with a correlation function that is based on available correlation information between pairs of random variables. JPDM is an excellent tool for multi-objective optimization and product selection, because of its ability to transform disparate objectives into a single figure of merit, the likelihood of successfully meeting all goals or POS. The advantage of JPDM over other multi-criteria decision making techniques is that POS constitutes a single optimizable function or metric that enables a comparison of all alternative solutions on an equal basis. Hence, POS allows for the use of any standard single-objective optimization technique available and simplifies a complex multi-criteria selection problem into a simple ordering problem, where the solution with the highest POS is best. By distinguishing between controllable and uncontrollable variables in the design process, JPDM can account for the uncertain values of the uncontrollable variables that are inherent to the design problem, while facilitating an easy adjustment of the controllable ones to achieve the highest possible POS. Finally, JPDM's superiority over current multi-criteria decision making techniques is demonstrated with an optimization of a supersonic transport concept and ten contrived equations as well as a product selection example, determining an airline's best choice among Boeing's B-747, B-777, Airbus' A340, and a Supersonic Transport. The optimization examples demonstrate JPDM's ability to produce a better solution with a higher POS than an Overall Evaluation Criterion or Goal Programming approach. Similarly, the product selection example demonstrates JPDM's ability to produce a better solution with a higher POS and different ranking than the Overall Evaluation Criterion or Technique for Order Preferences by Similarity to the Ideal Solution (TOPSIS) approach.

A parametric approach for simultaneous bias correction and high-resolution downscaling of climate model rainfall

NASA Astrophysics Data System (ADS)

Mamalakis, Antonios; Langousis, Andreas; Deidda, Roberto; Marrocu, Marino

2017-03-01

Distribution mapping has been identified as the most efficient approach to bias-correct climate model rainfall, while reproducing its statistics at spatial and temporal resolutions suitable to run hydrologic models. Yet its implementation based on empirical distributions derived from control samples (referred to as nonparametric distribution mapping) makes the method's performance sensitive to sample length variations, the presence of outliers, the spatial resolution of climate model results, and may lead to biases, especially in extreme rainfall estimation. To address these shortcomings, we propose a methodology for simultaneous bias correction and high-resolution downscaling of climate model rainfall products that uses: (a) a two-component theoretical distribution model (i.e., a generalized Pareto (GP) model for rainfall intensities above a specified threshold u*, and an exponential model for lower rainrates), and (b) proper interpolation of the corresponding distribution parameters on a user-defined high-resolution grid, using kriging for uncertain data. We assess the performance of the suggested parametric approach relative to the nonparametric one, using daily raingauge measurements from a dense network in the island of Sardinia (Italy), and rainfall data from four GCM/RCM model chains of the ENSEMBLES project. The obtained results shed light on the competitive advantages of the parametric approach, which is proved more accurate and considerably less sensitive to the characteristics of the calibration period, independent of the GCM/RCM combination used. This is especially the case for extreme rainfall estimation, where the GP assumption allows for more accurate and robust estimates, also beyond the range of the available data.

On performance of parametric and distribution-free models for zero-inflated and over-dispersed count responses.

PubMed

Tang, Wan; Lu, Naiji; Chen, Tian; Wang, Wenjuan; Gunzler, Douglas David; Han, Yu; Tu, Xin M

2015-10-30

Zero-inflated Poisson (ZIP) and negative binomial (ZINB) models are widely used to model zero-inflated count responses. These models extend the Poisson and negative binomial (NB) to address excessive zeros in the count response. By adding a degenerate distribution centered at 0 and interpreting it as describing a non-risk group in the population, the ZIP (ZINB) models a two-component population mixture. As in applications of Poisson and NB, the key difference between ZIP and ZINB is the allowance for overdispersion by the ZINB in its NB component in modeling the count response for the at-risk group. Overdispersion arising in practice too often does not follow the NB, and applications of ZINB to such data yield invalid inference. If sources of overdispersion are known, other parametric models may be used to directly model the overdispersion. Such models too are subject to assumed distributions. Further, this approach may not be applicable if information about the sources of overdispersion is unavailable. In this paper, we propose a distribution-free alternative and compare its performance with these popular parametric models as well as a moment-based approach proposed by Yu et al. [Statistics in Medicine 2013; 32: 2390-2405]. Like the generalized estimating equations, the proposed approach requires no elaborate distribution assumptions. Compared with the approach of Yu et al., it is more robust to overdispersed zero-inflated responses. We illustrate our approach with both simulated and real study data. Copyright © 2015 John Wiley & Sons, Ltd.

Pharmacokinetic modelling of intravenous tobramycin in adolescent and adult patients with cystic fibrosis using the nonparametric expectation maximization (NPEM) algorithm.

PubMed

Touw, D J; Vinks, A A; Neef, C

1997-06-01

The availability of personal computer programs for individualizing drug dosage regimens has stimulated the interest in modelling population pharmacokinetics. Data from 82 adolescent and adult patients with cystic fibrosis (CF) who were treated with intravenous tobramycin because of an exacerbation of their pulmonary infection were analysed with a non-parametric expectation maximization (NPEM) algorithm. This algorithm estimates the entire discrete joint probability density of the pharmacokinetic parameters. It also provides traditional parametric statistics such as the means, standard deviation, median, covariances and correlations among the various parameters. It also provides graphic-2- and 3-dimensional representations of the marginal densities of the parameters investigated. Several models for intravenous tobramycin in adolescent and adult patients with CF were compared. Covariates were total body weight (for the volume of distribution) and creatinine clearance (for the total body clearance and elimination rate). Because of lack of data on patients with poor renal function, restricted models with non-renal clearance and the non-renal elimination rate constant fixed at literature values of 0.15 L/h and 0.01 h-1 were also included. In this population, intravenous tobramycin could be best described by median (+/-dispersion factor) volume of distribution per unit of total body weight of 0.28 +/- 0.05 L/kg, elimination rate constant of 0.25 +/- 0.10 h-1 and elimination rate constant per unit of creatinine clearance of 0.0008 +/- 0.0009 h-1/(ml/min/1.73 m2). Analysis of populations of increasing size showed that using a restricted model with a non-renal elimination rate constant fixed at 0.01 h-1, a model based on a population of only 10 to 20 patients, contained parameter values similar to those of the entire population and, using the full model, a larger population (at least 40 patients) was needed.

Seaworthy Quantum Key Distribution Design and Validation (SEAKEY)

DTIC Science & Technology

2016-03-10

Contractor Address: 10 Moulton Street, Cambridge, MA 02138 Title of the Project: Seaworthy Quantum Key Distribution Design and Validation (SEAKEY...Technologies Kathryn Carson Program Manager Quantum Information Processing 2 | P a g e Approved for public release; distribution is...we have continued work calculating the key rates achievable parametrically with receiver performance. In addition, we describe the initial designs

Modeling gene expression measurement error: a quasi-likelihood approach

PubMed Central

Strimmer, Korbinian

2003-01-01

Background Using suitable error models for gene expression measurements is essential in the statistical analysis of microarray data. However, the true probabilistic model underlying gene expression intensity readings is generally not known. Instead, in currently used approaches some simple parametric model is assumed (usually a transformed normal distribution) or the empirical distribution is estimated. However, both these strategies may not be optimal for gene expression data, as the non-parametric approach ignores known structural information whereas the fully parametric models run the risk of misspecification. A further related problem is the choice of a suitable scale for the model (e.g. observed vs. log-scale). Results Here a simple semi-parametric model for gene expression measurement error is presented. In this approach inference is based an approximate likelihood function (the extended quasi-likelihood). Only partial knowledge about the unknown true distribution is required to construct this function. In case of gene expression this information is available in the form of the postulated (e.g. quadratic) variance structure of the data. As the quasi-likelihood behaves (almost) like a proper likelihood, it allows for the estimation of calibration and variance parameters, and it is also straightforward to obtain corresponding approximate confidence intervals. Unlike most other frameworks, it also allows analysis on any preferred scale, i.e. both on the original linear scale as well as on a transformed scale. It can also be employed in regression approaches to model systematic (e.g. array or dye) effects. Conclusions The quasi-likelihood framework provides a simple and versatile approach to analyze gene expression data that does not make any strong distributional assumptions about the underlying error model. For several simulated as well as real data sets it provides a better fit to the data than competing models. In an example it also improved the power of tests to identify differential expression. PMID:12659637

Probability of atrial fibrillation after ablation: Using a parametric nonlinear temporal decomposition mixed effects model.

PubMed

Rajeswaran, Jeevanantham; Blackstone, Eugene H; Ehrlinger, John; Li, Liang; Ishwaran, Hemant; Parides, Michael K

2018-01-01

Atrial fibrillation is an arrhythmic disorder where the electrical signals of the heart become irregular. The probability of atrial fibrillation (binary response) is often time varying in a structured fashion, as is the influence of associated risk factors. A generalized nonlinear mixed effects model is presented to estimate the time-related probability of atrial fibrillation using a temporal decomposition approach to reveal the pattern of the probability of atrial fibrillation and their determinants. This methodology generalizes to patient-specific analysis of longitudinal binary data with possibly time-varying effects of covariates and with different patient-specific random effects influencing different temporal phases. The motivation and application of this model is illustrated using longitudinally measured atrial fibrillation data obtained through weekly trans-telephonic monitoring from an NIH sponsored clinical trial being conducted by the Cardiothoracic Surgery Clinical Trials Network.

GRACILE: a comprehensive climatology of atmospheric gravity wave parameters based on satellite limb soundings

NASA Astrophysics Data System (ADS)

Ern, Manfred; Trinh, Quang Thai; Preusse, Peter; Gille, John C.; Mlynczak, Martin G.; Russell, James M., III; Riese, Martin

2018-04-01

Gravity waves are one of the main drivers of atmospheric dynamics. The spatial resolution of most global atmospheric models, however, is too coarse to properly resolve the small scales of gravity waves, which range from tens to a few thousand kilometers horizontally, and from below 1 km to tens of kilometers vertically. Gravity wave source processes involve even smaller scales. Therefore, general circulation models (GCMs) and chemistry climate models (CCMs) usually parametrize the effect of gravity waves on the global circulation. These parametrizations are very simplified. For this reason, comparisons with global observations of gravity waves are needed for an improvement of parametrizations and an alleviation of model biases. We present a gravity wave climatology based on atmospheric infrared limb emissions observed by satellite (GRACILE). GRACILE is a global data set of gravity wave distributions observed in the stratosphere and the mesosphere by the infrared limb sounding satellite instruments High Resolution Dynamics Limb Sounder (HIRDLS) and Sounding of the Atmosphere using Broadband Emission Radiometry (SABER). Typical distributions (zonal averages and global maps) of gravity wave vertical wavelengths and along-track horizontal wavenumbers are provided, as well as gravity wave temperature variances, potential energies and absolute momentum fluxes. This global data set captures the typical seasonal variations of these parameters, as well as their spatial variations. The GRACILE data set is suitable for scientific studies, and it can serve for comparison with other instruments (ground-based, airborne, or other satellite instruments) and for comparison with gravity wave distributions, both resolved and parametrized, in GCMs and CCMs. The GRACILE data set is available as supplementary data at https://doi.org/10.1594/PANGAEA.879658.

Testing Pairwise Association between Spatially Autocorrelated Variables: A New Approach Using Surrogate Lattice Data

PubMed Central

Deblauwe, Vincent; Kennel, Pol; Couteron, Pierre

2012-01-01

Background Independence between observations is a standard prerequisite of traditional statistical tests of association. This condition is, however, violated when autocorrelation is present within the data. In the case of variables that are regularly sampled in space (i.e. lattice data or images), such as those provided by remote-sensing or geographical databases, this problem is particularly acute. Because analytic derivation of the null probability distribution of the test statistic (e.g. Pearson's r) is not always possible when autocorrelation is present, we propose instead the use of a Monte Carlo simulation with surrogate data. Methodology/Principal Findings The null hypothesis that two observed mapped variables are the result of independent pattern generating processes is tested here by generating sets of random image data while preserving the autocorrelation function of the original images. Surrogates are generated by matching the dual-tree complex wavelet spectra (and hence the autocorrelation functions) of white noise images with the spectra of the original images. The generated images can then be used to build the probability distribution function of any statistic of association under the null hypothesis. We demonstrate the validity of a statistical test of association based on these surrogates with both actual and synthetic data and compare it with a corrected parametric test and three existing methods that generate surrogates (randomization, random rotations and shifts, and iterative amplitude adjusted Fourier transform). Type I error control was excellent, even with strong and long-range autocorrelation, which is not the case for alternative methods. Conclusions/Significance The wavelet-based surrogates are particularly appropriate in cases where autocorrelation appears at all scales or is direction-dependent (anisotropy). We explore the potential of the method for association tests involving a lattice of binary data and discuss its potential for validation of species distribution models. An implementation of the method in Java for the generation of wavelet-based surrogates is available online as supporting material. PMID:23144961

Soft context clustering for F0 modeling in HMM-based speech synthesis

NASA Astrophysics Data System (ADS)

Khorram, Soheil; Sameti, Hossein; King, Simon

2015-12-01

This paper proposes the use of a new binary decision tree, which we call a soft decision tree, to improve generalization performance compared to the conventional `hard' decision tree method that is used to cluster context-dependent model parameters in statistical parametric speech synthesis. We apply the method to improve the modeling of fundamental frequency, which is an important factor in synthesizing natural-sounding high-quality speech. Conventionally, hard decision tree-clustered hidden Markov models (HMMs) are used, in which each model parameter is assigned to a single leaf node. However, this `divide-and-conquer' approach leads to data sparsity, with the consequence that it suffers from poor generalization, meaning that it is unable to accurately predict parameters for models of unseen contexts: the hard decision tree is a weak function approximator. To alleviate this, we propose the soft decision tree, which is a binary decision tree with soft decisions at the internal nodes. In this soft clustering method, internal nodes select both their children with certain membership degrees; therefore, each node can be viewed as a fuzzy set with a context-dependent membership function. The soft decision tree improves model generalization and provides a superior function approximator because it is able to assign each context to several overlapped leaves. In order to use such a soft decision tree to predict the parameters of the HMM output probability distribution, we derive the smoothest (maximum entropy) distribution which captures all partial first-order moments and a global second-order moment of the training samples. Employing such a soft decision tree architecture with maximum entropy distributions, a novel speech synthesis system is trained using maximum likelihood (ML) parameter re-estimation and synthesis is achieved via maximum output probability parameter generation. In addition, a soft decision tree construction algorithm optimizing a log-likelihood measure is developed. Both subjective and objective evaluations were conducted and indicate a considerable improvement over the conventional method.

Seaworthy Quantum Key Distribution Design and Validation (SEAKEY)

DTIC Science & Technology

2014-07-25

link in a free- space channel through a marine environment (such as loss, noise and turbulence) and (2) parametrically calculating the secret key rate...width. Parametric calculations of the expected secret key rate As can be seen in Figure 6, the secret key rate of the BB84 protocol in the presence...Figure 9 shows the effect of various detriments on the secret -kay rate, for laser-decoy BB84. Figure 9: Effects of detriments on secret-key rate

SPH/N-Body simulations of small (D = 10km) asteroidal breakups and improved parametric relations for Monte-Carlo collisional models

NASA Astrophysics Data System (ADS)

Ševeček, P.; Brož, M.; Nesvorný, D.; Enke, B.; Durda, D.; Walsh, K.; Richardson, D. C.

2017-11-01

We report on our study of asteroidal breakups, i.e. fragmentations of targets, subsequent gravitational reaccumulation and formation of small asteroid families. We focused on parent bodies with diameters Dpb = 10km . Simulations were performed with a smoothed-particle hydrodynamics (SPH) code combined with an efficient N-body integrator. We assumed various projectile sizes, impact velocities and impact angles (125 runs in total). Resulting size-frequency distributions are significantly different from scaled-down simulations with Dpb = 100km targets (Durda et al., 2007). We derive new parametric relations describing fragment distributions, suitable for Monte-Carlo collisional models. We also characterize velocity fields and angular distributions of fragments, which can be used as initial conditions for N-body simulations of small asteroid families. Finally, we discuss a number of uncertainties related to SPH simulations.

Evaluating the risk of industrial espionage

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

Bott, T.F.

1998-12-31

A methodology for estimating the relative probabilities of different compromise paths for protected information by insider and visitor intelligence collectors has been developed based on an event-tree analysis of the intelligence collection operation. The analyst identifies target information and ultimate users who might attempt to gain that information. The analyst then uses an event tree to develop a set of compromise paths. Probability models are developed for each of the compromise paths that user parameters based on expert judgment or historical data on security violations. The resulting probability estimates indicate the relative likelihood of different compromise paths and provide anmore » input for security resource allocation. Application of the methodology is demonstrated using a national security example. A set of compromise paths and probability models specifically addressing this example espionage problem are developed. The probability models for hard-copy information compromise paths are quantified as an illustration of the results using parametric values representative of historical data available in secure facilities, supplemented where necessary by expert judgment.« less

Nonlinear dynamic analysis of cantilevered piezoelectric energy harvesters under simultaneous parametric and external excitations

NASA Astrophysics Data System (ADS)

Fang, Fei; Xia, Guanghui; Wang, Jianguo

2018-02-01

The nonlinear dynamics of cantilevered piezoelectric beams is investigated under simultaneous parametric and external excitations. The beam is composed of a substrate and two piezoelectric layers and assumed as an Euler-Bernoulli model with inextensible deformation. A nonlinear distributed parameter model of cantilevered piezoelectric energy harvesters is proposed using the generalized Hamilton's principle. The proposed model includes geometric and inertia nonlinearity, but neglects the material nonlinearity. Using the Galerkin decomposition method and harmonic balance method, analytical expressions of the frequency-response curves are presented when the first bending mode of the beam plays a dominant role. Using these expressions, we investigate the effects of the damping, load resistance, electromechanical coupling, and excitation amplitude on the frequency-response curves. We also study the difference between the nonlinear lumped-parameter and distributed-parameter model for predicting the performance of the energy harvesting system. Only in the case of parametric excitation, we demonstrate that the energy harvesting system has an initiation excitation threshold below which no energy can be harvested. We also illustrate that the damping and load resistance affect the initiation excitation threshold.

Nonlinear dynamic analysis of cantilevered piezoelectric energy harvesters under simultaneous parametric and external excitations

NASA Astrophysics Data System (ADS)

Fang, Fei; Xia, Guanghui; Wang, Jianguo

2018-06-01

The nonlinear dynamics of cantilevered piezoelectric beams is investigated under simultaneous parametric and external excitations. The beam is composed of a substrate and two piezoelectric layers and assumed as an Euler-Bernoulli model with inextensible deformation. A nonlinear distributed parameter model of cantilevered piezoelectric energy harvesters is proposed using the generalized Hamilton's principle. The proposed model includes geometric and inertia nonlinearity, but neglects the material nonlinearity. Using the Galerkin decomposition method and harmonic balance method, analytical expressions of the frequency-response curves are presented when the first bending mode of the beam plays a dominant role. Using these expressions, we investigate the effects of the damping, load resistance, electromechanical coupling, and excitation amplitude on the frequency-response curves. We also study the difference between the nonlinear lumped-parameter and distributed-parameter model for predicting the performance of the energy harvesting system. Only in the case of parametric excitation, we demonstrate that the energy harvesting system has an initiation excitation threshold below which no energy can be harvested. We also illustrate that the damping and load resistance affect the initiation excitation threshold.

Synthesis and Analysis of Custom Bi-directional Reflectivity Distribution Functions in DIRSIG

NASA Astrophysics Data System (ADS)

Dank, J.; Allen, D.

2016-09-01

The bi-directional reflectivity distribution (BRDF) function is a fundamental optical property of materials, characterizing important properties of light scattered by a surface. For accurate radiance calculations using synthetic targets and numerical simulations such as the Digital Imaging and Remote Sensing Image Generation (DIRSIG) model, fidelity of the target BRDFs is critical. While fits to measured BRDF data can be used in DIRSIG, obtaining high-quality data over a large spectral continuum can be time-consuming and expensive, requiring significant investment in illumination sources, sensors, and other specialized hardware. As a consequence, numerous parametric BRDF models are available to approximate actual behavior; but these all have shortcomings. Further, DIRSIG doesn't allow direct visualization of BRDFs, making it difficult for the user to understand the numerical impact of various models. Here, we discuss the innovative use of "mixture maps" to synthesize custom BRDFs as linear combinations of parametric models and measured data. We also show how DIRSIG's interactive mode can be used to visualize and analyze both available parametric models currently used in DIRSIG and custom BRDFs developed using our methods.

Potential changes in benthic macrofaunal distributions from the English Channel simulated under climate change scenarios

NASA Astrophysics Data System (ADS)

Rombouts, Isabelle; Beaugrand, Grégory; Dauvin, Jean-Claude

2012-03-01

Climate-induced changes in the distribution of species are likely to affect the functioning and diversity of marine ecosystems. Therefore, in economic and ecological important areas, such as the English Channel, projections of the future distributions of key species under changing environmental conditions are urgently needed. Ecological Niche Models (ENMs) have been applied successfully to determine potential distributions of species based on the information of the environmental niche of a species (sensu Hutchinson). In this study, the niches of two commercially exploited benthic species, Pecten maximus and Glycymeris glycymeris, and two ecologically important species, Abra alba and Ophelia borealis were derived using four contemporary hydrographic variables, i.e. sea surface temperature, sea surface salinity, water depth and sediment type. Consequently, using these ecological envelopes, the Non-Parametric Probalistic Ecological Niche model (NPPEN) was applied to calculate contemporary probabilities of occurrence for each species in the North East Atlantic and to predict potential re-distributions under the climate change scenario A2 for two time periods 2050-2059 and 2090-2099. Results show general northern displacements of the four benthic species from the English Channel into the North Sea and southern Norwegian coast. The projections mostly indicate a reduction of suitable habitat for benthic species with a notable disappearance of their distributions in the English Channel, except for A. alba. However, interpretations should be treated with caution since many uncertainties and assumptions are attached to ecological niche models in general. Furthermore, opening up potential habitats for benthic species does not necessarily imply that the species will actually occupy these sites in the future. The displacement and colonisation success of species are a function of many other non-climatic factors such as species life histories, dispersal abilities, adaptability and community interactions.

Dosimetric treatment course simulation based on a statistical model of deformable organ motion

NASA Astrophysics Data System (ADS)

Söhn, M.; Sobotta, B.; Alber, M.

2012-06-01

We present a method of modeling dosimetric consequences of organ deformation and correlated motion of adjacent organ structures in radiotherapy. Based on a few organ geometry samples and the respective deformation fields as determined by deformable registration, principal component analysis (PCA) is used to create a low-dimensional parametric statistical organ deformation model (Söhn et al 2005 Phys. Med. Biol. 50 5893-908). PCA determines the most important geometric variability in terms of eigenmodes, which represent 3D vector fields of correlated organ deformations around the mean geometry. Weighted sums of a few dominating eigenmodes can be used to simulate synthetic geometries, which are statistically meaningful inter- and extrapolations of the input geometries, and predict their probability of occurrence. We present the use of PCA as a versatile treatment simulation tool, which allows comprehensive dosimetric assessment of the detrimental effects that deformable geometric uncertainties can have on a planned dose distribution. For this, a set of random synthetic geometries is generated by a PCA model for each simulated treatment course, and the dose of a given treatment plan is accumulated in the moving tissue elements via dose warping. This enables the calculation of average voxel doses, local dose variability, dose-volume histogram uncertainties, marginal as well as joint probability distributions of organ equivalent uniform doses and thus of TCP and NTCP, and other dosimetric and biologic endpoints. The method is applied to the example of deformable motion of prostate/bladder/rectum in prostate IMRT. Applications include dosimetric assessment of the adequacy of margin recipes, adaptation schemes, etc, as well as prospective ‘virtual’ evaluation of the possible benefits of new radiotherapy schemes.

Hybrid Evidence Theory-based Finite Element/Statistical Energy Analysis method for mid-frequency analysis of built-up systems with epistemic uncertainties

NASA Astrophysics Data System (ADS)

Yin, Shengwen; Yu, Dejie; Yin, Hui; Lü, Hui; Xia, Baizhan

2017-09-01

Considering the epistemic uncertainties within the hybrid Finite Element/Statistical Energy Analysis (FE/SEA) model when it is used for the response analysis of built-up systems in the mid-frequency range, the hybrid Evidence Theory-based Finite Element/Statistical Energy Analysis (ETFE/SEA) model is established by introducing the evidence theory. Based on the hybrid ETFE/SEA model and the sub-interval perturbation technique, the hybrid Sub-interval Perturbation and Evidence Theory-based Finite Element/Statistical Energy Analysis (SIP-ETFE/SEA) approach is proposed. In the hybrid ETFE/SEA model, the uncertainty in the SEA subsystem is modeled by a non-parametric ensemble, while the uncertainty in the FE subsystem is described by the focal element and basic probability assignment (BPA), and dealt with evidence theory. Within the hybrid SIP-ETFE/SEA approach, the mid-frequency response of interest, such as the ensemble average of the energy response and the cross-spectrum response, is calculated analytically by using the conventional hybrid FE/SEA method. Inspired by the probability theory, the intervals of the mean value, variance and cumulative distribution are used to describe the distribution characteristics of mid-frequency responses of built-up systems with epistemic uncertainties. In order to alleviate the computational burdens for the extreme value analysis, the sub-interval perturbation technique based on the first-order Taylor series expansion is used in ETFE/SEA model to acquire the lower and upper bounds of the mid-frequency responses over each focal element. Three numerical examples are given to illustrate the feasibility and effectiveness of the proposed method.

Dosimetric treatment course simulation based on a statistical model of deformable organ motion.

PubMed

Söhn, M; Sobotta, B; Alber, M

2012-06-21

We present a method of modeling dosimetric consequences of organ deformation and correlated motion of adjacent organ structures in radiotherapy. Based on a few organ geometry samples and the respective deformation fields as determined by deformable registration, principal component analysis (PCA) is used to create a low-dimensional parametric statistical organ deformation model (Söhn et al 2005 Phys. Med. Biol. 50 5893-908). PCA determines the most important geometric variability in terms of eigenmodes, which represent 3D vector fields of correlated organ deformations around the mean geometry. Weighted sums of a few dominating eigenmodes can be used to simulate synthetic geometries, which are statistically meaningful inter- and extrapolations of the input geometries, and predict their probability of occurrence. We present the use of PCA as a versatile treatment simulation tool, which allows comprehensive dosimetric assessment of the detrimental effects that deformable geometric uncertainties can have on a planned dose distribution. For this, a set of random synthetic geometries is generated by a PCA model for each simulated treatment course, and the dose of a given treatment plan is accumulated in the moving tissue elements via dose warping. This enables the calculation of average voxel doses, local dose variability, dose-volume histogram uncertainties, marginal as well as joint probability distributions of organ equivalent uniform doses and thus of TCP and NTCP, and other dosimetric and biologic endpoints. The method is applied to the example of deformable motion of prostate/bladder/rectum in prostate IMRT. Applications include dosimetric assessment of the adequacy of margin recipes, adaptation schemes, etc, as well as prospective 'virtual' evaluation of the possible benefits of new radiotherapy schemes.

Direct numerical simulation of flow over dissimilar, randomly distributed roughness elements: A systematic study on the effect of surface morphology on turbulence

NASA Astrophysics Data System (ADS)

Forooghi, Pourya; Stroh, Alexander; Schlatter, Philipp; Frohnapfel, Bettina

2018-04-01

Direct numerical simulations are used to investigate turbulent flow in rough channels, in which topographical parameters of the rough wall are systematically varied at a fixed friction Reynolds number of 500, based on a mean channel half-height h and friction velocity. The utilized roughness generation approach allows independent variation of moments of the surface height probability distribution function [thus root-mean-square (rms) surface height, skewness, and kurtosis], surface mean slope, and standard deviation of the roughness peak sizes. Particular attention is paid to the effect of the parameter Δ defined as the normalized height difference between the highest and lowest roughness peaks. This parameter is used to understand the trends of the investigated flow variables with departure from the idealized case where all roughness elements have the same height (Δ =0 ). All calculations are done in the fully rough regime and for surfaces with high slope (effective slope equal to 0.6-0.9). The rms roughness height is fixed for all cases at 0.045 h and the skewness and kurtosis of the surface height probability density function vary in the ranges -0.33 to 0.67 and 1.9 to 2.6, respectively. The goal of the paper is twofold: first, to investigate the possible effect of topographical parameters on the mean turbulent flow, Reynolds, and dispersive stresses particularly in the vicinity of the roughness crest, and second, to investigate the possibility of using the wall-normal turbulence intensity as a physical parameter for parametrization of the flow. Such a possibility, already suggested for regular roughness in the literature, is here extended to irregular roughness.

Quantum tomography enhanced through parametric amplification

NASA Astrophysics Data System (ADS)

Knyazev, E.; Spasibko, K. Yu; Chekhova, M. V.; Khalili, F. Ya

2018-01-01

Quantum tomography is the standard method of reconstructing the Wigner function of quantum states of light by means of balanced homodyne detection. The reconstruction quality strongly depends on the photodetectors quantum efficiency and other losses in the measurement setup. In this article we analyze in detail a protocol of enhanced quantum tomography, proposed by Leonhardt and Paul [1] which allows one to reduce the degrading effect of detection losses. It is based on phase-sensitive parametric amplification, with the phase of the amplified quadrature being scanned synchronously with the local oscillator phase. Although with sufficiently strong amplification the protocol enables overcoming any detection inefficiency, it was so far not implemented in the experiment, probably due to the losses in the amplifier. Here we discuss a possible proof-of-principle experiment with a traveling-wave parametric amplifier. We show that with the state-of-the-art optical elements, the protocol enables high fidelity tomographic reconstruction of bright non-classical states of light. We consider two examples: bright squeezed vacuum and squeezed single-photon state, with the latter being a non-Gaussian state and both strongly affected by the losses.

Arc Length Based Grid Distribution For Surface and Volume Grids

NASA Technical Reports Server (NTRS)

Mastin, C. Wayne

1996-01-01

Techniques are presented for distributing grid points on parametric surfaces and in volumes according to a specified distribution of arc length. Interpolation techniques are introduced which permit a given distribution of grid points on the edges of a three-dimensional grid block to be propagated through the surface and volume grids. Examples demonstrate how these methods can be used to improve the quality of grids generated by transfinite interpolation.

A gradient-based model parametrization using Bernstein polynomials in Bayesian inversion of surface wave dispersion

NASA Astrophysics Data System (ADS)

Gosselin, Jeremy M.; Dosso, Stan E.; Cassidy, John F.; Quijano, Jorge E.; Molnar, Sheri; Dettmer, Jan

2017-10-01

This paper develops and applies a Bernstein-polynomial parametrization to efficiently represent general, gradient-based profiles in nonlinear geophysical inversion, with application to ambient-noise Rayleigh-wave dispersion data. Bernstein polynomials provide a stable parametrization in that small perturbations to the model parameters (basis-function coefficients) result in only small perturbations to the geophysical parameter profile. A fully nonlinear Bayesian inversion methodology is applied to estimate shear wave velocity (VS) profiles and uncertainties from surface wave dispersion data extracted from ambient seismic noise. The Bayesian information criterion is used to determine the appropriate polynomial order consistent with the resolving power of the data. Data error correlations are accounted for in the inversion using a parametric autoregressive model. The inversion solution is defined in terms of marginal posterior probability profiles for VS as a function of depth, estimated using Metropolis-Hastings sampling with parallel tempering. This methodology is applied to synthetic dispersion data as well as data processed from passive array recordings collected on the Fraser River Delta in British Columbia, Canada. Results from this work are in good agreement with previous studies, as well as with co-located invasive measurements. The approach considered here is better suited than `layered' modelling approaches in applications where smooth gradients in geophysical parameters are expected, such as soil/sediment profiles. Further, the Bernstein polynomial representation is more general than smooth models based on a fixed choice of gradient type (e.g. power-law gradient) because the form of the gradient is determined objectively by the data, rather than by a subjective parametrization choice.

Metabolomics variable selection and classification in the presence of observations below the detection limit using an extension of ERp.

PubMed

van Reenen, Mari; Westerhuis, Johan A; Reinecke, Carolus J; Venter, J Hendrik

2017-02-02

ERp is a variable selection and classification method for metabolomics data. ERp uses minimized classification error rates, based on data from a control and experimental group, to test the null hypothesis of no difference between the distributions of variables over the two groups. If the associated p-values are significant they indicate discriminatory variables (i.e. informative metabolites). The p-values are calculated assuming a common continuous strictly increasing cumulative distribution under the null hypothesis. This assumption is violated when zero-valued observations can occur with positive probability, a characteristic of GC-MS metabolomics data, disqualifying ERp in this context. This paper extends ERp to address two sources of zero-valued observations: (i) zeros reflecting the complete absence of a metabolite from a sample (true zeros); and (ii) zeros reflecting a measurement below the detection limit. This is achieved by allowing the null cumulative distribution function to take the form of a mixture between a jump at zero and a continuous strictly increasing function. The extended ERp approach is referred to as XERp. XERp is no longer non-parametric, but its null distributions depend only on one parameter, the true proportion of zeros. Under the null hypothesis this parameter can be estimated by the proportion of zeros in the available data. XERp is shown to perform well with regard to bias and power. To demonstrate the utility of XERp, it is applied to GC-MS data from a metabolomics study on tuberculosis meningitis in infants and children. We find that XERp is able to provide an informative shortlist of discriminatory variables, while attaining satisfactory classification accuracy for new subjects in a leave-one-out cross-validation context. XERp takes into account the distributional structure of data with a probability mass at zero without requiring any knowledge of the detection limit of the metabolomics platform. XERp is able to identify variables that discriminate between two groups by simultaneously extracting information from the difference in the proportion of zeros and shifts in the distributions of the non-zero observations. XERp uses simple rules to classify new subjects and a weight pair to adjust for unequal sample sizes or sensitivity and specificity requirements.

Central depression of nuclear charge density distribution

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

Chu Yanyun; Ren Zhongzhou; Center of Theoretical Nuclear Physics, National Laboratory of Heavy-Ion Accelerator, Lanzhou 730000

The center-depressed nuclear charge distributions are investigated with the parametrized distribution and the relativistic mean-field theory, and their corresponding charge form factors are worked out with the phase shift analysis method. The central depression of nuclear charge distribution of {sup 46}Ar and {sup 44}S is supported by the relativistic mean-field calculation. According to the calculation, the valence protons in {sup 46}Ar and {sup 44}S prefer to occupy the 1d{sub 3/2} state rather than the 2s{sub 1/2} state, which is different from that in the less neutron-rich argon and sulfur isotopes. As a result, the central proton densities of {sup 46}Armore » and {sup 44}S are highly depressed, and so are their central charge densities. The charge form factors of some argon and sulfur isotopes are presented, and the minima of the charge form factors shift upward and inward when the central nuclear charge distributions are more depressed. Besides, the effect of the central depression on the charge form factors is studied with a parametrized distribution, when the root-mean-square charge radii remain constant.« less

UQTools: The Uncertainty Quantification Toolbox - Introduction and Tutorial

NASA Technical Reports Server (NTRS)

Kenny, Sean P.; Crespo, Luis G.; Giesy, Daniel P.

2012-01-01

UQTools is the short name for the Uncertainty Quantification Toolbox, a software package designed to efficiently quantify the impact of parametric uncertainty on engineering systems. UQTools is a MATLAB-based software package and was designed to be discipline independent, employing very generic representations of the system models and uncertainty. Specifically, UQTools accepts linear and nonlinear system models and permits arbitrary functional dependencies between the system s measures of interest and the probabilistic or non-probabilistic parametric uncertainty. One of the most significant features incorporated into UQTools is the theoretical development centered on homothetic deformations and their application to set bounding and approximating failure probabilities. Beyond the set bounding technique, UQTools provides a wide range of probabilistic and uncertainty-based tools to solve key problems in science and engineering.

Quantum illumination with Gaussian states.

PubMed

Tan, Si-Hui; Erkmen, Baris I; Giovannetti, Vittorio; Guha, Saikat; Lloyd, Seth; Maccone, Lorenzo; Pirandola, Stefano; Shapiro, Jeffrey H

2008-12-19

An optical transmitter irradiates a target region containing a bright thermal-noise bath in which a low-reflectivity object might be embedded. The light received from this region is used to decide whether the object is present or absent. The performance achieved using a coherent-state transmitter is compared with that of a quantum-illumination transmitter, i.e., one that employs the signal beam obtained from spontaneous parametric down-conversion. By making the optimum joint measurement on the light received from the target region together with the retained spontaneous parametric down-conversion idler beam, the quantum-illumination system realizes a 6 dB advantage in the error-probability exponent over the optimum reception coherent-state system. This advantage accrues despite there being no entanglement between the light collected from the target region and the retained idler beam.

Sample Size Determination for One- and Two-Sample Trimmed Mean Tests

ERIC Educational Resources Information Center

Luh, Wei-Ming; Olejnik, Stephen; Guo, Jiin-Huarng

2008-01-01

Formulas to determine the necessary sample sizes for parametric tests of group comparisons are available from several sources and appropriate when population distributions are normal. However, in the context of nonnormal population distributions, researchers recommend Yuen's trimmed mean test, but formulas to determine sample sizes have not been…

Fitting N-mixture models to count data with unmodeled heterogeneity: Bias, diagnostics, and alternative approaches

USGS Publications Warehouse

Duarte, Adam; Adams, Michael J.; Peterson, James T.

2018-01-01

Monitoring animal populations is central to wildlife and fisheries management, and the use of N-mixture models toward these efforts has markedly increased in recent years. Nevertheless, relatively little work has evaluated estimator performance when basic assumptions are violated. Moreover, diagnostics to identify when bias in parameter estimates from N-mixture models is likely is largely unexplored. We simulated count data sets using 837 combinations of detection probability, number of sample units, number of survey occasions, and type and extent of heterogeneity in abundance or detectability. We fit Poisson N-mixture models to these data, quantified the bias associated with each combination, and evaluated if the parametric bootstrap goodness-of-fit (GOF) test can be used to indicate bias in parameter estimates. We also explored if assumption violations can be diagnosed prior to fitting N-mixture models. In doing so, we propose a new model diagnostic, which we term the quasi-coefficient of variation (QCV). N-mixture models performed well when assumptions were met and detection probabilities were moderate (i.e., ≥0.3), and the performance of the estimator improved with increasing survey occasions and sample units. However, the magnitude of bias in estimated mean abundance with even slight amounts of unmodeled heterogeneity was substantial. The parametric bootstrap GOF test did not perform well as a diagnostic for bias in parameter estimates when detectability and sample sizes were low. The results indicate the QCV is useful to diagnose potential bias and that potential bias associated with unidirectional trends in abundance or detectability can be diagnosed using Poisson regression. This study represents the most thorough assessment to date of assumption violations and diagnostics when fitting N-mixture models using the most commonly implemented error distribution. Unbiased estimates of population state variables are needed to properly inform management decision making. Therefore, we also discuss alternative approaches to yield unbiased estimates of population state variables using similar data types, and we stress that there is no substitute for an effective sample design that is grounded upon well-defined management objectives.

Comparison of methods for non-stationary hydrologic frequency analysis: Case study using annual maximum daily precipitation in Taiwan

NASA Astrophysics Data System (ADS)

Chen, Po-Chun; Wang, Yuan-Heng; You, Gene Jiing-Yun; Wei, Chih-Chiang

2017-02-01

Future climatic conditions likely will not satisfy stationarity assumption. To address this concern, this study applied three methods to analyze non-stationarity in hydrologic conditions. Based on the principle of identifying distribution and trends (IDT) with time-varying moments, we employed the parametric weighted least squares (WLS) estimation in conjunction with the non-parametric discrete wavelet transform (DWT) and ensemble empirical mode decomposition (EEMD). Our aim was to evaluate the applicability of non-parameter approaches, compared with traditional parameter-based methods. In contrast to most previous studies, which analyzed the non-stationarity of first moments, we incorporated second-moment analysis. Through the estimation of long-term risk, we were able to examine the behavior of return periods under two different definitions: the reciprocal of the exceedance probability of occurrence and the expected recurrence time. The proposed framework represents an improvement over stationary frequency analysis for the design of hydraulic systems. A case study was performed using precipitation data from major climate stations in Taiwan to evaluate the non-stationarity of annual maximum daily precipitation. The results demonstrate the applicability of these three methods in the identification of non-stationarity. For most cases, no significant differences were observed with regard to the trends identified using WLS, DWT, and EEMD. According to the results, a linear model should be able to capture time-variance in either the first or second moment while parabolic trends should be used with caution due to their characteristic rapid increases. It is also observed that local variations in precipitation tend to be overemphasized by DWT and EEMD. The two definitions provided for the concept of return period allows for ambiguous interpretation. With the consideration of non-stationarity, the return period is relatively small under the definition of expected recurrence time comparing to the estimation using the reciprocal of the exceedance probability of occurrence. However, the calculation of expected recurrence time is based on the assumption of perfect knowledge of long-term risk, which involves high uncertainty. When the risk is decreasing with time, the expected recurrence time will lead to the divergence of return period and make this definition inapplicable for engineering purposes.

Constraining geostatistical models with hydrological data to improve prediction realism

NASA Astrophysics Data System (ADS)

Demyanov, V.; Rojas, T.; Christie, M.; Arnold, D.

2012-04-01

Geostatistical models reproduce spatial correlation based on the available on site data and more general concepts about the modelled patters, e.g. training images. One of the problem of modelling natural systems with geostatistics is in maintaining realism spatial features and so they agree with the physical processes in nature. Tuning the model parameters to the data may lead to geostatistical realisations with unrealistic spatial patterns, which would still honour the data. Such model would result in poor predictions, even though although fit the available data well. Conditioning the model to a wider range of relevant data provide a remedy that avoid producing unrealistic features in spatial models. For instance, there are vast amounts of information about the geometries of river channels that can be used in describing fluvial environment. Relations between the geometrical channel characteristics (width, depth, wave length, amplitude, etc.) are complex and non-parametric and are exhibit a great deal of uncertainty, which is important to propagate rigorously into the predictive model. These relations can be described within a Bayesian approach as multi-dimensional prior probability distributions. We propose a way to constrain multi-point statistics models with intelligent priors obtained from analysing a vast collection of contemporary river patterns based on previously published works. We applied machine learning techniques, namely neural networks and support vector machines, to extract multivariate non-parametric relations between geometrical characteristics of fluvial channels from the available data. An example demonstrates how ensuring geological realism helps to deliver more reliable prediction of a subsurface oil reservoir in a fluvial depositional environment.

Short-term monitoring of benzene air concentration in an urban area: a preliminary study of application of Kruskal-Wallis non-parametric test to assess pollutant impact on global environment and indoor.

PubMed

Mura, Maria Chiara; De Felice, Marco; Morlino, Roberta; Fuselli, Sergio

2010-01-01

In step with the need to develop statistical procedures to manage small-size environmental samples, in this work we have used concentration values of benzene (C6H6), concurrently detected by seven outdoor and indoor monitoring stations over 12 000 minutes, in order to assess the representativeness of collected data and the impact of the pollutant on indoor environment. Clearly, the former issue is strictly connected to sampling-site geometry, which proves critical to correctly retrieving information from analysis of pollutants of sanitary interest. Therefore, according to current criteria for network-planning, single stations have been interpreted as nodes of a set of adjoining triangles; then, a) node pairs have been taken into account in order to estimate pollutant stationarity on triangle sides, as well as b) node triplets, to statistically associate data from air-monitoring with the corresponding territory area, and c) node sextuplets, to assess the impact probability of the outdoor pollutant on indoor environment for each area. Distributions from the various node combinations are all non-Gaussian, in the consequently, Kruskal-Wallis (KW) non-parametric statistics has been exploited to test variability on continuous density function from each pair, triplet and sextuplet. Results from the above-mentioned statistical analysis have shown randomness of site selection, which has not allowed a reliable generalization of monitoring data to the entire selected territory, except for a single "forced" case (70%); most important, they suggest a possible procedure to optimize network design.

A Parametric Regression of the Cost of Base Realignment Action (COBRA) Model

DTIC Science & Technology

1993-09-20

Douglas D. Hardman , Captain, USAF Michael S. Nelson, Captain, USAF AFIT/GEE/ENS/93S-03 93 P’ 8 143 Approved for public release, distribution unlimited 93... Hardman CLASS: GEE 93S Captain Michael Nelson TITLE: A Parametric Regression of the Cost of Base Realignment Action (COBRA) Model DEFENSE DATE: 20...Science in Engineering and Environmental Management Douglas D. Hardman , B.S.E.E. Michael S. Nelson, B.S.C.E Captain, USAF Captain, USAF September 1993

Secondary outcome analysis for data from an outcome-dependent sampling design.

PubMed

Pan, Yinghao; Cai, Jianwen; Longnecker, Matthew P; Zhou, Haibo

2018-04-22

Outcome-dependent sampling (ODS) scheme is a cost-effective way to conduct a study. For a study with continuous primary outcome, an ODS scheme can be implemented where the expensive exposure is only measured on a simple random sample and supplemental samples selected from 2 tails of the primary outcome variable. With the tremendous cost invested in collecting the primary exposure information, investigators often would like to use the available data to study the relationship between a secondary outcome and the obtained exposure variable. This is referred as secondary analysis. Secondary analysis in ODS designs can be tricky, as the ODS sample is not a random sample from the general population. In this article, we use the inverse probability weighted and augmented inverse probability weighted estimating equations to analyze the secondary outcome for data obtained from the ODS design. We do not make any parametric assumptions on the primary and secondary outcome and only specify the form of the regression mean models, thus allow an arbitrary error distribution. Our approach is robust to second- and higher-order moment misspecification. It also leads to more precise estimates of the parameters by effectively using all the available participants. Through simulation studies, we show that the proposed estimator is consistent and asymptotically normal. Data from the Collaborative Perinatal Project are analyzed to illustrate our method. Copyright © 2018 John Wiley & Sons, Ltd.

Load-Based Lower Neck Injury Criteria for Females from Rear Impact from Cadaver Experiments.

PubMed

Yoganandan, Narayan; Pintar, Frank A; Banerjee, Anjishnu

2017-05-01

The objectives of this study were to derive lower neck injury metrics/criteria and injury risk curves for the force, moment, and interaction criterion in rear impacts for females. Biomechanical data were obtained from previous intact and isolated post mortem human subjects and head-neck complexes subjected to posteroanterior accelerative loading. Censored data were used in the survival analysis model. The primary shear force, sagittal bending moment, and interaction (lower neck injury criterion, LN ic ) metrics were significant predictors of injury. The most optimal distribution was selected (Weibulll, log normal, or log logistic) using the Akaike information criterion according to the latest ISO recommendations for deriving risk curves. The Kolmogorov-Smirnov test was used to quantify robustness of the assumed parametric model. The intercepts for the interaction index were extracted from the primary risk curves. Normalized confidence interval sizes (NCIS) were reported at discrete probability levels, along with the risk curves and 95% confidence intervals. The mean force of 214 N, moment of 54 Nm, and 0.89 LN ic were associated with a five percent probability of injury. The NCIS for these metrics were 0.90, 0.95, and 0.85. These preliminary results can be used as a first step in the definition of lower neck injury criteria for women under posteroanterior accelerative loading in crashworthiness evaluations.

Characterization and geostatistical mapping of water salinity: A case study of terminal complex in the Oued Righ Valley (southern Algeria)

NASA Astrophysics Data System (ADS)

Belkesier, Mohamed Saleh; Zeddouri, Aziez; Halassa, Younes; Kechiched, Rabah

2018-05-01

The region of Oued Righ contains large quantities of groundwater hosted by the three aquifers: the Terminal Complex (CT), the Continental Intercalary (CI) and the phreatic aquifer. The present study is focused on the water from CT aquifer in order to characterize their salinity using geostatistical tool for maping. Indeed, water in this aquifer show a high mineralization exceeding the OMS standards. The main hydro-chemical facies of this water is Chloride-Sodium and Sulfate-Sodium. The elementary statistics have been performed on the physico-chemical analysis from 97 wells whereas 766 wells were analyzed on salinity and are used for the geostatistical mapping. The obtained results show a spatial evolution of the salinity toward the direction South to the North. The salinity is locally strong in the central part of Oued Righ valley. The non-parametric geostatistic of indicator kriging was performed on the salinity data using a cut-off of 5230 mg/l which represents the average value in the studied area. The indicator Kriging allows the estimation of salinity probabilities I (5230 mg / l) in the water of the CT aquifer using bloc model (500 x 500 m). The automatic mapping is used to visualize the distribution of the kriged probabilities of salinity. These results can help to ensure a rational and a selective exploitation of groundwater according the salinity contents.

Modeling and simulation of sexual activity daily diary data of patients with female sexual arousal disorder treated with sildenafil citrate (Viagra).

PubMed

Claret, Laurent; Cox, Eugene H; McFadyen, Lynn; Pidgen, Alwyn; Johnson, Patrick J; Haughie, Scott; Boolell, Mitra; Bruno, Rene

2006-08-01

To develop a model to explore the dose-response of sildenafil citrate in patients with female sexual arousal disorder (FSAD) based on telephone sexual activity daily diary (TSADD) data obtained in double-blind, placebo controlled clinical studies. Data were available on 614 patients with FSAD. A parametric model (Weibull distribution) was developed to describe the probability density function of the time between sexual events. Orgasm satisfaction scores and overall sexual satisfaction scores were simultaneously modeled as ordered categorical variables. Simulations were performed to evaluate the expected clinical response in patients with FSAD. The expected time between sexual events was approximately 3.5 days. Satisfaction scores increased with time to achieve a plateau after 3 to 4 weeks on treatment. The expected probability of satisfying orgasm (score of 3 and higher) ranged from 34.7% for placebo to 41.6% for 100 mg sildenafil citrate. Treatment effect (difference from placebo) was 6.9% for 100 mg sildenafil citrate, ranging from 0.6 to 24.7% for testosterone levels of 0.1 to 4.0 pg/ml. The treatment effect in postmenopausal women was larger than in premenopausal women. A modeling and simulation framework to support drug development in FSAD was developed. Sildenafil citrate demonstrated a dose-dependent effect in patients with FSAD.

Do simple screening statistical tools help to detect reporting bias?

PubMed

Pirracchio, Romain; Resche-Rigon, Matthieu; Chevret, Sylvie; Journois, Didier

2013-09-02

As a result of reporting bias, or frauds, false or misunderstood findings may represent the majority of published research claims. This article provides simple methods that might help to appraise the quality of the reporting of randomized, controlled trials (RCT). This evaluation roadmap proposed herein relies on four steps: evaluation of the distribution of the reported variables; evaluation of the distribution of the reported p values; data simulation using parametric bootstrap and explicit computation of the p values. Such an approach was illustrated using published data from a retracted RCT comparing a hydroxyethyl starch versus albumin-based priming for cardiopulmonary bypass. Despite obvious nonnormal distributions, several variables are presented as if they were normally distributed. The set of 16 p values testing for differences in baseline characteristics across randomized groups did not follow a Uniform distribution on [0,1] (p = 0.045). The p values obtained by explicit computations were different from the results reported by the authors for the two following variables: urine output at 5 hours (calculated p value < 10-6, reported p ≥ 0.05); packed red blood cells (PRBC) during surgery (calculated p value = 0.08; reported p < 0.05). Finally, parametric bootstrap found p value > 0.05 in only 5 of the 10,000 simulated datasets concerning urine output 5 hours after surgery. Concerning PRBC transfused during surgery, parametric bootstrap showed that only the corresponding p value had less than a 50% chance to be inferior to 0.05 (3,920/10,000, p value < 0.05). Such simple evaluation methods might offer some warning signals. However, it should be emphasized that such methods do not allow concluding to the presence of error or fraud but should rather be used to justify asking for an access to the raw data.

Metocean design parameter estimation for fixed platform based on copula functions

NASA Astrophysics Data System (ADS)

Zhai, Jinjin; Yin, Qilin; Dong, Sheng

2017-08-01

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

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

NASA Astrophysics Data System (ADS)

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

2018-03-01

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

Nonperturbative Time Dependent Solution of a Simple Ionization Model

NASA Astrophysics Data System (ADS)

Costin, Ovidiu; Costin, Rodica D.; Lebowitz, Joel L.

2018-02-01

We present a non-perturbative solution of the Schrödinger equation {iψ_t(t,x)=-ψ_{xx}(t,x)-2(1 +α sinω t) δ(x)ψ(t,x)} , written in units in which \\hbar=2m=1, describing the ionization of a model atom by a parametric oscillating potential. This model has been studied extensively by many authors, including us. It has surprisingly many features in common with those observed in the ionization of real atoms and emission by solids, subjected to microwave or laser radiation. Here we use new mathematical methods to go beyond previous investigations and to provide a complete and rigorous analysis of this system. We obtain the Borel-resummed transseries (multi-instanton expansion) valid for all values of α, ω, t for the wave function, ionization probability, and energy distribution of the emitted electrons, the latter not studied previously for this model. We show that for large t and small α the energy distribution has sharp peaks at energies which are multiples of ω, corresponding to photon capture. We obtain small α expansions that converge for all t, unlike those of standard perturbation theory. We expect that our analysis will serve as a basis for treating more realistic systems revealing a form of universality in different emission processes.

Generalized t-statistic for two-group classification.

PubMed

Komori, Osamu; Eguchi, Shinto; Copas, John B

2015-06-01

In the classic discriminant model of two multivariate normal distributions with equal variance matrices, the linear discriminant function is optimal both in terms of the log likelihood ratio and in terms of maximizing the standardized difference (the t-statistic) between the means of the two distributions. In a typical case-control study, normality may be sensible for the control sample but heterogeneity and uncertainty in diagnosis may suggest that a more flexible model is needed for the cases. We generalize the t-statistic approach by finding the linear function which maximizes a standardized difference but with data from one of the groups (the cases) filtered by a possibly nonlinear function U. We study conditions for consistency of the method and find the function U which is optimal in the sense of asymptotic efficiency. Optimality may also extend to other measures of discriminatory efficiency such as the area under the receiver operating characteristic curve. The optimal function U depends on a scalar probability density function which can be estimated non-parametrically using a standard numerical algorithm. A lasso-like version for variable selection is implemented by adding L1-regularization to the generalized t-statistic. Two microarray data sets in the study of asthma and various cancers are used as motivating examples. © 2014, The International Biometric Society.

Transformation to equivalent dimensions—a new methodology to study earthquake clustering

NASA Astrophysics Data System (ADS)

Lasocki, Stanislaw

2014-05-01

A seismic event is represented by a point in a parameter space, quantified by the vector of parameter values. Studies of earthquake clustering involve considering distances between such points in multidimensional spaces. However, the metrics of earthquake parameters are different, hence the metric in a multidimensional parameter space cannot be readily defined. The present paper proposes a solution of this metric problem based on a concept of probabilistic equivalence of earthquake parameters. Under this concept the lengths of parameter intervals are equivalent if the probability for earthquakes to take values from either interval is the same. Earthquake clustering is studied in an equivalent rather than the original dimensions space, where the equivalent dimension (ED) of a parameter is its cumulative distribution function. All transformed parameters are of linear scale in [0, 1] interval and the distance between earthquakes represented by vectors in any ED space is Euclidean. The unknown, in general, cumulative distributions of earthquake parameters are estimated from earthquake catalogues by means of the model-free non-parametric kernel estimation method. Potential of the transformation to EDs is illustrated by two examples of use: to find hierarchically closest neighbours in time-space and to assess temporal variations of earthquake clustering in a specific 4-D phase space.

Particle Filtering Methods for Incorporating Intelligence Updates

DTIC Science & Technology

2017-03-01

methodology for incorporating intelligence updates into a stochastic model for target tracking. Due to the non -parametric assumptions of the PF...samples are taken with replacement from the remaining non -zero weighted particles at each iteration. With this methodology , a zero-weighted particle is...incorporation of information updates. A common method for incorporating information updates is Kalman filtering. However, given the probable nonlinear and non

Model risk for European-style stock index options.

PubMed

Gençay, Ramazan; Gibson, Rajna

2007-01-01

In empirical modeling, there have been two strands for pricing in the options literature, namely the parametric and nonparametric models. Often, the support for the nonparametric methods is based on a benchmark such as the Black-Scholes (BS) model with constant volatility. In this paper, we study the stochastic volatility (SV) and stochastic volatility random jump (SVJ) models as parametric benchmarks against feedforward neural network (FNN) models, a class of neural network models. Our choice for FNN models is due to their well-studied universal approximation properties of an unknown function and its partial derivatives. Since the partial derivatives of an option pricing formula are risk pricing tools, an accurate estimation of the unknown option pricing function is essential for pricing and hedging. Our findings indicate that FNN models offer themselves as robust option pricing tools, over their sophisticated parametric counterparts in predictive settings. There are two routes to explain the superiority of FNN models over the parametric models in forecast settings. These are nonnormality of return distributions and adaptive learning.

Changing space and sound: Parametric design and variable acoustics

NASA Astrophysics Data System (ADS)

Norton, Christopher William

This thesis examines the potential for parametric design software to create performance based design using acoustic metrics as the design criteria. A former soundstage at the University of Southern California used by the Thornton School of Music is used as a case study for a multiuse space for orchestral, percussion, master class and recital use. The criteria used for each programmatic use include reverberation time, bass ratio, and the early energy ratios of the clarity index and objective support. Using a panelized ceiling as a design element to vary the parameters of volume, panel orientation and type of absorptive material, the relationships between these parameters and the design criteria are explored. These relationships and subsequently derived equations are applied to Grasshopper parametric modeling software for Rhino 3D (a NURBS modeling software). Using the target reverberation time and bass ratio for each programmatic use as input for the parametric model, the genomic optimization function of Grasshopper - Galapagos - is run to identify the optimum ceiling geometry and material distribution.

Linkage mapping of beta 2 EEG waves via non-parametric regression.

PubMed

Ghosh, Saurabh; Begleiter, Henri; Porjesz, Bernice; Chorlian, David B; Edenberg, Howard J; Foroud, Tatiana; Goate, Alison; Reich, Theodore

2003-04-01

Parametric linkage methods for analyzing quantitative trait loci are sensitive to violations in trait distributional assumptions. Non-parametric methods are relatively more robust. In this article, we modify the non-parametric regression procedure proposed by Ghosh and Majumder [2000: Am J Hum Genet 66:1046-1061] to map Beta 2 EEG waves using genome-wide data generated in the COGA project. Significant linkage findings are obtained on chromosomes 1, 4, 5, and 15 with findings at multiple regions on chromosomes 4 and 15. We analyze the data both with and without incorporating alcoholism as a covariate. We also test for epistatic interactions between regions of the genome exhibiting significant linkage with the EEG phenotypes and find evidence of epistatic interactions between a region each on chromosome 1 and chromosome 4 with one region on chromosome 15. While regressing out the effect of alcoholism does not affect the linkage findings, the epistatic interactions become statistically insignificant. Copyright 2003 Wiley-Liss, Inc.

Incorporating external evidence in trial-based cost-effectiveness analyses: the use of resampling methods

PubMed Central

2014-01-01

Background Cost-effectiveness analyses (CEAs) that use patient-specific data from a randomized controlled trial (RCT) are popular, yet such CEAs are criticized because they neglect to incorporate evidence external to the trial. A popular method for quantifying uncertainty in a RCT-based CEA is the bootstrap. The objective of the present study was to further expand the bootstrap method of RCT-based CEA for the incorporation of external evidence. Methods We utilize the Bayesian interpretation of the bootstrap and derive the distribution for the cost and effectiveness outcomes after observing the current RCT data and the external evidence. We propose simple modifications of the bootstrap for sampling from such posterior distributions. Results In a proof-of-concept case study, we use data from a clinical trial and incorporate external evidence on the effect size of treatments to illustrate the method in action. Compared to the parametric models of evidence synthesis, the proposed approach requires fewer distributional assumptions, does not require explicit modeling of the relation between external evidence and outcomes of interest, and is generally easier to implement. A drawback of this approach is potential computational inefficiency compared to the parametric Bayesian methods. Conclusions The bootstrap method of RCT-based CEA can be extended to incorporate external evidence, while preserving its appealing features such as no requirement for parametric modeling of cost and effectiveness outcomes. PMID:24888356

Incorporating external evidence in trial-based cost-effectiveness analyses: the use of resampling methods.

PubMed

Sadatsafavi, Mohsen; Marra, Carlo; Aaron, Shawn; Bryan, Stirling

2014-06-03

Cost-effectiveness analyses (CEAs) that use patient-specific data from a randomized controlled trial (RCT) are popular, yet such CEAs are criticized because they neglect to incorporate evidence external to the trial. A popular method for quantifying uncertainty in a RCT-based CEA is the bootstrap. The objective of the present study was to further expand the bootstrap method of RCT-based CEA for the incorporation of external evidence. We utilize the Bayesian interpretation of the bootstrap and derive the distribution for the cost and effectiveness outcomes after observing the current RCT data and the external evidence. We propose simple modifications of the bootstrap for sampling from such posterior distributions. In a proof-of-concept case study, we use data from a clinical trial and incorporate external evidence on the effect size of treatments to illustrate the method in action. Compared to the parametric models of evidence synthesis, the proposed approach requires fewer distributional assumptions, does not require explicit modeling of the relation between external evidence and outcomes of interest, and is generally easier to implement. A drawback of this approach is potential computational inefficiency compared to the parametric Bayesian methods. The bootstrap method of RCT-based CEA can be extended to incorporate external evidence, while preserving its appealing features such as no requirement for parametric modeling of cost and effectiveness outcomes.

The relationship between multilevel models and non-parametric multilevel mixture models: Discrete approximation of intraclass correlation, random coefficient distributions, and residual heteroscedasticity.

PubMed

Rights, Jason D; Sterba, Sonya K

2016-11-01

Multilevel data structures are common in the social sciences. Often, such nested data are analysed with multilevel models (MLMs) in which heterogeneity between clusters is modelled by continuously distributed random intercepts and/or slopes. Alternatively, the non-parametric multilevel regression mixture model (NPMM) can accommodate the same nested data structures through discrete latent class variation. The purpose of this article is to delineate analytic relationships between NPMM and MLM parameters that are useful for understanding the indirect interpretation of the NPMM as a non-parametric approximation of the MLM, with relaxed distributional assumptions. We define how seven standard and non-standard MLM specifications can be indirectly approximated by particular NPMM specifications. We provide formulas showing how the NPMM can serve as an approximation of the MLM in terms of intraclass correlation, random coefficient means and (co)variances, heteroscedasticity of residuals at level 1, and heteroscedasticity of residuals at level 2. Further, we discuss how these relationships can be useful in practice. The specific relationships are illustrated with simulated graphical demonstrations, and direct and indirect interpretations of NPMM classes are contrasted. We provide an R function to aid in implementing and visualizing an indirect interpretation of NPMM classes. An empirical example is presented and future directions are discussed. © 2016 The British Psychological Society.

Deciphering factors controlling groundwater arsenic spatial variability in Bangladesh

NASA Astrophysics Data System (ADS)

Tan, Z.; Yang, Q.; Zheng, C.; Zheng, Y.

2017-12-01

Elevated concentrations of geogenic arsenic in groundwater have been found in many countries to exceed 10 μg/L, the WHO's guideline value for drinking water. A common yet unexplained characteristic of groundwater arsenic spatial distribution is the extensive variability at various spatial scales. This study investigates factors influencing the spatial variability of groundwater arsenic in Bangladesh to improve the accuracy of models predicting arsenic exceedance rate spatially. A novel boosted regression tree method is used to establish a weak-learning ensemble model, which is compared to a linear model using a conventional stepwise logistic regression method. The boosted regression tree models offer the advantage of parametric interaction when big datasets are analyzed in comparison to the logistic regression. The point data set (n=3,538) of groundwater hydrochemistry with 19 parameters was obtained by the British Geological Survey in 2001. The spatial data sets of geological parameters (n=13) were from the Consortium for Spatial Information, Technical University of Denmark, University of East Anglia and the FAO, while the soil parameters (n=42) were from the Harmonized World Soil Database. The aforementioned parameters were regressed to categorical groundwater arsenic concentrations below or above three thresholds: 5 μg/L, 10 μg/L and 50 μg/L to identify respective controlling factors. Boosted regression tree method outperformed logistic regression methods in all three threshold levels in terms of accuracy, specificity and sensitivity, resulting in an improvement of spatial distribution map of probability of groundwater arsenic exceeding all three thresholds when compared to disjunctive-kriging interpolated spatial arsenic map using the same groundwater arsenic dataset. Boosted regression tree models also show that the most important controlling factors of groundwater arsenic distribution include groundwater iron content and well depth for all three thresholds. The probability of a well with iron content higher than 5mg/L to contain greater than 5 μg/L, 10 μg/L and 50 μg/L As is estimated to be more than 91%, 85% and 51%, respectively, while the probability of a well from depth more than 160m to contain more than 5 μg/L, 10 μg/L and 50 μg/L As is estimated to be less than 38%, 25% and 14%, respectively.

SPM analysis of parametric (R)-[11C]PK11195 binding images: plasma input versus reference tissue parametric methods.

PubMed

Schuitemaker, Alie; van Berckel, Bart N M; Kropholler, Marc A; Veltman, Dick J; Scheltens, Philip; Jonker, Cees; Lammertsma, Adriaan A; Boellaard, Ronald

2007-05-01

(R)-[11C]PK11195 has been used for quantifying cerebral microglial activation in vivo. In previous studies, both plasma input and reference tissue methods have been used, usually in combination with a region of interest (ROI) approach. Definition of ROIs, however, can be labourious and prone to interobserver variation. In addition, results are only obtained for predefined areas and (unexpected) signals in undefined areas may be missed. On the other hand, standard pharmacokinetic models are too sensitive to noise to calculate (R)-[11C]PK11195 binding on a voxel-by-voxel basis. Linearised versions of both plasma input and reference tissue models have been described, and these are more suitable for parametric imaging. The purpose of this study was to compare the performance of these plasma input and reference tissue parametric methods on the outcome of statistical parametric mapping (SPM) analysis of (R)-[11C]PK11195 binding. Dynamic (R)-[11C]PK11195 PET scans with arterial blood sampling were performed in 7 younger and 11 elderly healthy subjects. Parametric images of volume of distribution (Vd) and binding potential (BP) were generated using linearised versions of plasma input (Logan) and reference tissue (Reference Parametric Mapping) models. Images were compared at the group level using SPM with a two-sample t-test per voxel, both with and without proportional scaling. Parametric BP images without scaling provided the most sensitive framework for determining differences in (R)-[11C]PK11195 binding between younger and elderly subjects. Vd images could only demonstrate differences in (R)-[11C]PK11195 binding when analysed with proportional scaling due to intersubject variation in K1/k2 (blood-brain barrier transport and non-specific binding).

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

PubMed

Tygert, Mark

2010-09-21

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

Outcome of temporal lobe epilepsy surgery predicted by statistical parametric PET imaging.

PubMed

Wong, C Y; Geller, E B; Chen, E Q; MacIntyre, W J; Morris, H H; Raja, S; Saha, G B; Lüders, H O; Cook, S A; Go, R T

1996-07-01

PET is useful in the presurgical evaluation of temporal lobe epilepsy. The purpose of this retrospective study is to assess the clinical use of statistical parametric imaging in predicting surgical outcome. Interictal 18FDG-PET scans in 17 patients with surgically-treated temporal lobe epilepsy (Group A-13 seizure-free, group B = 4 not seizure-free at 6 mo) were transformed into statistical parametric imaging, with each pixel representing a z-score value by using the mean and s.d. of count distribution in each individual patient, for both visual and quantitative analysis. Mean z-scores were significantly more negative in anterolateral (AL) and mesial (M) regions on the operated side than the nonoperated side in group A (AL: p < 0.00005, M: p = 0.0097), but not in group B (AL: p = 0.46, M: p = 0.08). Statistical parametric imaging correctly lateralized 16 out of 17 patients. Only the AL region, however, was significant in predicting surgical outcome (F = 29.03, p < 0.00005). Using a cut-off z-score value of -1.5, statistical parametric imaging correctly classified 92% of temporal lobes from group A and 88% of those from Group B. The preliminary results indicate that statistical parametric imaging provides both clinically useful information for lateralization in temporal lobe epilepsy and a reliable predictive indicator of clinical outcome following surgical treatment.

Non-parametric data-based approach for the quantification and communication of uncertainties in river flood forecasts

NASA Astrophysics Data System (ADS)

Van Steenbergen, N.; Willems, P.

2012-04-01

Reliable flood forecasts are the most important non-structural measures to reduce the impact of floods. However flood forecasting systems are subject to uncertainty originating from the input data, model structure and model parameters of the different hydraulic and hydrological submodels. To quantify this uncertainty a non-parametric data-based approach has been developed. This approach analyses the historical forecast residuals (differences between the predictions and the observations at river gauging stations) without using a predefined statistical error distribution. Because the residuals are correlated with the value of the forecasted water level and the lead time, the residuals are split up into discrete classes of simulated water levels and lead times. For each class, percentile values are calculated of the model residuals and stored in a 'three dimensional error' matrix. By 3D interpolation in this error matrix, the uncertainty in new forecasted water levels can be quantified. In addition to the quantification of the uncertainty, the communication of this uncertainty is equally important. The communication has to be done in a consistent way, reducing the chance of misinterpretation. Also, the communication needs to be adapted to the audience; the majority of the larger public is not interested in in-depth information on the uncertainty on the predicted water levels, but only is interested in information on the likelihood of exceedance of certain alarm levels. Water managers need more information, e.g. time dependent uncertainty information, because they rely on this information to undertake the appropriate flood mitigation action. There are various ways in presenting uncertainty information (numerical, linguistic, graphical, time (in)dependent, etc.) each with their advantages and disadvantages for a specific audience. A useful method to communicate uncertainty of flood forecasts is by probabilistic flood mapping. These maps give a representation of the probability of flooding of a certain area, based on the uncertainty assessment of the flood forecasts. By using this type of maps, water managers can focus their attention on the areas with the highest flood probability. Also the larger public can consult these maps for information on the probability of flooding for their specific location, such that they can take pro-active measures to reduce the personal damage. The method of quantifying the uncertainty was implemented in the operational flood forecasting system for the navigable rivers in the Flanders region of Belgium. The method has shown clear benefits during the floods of the last two years.

Estimation and confidence intervals for empirical mixing distributions

USGS Publications Warehouse

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

1995-01-01

Questions regarding collections of parameter estimates can frequently be expressed in terms of an empirical mixing distribution (EMD). This report discusses empirical Bayes estimation of an EMD, with emphasis on the construction of interval estimates. Estimation of the EMD is accomplished by substitution of estimates of prior parameters in the posterior mean of the EMD. This procedure is examined in a parametric model (the normal-normal mixture) and in a semi-parametric model. In both cases, the empirical Bayes bootstrap of Laird and Louis (1987, Journal of the American Statistical Association 82, 739-757) is used to assess the variability of the estimated EMD arising from the estimation of prior parameters. The proposed methods are applied to a meta-analysis of population trend estimates for groups of birds.

Fuzzy C-mean clustering on kinetic parameter estimation with generalized linear least square algorithm in SPECT

NASA Astrophysics Data System (ADS)

Choi, Hon-Chit; Wen, Lingfeng; Eberl, Stefan; Feng, Dagan

2006-03-01

Dynamic Single Photon Emission Computed Tomography (SPECT) has the potential to quantitatively estimate physiological parameters by fitting compartment models to the tracer kinetics. The generalized linear least square method (GLLS) is an efficient method to estimate unbiased kinetic parameters and parametric images. However, due to the low sensitivity of SPECT, noisy data can cause voxel-wise parameter estimation by GLLS to fail. Fuzzy C-Mean (FCM) clustering and modified FCM, which also utilizes information from the immediate neighboring voxels, are proposed to improve the voxel-wise parameter estimation of GLLS. Monte Carlo simulations were performed to generate dynamic SPECT data with different noise levels and processed by general and modified FCM clustering. Parametric images were estimated by Logan and Yokoi graphical analysis and GLLS. The influx rate (K I), volume of distribution (V d) were estimated for the cerebellum, thalamus and frontal cortex. Our results show that (1) FCM reduces the bias and improves the reliability of parameter estimates for noisy data, (2) GLLS provides estimates of micro parameters (K I-k 4) as well as macro parameters, such as volume of distribution (Vd) and binding potential (BP I & BP II) and (3) FCM clustering incorporating neighboring voxel information does not improve the parameter estimates, but improves noise in the parametric images. These findings indicated that it is desirable for pre-segmentation with traditional FCM clustering to generate voxel-wise parametric images with GLLS from dynamic SPECT data.

An improved numerical procedure for the parametric optimization of three dimensional scramjet nozzles. [supersonic combustion ramjet engines - computer programs

NASA Technical Reports Server (NTRS)

Dash, S.; Delguidice, P. D.

1975-01-01

A parametric numerical procedure permitting the rapid determination of the performance of a class of scramjet nozzle configurations is presented. The geometric complexity of these configurations ruled out attempts to employ conventional nozzle design procedures. The numerical program developed permitted the parametric variation of cowl length, turning angles on the cowl and vehicle undersurface and lateral expansion, and was subject to fixed constraints such as the vehicle length and nozzle exit height. The program required uniform initial conditions at the burner exit station and yielded the location of all predominant wave zones, accounting for lateral expansion effects. In addition, the program yielded the detailed pressure distribution on the cowl, vehicle undersurface and fences, if any, and calculated the nozzle thrust, lift and pitching moments.

Observations and simulations of microplastic marine debris in the ocean surface boundary layer

NASA Astrophysics Data System (ADS)

Kukulka, T.; Brunner, K.; Proskurowski, G. K.; Lavender Law, K. L.

2016-02-01

Motivated by observations of buoyant microplastic marine debris (MPMD) in the ocean surface boundary layer (OSBL), this study applies a large eddy simulation model and a parametric one-dimensional column model to examine vertical distributions of MPMD. MPMD is widely distributed in vast regions of the subtropical gyres and has emerged as a major open ocean pollutant whose distribution is subject to upper ocean turbulence. The models capture wind-driven turbulence, Langmuir turbulence (LT), and enhanced turbulent kinetic energy input due to breaking waves (BW). Model results are only consistent with MPMD observations if LT effects are included. Neither BW nor shear-driven turbulence is capable of deeply submerging MPMD, suggesting that the observed vertical MPMD distributions are a characteristic signature of wave-driven LT. Thus, this study demonstrates that LT substantially increases turbulent transport in the OSBL, resulting in deep submergence of buoyant tracers. The parametric model is applied to eleven years of observations in the North Atlantic and North Pacific subtropical gyres to show that surface measurements substantially underestimate MPMD concentrations by a factor of three to thirteen.

Discrete coding of stimulus value, reward expectation, and reward prediction error in the dorsal striatum.

PubMed

Oyama, Kei; Tateyama, Yukina; Hernádi, István; Tobler, Philippe N; Iijima, Toshio; Tsutsui, Ken-Ichiro

2015-11-01

To investigate how the striatum integrates sensory information with reward information for behavioral guidance, we recorded single-unit activity in the dorsal striatum of head-fixed rats participating in a probabilistic Pavlovian conditioning task with auditory conditioned stimuli (CSs) in which reward probability was fixed for each CS but parametrically varied across CSs. We found that the activity of many neurons was linearly correlated with the reward probability indicated by the CSs. The recorded neurons could be classified according to their firing patterns into functional subtypes coding reward probability in different forms such as stimulus value, reward expectation, and reward prediction error. These results suggest that several functional subgroups of dorsal striatal neurons represent different kinds of information formed through extensive prior exposure to CS-reward contingencies. Copyright © 2015 the American Physiological Society.

Discrete coding of stimulus value, reward expectation, and reward prediction error in the dorsal striatum

PubMed Central

Oyama, Kei; Tateyama, Yukina; Hernádi, István; Tobler, Philippe N.; Iijima, Toshio

2015-01-01

To investigate how the striatum integrates sensory information with reward information for behavioral guidance, we recorded single-unit activity in the dorsal striatum of head-fixed rats participating in a probabilistic Pavlovian conditioning task with auditory conditioned stimuli (CSs) in which reward probability was fixed for each CS but parametrically varied across CSs. We found that the activity of many neurons was linearly correlated with the reward probability indicated by the CSs. The recorded neurons could be classified according to their firing patterns into functional subtypes coding reward probability in different forms such as stimulus value, reward expectation, and reward prediction error. These results suggest that several functional subgroups of dorsal striatal neurons represent different kinds of information formed through extensive prior exposure to CS-reward contingencies. PMID:26378201

Electric field control in DC cable test termination by nano silicone rubber composite

NASA Astrophysics Data System (ADS)

Song, Shu-Wei; Li, Zhongyuan; Zhao, Hong; Zhang, Peihong; Han, Baozhong; Fu, Mingli; Hou, Shuai

2017-07-01

The electric field distributions in high voltage direct current cable termination are investigated with silicone rubber nanocomposite being the electric stress control insulator. The nanocomposite is composed of silicone rubber, nanoscale carbon black and graphitic carbon. The experimental results show that the physical parameters of the nanocomposite, such as thermal activation energy and nonlinearity-relevant coefficient, can be manipulated by varying the proportion of the nanoscale fillers. The numerical simulation shows that safe electric field distribution calls for certain parametric region of the thermal activation energy and nonlinearity-relevant coefficient. Outside the safe parametric region, local maximum of electric field strength around the stress cone appears in the termination insulator, enhancing the breakdown of the cable termination. In the presence of the temperature gradient, thermal activation energy and nonlinearity-relevant coefficient work as complementary factors to produce a reasonable electric field distribution. The field maximum in the termination insulator show complicate variation in the transient processes. The stationary field distribution favors the increase of the nonlinearity-relevant coefficient; for the transient field distribution in the process of negative lighting impulse, however, an optimized value of the nonlinearity-relevant coefficient is necessary to equalize the electric field in the termination.

Evolution of a hybrid micro-macro entangled state of the qubit-oscillator system via the generalized rotating wave approximation

NASA Astrophysics Data System (ADS)

Chakrabarti, R.; Yogesh, V.

2016-04-01

We study the evolution of the hybrid entangled states in a bipartite (ultra) strongly coupled qubit-oscillator system. Using the generalized rotating wave approximation the reduced density matrices of the qubit and the oscillator are obtained. The reduced density matrix of the oscillator yields the phase space quasi probability distributions such as the diagonal P-representation, the Wigner W-distribution and the Husimi Q-function. In the strong coupling regime the Q-function evolves to uniformly separated macroscopically distinct Gaussian peaks representing ‘kitten’ states at certain specified times that depend on multiple time scales present in the interacting system. The ultrastrong coupling strength of the interaction triggers appearance of a large number of modes that quickly develop a randomization of their phase relationships. A stochastic averaging of the dynamical quantities sets in, and leads to the decoherence of the system. The delocalization in the phase space of the oscillator is studied by using the Wehrl entropy. The negativity of the W-distribution reflects the departure of the oscillator from the classical states, and allows us to study the underlying differences between various information-theoretic measures such as the Wehrl entropy and the Wigner entropy. Other features of nonclassicality such as the existence of the squeezed states and appearance of negative values of the Mandel parameter are realized during the course of evolution of the bipartite system. In the parametric regime studied here these properties do not survive in the time-averaged limit.

Offshore fatigue design turbulence

NASA Astrophysics Data System (ADS)

Larsen, Gunner C.

2001-07-01

Fatigue damage on wind turbines is mainly caused by stochastic loading originating from turbulence. While onshore sites display large differences in terrain topology, and thereby also in turbulence conditions, offshore sites are far more homogeneous, as the majority of them are likely to be associated with shallow water areas. However, despite this fact, specific recommendations on offshore turbulence intensities, applicable for fatigue design purposes, are lacking in the present IEC code. This article presents specific guidelines for such loading. These guidelines are based on the statistical analysis of a large number of wind data originating from two Danish shallow water offshore sites. The turbulence standard deviation depends on the mean wind speed, upstream conditions, measuring height and thermal convection. Defining a population of turbulence standard deviations, at a given measuring position, uniquely by the mean wind speed, variations in upstream conditions and atmospheric stability will appear as variability of the turbulence standard deviation. Distributions of such turbulence standard deviations, conditioned on the mean wind speed, are quantified by fitting the measured data to logarithmic Gaussian distributions. By combining a simple heuristic load model with the parametrized conditional probability density functions of the turbulence standard deviations, an empirical offshore design turbulence intensity is determined. For pure stochastic loading (as associated with standstill situations), the design turbulence intensity yields a fatigue damage equal to the average fatigue damage caused by the distributed turbulence intensity. If the stochastic loading is combined with a periodic deterministic loading (as in the normal operating situation), the proposed design turbulence intensity is shown to be conservative.

Grain-scale modeling and splash parametrization for aeolian sand transport.

PubMed

Lämmel, Marc; Dzikowski, Kamil; Kroy, Klaus; Oger, Luc; Valance, Alexandre

2017-02-01

The collision of a spherical grain with a granular bed is commonly parametrized by the splash function, which provides the velocity of the rebounding grain and the velocity distribution and number of ejected grains. Starting from elementary geometric considerations and physical principles, like momentum conservation and energy dissipation in inelastic pair collisions, we derive a rebound parametrization for the collision of a spherical grain with a granular bed. Combined with a recently proposed energy-splitting model [Ho et al., Phys. Rev. E 85, 052301 (2012)PLEEE81539-375510.1103/PhysRevE.85.052301] that predicts how the impact energy is distributed among the bed grains, this yields a coarse-grained but complete characterization of the splash as a function of the impact velocity and the impactor-bed grain-size ratio. The predicted mean values of the rebound angle, total and vertical restitution, ejection speed, and number of ejected grains are in excellent agreement with experimental literature data and with our own discrete-element computer simulations. We extract a set of analytical asymptotic relations for shallow impact geometries, which can readily be used in coarse-grained analytical modeling or computer simulations of geophysical particle-laden flows.

Estimating extreme losses for the Florida Public Hurricane Model—part II

NASA Astrophysics Data System (ADS)

Gulati, Sneh; George, Florence; Hamid, Shahid

2018-02-01

Rising global temperatures are leading to an increase in the number of extreme events and losses (http://www.epa.gov/climatechange/science/indicators/). Accurate estimation of these extreme losses with the intention of protecting themselves against them is critical to insurance companies. In a previous paper, Gulati et al. (2014) discussed probable maximum loss (PML) estimation for the Florida Public Hurricane Loss Model (FPHLM) using parametric and nonparametric methods. In this paper, we investigate the use of semi-parametric methods to do the same. Detailed analysis of the data shows that the annual losses from FPHLM do not tend to be very heavy tailed, and therefore, neither the popular Hill's method nor the moment's estimator work well. However, Pickand's estimator with threshold around the 84th percentile provides a good fit for the extreme quantiles for the losses.

A global goodness-of-fit test for receiver operating characteristic curve analysis via the bootstrap method.

PubMed

Zou, Kelly H; Resnic, Frederic S; Talos, Ion-Florin; Goldberg-Zimring, Daniel; Bhagwat, Jui G; Haker, Steven J; Kikinis, Ron; Jolesz, Ferenc A; Ohno-Machado, Lucila

2005-10-01

Medical classification accuracy studies often yield continuous data based on predictive models for treatment outcomes. A popular method for evaluating the performance of diagnostic tests is the receiver operating characteristic (ROC) curve analysis. The main objective was to develop a global statistical hypothesis test for assessing the goodness-of-fit (GOF) for parametric ROC curves via the bootstrap. A simple log (or logit) and a more flexible Box-Cox normality transformations were applied to untransformed or transformed data from two clinical studies to predict complications following percutaneous coronary interventions (PCIs) and for image-guided neurosurgical resection results predicted by tumor volume, respectively. We compared a non-parametric with a parametric binormal estimate of the underlying ROC curve. To construct such a GOF test, we used the non-parametric and parametric areas under the curve (AUCs) as the metrics, with a resulting p value reported. In the interventional cardiology example, logit and Box-Cox transformations of the predictive probabilities led to satisfactory AUCs (AUC=0.888; p=0.78, and AUC=0.888; p=0.73, respectively), while in the brain tumor resection example, log and Box-Cox transformations of the tumor size also led to satisfactory AUCs (AUC=0.898; p=0.61, and AUC=0.899; p=0.42, respectively). In contrast, significant departures from GOF were observed without applying any transformation prior to assuming a binormal model (AUC=0.766; p=0.004, and AUC=0.831; p=0.03), respectively. In both studies the p values suggested that transformations were important to consider before applying any binormal model to estimate the AUC. Our analyses also demonstrated and confirmed the predictive values of different classifiers for determining the interventional complications following PCIs and resection outcomes in image-guided neurosurgery.

Relevance of anisotropy and spatial variability of gas diffusivity for soil-gas transport

NASA Astrophysics Data System (ADS)

Schack-Kirchner, Helmer; Kühne, Anke; Lang, Friederike

2017-04-01

Models of soil gas transport generally do not consider neither direction dependence of gas diffusivity, nor its small-scale variability. However, in a recent study, we could provide evidence for anisotropy favouring vertical gas diffusion in natural soils. We hypothesize that gas transport models based on gas diffusion data measured with soil rings are strongly influenced by both, anisotropy and spatial variability and the use of averaged diffusivities could be misleading. To test this we used a 2-dimensional model of soil gas transport to under compacted wheel tracks to model the soil-air oxygen distribution in the soil. The model was parametrized with data obtained from soil-ring measurements with its central tendency and variability. The model includes vertical parameter variability as well as variation perpendicular to the elongated wheel track. Different parametrization types have been tested: [i)]Averaged values for wheel track and undisturbed. em [ii)]Random distribution of soil cells with normally distributed variability within the strata. em [iii)]Random distributed soil cells with uniformly distributed variability within the strata. All three types of small-scale variability has been tested for [j)] isotropic gas diffusivity and em [jj)]reduced horizontal gas diffusivity (constant factor), yielding in total six models. As expected the different parametrizations had an important influence to the aeration state under wheel tracks with the strongest oxygen depletion in case of uniformly distributed variability and anisotropy towards higher vertical diffusivity. The simple simulation approach clearly showed the relevance of anisotropy and spatial variability in case of identical central tendency measures of gas diffusivity. However, until now it did not consider spatial dependency of variability, that could even aggravate effects. To consider anisotropy and spatial variability in gas transport models we recommend a) to measure soil-gas transport parameters spatially explicit including different directions and b) to use random-field stochastic models to assess the possible effects for gas-exchange models.

Finite size of hadrons and Bose-Einstein correlations

NASA Astrophysics Data System (ADS)

Bialas, A.; Zalewski, K.

2013-11-01

It is observed that the finite size of hadrons produced in high energy collisions implies that their positions are correlated, since the probability to find two hadrons on top of each other is highly reduced. It is then shown that this effect can naturally explain the values of the correlation function below one, observed at LEP and LHC for pairs of identical pions. to emphasize the role of inter-hadron correlations in the explanation of the observed negative values of C(p1,p2)-1 and to point out that a natural source of such inter-hadron correlations can be provided by the finite sizes of the produced hadrons. Several comments are in order.(i) Our use of the Θ-function to parametrize the excluded volume correlations is clearly only a crude approximation. For a precise description of data almost certainly a more sophisticated parametrization of the effect will be needed. In particular, note that with our parametrization the correlation in space-time does not affect the single-particle and two-particle non-symmetrized momentum distributions. The same comment applies to our use of Gaussians.(ii) It has been recently found [6,7] that in pp collisions at LHC, the volume of the system (as determined from the fitted HBT parameters) depends weakly on the multiplicity of the particles produced in the collision. This suggests that large multiplicity in an event is due to a longer emission time. If true, this should be also reflected in the HBT measurements and it may be interesting to investigate this aspect of the problem in more detail.(iii) To investigate further the space and/or time correlations between the emitted particles more information is needed. It would be interesting to study the minima in the correlation functions separately for the “side”, “out” and “long” directions. Such studies may allow to determine the size of the “excluded volume” and compare it with other estimates [14,15]. We also feel that with the present accuracy and statistics of data, measurements of three-particle B-E correlations represent the potential to provide some essential information helping to understand what is really going on.

Direct statistical modeling and its implications for predictive mapping in mining exploration

NASA Astrophysics Data System (ADS)

Sterligov, Boris; Gumiaux, Charles; Barbanson, Luc; Chen, Yan; Cassard, Daniel; Cherkasov, Sergey; Zolotaya, Ludmila

2010-05-01

Recent advances in geosciences make more and more multidisciplinary data available for mining exploration. This allowed developing methodologies for computing forecast ore maps from the statistical combination of such different input parameters, all based on an inverse problem theory. Numerous statistical methods (e.g. algebraic method, weight of evidence, Siris method, etc) with varying degrees of complexity in their development and implementation, have been proposed and/or adapted for ore geology purposes. In literature, such approaches are often presented through applications on natural examples and the results obtained can present specificities due to local characteristics. Moreover, though crucial for statistical computations, "minimum requirements" needed for input parameters (number of minimum data points, spatial distribution of objects, etc) are often only poorly expressed. From these, problems often arise when one has to choose between one and the other method for her/his specific question. In this study, a direct statistical modeling approach is developed in order to i) evaluate the constraints on the input parameters and ii) test the validity of different existing inversion methods. The approach particularly focused on the analysis of spatial relationships between location of points and various objects (e.g. polygons and /or polylines) which is particularly well adapted to constrain the influence of intrusive bodies - such as a granite - and faults or ductile shear-zones on spatial location of ore deposits (point objects). The method is designed in a way to insure a-dimensionality with respect to scale. In this approach, both spatial distribution and topology of objects (polygons and polylines) can be parametrized by the user (e.g. density of objects, length, surface, orientation, clustering). Then, the distance of points with respect to a given type of objects (polygons or polylines) is given using a probability distribution. The location of points is computed assuming either independency or different grades of dependency between the two probability distributions. The results show that i)polygons surface mean value, polylines length mean value, the number of objects and their clustering are critical and ii) the validity of the different tested inversion methods strongly depends on the relative importance and on the dependency between the parameters used. In addition, this combined approach of direct and inverse modeling offers an opportunity to test the robustness of the inferred distribution point laws with respect to the quality of the input data set.

FLRW cosmological models with quark and strange quark matters in f(R,T) gravity

NASA Astrophysics Data System (ADS)

Nagpal, Ritika; Singh, J. K.; Aygün, S.

2018-06-01

In this paper, we have studied the magnetized quark matter (QM) and strange quark matter (SQM) distributions in the presence of f(R,T) gravity in the background of Friedmann-Lemaître-Robertson-Walker (FLRW) metric. To get exact solutions of modified field equations we have used f(R,T ) = R + 2 f(T) model given by Harko et al. with two different parametrization of geometrical parameters i.e. the parametrization of the deceleration parameter q , and the scale factor a in hybrid expansion form. Also, we have obtained Einstein Static Universe (ESU) solutions for QM and SQM distributions in f(R,T) gravity and General Relativity (GR). All models in f(R,T) gravity and GR for FRW and ESU Universes with QM also SQM distributions, we get zero magnetic field. These results agree with the solutions of Aktaş and Aygün in f(R,T) gravity. However, we have also discussed the physical consequences of our obtained models.

On swinging spring chaotic oscillations

NASA Astrophysics Data System (ADS)

Aldoshin, Gennady T.; Yakovlev, Sergey P.

2018-05-01

In this work, chaotic modes of Swinging spring oscillations, their appearing conditions and probable scenario of evolution are studied. Swinging spring two-dimensional potential has (under certain conditions) local maximum. It can lead to stochastic attractor appearing. The system instability reason is inner (auto-parametric) resonance with frequencies ratio 2:1, which allows us to conclude that attractor could evolve according to the period doubling scenario, which was predicted by Feigenbaum in 1978.

Cosmological stochastic Higgs field stabilization

NASA Astrophysics Data System (ADS)

Gong, Jinn-Ouk; Kitajima, Naoya

2017-09-01

We show that the stochastic evolution of an interacting system of the Higgs field and a spectator scalar field naturally gives rise to an enhanced probability of settling down at the electroweak vacuum at the end of inflation. Subsequent destabilization due to parametric resonance between the Higgs field and the spectator field can be avoided in a wide parameter range. We further argue that the spectator field can play the role of dark matter.

The performance of sample selection estimators to control for attrition bias.

PubMed

Grasdal, A

2001-07-01

Sample attrition is a potential source of selection bias in experimental, as well as non-experimental programme evaluation. For labour market outcomes, such as employment status and earnings, missing data problems caused by attrition can be circumvented by the collection of follow-up data from administrative registers. For most non-labour market outcomes, however, investigators must rely on participants' willingness to co-operate in keeping detailed follow-up records and statistical correction procedures to identify and adjust for attrition bias. This paper combines survey and register data from a Norwegian randomized field trial to evaluate the performance of parametric and semi-parametric sample selection estimators commonly used to correct for attrition bias. The considered estimators work well in terms of producing point estimates of treatment effects close to the experimental benchmark estimates. Results are sensitive to exclusion restrictions. The analysis also demonstrates an inherent paradox in the 'common support' approach, which prescribes exclusion from the analysis of observations outside of common support for the selection probability. The more important treatment status is as a determinant of attrition, the larger is the proportion of treated with support for the selection probability outside the range, for which comparison with untreated counterparts is possible. Copyright 2001 John Wiley & Sons, Ltd.

When the Single Matters more than the Group (II): Addressing the Problem of High False Positive Rates in Single Case Voxel Based Morphometry Using Non-parametric Statistics.

PubMed

Scarpazza, Cristina; Nichols, Thomas E; Seramondi, Donato; Maumet, Camille; Sartori, Giuseppe; Mechelli, Andrea

2016-01-01

In recent years, an increasing number of studies have used Voxel Based Morphometry (VBM) to compare a single patient with a psychiatric or neurological condition of interest against a group of healthy controls. However, the validity of this approach critically relies on the assumption that the single patient is drawn from a hypothetical population with a normal distribution and variance equal to that of the control group. In a previous investigation, we demonstrated that family-wise false positive error rate (i.e., the proportion of statistical comparisons yielding at least one false positive) in single case VBM are much higher than expected (Scarpazza et al., 2013). Here, we examine whether the use of non-parametric statistics, which does not rely on the assumptions of normal distribution and equal variance, would enable the investigation of single subjects with good control of false positive risk. We empirically estimated false positive rates (FPRs) in single case non-parametric VBM, by performing 400 statistical comparisons between a single disease-free individual and a group of 100 disease-free controls. The impact of smoothing (4, 8, and 12 mm) and type of pre-processing (Modulated, Unmodulated) was also examined, as these factors have been found to influence FPRs in previous investigations using parametric statistics. The 400 statistical comparisons were repeated using two independent, freely available data sets in order to maximize the generalizability of the results. We found that the family-wise error rate was 5% for increases and 3.6% for decreases in one data set; and 5.6% for increases and 6.3% for decreases in the other data set (5% nominal). Further, these results were not dependent on the level of smoothing and modulation. Therefore, the present study provides empirical evidence that single case VBM studies with non-parametric statistics are not susceptible to high false positive rates. The critical implication of this finding is that VBM can be used to characterize neuroanatomical alterations in individual subjects as long as non-parametric statistics are employed.

Nonparametric Fine Tuning of Mixtures: Application to Non-Life Insurance Claims Distribution Estimation

NASA Astrophysics Data System (ADS)

Sardet, Laure; Patilea, Valentin

When pricing a specific insurance premium, actuary needs to evaluate the claims cost distribution for the warranty. Traditional actuarial methods use parametric specifications to model claims distribution, like lognormal, Weibull and Pareto laws. Mixtures of such distributions allow to improve the flexibility of the parametric approach and seem to be quite well-adapted to capture the skewness, the long tails as well as the unobserved heterogeneity among the claims. In this paper, instead of looking for a finely tuned mixture with many components, we choose a parsimonious mixture modeling, typically a two or three-component mixture. Next, we use the mixture cumulative distribution function (CDF) to transform data into the unit interval where we apply a beta-kernel smoothing procedure. A bandwidth rule adapted to our methodology is proposed. Finally, the beta-kernel density estimate is back-transformed to recover an estimate of the original claims density. The beta-kernel smoothing provides an automatic fine-tuning of the parsimonious mixture and thus avoids inference in more complex mixture models with many parameters. We investigate the empirical performance of the new method in the estimation of the quantiles with simulated nonnegative data and the quantiles of the individual claims distribution in a non-life insurance application.

Modality-Driven Classification and Visualization of Ensemble Variance

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

Bensema, Kevin; Gosink, Luke; Obermaier, Harald

Advances in computational power now enable domain scientists to address conceptual and parametric uncertainty by running simulations multiple times in order to sufficiently sample the uncertain input space. While this approach helps address conceptual and parametric uncertainties, the ensemble datasets produced by this technique present a special challenge to visualization researchers as the ensemble dataset records a distribution of possible values for each location in the domain. Contemporary visualization approaches that rely solely on summary statistics (e.g., mean and variance) cannot convey the detailed information encoded in ensemble distributions that are paramount to ensemble analysis; summary statistics provide no informationmore » about modality classification and modality persistence. To address this problem, we propose a novel technique that classifies high-variance locations based on the modality of the distribution of ensemble predictions. Additionally, we develop a set of confidence metrics to inform the end-user of the quality of fit between the distribution at a given location and its assigned class. We apply a similar method to time-varying ensembles to illustrate the relationship between peak variance and bimodal or multimodal behavior. These classification schemes enable a deeper understanding of the behavior of the ensemble members by distinguishing between distributions that can be described by a single tendency and distributions which reflect divergent trends in the ensemble.« less

Density-based empirical likelihood procedures for testing symmetry of data distributions and K-sample comparisons.

PubMed

Vexler, Albert; Tanajian, Hovig; Hutson, Alan D

In practice, parametric likelihood-ratio techniques are powerful statistical tools. In this article, we propose and examine novel and simple distribution-free test statistics that efficiently approximate parametric likelihood ratios to analyze and compare distributions of K groups of observations. Using the density-based empirical likelihood methodology, we develop a Stata package that applies to a test for symmetry of data distributions and compares K -sample distributions. Recognizing that recent statistical software packages do not sufficiently address K -sample nonparametric comparisons of data distributions, we propose a new Stata command, vxdbel, to execute exact density-based empirical likelihood-ratio tests using K samples. To calculate p -values of the proposed tests, we use the following methods: 1) a classical technique based on Monte Carlo p -value evaluations; 2) an interpolation technique based on tabulated critical values; and 3) a new hybrid technique that combines methods 1 and 2. The third, cutting-edge method is shown to be very efficient in the context of exact-test p -value computations. This Bayesian-type method considers tabulated critical values as prior information and Monte Carlo generations of test statistic values as data used to depict the likelihood function. In this case, a nonparametric Bayesian method is proposed to compute critical values of exact tests.

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

NASA Astrophysics Data System (ADS)

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

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

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

PubMed

Garriguet, Didier

2016-04-01

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

Parametric estimates for the receiver operating characteristic curve generalization for non-monotone relationships.

PubMed

Martínez-Camblor, Pablo; Pardo-Fernández, Juan C

2017-01-01

Diagnostic procedures are based on establishing certain conditions and then checking if those conditions are satisfied by a given individual. When the diagnostic procedure is based on a continuous marker, this is equivalent to fix a region or classification subset and then check if the observed value of the marker belongs to that region. Receiver operating characteristic curve is a valuable and popular tool to study and compare the diagnostic ability of a given marker. Besides, the area under the receiver operating characteristic curve is frequently used as an index of the global discrimination ability. This paper revises and widens the scope of the receiver operating characteristic curve definition by setting the classification subsets in which the final decision is based in the spotlight of the analysis. We revise the definition of the receiver operating characteristic curve in terms of particular classes of classification subsets and then focus on a receiver operating characteristic curve generalization for situations in which both low and high values of the marker are associated with more probability of having the studied characteristic. Parametric and non-parametric estimators of the receiver operating characteristic curve generalization are investigated. Monte Carlo studies and real data examples illustrate their practical performance.

A Distributional Difference-in-Difference Evaluation of the Response of School Expenditures to Reforms and Tax Limits

ERIC Educational Resources Information Center

McMillen, Daniel P.; Singell, Larry D., Jr.

2010-01-01

Prior work uses a parametric approach to study the distributional effects of school finance reform and finds evidence that reform yields greater equality of school expenditures by lowering spending in high-spending districts (leveling down) or increasing spending in low-spending districts (leveling up). We develop a kernel density…

LoCoH: Non-parameteric kernel methods for constructing home ranges and utilization distributions

USGS Publications Warehouse

Getz, Wayne M.; Fortmann-Roe, Scott; Cross, Paul C.; Lyons, Andrew J.; Ryan, Sadie J.; Wilmers, Christopher C.

2007-01-01

Parametric kernel methods currently dominate the literature regarding the construction of animal home ranges (HRs) and utilization distributions (UDs). These methods frequently fail to capture the kinds of hard boundaries common to many natural systems. Recently a local convex hull (LoCoH) nonparametric kernel method, which generalizes the minimum convex polygon (MCP) method, was shown to be more appropriate than parametric kernel methods for constructing HRs and UDs, because of its ability to identify hard boundaries (e.g., rivers, cliff edges) and convergence to the true distribution as sample size increases. Here we extend the LoCoH in two ways: ‘‘fixed sphere-of-influence,’’ or r -LoCoH (kernels constructed from all points within a fixed radius r of each reference point), and an ‘‘adaptive sphere-of-influence,’’ or a -LoCoH (kernels constructed from all points within a radius a such that the distances of all points within the radius to the reference point sum to a value less than or equal to a ), and compare them to the original ‘‘fixed-number-of-points,’’ or k -LoCoH (all kernels constructed from k -1 nearest neighbors of root points). We also compare these nonparametric LoCoH to parametric kernel methods using manufactured data and data collected from GPS collars on African buffalo in the Kruger National Park, South Africa. Our results demonstrate that LoCoH methods are superior to parametric kernel methods in estimating areas used by animals, excluding unused areas (holes) and, generally, in constructing UDs and HRs arising from the movement of animals influenced by hard boundaries and irregular structures (e.g., rocky outcrops). We also demonstrate that a -LoCoH is generally superior to k - and r -LoCoH (with software for all three methods available at http://locoh.cnr.berkeley.edu).

Bayesian hierarchical functional data analysis via contaminated informative priors.

PubMed

Scarpa, Bruno; Dunson, David B

2009-09-01

A variety of flexible approaches have been proposed for functional data analysis, allowing both the mean curve and the distribution about the mean to be unknown. Such methods are most useful when there is limited prior information. Motivated by applications to modeling of temperature curves in the menstrual cycle, this article proposes a flexible approach for incorporating prior information in semiparametric Bayesian analyses of hierarchical functional data. The proposed approach is based on specifying the distribution of functions as a mixture of a parametric hierarchical model and a nonparametric contamination. The parametric component is chosen based on prior knowledge, while the contamination is characterized as a functional Dirichlet process. In the motivating application, the contamination component allows unanticipated curve shapes in unhealthy menstrual cycles. Methods are developed for posterior computation, and the approach is applied to data from a European fecundability study.

Boltzmann sampling for an XY model using a non-degenerate optical parametric oscillator network

NASA Astrophysics Data System (ADS)

Takeda, Y.; Tamate, S.; Yamamoto, Y.; Takesue, H.; Inagaki, T.; Utsunomiya, S.

2018-01-01

We present an experimental scheme of implementing multiple spins in a classical XY model using a non-degenerate optical parametric oscillator (NOPO) network. We built an NOPO network to simulate a one-dimensional XY Hamiltonian with 5000 spins and externally controllable effective temperatures. The XY spin variables in our scheme are mapped onto the phases of multiple NOPO pulses in a single ring cavity and interactions between XY spins are implemented by mutual injections between NOPOs. We show the steady-state distribution of optical phases of such NOPO pulses is equivalent to the Boltzmann distribution of the corresponding XY model. Estimated effective temperatures converged to the setting values, and the estimated temperatures and the mean energy exhibited good agreement with the numerical simulations of the Langevin dynamics of NOPO phases.

Effects of polarization mode dispersion on polarization-entangled photons generated via broadband pumped spontaneous parametric down-conversion

PubMed Central

Lim, Hyang-Tag; Hong, Kang-Hee; Kim, Yoon-Ho

2016-01-01

An inexpensive and compact frequency multi-mode diode laser enables a compact two-photon polarization entanglement source via the continuous wave broadband pumped spontaneous parametric down-conversion (SPDC) process. Entanglement degradation caused by polarization mode dispersion (PMD) is one of the critical issues in optical fiber-based polarization entanglement distribution. We theoretically and experimentally investigate how the initial entanglement is degraded when the two-photon polarization entangled state undergoes PMD. We report an effect of PMD unique to broadband pumped SPDC, equally applicable to pulsed pumping as well as cw broadband pumping, which is that the amount of the entanglement degradation is asymmetrical to the PMD introduced to each quantum channel. We believe that our results have important applications in long-distance distribution of polarization entanglement via optical fiber channels. PMID:27174100

THz-wave parametric source and its imaging applications

NASA Astrophysics Data System (ADS)

Kawase, Kodo

2004-08-01

Widely tunable coherent terahertz (THz) wave generation has been demonstrated based on the parametric oscillation using MgO doped LiNbO3 crystal pumped by a Q-switched Nd:YAG laser. This method exhibits multiple advantages like wide tunability, coherency and compactness of its system. We have developed a novel basic technology for terahertz (THz) imaging, which allows detection and identification of chemicals by introducing the component spatial pattern analysis. The spatial distributions of the chemicals were obtained from terahertz multispectral transillumination images, using absorption spectra previously measured with a widely tunable THz-wave parametric oscillator. Further we have applied this technique to the detection and identification of illicit drugs concealed in envelopes. The samples we used were methamphetamine and MDMA, two of the most widely consumed illegal drugs in Japan, and aspirin as a reference.

Generalized ensemble method applied to study systems with strong first order transitions

DOE PAGES

Malolepsza, E.; Kim, J.; Keyes, T.

2015-09-28

At strong first-order phase transitions, the entropy versus energy or, at constant pressure, enthalpy, exhibits convex behavior, and the statistical temperature curve correspondingly exhibits an S-loop or back-bending. In the canonical and isothermal-isobaric ensembles, with temperature as the control variable, the probability density functions become bimodal with peaks localized outside of the S-loop region. Inside, states are unstable, and as a result simulation of equilibrium phase coexistence becomes impossible. To overcome this problem, a method was proposed by Kim, Keyes and Straub, where optimally designed generalized ensemble sampling was combined with replica exchange, and denoted generalized replica exchange method (gREM).more » This new technique uses parametrized effective sampling weights that lead to a unimodal energy distribution, transforming unstable states into stable ones. In the present study, the gREM, originally developed as a Monte Carlo algorithm, was implemented to work with molecular dynamics in an isobaric ensemble and coded into LAMMPS, a highly optimized open source molecular simulation package. Lastly, the method is illustrated in a study of the very strong solid/liquid transition in water.« less

Hierarchical modeling and inference in ecology: The analysis of data from populations, metapopulations and communities

USGS Publications Warehouse

Royle, J. Andrew; Dorazio, Robert M.

2008-01-01

A guide to data collection, modeling and inference strategies for biological survey data using Bayesian and classical statistical methods. This book describes a general and flexible framework for modeling and inference in ecological systems based on hierarchical models, with a strict focus on the use of probability models and parametric inference. Hierarchical models represent a paradigm shift in the application of statistics to ecological inference problems because they combine explicit models of ecological system structure or dynamics with models of how ecological systems are observed. The principles of hierarchical modeling are developed and applied to problems in population, metapopulation, community, and metacommunity systems. The book provides the first synthetic treatment of many recent methodological advances in ecological modeling and unifies disparate methods and procedures. The authors apply principles of hierarchical modeling to ecological problems, including * occurrence or occupancy models for estimating species distribution * abundance models based on many sampling protocols, including distance sampling * capture-recapture models with individual effects * spatial capture-recapture models based on camera trapping and related methods * population and metapopulation dynamic models * models of biodiversity, community structure and dynamics.

Dirichlet Process Gaussian-mixture model: An application to localizing coalescing binary neutron stars with gravitational-wave observations

NASA Astrophysics Data System (ADS)

Del Pozzo, W.; Berry, C. P. L.; Ghosh, A.; Haines, T. S. F.; Singer, L. P.; Vecchio, A.

2018-06-01

We reconstruct posterior distributions for the position (sky area and distance) of a simulated set of binary neutron-star gravitational-waves signals observed with Advanced LIGO and Advanced Virgo. We use a Dirichlet Process Gaussian-mixture model, a fully Bayesian non-parametric method that can be used to estimate probability density functions with a flexible set of assumptions. The ability to reliably reconstruct the source position is important for multimessenger astronomy, as recently demonstrated with GW170817. We show that for detector networks comparable to the early operation of Advanced LIGO and Advanced Virgo, typical localization volumes are ˜104-105 Mpc3 corresponding to ˜102-103 potential host galaxies. The localization volume is a strong function of the network signal-to-noise ratio, scaling roughly ∝ϱnet-6. Fractional localizations improve with the addition of further detectors to the network. Our Dirichlet Process Gaussian-mixture model can be adopted for localizing events detected during future gravitational-wave observing runs, and used to facilitate prompt multimessenger follow-up.

Planning for robust reserve networks using uncertainty analysis

USGS Publications Warehouse

Moilanen, A.; Runge, M.C.; Elith, Jane; Tyre, A.; Carmel, Y.; Fegraus, E.; Wintle, B.A.; Burgman, M.; Ben-Haim, Y.

2006-01-01

Planning land-use for biodiversity conservation frequently involves computer-assisted reserve selection algorithms. Typically such algorithms operate on matrices of species presence?absence in sites, or on species-specific distributions of model predicted probabilities of occurrence in grid cells. There are practically always errors in input data?erroneous species presence?absence data, structural and parametric uncertainty in predictive habitat models, and lack of correspondence between temporal presence and long-run persistence. Despite these uncertainties, typical reserve selection methods proceed as if there is no uncertainty in the data or models. Having two conservation options of apparently equal biological value, one would prefer the option whose value is relatively insensitive to errors in planning inputs. In this work we show how uncertainty analysis for reserve planning can be implemented within a framework of information-gap decision theory, generating reserve designs that are robust to uncertainty. Consideration of uncertainty involves modifications to the typical objective functions used in reserve selection. Search for robust-optimal reserve structures can still be implemented via typical reserve selection optimization techniques, including stepwise heuristics, integer-programming and stochastic global search.

A hybrid modeling approach for option pricing

NASA Astrophysics Data System (ADS)

Hajizadeh, Ehsan; Seifi, Abbas

2011-11-01

The complexity of option pricing has led many researchers to develop sophisticated models for such purposes. The commonly used Black-Scholes model suffers from a number of limitations. One of these limitations is the assumption that the underlying probability distribution is lognormal and this is so controversial. We propose a couple of hybrid models to reduce these limitations and enhance the ability of option pricing. The key input to option pricing model is volatility. In this paper, we use three popular GARCH type model for estimating volatility. Then, we develop two non-parametric models based on neural networks and neuro-fuzzy networks to price call options for S&P 500 index. We compare the results with those of Black-Scholes model and show that both neural network and neuro-fuzzy network models outperform Black-Scholes model. Furthermore, comparing the neural network and neuro-fuzzy approaches, we observe that for at-the-money options, neural network model performs better and for both in-the-money and an out-of-the money option, neuro-fuzzy model provides better results.

Generalized ensemble method applied to study systems with strong first order transitions

NASA Astrophysics Data System (ADS)

Małolepsza, E.; Kim, J.; Keyes, T.

2015-09-01

At strong first-order phase transitions, the entropy versus energy or, at constant pressure, enthalpy, exhibits convex behavior, and the statistical temperature curve correspondingly exhibits an S-loop or back-bending. In the canonical and isothermal-isobaric ensembles, with temperature as the control variable, the probability density functions become bimodal with peaks localized outside of the S-loop region. Inside, states are unstable, and as a result simulation of equilibrium phase coexistence becomes impossible. To overcome this problem, a method was proposed by Kim, Keyes and Straub [1], where optimally designed generalized ensemble sampling was combined with replica exchange, and denoted generalized replica exchange method (gREM). This new technique uses parametrized effective sampling weights that lead to a unimodal energy distribution, transforming unstable states into stable ones. In the present study, the gREM, originally developed as a Monte Carlo algorithm, was implemented to work with molecular dynamics in an isobaric ensemble and coded into LAMMPS, a highly optimized open source molecular simulation package. The method is illustrated in a study of the very strong solid/liquid transition in water.

Shell-model computed cross sections for charged-current scattering of astrophysical neutrinos off 40Ar

NASA Astrophysics Data System (ADS)

Kostensalo, Joel; Suhonen, Jouni; Zuber, K.

2018-03-01

Charged-current (anti)neutrino-40Ar cross sections for astrophysical neutrinos have been calculated. The initial and final nuclear states were calculated using the nuclear shell model. The folded solar-neutrino scattering cross section was found to be 1.78 (23 ) ×10-42cm2 , which is higher than what the previous papers have reported. The contributions from the 1- and 2- multipoles were found to be significant at supernova-neutrino energies, confirming the random-phase approximation (RPA) result of a previous study. The effects of neutrino flavor conversions in dense stellar matter (matter oscillations) were found to enhance the neutrino-scattering cross sections significantly for both the normal and inverted mass hierarchies. For the antineutrino scattering, only a small difference between the nonoscillating and inverted-hierarchy cross sections was found, while the normal-hierarchy cross section was 2-3 times larger than that of the nonoscillating cross section, depending on the adopted parametrization of the Fermi-Dirac distribution. This property of the supernova-antineutrino signal could probably be used to distinguish between the two hierarchies in megaton LAr detectors.

Revision of laser-induced damage threshold evaluation from damage probability data

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

Bataviciute, Gintare; Grigas, Povilas; Smalakys, Linas

2013-04-15

In this study, the applicability of commonly used Damage Frequency Method (DFM) is addressed in the context of Laser-Induced Damage Threshold (LIDT) testing with pulsed lasers. A simplified computer model representing the statistical interaction between laser irradiation and randomly distributed damage precursors is applied for Monte Carlo experiments. The reproducibility of LIDT predicted from DFM is examined under both idealized and realistic laser irradiation conditions by performing numerical 1-on-1 tests. A widely accepted linear fitting resulted in systematic errors when estimating LIDT and its error bars. For the same purpose, a Bayesian approach was proposed. A novel concept of parametricmore » regression based on varying kernel and maximum likelihood fitting technique is introduced and studied. Such approach exhibited clear advantages over conventional linear fitting and led to more reproducible LIDT evaluation. Furthermore, LIDT error bars are obtained as a natural outcome of parametric fitting which exhibit realistic values. The proposed technique has been validated on two conventionally polished fused silica samples (355 nm, 5.7 ns).« less

Bayesian modelling of the emission spectrum of the Joint European Torus Lithium Beam Emission Spectroscopy system.

PubMed

Kwak, Sehyun; Svensson, J; Brix, M; Ghim, Y-C

2016-02-01

A Bayesian model of the emission spectrum of the JET lithium beam has been developed to infer the intensity of the Li I (2p-2s) line radiation and associated uncertainties. The detected spectrum for each channel of the lithium beam emission spectroscopy system is here modelled by a single Li line modified by an instrumental function, Bremsstrahlung background, instrumental offset, and interference filter curve. Both the instrumental function and the interference filter curve are modelled with non-parametric Gaussian processes. All free parameters of the model, the intensities of the Li line, Bremsstrahlung background, and instrumental offset, are inferred using Bayesian probability theory with a Gaussian likelihood for photon statistics and electronic background noise. The prior distributions of the free parameters are chosen as Gaussians. Given these assumptions, the intensity of the Li line and corresponding uncertainties are analytically available using a Bayesian linear inversion technique. The proposed approach makes it possible to extract the intensity of Li line without doing a separate background subtraction through modulation of the Li beam.

Streamflow hindcasting in European river basins via multi-parametric ensemble of the mesoscale hydrologic model (mHM)

NASA Astrophysics Data System (ADS)

Noh, Seong Jin; Rakovec, Oldrich; Kumar, Rohini; Samaniego, Luis

2016-04-01

There have been tremendous improvements in distributed hydrologic modeling (DHM) which made a process-based simulation with a high spatiotemporal resolution applicable on a large spatial scale. Despite of increasing information on heterogeneous property of a catchment, DHM is still subject to uncertainties inherently coming from model structure, parameters and input forcing. Sequential data assimilation (DA) may facilitate improved streamflow prediction via DHM using real-time observations to correct internal model states. In conventional DA methods such as state updating, parametric uncertainty is, however, often ignored mainly due to practical limitations of methodology to specify modeling uncertainty with limited ensemble members. If parametric uncertainty related with routing and runoff components is not incorporated properly, predictive uncertainty by DHM may be insufficient to capture dynamics of observations, which may deteriorate predictability. Recently, a multi-scale parameter regionalization (MPR) method was proposed to make hydrologic predictions at different scales using a same set of model parameters without losing much of the model performance. The MPR method incorporated within the mesoscale hydrologic model (mHM, http://www.ufz.de/mhm) could effectively represent and control uncertainty of high-dimensional parameters in a distributed model using global parameters. In this study, we present a global multi-parametric ensemble approach to incorporate parametric uncertainty of DHM in DA to improve streamflow predictions. To effectively represent and control uncertainty of high-dimensional parameters with limited number of ensemble, MPR method is incorporated with DA. Lagged particle filtering is utilized to consider the response times and non-Gaussian characteristics of internal hydrologic processes. The hindcasting experiments are implemented to evaluate impacts of the proposed DA method on streamflow predictions in multiple European river basins having different climate and catchment characteristics. Because augmentation of parameters is not required within an assimilation window, the approach could be stable with limited ensemble members and viable for practical uses.

Monte Carlo-based parametrization of the lateral dose spread for clinical treatment planning of scanned proton and carbon ion beams.

PubMed

Parodi, Katia; Mairani, Andrea; Sommerer, Florian

2013-07-01

Ion beam therapy using state-of-the-art pencil-beam scanning offers unprecedented tumour-dose conformality with superior sparing of healthy tissue and critical organs compared to conventional radiation modalities for external treatment of deep-seated tumours. For inverse plan optimization, the commonly employed analytical treatment-planning systems (TPSs) have to meet reasonable compromises in the accuracy of the pencil-beam modelling to ensure good performances in clinically tolerable execution times. In particular, the complex lateral spreading of ion beams in air and in the traversed tissue is typically approximated with ideal Gaussian-shaped distributions, enabling straightforward superimposition of several scattering contributions. This work presents the double Gaussian parametrization of scanned proton and carbon ion beams in water that has been introduced in an upgraded version of the worldwide first commercial ion TPS for clinical use at the Heidelberg Ion Beam Therapy Center (HIT). First, the Monte Carlo results obtained from a detailed implementation of the HIT beamline have been validated against available experimental data. Then, for generating the TPS lateral parametrization, radial beam broadening has been calculated in a water target placed at a representative position after scattering in the beamline elements and air for 20 initial beam energies for each ion species. The simulated profiles were finally fitted with an idealized double Gaussian distribution that did not perfectly describe the nature of the data, thus requiring a careful choice of the fitting conditions. The obtained parametrization is in clinical use not only at the HIT center, but also at the Centro Nazionale di Adroterapia Oncologica.

Monte Carlo-based parametrization of the lateral dose spread for clinical treatment planning of scanned proton and carbon ion beams

PubMed Central

Parodi, Katia; Mairani, Andrea; Sommerer, Florian

2013-01-01

Ion beam therapy using state-of-the-art pencil-beam scanning offers unprecedented tumour-dose conformality with superior sparing of healthy tissue and critical organs compared to conventional radiation modalities for external treatment of deep-seated tumours. For inverse plan optimization, the commonly employed analytical treatment-planning systems (TPSs) have to meet reasonable compromises in the accuracy of the pencil-beam modelling to ensure good performances in clinically tolerable execution times. In particular, the complex lateral spreading of ion beams in air and in the traversed tissue is typically approximated with ideal Gaussian-shaped distributions, enabling straightforward superimposition of several scattering contributions. This work presents the double Gaussian parametrization of scanned proton and carbon ion beams in water that has been introduced in an upgraded version of the worldwide first commercial ion TPS for clinical use at the Heidelberg Ion Beam Therapy Center (HIT). First, the Monte Carlo results obtained from a detailed implementation of the HIT beamline have been validated against available experimental data. Then, for generating the TPS lateral parametrization, radial beam broadening has been calculated in a water target placed at a representative position after scattering in the beamline elements and air for 20 initial beam energies for each ion species. The simulated profiles were finally fitted with an idealized double Gaussian distribution that did not perfectly describe the nature of the data, thus requiring a careful choice of the fitting conditions. The obtained parametrization is in clinical use not only at the HIT center, but also at the Centro Nazionale di Adroterapia Oncologica. PMID:23824133

Mismodeling in gravitational-wave astronomy: The trouble with templates

NASA Astrophysics Data System (ADS)

Sampson, Laura; Cornish, Neil; Yunes, Nicolás

2014-03-01

Waveform templates are a powerful tool for extracting and characterizing gravitational wave signals, acting as highly restrictive priors on the signal morphologies that allow us to extract weak events buried deep in the instrumental noise. The templates map the waveform shapes to physical parameters, thus allowing us to produce posterior probability distributions for these parameters. However, there are attendant dangers in using highly restrictive signal priors. If strong field gravity is not accurately described by general relativity (GR), then using GR templates may result in fundamental bias in the recovered parameters, or even worse, a complete failure to detect signals. Here we study such dangers, concentrating on three distinct possibilities. First, we show that there exist modified theories compatible with all existing observations that would fail to be detected by the LIGO/Virgo network using searches based on GR templates, but which would be detected using a one parameter post-Einsteinian extension. Second, we study modified theories that produce departures from GR that turn on suddenly at a critical frequency, producing waveforms that do not directly fit into the simplest parametrized post-Einsteinian (ppE) scheme. We show that even the simplest ppE templates are still capable of picking up these strange signals and diagnosing a departure from GR. Third, we study whether using inspiral-only ppE waveforms for signals that include merger and ringdown can lead to problems in misidentifying a GR departure. We present a simple technique that allows us to self-consistently identify the inspiral portion of the signal, and thus remove these potential biases, allowing GR tests to be performed on higher mass signals that merge within the detector band. We close by studying a parametrized waveform model that may allow us to test GR using the full inspiral-merger-ringdown signal.

Whole-body diffusion kurtosis imaging: initial experience on non-Gaussian diffusion in various organs.

PubMed

Filli, Lukas; Wurnig, Moritz; Nanz, Daniel; Luechinger, Roger; Kenkel, David; Boss, Andreas

2014-12-01

Diffusion kurtosis imaging (DKI) is based on a non-Gaussian diffusion model that should inherently better account for restricted water diffusion within the complex microstructure of most tissues than the conventional diffusion-weighted imaging (DWI), which presumes Gaussian distributed water molecule displacement probability. The aim of this investigation was to test the technical feasibility of in vivo whole-body DKI, probe for organ-specific differences, and compare whole-body DKI and DWI results. Eight healthy subjects underwent whole-body DWI on a clinical 3.0 T magnetic resonance imaging system. Echo-planar images in the axial orientation were acquired at b-values of 0, 150, 300, 500, and 800 mm²/s. Parametrical whole-body maps of the diffusion coefficient (D), the kurtosis (K), and the traditional apparent diffusion coefficient (ADC) were generated. Goodness of fit was compared between DKI and DWI fits using the sums of squared residuals. Data groups were tested for significant differences of the mean by paired Student t tests. Good-quality parametrical whole-body maps of D, K, and ADC could be computed. Compared with ADC values, D values were significantly higher in the cerebral gray matter (by 30%) and white matter (27%), renal cortex (23%) and medulla (21%), spleen (101%), as well as erector spinae muscle (34%) (each P value <0.001). No significant differences between D and ADC were found in the cerebrospinal fluid (P = 0.08) and in the liver (P = 0.13). Curves of DKI fitted the measurement points significantly better than DWI curves did in most organs. Whole-body DKI is technically feasible and may reflect tissue microstructure more meaningfully than whole-body DWI.

An appraisal of statistical procedures used in derivation of reference intervals.

PubMed

Ichihara, Kiyoshi; Boyd, James C

2010-11-01

When conducting studies to derive reference intervals (RIs), various statistical procedures are commonly applied at each step, from the planning stages to final computation of RIs. Determination of the necessary sample size is an important consideration, and evaluation of at least 400 individuals in each subgroup has been recommended to establish reliable common RIs in multicenter studies. Multiple regression analysis allows identification of the most important factors contributing to variation in test results, while accounting for possible confounding relationships among these factors. Of the various approaches proposed for judging the necessity of partitioning reference values, nested analysis of variance (ANOVA) is the likely method of choice owing to its ability to handle multiple groups and being able to adjust for multiple factors. Box-Cox power transformation often has been used to transform data to a Gaussian distribution for parametric computation of RIs. However, this transformation occasionally fails. Therefore, the non-parametric method based on determination of the 2.5 and 97.5 percentiles following sorting of the data, has been recommended for general use. The performance of the Box-Cox transformation can be improved by introducing an additional parameter representing the origin of transformation. In simulations, the confidence intervals (CIs) of reference limits (RLs) calculated by the parametric method were narrower than those calculated by the non-parametric approach. However, the margin of difference was rather small owing to additional variability in parametrically-determined RLs introduced by estimation of parameters for the Box-Cox transformation. The parametric calculation method may have an advantage over the non-parametric method in allowing identification and exclusion of extreme values during RI computation.

Estimating and modelling cure in population-based cancer studies within the framework of flexible parametric survival models.

PubMed

Andersson, Therese M L; Dickman, Paul W; Eloranta, Sandra; Lambert, Paul C

2011-06-22

When the mortality among a cancer patient group returns to the same level as in the general population, that is, the patients no longer experience excess mortality, the patients still alive are considered "statistically cured". Cure models can be used to estimate the cure proportion as well as the survival function of the "uncured". One limitation of parametric cure models is that the functional form of the survival of the "uncured" has to be specified. It can sometimes be hard to find a survival function flexible enough to fit the observed data, for example, when there is high excess hazard within a few months from diagnosis, which is common among older age groups. This has led to the exclusion of older age groups in population-based cancer studies using cure models. Here we have extended the flexible parametric survival model to incorporate cure as a special case to estimate the cure proportion and the survival of the "uncured". Flexible parametric survival models use splines to model the underlying hazard function, and therefore no parametric distribution has to be specified. We have compared the fit from standard cure models to our flexible cure model, using data on colon cancer patients in Finland. This new method gives similar results to a standard cure model, when it is reliable, and better fit when the standard cure model gives biased estimates. Cure models within the framework of flexible parametric models enables cure modelling when standard models give biased estimates. These flexible cure models enable inclusion of older age groups and can give stage-specific estimates, which is not always possible from parametric cure models. © 2011 Andersson et al; licensee BioMed Central Ltd.

Estimating and modelling cure in population-based cancer studies within the framework of flexible parametric survival models

PubMed Central

2011-01-01

Background When the mortality among a cancer patient group returns to the same level as in the general population, that is, the patients no longer experience excess mortality, the patients still alive are considered "statistically cured". Cure models can be used to estimate the cure proportion as well as the survival function of the "uncured". One limitation of parametric cure models is that the functional form of the survival of the "uncured" has to be specified. It can sometimes be hard to find a survival function flexible enough to fit the observed data, for example, when there is high excess hazard within a few months from diagnosis, which is common among older age groups. This has led to the exclusion of older age groups in population-based cancer studies using cure models. Methods Here we have extended the flexible parametric survival model to incorporate cure as a special case to estimate the cure proportion and the survival of the "uncured". Flexible parametric survival models use splines to model the underlying hazard function, and therefore no parametric distribution has to be specified. Results We have compared the fit from standard cure models to our flexible cure model, using data on colon cancer patients in Finland. This new method gives similar results to a standard cure model, when it is reliable, and better fit when the standard cure model gives biased estimates. Conclusions Cure models within the framework of flexible parametric models enables cure modelling when standard models give biased estimates. These flexible cure models enable inclusion of older age groups and can give stage-specific estimates, which is not always possible from parametric cure models. PMID:21696598

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

PubMed

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

2016-06-01

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

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

PubMed Central

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

2015-01-01

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

Shuttle payload vibroacoustic test plan evaluation. Free flyer payload applications and sortie payload parametric variations

NASA Technical Reports Server (NTRS)

Stahle, C. V.; Gongloff, H. R.

1977-01-01

A preliminary assessment of vibroacoustic test plan optimization for free flyer STS payloads is presented and the effects on alternate test plans for Spacelab sortie payloads number of missions are also examined. The component vibration failure probability and the number of components in the housekeeping subassemblies are provided. Decision models are used to evaluate the cost effectiveness of seven alternate test plans using protoflight hardware.

A note on the IQ of monozygotic twins raised apart and the order of their birth.

PubMed

Pencavel, J H

1976-10-01

This note examines James Shields' sample of monozygotic twins raised apart to entertain the hypothesis that there is a significant association between the measured IQ of these twins and the order of their birth. A non-parametric test supports this hypothesis and then a linear probability function is estimated that discriminates the effects on IQ of birth order from the effects of birth weight.

Random Partition Distribution Indexed by Pairwise Information

PubMed Central

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

2017-01-01

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

A brief introduction to probability.

PubMed

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

2018-02-01

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

Entanglement-seeded, dual, optical parametric amplification: Applications to quantum imaging and metrology

NASA Astrophysics Data System (ADS)

Glasser, Ryan T.; Cable, Hugo; Dowling, Jonathan P.; de Martini, Francesco; Sciarrino, Fabio; Vitelli, Chiara

2008-07-01

The study of optical parametric amplifiers (OPAs) has been successful in describing and creating nonclassical light for use in fields such as quantum metrology and quantum lithography [Agarwal , J. Opt. Soc. Am. B 24, 2 (2007)]. In this paper we present the theory of an OPA scheme utilizing an entangled state input. The scheme involves two identical OPAs seeded with the maximally path-entangled ∣N00N⟩ state (∣2,0⟩+∣0,2⟩)/2 . The stimulated amplification results in output state probability amplitudes that have a dependence on the number of photons in each mode, which differs greatly from two-mode squeezed vacuum. A large family of entangled output states are found. Specific output states allow for the heralded creation of N=4 N00N states, which may be used for quantum lithography, to write sub-Rayleigh fringe patterns, and for quantum interferometry, to achieve Heisenberg-limited phase measurement sensitivity.

Parametric embedding for class visualization.

PubMed

Iwata, Tomoharu; Saito, Kazumi; Ueda, Naonori; Stromsten, Sean; Griffiths, Thomas L; Tenenbaum, Joshua B

2007-09-01

We propose a new method, parametric embedding (PE), that embeds objects with the class structure into a low-dimensional visualization space. PE takes as input a set of class conditional probabilities for given data points and tries to preserve the structure in an embedding space by minimizing a sum of Kullback-Leibler divergences, under the assumption that samples are generated by a gaussian mixture with equal covariances in the embedding space. PE has many potential uses depending on the source of the input data, providing insight into the classifier's behavior in supervised, semisupervised, and unsupervised settings. The PE algorithm has a computational advantage over conventional embedding methods based on pairwise object relations since its complexity scales with the product of the number of objects and the number of classes. We demonstrate PE by visualizing supervised categorization of Web pages, semisupervised categorization of digits, and the relations of words and latent topics found by an unsupervised algorithm, latent Dirichlet allocation.

NIRS-SPM: statistical parametric mapping for near infrared spectroscopy

NASA Astrophysics Data System (ADS)

Tak, Sungho; Jang, Kwang Eun; Jung, Jinwook; Jang, Jaeduck; Jeong, Yong; Ye, Jong Chul

2008-02-01

Even though there exists a powerful statistical parametric mapping (SPM) tool for fMRI, similar public domain tools are not available for near infrared spectroscopy (NIRS). In this paper, we describe a new public domain statistical toolbox called NIRS-SPM for quantitative analysis of NIRS signals. Specifically, NIRS-SPM statistically analyzes the NIRS data using GLM and makes inference as the excursion probability which comes from the random field that are interpolated from the sparse measurement. In order to obtain correct inference, NIRS-SPM offers the pre-coloring and pre-whitening method for temporal correlation estimation. For simultaneous recording NIRS signal with fMRI, the spatial mapping between fMRI image and real coordinate in 3-D digitizer is estimated using Horn's algorithm. These powerful tools allows us the super-resolution localization of the brain activation which is not possible using the conventional NIRS analysis tools.

Probabilistic models for neural populations that naturally capture global coupling and criticality

PubMed Central

2017-01-01

Advances in multi-unit recordings pave the way for statistical modeling of activity patterns in large neural populations. Recent studies have shown that the summed activity of all neurons strongly shapes the population response. A separate recent finding has been that neural populations also exhibit criticality, an anomalously large dynamic range for the probabilities of different population activity patterns. Motivated by these two observations, we introduce a class of probabilistic models which takes into account the prior knowledge that the neural population could be globally coupled and close to critical. These models consist of an energy function which parametrizes interactions between small groups of neurons, and an arbitrary positive, strictly increasing, and twice differentiable function which maps the energy of a population pattern to its probability. We show that: 1) augmenting a pairwise Ising model with a nonlinearity yields an accurate description of the activity of retinal ganglion cells which outperforms previous models based on the summed activity of neurons; 2) prior knowledge that the population is critical translates to prior expectations about the shape of the nonlinearity; 3) the nonlinearity admits an interpretation in terms of a continuous latent variable globally coupling the system whose distribution we can infer from data. Our method is independent of the underlying system’s state space; hence, it can be applied to other systems such as natural scenes or amino acid sequences of proteins which are also known to exhibit criticality. PMID:28926564

Analysis of quantitative data obtained from toxicity studies showing non-normal distribution.

PubMed

Kobayashi, Katsumi

2005-05-01

The data obtained from toxicity studies are examined for homogeneity of variance, but, usually, they are not examined for normal distribution. In this study I examined the measured items of a carcinogenicity/chronic toxicity study with rats for both homogeneity of variance and normal distribution. It was observed that a lot of hematology and biochemistry items showed non-normal distribution. For testing normal distribution of the data obtained from toxicity studies, the data of the concurrent control group may be examined, and for the data that show a non-normal distribution, non-parametric tests with robustness may be applied.

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

PubMed

Yura, Harold T; Hanson, Steen G

2012-04-01

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

A microbiology-based multi-parametric approach towards assessing biological stability in drinking water distribution networks.

PubMed

Lautenschlager, Karin; Hwang, Chiachi; Liu, Wen-Tso; Boon, Nico; Köster, Oliver; Vrouwenvelder, Hans; Egli, Thomas; Hammes, Frederik

2013-06-01

Biological stability of drinking water implies that the concentration of bacterial cells and composition of the microbial community should not change during distribution. In this study, we used a multi-parametric approach that encompasses different aspects of microbial water quality including microbial growth potential, microbial abundance, and microbial community composition, to monitor biological stability in drinking water of the non-chlorinated distribution system of Zürich. Drinking water was collected directly after treatment from the reservoir and in the network at several locations with varied average hydraulic retention times (6-52 h) over a period of four months, with a single repetition two years later. Total cell concentrations (TCC) measured with flow cytometry remained remarkably stable at 9.5 (± 0.6) × 10(4) cells/ml from water in the reservoir throughout most of the distribution network, and during the whole time period. Conventional microbial methods like heterotrophic plate counts, the concentration of adenosine tri-phosphate, total organic carbon and assimilable organic carbon remained also constant. Samples taken two years apart showed more than 80% similarity for the microbial communities analysed with denaturing gradient gel electrophoresis and 454 pyrosequencing. Only the two sampling locations with the longest water retention times were the exceptions and, so far for unknown reasons, recorded a slight but significantly higher TCC (1.3 (± 0.1) × 10(5) cells/ml) compared to the other locations. This small change in microbial abundance detected by flow cytometry was also clearly observed in a shift in the microbial community profiles to a higher abundance of members from the Comamonadaceae (60% vs. 2% at other locations). Conventional microbial detection methods were not able to detect changes as observed with flow cytometric cell counts and microbial community analysis. Our findings demonstrate that the multi-parametric approach used provides a powerful and sensitive tool to assess and evaluate biological stability and microbial processes in drinking water distribution systems. Copyright © 2013 Elsevier Ltd. All rights reserved.

Prescription duration and treatment episodes in oral glucocorticoid users: application of the parametric waiting time distribution.

PubMed

Laugesen, Kristina; Støvring, Henrik; Hallas, Jesper; Pottegård, Anton; Jørgensen, Jens Otto Lunde; Sørensen, Henrik Toft; Petersen, Irene

2017-01-01

Glucocorticoids are widely used medications. In many pharmacoepidemiological studies, duration of individual prescriptions and definition of treatment episodes are important issues. However, many data sources lack this information. We aimed to estimate duration of individual prescriptions for oral glucocorticoids and to describe continuous treatment episodes using the parametric waiting time distribution. We used Danish nationwide registries to identify all prescriptions for oral glucocorticoids during 1996-2014. We applied the parametric waiting time distribution to estimate duration of individual prescriptions each year by estimating the 80th, 90th, 95th and 99th percentiles for the interarrival distribution. These corresponded to the time since last prescription during which 80%, 90%, 95% and 99% of users presented a new prescription for redemption. We used the Kaplan-Meier survival function to estimate length of first continuous treatment episodes by assigning estimated prescription duration to each prescription and thereby create treatment episodes from overlapping prescriptions. We identified 5,691,985 prescriptions issued to 854,429 individuals of whom 351,202 (41%) only redeemed 1 prescription in the whole study period. The 80th percentile for prescription duration ranged from 87 to 120 days, the 90th percentile from 116 to 150 days, the 95th percentile from 147 to 181 days, and the 99th percentile from 228 to 259 days during 1996-2014. Based on the 80th, 90th, 95th and 99th percentiles of prescription duration, the median length of continuous treatment was 113, 141, 170 and 243 days, respectively. Our method and results may provide an important framework for future pharmacoepidemiological studies. The choice of which percentile of the interarrival distribution to apply as prescription duration has an impact on the level of misclassification. Use of the 80th percentile provides a measure of drug exposure that is specific, while the 99th percentile provides a sensitive measure.

Energy spectra of massive two-body decay products and mass measurement

DOE PAGES

Agashe, Kaustubh; Franceschini, Roberto; Hong, Sungwoo; ...

2016-04-26

Here, we have recently established a new method for measuring the mass of unstable particles produced at hadron colliders based on the analysis of the energy distribution of a massless product from their two-body decays. The central ingredient of our proposal is the remarkable result that, for an unpolarized decaying particle, the location of the peak in the energy distribution of the observed decay product is identical to the (fixed) value of the energy that this particle would have in the rest-frame of the decaying particle, which, in turn, is a simple function of the involved masses. In addition, wemore » utilized the property that this energy distribution is symmetric around the location of peak when energy is plotted on a logarithmic scale. The general strategy was demonstrated in several specific cases, including both beyond the standard model particles, as well as for the top quark. In the present work, we generalize this method to the case of a massive decay product from a two-body decay; this procedure is far from trivial because (in general) both the above-mentioned properties are no longer valid. Nonetheless, we propose a suitably modified parametrization of the energy distribution that was used successfully for the massless case, which can deal with the massive case as well. We test this parametrization on concrete examples of energy spectra of Z bosons from the decay of a heavier supersymmetric partner of top quark (stop) into a Z boson and a lighter stop. After establishing the accuracy of this parametrization, we study a realistic application for the same process, but now including dominant backgrounds and using foreseeable statistics at LHC14, in order to determine the performance of this method for an actual mass measurement. The upshot of our present and previous work is that, in spite of energy being a Lorentz-variant quantity, its distribution emerges as a powerful tool for mass measurement at hadron colliders.« less

Assessing differential expression in two-color microarrays: a resampling-based empirical Bayes approach.

PubMed

Li, Dongmei; Le Pape, Marc A; Parikh, Nisha I; Chen, Will X; Dye, Timothy D

2013-01-01

Microarrays are widely used for examining differential gene expression, identifying single nucleotide polymorphisms, and detecting methylation loci. Multiple testing methods in microarray data analysis aim at controlling both Type I and Type II error rates; however, real microarray data do not always fit their distribution assumptions. Smyth's ubiquitous parametric method, for example, inadequately accommodates violations of normality assumptions, resulting in inflated Type I error rates. The Significance Analysis of Microarrays, another widely used microarray data analysis method, is based on a permutation test and is robust to non-normally distributed data; however, the Significance Analysis of Microarrays method fold change criteria are problematic, and can critically alter the conclusion of a study, as a result of compositional changes of the control data set in the analysis. We propose a novel approach, combining resampling with empirical Bayes methods: the Resampling-based empirical Bayes Methods. This approach not only reduces false discovery rates for non-normally distributed microarray data, but it is also impervious to fold change threshold since no control data set selection is needed. Through simulation studies, sensitivities, specificities, total rejections, and false discovery rates are compared across the Smyth's parametric method, the Significance Analysis of Microarrays, and the Resampling-based empirical Bayes Methods. Differences in false discovery rates controls between each approach are illustrated through a preterm delivery methylation study. The results show that the Resampling-based empirical Bayes Methods offer significantly higher specificity and lower false discovery rates compared to Smyth's parametric method when data are not normally distributed. The Resampling-based empirical Bayes Methods also offers higher statistical power than the Significance Analysis of Microarrays method when the proportion of significantly differentially expressed genes is large for both normally and non-normally distributed data. Finally, the Resampling-based empirical Bayes Methods are generalizable to next generation sequencing RNA-seq data analysis.

The global impact distribution of Near-Earth objects

NASA Astrophysics Data System (ADS)

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

2016-02-01

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

Constructing probabilistic scenarios for wide-area solar power generation

DOE PAGES

Woodruff, David L.; Deride, Julio; Staid, Andrea; ...

2017-12-22

Optimizing thermal generation commitments and dispatch in the presence of high penetrations of renewable resources such as solar energy requires a characterization of their stochastic properties. In this study, we describe novel methods designed to create day-ahead, wide-area probabilistic solar power scenarios based only on historical forecasts and associated observations of solar power production. Each scenario represents a possible trajectory for solar power in next-day operations with an associated probability computed by algorithms that use historical forecast errors. Scenarios are created by segmentation of historic data, fitting non-parametric error distributions using epi-splines, and then computing specific quantiles from these distributions.more » Additionally, we address the challenge of establishing an upper bound on solar power output. Our specific application driver is for use in stochastic variants of core power systems operations optimization problems, e.g., unit commitment and economic dispatch. These problems require as input a range of possible future realizations of renewables production. However, the utility of such probabilistic scenarios extends to other contexts, e.g., operator and trader situational awareness. Finally, we compare the performance of our approach to a recently proposed method based on quantile regression, and demonstrate that our method performs comparably to this approach in terms of two widely used methods for assessing the quality of probabilistic scenarios: the Energy score and the Variogram score.« less

The effects of time-varying observation errors on semi-empirical sea-level projections

DOE PAGES

Ruckert, Kelsey L.; Guan, Yawen; Bakker, Alexander M. R.; ...

2016-11-30

Sea-level rise is a key driver of projected flooding risks. The design of strategies to manage these risks often hinges on projections that inform decision-makers about the surrounding uncertainties. Producing semi-empirical sea-level projections is difficult, for example, due to the complexity of the error structure of the observations, such as time-varying (heteroskedastic) observation errors and autocorrelation of the data-model residuals. This raises the question of how neglecting the error structure impacts hindcasts and projections. Here, we quantify this effect on sea-level projections and parameter distributions by using a simple semi-empirical sea-level model. Specifically, we compare three model-fitting methods: a frequentistmore » bootstrap as well as a Bayesian inversion with and without considering heteroskedastic residuals. All methods produce comparable hindcasts, but the parametric distributions and projections differ considerably based on methodological choices. In conclusion, our results show that the differences based on the methodological choices are enhanced in the upper tail projections. For example, the Bayesian inversion accounting for heteroskedasticity increases the sea-level anomaly with a 1% probability of being equaled or exceeded in the year 2050 by about 34% and about 40% in the year 2100 compared to a frequentist bootstrap. These results indicate that neglecting known properties of the observation errors and the data-model residuals can lead to low-biased sea-level projections.« less

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

PubMed

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

2013-02-01

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

Constructing probabilistic scenarios for wide-area solar power generation

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

Woodruff, David L.; Deride, Julio; Staid, Andrea

Optimizing thermal generation commitments and dispatch in the presence of high penetrations of renewable resources such as solar energy requires a characterization of their stochastic properties. In this study, we describe novel methods designed to create day-ahead, wide-area probabilistic solar power scenarios based only on historical forecasts and associated observations of solar power production. Each scenario represents a possible trajectory for solar power in next-day operations with an associated probability computed by algorithms that use historical forecast errors. Scenarios are created by segmentation of historic data, fitting non-parametric error distributions using epi-splines, and then computing specific quantiles from these distributions.more » Additionally, we address the challenge of establishing an upper bound on solar power output. Our specific application driver is for use in stochastic variants of core power systems operations optimization problems, e.g., unit commitment and economic dispatch. These problems require as input a range of possible future realizations of renewables production. However, the utility of such probabilistic scenarios extends to other contexts, e.g., operator and trader situational awareness. Finally, we compare the performance of our approach to a recently proposed method based on quantile regression, and demonstrate that our method performs comparably to this approach in terms of two widely used methods for assessing the quality of probabilistic scenarios: the Energy score and the Variogram score.« less

The effects of time-varying observation errors on semi-empirical sea-level projections

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

Ruckert, Kelsey L.; Guan, Yawen; Bakker, Alexander M. R.

Sea-level rise is a key driver of projected flooding risks. The design of strategies to manage these risks often hinges on projections that inform decision-makers about the surrounding uncertainties. Producing semi-empirical sea-level projections is difficult, for example, due to the complexity of the error structure of the observations, such as time-varying (heteroskedastic) observation errors and autocorrelation of the data-model residuals. This raises the question of how neglecting the error structure impacts hindcasts and projections. Here, we quantify this effect on sea-level projections and parameter distributions by using a simple semi-empirical sea-level model. Specifically, we compare three model-fitting methods: a frequentistmore » bootstrap as well as a Bayesian inversion with and without considering heteroskedastic residuals. All methods produce comparable hindcasts, but the parametric distributions and projections differ considerably based on methodological choices. In conclusion, our results show that the differences based on the methodological choices are enhanced in the upper tail projections. For example, the Bayesian inversion accounting for heteroskedasticity increases the sea-level anomaly with a 1% probability of being equaled or exceeded in the year 2050 by about 34% and about 40% in the year 2100 compared to a frequentist bootstrap. These results indicate that neglecting known properties of the observation errors and the data-model residuals can lead to low-biased sea-level projections.« less

Evaluation of portable near-infrared spectroscopy for organic milk authentication.

PubMed

Liu, Ningjing; Parra, Hector Aya; Pustjens, Annemieke; Hettinga, Kasper; Mongondry, Philippe; van Ruth, Saskia M

2018-07-01

Organic products are vulnerable to fraud due to their premium price. Analytical methodology helps to manage the risk of fraud and due to the miniaturization of equipment, tests may nowadays even be rapidly applied on-site. The current study aimed to evaluate portable near infrared spectroscopy (NIRS) in combination with chemometrics to distinguish organic milk from other types of milk, and compare its performance with benchtop NIRS and fatty acid profiling by gas chromatography. The sample set included 37 organic retail milks and 50 non-organic retail milks (of which 36 conventional and 14 green 'pasture' milks). Partial least squares discriminant analysis was performed to build classification models and kernel density estimation (KDE) functions were calculated to generate non-parametric distributions for samples' class probabilities. These distributions showed that portable NIRS was successful to distinguish organic milks from conventional milks, and so were benchtop NIRS and fatty acid profiling procedures. However, it was less successful when 'pasture' milks were considered too, since their patterns occasionally resembled those of the organic milk group. Fatty acid profiling was capable of distinguishing organic milks from both non-organic milks though, including the 'pasture' milks. This comparative study revealed that the classification performance of the portable NIRS for this application was similar to that of the benchtop NIRS. Copyright © 2018 Elsevier B.V. All rights reserved.

Simulation Analysis and Performance Study of CoCrMo Porous Structure Manufactured by Selective Laser Melting

NASA Astrophysics Data System (ADS)

Guoqing, Zhang; Junxin, Li; Jin, Li; Chengguang, Zhang; Zefeng, Xiao

2018-04-01

To fabricate porous implants with improved biocompatibility and mechanical properties that are matched to their application using selective laser melting (SLM), flow within the mold and compressive properties and performance of the porous structures must be comprehensively studied. Parametric modeling was used to build 3D models of octahedron and hexahedron structures. Finite element analysis was used to evaluate the mold flow and compressive properties of the parametric porous structures. A DiMetal-100 SLM molding apparatus was used to manufacture the porous structures and the results evaluated by light microscopy. The results showed that parametric modeling can produce robust models. Square structures caused higher blood cell adhesion than cylindrical structures. "Vortex" flow in square structures resulted in chaotic distribution of blood elements, whereas they were mostly distributed around the connecting parts in the cylindrical structures. No significant difference in elastic moduli or compressive strength was observed in square and cylindrical porous structures of identical characteristics. Hexahedron, square and cylindrical porous structures had the same stress-strain properties. For octahedron porous structures, cylindrical structures had higher stress-strain properties. Using these modeling and molding results, an important basis for designing and the direct manufacture of fixed biological implants is provided.

Simulation Analysis and Performance Study of CoCrMo Porous Structure Manufactured by Selective Laser Melting

NASA Astrophysics Data System (ADS)

Guoqing, Zhang; Junxin, Li; Jin, Li; Chengguang, Zhang; Zefeng, Xiao

2018-05-01

To fabricate porous implants with improved biocompatibility and mechanical properties that are matched to their application using selective laser melting (SLM), flow within the mold and compressive properties and performance of the porous structures must be comprehensively studied. Parametric modeling was used to build 3D models of octahedron and hexahedron structures. Finite element analysis was used to evaluate the mold flow and compressive properties of the parametric porous structures. A DiMetal-100 SLM molding apparatus was used to manufacture the porous structures and the results evaluated by light microscopy. The results showed that parametric modeling can produce robust models. Square structures caused higher blood cell adhesion than cylindrical structures. "Vortex" flow in square structures resulted in chaotic distribution of blood elements, whereas they were mostly distributed around the connecting parts in the cylindrical structures. No significant difference in elastic moduli or compressive strength was observed in square and cylindrical porous structures of identical characteristics. Hexahedron, square and cylindrical porous structures had the same stress-strain properties. For octahedron porous structures, cylindrical structures had higher stress-strain properties. Using these modeling and molding results, an important basis for designing and the direct manufacture of fixed biological implants is provided.

Piezoelectric parametric effects on wave vibration and contact mechanics of traveling wave ultrasonic motor.

PubMed

Zhang, Dongsheng; Wang, Shiyu; Xiu, Jie

2017-11-01

Elastic wave quality determines the operating performance of traveling wave ultrasonic motor (TWUM). The time-variant circumferential force from the shrink of piezoelectric ceramic is one of the factors that distort the elastic wave. The distorted waveshape deviates from the ideal standard sinusoidal fashion and affects the contact mechanics and driving performance. An analytical dynamic model of ring ultrasonic motor is developed. Based on this model, the piezoelectric parametric effects on the wave distortion and contact mechanics are examined. Multi-scale method is employed to obtain unstable regions and distorted wave response. The unstable region is verified by Floquét theory. Since the waveshape affects the contact mechanism, a contact model involving the distorted waveshape and normal stiffness of the contact layer is established. The contact model is solved by numerical calculation. The results verify that the deformation of the contact layer deviates from sinusoidal waveshape and the pressure distribution is changed, which influences the output characteristics directly. The surface speed within the contact region is averaged such that the rotor speed decreases for lower torque and increases for larger torque. The effects from different parametric strengths, excitation frequencies and pre-pressures on pressure distribution and torque-speed relation are compared. Copyright © 2017 Elsevier B.V. All rights reserved.

Nonparametric functional data estimation applied to ozone data: prediction and extreme value analysis.

PubMed

Quintela-del-Río, Alejandro; Francisco-Fernández, Mario

2011-02-01

The study of extreme values and prediction of ozone data is an important topic of research when dealing with environmental problems. Classical extreme value theory is usually used in air-pollution studies. It consists in fitting a parametric generalised extreme value (GEV) distribution to a data set of extreme values, and using the estimated distribution to compute return levels and other quantities of interest. Here, we propose to estimate these values using nonparametric functional data methods. Functional data analysis is a relatively new statistical methodology that generally deals with data consisting of curves or multi-dimensional variables. In this paper, we use this technique, jointly with nonparametric curve estimation, to provide alternatives to the usual parametric statistical tools. The nonparametric estimators are applied to real samples of maximum ozone values obtained from several monitoring stations belonging to the Automatic Urban and Rural Network (AURN) in the UK. The results show that nonparametric estimators work satisfactorily, outperforming the behaviour of classical parametric estimators. Functional data analysis is also used to predict stratospheric ozone concentrations. We show an application, using the data set of mean monthly ozone concentrations in Arosa, Switzerland, and the results are compared with those obtained by classical time series (ARIMA) analysis. Copyright © 2010 Elsevier Ltd. All rights reserved.

Free energy and hidden barriers of the β-sheet structure of prion protein.

PubMed

Paz, S Alexis; Abrams, Cameron F

2015-10-13

On-the-fly free-energy parametrization is a new collective variable biasing approach akin to metadynamics with one important distinction: rather than acquiring an accelerated distribution via a history-dependent bias potential, sampling on this distribution is achieved from the beginning of the simulation using temperature-accelerated molecular dynamics. In the present work, we compare the performance of both approaches to compute the free-energy profile along a scalar collective variable measuring the H-bond registry of the β-sheet structure of the mouse Prion protein. Both methods agree on the location of the free-energy minimum, but free-energy profiles from well-tempered metadynamics are subject to a much higher degree of statistical noise due to hidden barriers. The sensitivity of metadynamics to hidden barriers is shown to be a consequence of the history dependence of the bias potential, and we detail the nature of these barriers for the prion β-sheet. In contrast, on-the-fly parametrization is much less sensitive to these barriers and thus displays improved convergence behavior relative to that of metadynamics. While hidden barriers are a frequent and central issue in free-energy methods, on-the-fly free-energy parametrization appears to be a robust and preferable method to confront this issue.

Comparison of dynamic isotope power systems for distributed planet surface applications

NASA Technical Reports Server (NTRS)

Bents, David J.; Mckissock, Barbara I.; Hanlon, James C.; Schmitz, Paul C.; Rodriguez, Carlos D.; Withrow, Colleen A.

1991-01-01

Dynamic isotope power system (DIPS) alternatives were investigated and characterized for the surface mission elements associated with a lunar base and subsequent manned Mars expedition. System designs based on two convertor types were studied. These systems were characterized parametrically and compared over the steady-state electrical output power range 0.2 to 20 kWe. Three methods of thermally integrating the heat source and the Stirling heater head were considered, depending on unit size. Figures of merit were derived from the characterizations and compared over the parametric range. Design impacts of mission environmental factors are discussed and quantitatively assessed.

Dynamic whole body PET parametric imaging: II. Task-oriented statistical estimation

PubMed Central

Karakatsanis, Nicolas A.; Lodge, Martin A.; Zhou, Y.; Wahl, Richard L.; Rahmim, Arman

2013-01-01

In the context of oncology, dynamic PET imaging coupled with standard graphical linear analysis has been previously employed to enable quantitative estimation of tracer kinetic parameters of physiological interest at the voxel level, thus, enabling quantitative PET parametric imaging. However, dynamic PET acquisition protocols have been confined to the limited axial field-of-view (~15–20cm) of a single bed position and have not been translated to the whole-body clinical imaging domain. On the contrary, standardized uptake value (SUV) PET imaging, considered as the routine approach in clinical oncology, commonly involves multi-bed acquisitions, but is performed statically, thus not allowing for dynamic tracking of the tracer distribution. Here, we pursue a transition to dynamic whole body PET parametric imaging, by presenting, within a unified framework, clinically feasible multi-bed dynamic PET acquisition protocols and parametric imaging methods. In a companion study, we presented a novel clinically feasible dynamic (4D) multi-bed PET acquisition protocol as well as the concept of whole body PET parametric imaging employing Patlak ordinary least squares (OLS) regression to estimate the quantitative parameters of tracer uptake rate Ki and total blood distribution volume V. In the present study, we propose an advanced hybrid linear regression framework, driven by Patlak kinetic voxel correlations, to achieve superior trade-off between contrast-to-noise ratio (CNR) and mean squared error (MSE) than provided by OLS for the final Ki parametric images, enabling task-based performance optimization. Overall, whether the observer's task is to detect a tumor or quantitatively assess treatment response, the proposed statistical estimation framework can be adapted to satisfy the specific task performance criteria, by adjusting the Patlak correlation-coefficient (WR) reference value. The multi-bed dynamic acquisition protocol, as optimized in the preceding companion study, was employed along with extensive Monte Carlo simulations and an initial clinical FDG patient dataset to validate and demonstrate the potential of the proposed statistical estimation methods. Both simulated and clinical results suggest that hybrid regression in the context of whole-body Patlak Ki imaging considerably reduces MSE without compromising high CNR. Alternatively, for a given CNR, hybrid regression enables larger reductions than OLS in the number of dynamic frames per bed, allowing for even shorter acquisitions of ~30min, thus further contributing to the clinical adoption of the proposed framework. Compared to the SUV approach, whole body parametric imaging can provide better tumor quantification, and can act as a complement to SUV, for the task of tumor detection. PMID:24080994

Dynamic whole-body PET parametric imaging: II. Task-oriented statistical estimation.

PubMed

Karakatsanis, Nicolas A; Lodge, Martin A; Zhou, Y; Wahl, Richard L; Rahmim, Arman

2013-10-21

In the context of oncology, dynamic PET imaging coupled with standard graphical linear analysis has been previously employed to enable quantitative estimation of tracer kinetic parameters of physiological interest at the voxel level, thus, enabling quantitative PET parametric imaging. However, dynamic PET acquisition protocols have been confined to the limited axial field-of-view (~15-20 cm) of a single-bed position and have not been translated to the whole-body clinical imaging domain. On the contrary, standardized uptake value (SUV) PET imaging, considered as the routine approach in clinical oncology, commonly involves multi-bed acquisitions, but is performed statically, thus not allowing for dynamic tracking of the tracer distribution. Here, we pursue a transition to dynamic whole-body PET parametric imaging, by presenting, within a unified framework, clinically feasible multi-bed dynamic PET acquisition protocols and parametric imaging methods. In a companion study, we presented a novel clinically feasible dynamic (4D) multi-bed PET acquisition protocol as well as the concept of whole-body PET parametric imaging employing Patlak ordinary least squares (OLS) regression to estimate the quantitative parameters of tracer uptake rate Ki and total blood distribution volume V. In the present study, we propose an advanced hybrid linear regression framework, driven by Patlak kinetic voxel correlations, to achieve superior trade-off between contrast-to-noise ratio (CNR) and mean squared error (MSE) than provided by OLS for the final Ki parametric images, enabling task-based performance optimization. Overall, whether the observer's task is to detect a tumor or quantitatively assess treatment response, the proposed statistical estimation framework can be adapted to satisfy the specific task performance criteria, by adjusting the Patlak correlation-coefficient (WR) reference value. The multi-bed dynamic acquisition protocol, as optimized in the preceding companion study, was employed along with extensive Monte Carlo simulations and an initial clinical (18)F-deoxyglucose patient dataset to validate and demonstrate the potential of the proposed statistical estimation methods. Both simulated and clinical results suggest that hybrid regression in the context of whole-body Patlak Ki imaging considerably reduces MSE without compromising high CNR. Alternatively, for a given CNR, hybrid regression enables larger reductions than OLS in the number of dynamic frames per bed, allowing for even shorter acquisitions of ~30 min, thus further contributing to the clinical adoption of the proposed framework. Compared to the SUV approach, whole-body parametric imaging can provide better tumor quantification, and can act as a complement to SUV, for the task of tumor detection.

Experimental parametric study of servers cooling management in data centers buildings

NASA Astrophysics Data System (ADS)

Nada, S. A.; Elfeky, K. E.; Attia, Ali M. A.; Alshaer, W. G.

2017-06-01

A parametric study of air flow and cooling management of data centers servers is experimentally conducted for different design conditions. A physical scale model of data center accommodating one rack of four servers was designed and constructed for testing purposes. Front and rear rack and server's temperatures distributions and supply/return heat indices (SHI/RHI) are used to evaluate data center thermal performance. Experiments were conducted to parametrically study the effects of perforated tiles opening ratio, servers power load variation and rack power density. The results showed that (1) perforated tile of 25% opening ratio provides the best results among the other opening ratios, (2) optimum benefit of cold air in servers cooling is obtained at uniformly power loading of servers (3) increasing power density decrease air re-circulation but increase air bypass and servers temperature. The present results are compared with previous experimental and CFD results and fair agreement was found.

Probabilistic images (PBIS): A concise image representation technique for multiple parameters

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

Wu, L.C.; Yeh, S.H.; Chen, Z.

1984-01-01

Based on m parametric images (PIs) derived from a dynamic series (DS), each pixel of DS is regarded as an m-dimensional vector. Given one set of normal samples (pixels) N and another of abnormal samples A, probability density functions (pdfs) of both sets are estimated. Any unknown sample is classified into N or A by calculating the probability of its being in the abnormal set using the Bayes' theorem. Instead of estimating the multivariate pdfs, a distance ratio transformation is introduced to map the m-dimensional sample space to one dimensional Euclidean space. Consequently, the image that localizes the regional abnormalitiesmore » is characterized by the probability of being abnormal. This leads to the new representation scheme of PBIs. Tc-99m HIDA study for detecting intrahepatic lithiasis (IL) was chosen as an example of constructing PBI from 3 parameters derived from DS and such a PBI was compared with those 3 PIs, namely, retention ratio image (RRI), peak time image (TNMAX) and excretion mean transit time image (EMTT). 32 normal subjects and 20 patients with proved IL were collected and analyzed. The resultant sensitivity and specificity of PBI were 97% and 98% respectively. They were superior to those of any of the 3 PIs: RRI (94/97), TMAX (86/88) and EMTT (94/97). Furthermore, the contrast of PBI was much better than that of any other image. This new image formation technique, based on multiple parameters, shows the functional abnormalities in a structural way. Its good contrast makes the interpretation easy. This technique is powerful compared to the existing parametric image method.« less

Coding of level of ambiguity within neural systems mediating choice.

PubMed

Lopez-Paniagua, Dan; Seger, Carol A

2013-01-01

Data from previous neuroimaging studies exploring neural activity associated with uncertainty suggest varying levels of activation associated with changing degrees of uncertainty in neural regions that mediate choice behavior. The present study used a novel task that parametrically controlled the amount of information hidden from the subject; levels of uncertainty ranged from full ambiguity (no information about probability of winning) through multiple levels of partial ambiguity, to a condition of risk only (zero ambiguity with full knowledge of the probability of winning). A parametric analysis compared a linear model in which weighting increased as a function of level of ambiguity, and an inverted-U quadratic models in which partial ambiguity conditions were weighted most heavily. Overall we found that risk and all levels of ambiguity recruited a common "fronto-parietal-striatal" network including regions within the dorsolateral prefrontal cortex, intraparietal sulcus, and dorsal striatum. Activation was greatest across these regions and additional anterior and superior prefrontal regions for the quadratic function which most heavily weighs trials with partial ambiguity. These results suggest that the neural regions involved in decision processes do not merely track the absolute degree ambiguity or type of uncertainty (risk vs. ambiguity). Instead, recruitment of prefrontal regions may result from greater degree of difficulty in conditions of partial ambiguity: when information regarding reward probabilities important for decision making is hidden or not easily obtained the subject must engage in a search for tractable information. Additionally, this study identified regions of activity related to the valuation of potential gains associated with stimuli or options (including the orbitofrontal and medial prefrontal cortices and dorsal striatum) and related to winning (including orbitofrontal cortex and ventral striatum).

Coding of level of ambiguity within neural systems mediating choice

PubMed Central

Lopez-Paniagua, Dan; Seger, Carol A.

2013-01-01

Data from previous neuroimaging studies exploring neural activity associated with uncertainty suggest varying levels of activation associated with changing degrees of uncertainty in neural regions that mediate choice behavior. The present study used a novel task that parametrically controlled the amount of information hidden from the subject; levels of uncertainty ranged from full ambiguity (no information about probability of winning) through multiple levels of partial ambiguity, to a condition of risk only (zero ambiguity with full knowledge of the probability of winning). A parametric analysis compared a linear model in which weighting increased as a function of level of ambiguity, and an inverted-U quadratic models in which partial ambiguity conditions were weighted most heavily. Overall we found that risk and all levels of ambiguity recruited a common “fronto—parietal—striatal” network including regions within the dorsolateral prefrontal cortex, intraparietal sulcus, and dorsal striatum. Activation was greatest across these regions and additional anterior and superior prefrontal regions for the quadratic function which most heavily weighs trials with partial ambiguity. These results suggest that the neural regions involved in decision processes do not merely track the absolute degree ambiguity or type of uncertainty (risk vs. ambiguity). Instead, recruitment of prefrontal regions may result from greater degree of difficulty in conditions of partial ambiguity: when information regarding reward probabilities important for decision making is hidden or not easily obtained the subject must engage in a search for tractable information. Additionally, this study identified regions of activity related to the valuation of potential gains associated with stimuli or options (including the orbitofrontal and medial prefrontal cortices and dorsal striatum) and related to winning (including orbitofrontal cortex and ventral striatum). PMID:24367286

Assessing T cell clonal size distribution: a non-parametric approach.

PubMed

Bolkhovskaya, Olesya V; Zorin, Daniil Yu; Ivanchenko, Mikhail V

2014-01-01

Clonal structure of the human peripheral T-cell repertoire is shaped by a number of homeostatic mechanisms, including antigen presentation, cytokine and cell regulation. Its accurate tuning leads to a remarkable ability to combat pathogens in all their variety, while systemic failures may lead to severe consequences like autoimmune diseases. Here we develop and make use of a non-parametric statistical approach to assess T cell clonal size distributions from recent next generation sequencing data. For 41 healthy individuals and a patient with ankylosing spondylitis, who undergone treatment, we invariably find power law scaling over several decades and for the first time calculate quantitatively meaningful values of decay exponent. It has proved to be much the same among healthy donors, significantly different for an autoimmune patient before the therapy, and converging towards a typical value afterwards. We discuss implications of the findings for theoretical understanding and mathematical modeling of adaptive immunity.

Properties of behavior under different random ratio and random interval schedules: A parametric study.

PubMed

Dembo, M; De Penfold, J B; Ruiz, R; Casalta, H

1985-03-01

Four pigeons were trained to peck a key under different values of a temporally defined independent variable (T) and different probabilities of reinforcement (p). Parameter T is a fixed repeating time cycle and p the probability of reinforcement for the first response of each cycle T. Two dependent variables were used: mean response rate and mean postreinforcement pause. For all values of p a critical value for the independent variable T was found (T=1 sec) in which marked changes took place in response rate and postreinforcement pauses. Behavior typical of random ratio schedules was obtained at T 1 sec and behavior typical of random interval schedules at T 1 sec. Copyright © 1985. Published by Elsevier B.V.

How to Make Data a Blessing to Parametric Uncertainty Quantification and Reduction?

NASA Astrophysics Data System (ADS)

Ye, M.; Shi, X.; Curtis, G. P.; Kohler, M.; Wu, J.

2013-12-01

In a Bayesian point of view, probability of model parameters and predictions are conditioned on data used for parameter inference and prediction analysis. It is critical to use appropriate data for quantifying parametric uncertainty and its propagation to model predictions. However, data are always limited and imperfect. When a dataset cannot properly constrain model parameters, it may lead to inaccurate uncertainty quantification. While in this case data appears to be a curse to uncertainty quantification, a comprehensive modeling analysis may help understand the cause and characteristics of parametric uncertainty and thus turns data into a blessing. In this study, we illustrate impacts of data on uncertainty quantification and reduction using an example of surface complexation model (SCM) developed to simulate uranyl (U(VI)) adsorption. The model includes two adsorption sites, referred to as strong and weak sites. The amount of uranium adsorption on these sites determines both the mean arrival time and the long tail of the breakthrough curves. There is one reaction on the weak site but two reactions on the strong site. The unknown parameters include fractions of the total surface site density of the two sites and surface complex formation constants of the three reactions. A total of seven experiments were conducted with different geochemical conditions to estimate these parameters. The experiments with low initial concentration of U(VI) result in a large amount of parametric uncertainty. A modeling analysis shows that it is because the experiments cannot distinguish the relative adsorption affinity of the strong and weak sites on uranium adsorption. Therefore, the experiments with high initial concentration of U(VI) are needed, because in the experiments the strong site is nearly saturated and the weak site can be determined. The experiments with high initial concentration of U(VI) are a blessing to uncertainty quantification, and the experiments with low initial concentration help modelers turn a curse into a blessing. The data impacts on uncertainty quantification and reduction are quantified using probability density functions of model parameters obtained from Markov Chain Monte Carlo simulation using the DREAM algorithm. This study provides insights to model calibration, uncertainty quantification, experiment design, and data collection in groundwater reactive transport modeling and other environmental modeling.

Impact of state updating and multi-parametric ensemble for streamflow hindcasting in European river basins

NASA Astrophysics Data System (ADS)

Noh, S. J.; Rakovec, O.; Kumar, R.; Samaniego, L. E.

2015-12-01

Accurate and reliable streamflow prediction is essential to mitigate social and economic damage coming from water-related disasters such as flood and drought. Sequential data assimilation (DA) may facilitate improved streamflow prediction using real-time observations to correct internal model states. In conventional DA methods such as state updating, parametric uncertainty is often ignored mainly due to practical limitations of methodology to specify modeling uncertainty with limited ensemble members. However, if parametric uncertainty related with routing and runoff components is not incorporated properly, predictive uncertainty by model ensemble may be insufficient to capture dynamics of observations, which may deteriorate predictability. Recently, a multi-scale parameter regionalization (MPR) method was proposed to make hydrologic predictions at different scales using a same set of model parameters without losing much of the model performance. The MPR method incorporated within the mesoscale hydrologic model (mHM, http://www.ufz.de/mhm) could effectively represent and control uncertainty of high-dimensional parameters in a distributed model using global parameters. In this study, we evaluate impacts of streamflow data assimilation over European river basins. Especially, a multi-parametric ensemble approach is tested to consider the effects of parametric uncertainty in DA. Because augmentation of parameters is not required within an assimilation window, the approach could be more stable with limited ensemble members and have potential for operational uses. To consider the response times and non-Gaussian characteristics of internal hydrologic processes, lagged particle filtering is utilized. The presentation will be focused on gains and limitations of streamflow data assimilation and multi-parametric ensemble method over large-scale basins.

Parametric decay of current-driven Langmuir oscillations and wave packet formation in plateau plasmas: Relevance to type III bursts

NASA Astrophysics Data System (ADS)

Sauer, K.; Malaspina, D.; Pulupa, M.

2016-12-01

Instead of starting with an unstable electron beam, our focus is directed on the nonlinear response of Langmuir oscillations which are driven after beam stabilization by the still persisting current of the (stable) two-electron plasma. The velocity distribution function of the second population forms a plateau with weak damping over a more or less extended wave number range k. As shown by PIC simulations, this so-called plateau plasma drives primarily Langmuir oscillations at the plasma frequency ωe with k=0 over long times without remarkable change of the distribution function. The Langmuir oscillations, however, act as pump wave for parametric decay by which an electron-acoustic wave slightly below ωe and a counter-streaming ion-acoustic wave are generated. Both high-frequency waves have nearly the same amplitude which is simply given by the product of plateau density and velocity. Beating of these two wave types leads to pronounced Langmuir amplitude modulation, in good agreement with solar wind and foreshock WIND observations where waveforms and electron distribution functions have simultaneously been analyzed.

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

Smooth centile curves for skew and kurtotic data modelled using the Box-Cox power exponential distribution.

PubMed

Rigby, Robert A; Stasinopoulos, D Mikis

2004-10-15

The Box-Cox power exponential (BCPE) distribution, developed in this paper, provides a model for a dependent variable Y exhibiting both skewness and kurtosis (leptokurtosis or platykurtosis). The distribution is defined by a power transformation Y(nu) having a shifted and scaled (truncated) standard power exponential distribution with parameter tau. The distribution has four parameters and is denoted BCPE (mu,sigma,nu,tau). The parameters, mu, sigma, nu and tau, may be interpreted as relating to location (median), scale (approximate coefficient of variation), skewness (transformation to symmetry) and kurtosis (power exponential parameter), respectively. Smooth centile curves are obtained by modelling each of the four parameters of the distribution as a smooth non-parametric function of an explanatory variable. A Fisher scoring algorithm is used to fit the non-parametric model by maximizing a penalized likelihood. The first and expected second and cross derivatives of the likelihood, with respect to mu, sigma, nu and tau, required for the algorithm, are provided. The centiles of the BCPE distribution are easy to calculate, so it is highly suited to centile estimation. This application of the BCPE distribution to smooth centile estimation provides a generalization of the LMS method of the centile estimation to data exhibiting kurtosis (as well as skewness) different from that of a normal distribution and is named here the LMSP method of centile estimation. The LMSP method of centile estimation is applied to modelling the body mass index of Dutch males against age. 2004 John Wiley & Sons, Ltd.

Comparison of methods for estimating the attributable risk in the context of survival analysis.

PubMed

Gassama, Malamine; Bénichou, Jacques; Dartois, Laureen; Thiébaut, Anne C M

2017-01-23

The attributable risk (AR) measures the proportion of disease cases that can be attributed to an exposure in the population. Several definitions and estimation methods have been proposed for survival data. Using simulations, we compared four methods for estimating AR defined in terms of survival functions: two nonparametric methods based on Kaplan-Meier's estimator, one semiparametric based on Cox's model, and one parametric based on the piecewise constant hazards model, as well as one simpler method based on estimated exposure prevalence at baseline and Cox's model hazard ratio. We considered a fixed binary exposure with varying exposure probabilities and strengths of association, and generated event times from a proportional hazards model with constant or monotonic (decreasing or increasing) Weibull baseline hazard, as well as from a nonproportional hazards model. We simulated 1,000 independent samples of size 1,000 or 10,000. The methods were compared in terms of mean bias, mean estimated standard error, empirical standard deviation and 95% confidence interval coverage probability at four equally spaced time points. Under proportional hazards, all five methods yielded unbiased results regardless of sample size. Nonparametric methods displayed greater variability than other approaches. All methods showed satisfactory coverage except for nonparametric methods at the end of follow-up for a sample size of 1,000 especially. With nonproportional hazards, nonparametric methods yielded similar results to those under proportional hazards, whereas semiparametric and parametric approaches that both relied on the proportional hazards assumption performed poorly. These methods were applied to estimate the AR of breast cancer due to menopausal hormone therapy in 38,359 women of the E3N cohort. In practice, our study suggests to use the semiparametric or parametric approaches to estimate AR as a function of time in cohort studies if the proportional hazards assumption appears appropriate.

Capture-Recapture Estimators in Epidemiology with Applications to Pertussis and Pneumococcal Invasive Disease Surveillance

PubMed Central

Braeye, Toon; Verheagen, Jan; Mignon, Annick; Flipse, Wim; Pierard, Denis; Huygen, Kris; Schirvel, Carole; Hens, Niel

2016-01-01

Introduction Surveillance networks are often not exhaustive nor completely complementary. In such situations, capture-recapture methods can be used for incidence estimation. The choice of estimator and their robustness with respect to the homogeneity and independence assumptions are however not well documented. Methods We investigated the performance of five different capture-recapture estimators in a simulation study. Eight different scenarios were used to detect and combine case-information. The scenarios increasingly violated assumptions of independence of samples and homogeneity of detection probabilities. Belgian datasets on invasive pneumococcal disease (IPD) and pertussis provided motivating examples. Results No estimator was unbiased in all scenarios. Performance of the parametric estimators depended on how much of the dependency and heterogeneity were correctly modelled. Model building was limited by parameter estimability, availability of additional information (e.g. covariates) and the possibilities inherent to the method. In the most complex scenario, methods that allowed for detection probabilities conditional on previous detections estimated the total population size within a 20–30% error-range. Parametric estimators remained stable if individual data sources lost up to 50% of their data. The investigated non-parametric methods were more susceptible to data loss and their performance was linked to the dependence between samples; overestimating in scenarios with little dependence, underestimating in others. Issues with parameter estimability made it impossible to model all suggested relations between samples for the IPD and pertussis datasets. For IPD, the estimates for the Belgian incidence for cases aged 50 years and older ranged from 44 to58/100,000 in 2010. The estimates for pertussis (all ages, Belgium, 2014) ranged from 24.2 to30.8/100,000. Conclusion We encourage the use of capture-recapture methods, but epidemiologists should preferably include datasets for which the underlying dependency structure is not too complex, a priori investigate this structure, compensate for it within the model and interpret the results with the remaining unmodelled heterogeneity in mind. PMID:27529167

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

PubMed

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

2013-11-01

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

Statistical Analysis of the Exchange Rate of Bitcoin.

PubMed

Chu, Jeffrey; Nadarajah, Saralees; Chan, Stephen

2015-01-01

Bitcoin, the first electronic payment system, is becoming a popular currency. We provide a statistical analysis of the log-returns of the exchange rate of Bitcoin versus the United States Dollar. Fifteen of the most popular parametric distributions in finance are fitted to the log-returns. The generalized hyperbolic distribution is shown to give the best fit. Predictions are given for future values of the exchange rate.

Use of Bayes theorem to correct size-specific sampling bias in growth data.

PubMed

Troynikov, V S

1999-03-01

The bayesian decomposition of posterior distribution was used to develop a likelihood function to correct bias in the estimates of population parameters from data collected randomly with size-specific selectivity. Positive distributions with time as a parameter were used for parametrization of growth data. Numerical illustrations are provided. The alternative applications of the likelihood to estimate selectivity parameters are discussed.

A parametric evaluation of fundamental engineering properties for Louisiana hot mix : final report.

DOT National Transportation Integrated Search

1994-06-01

Historically, asphalt concrete has been designed and constructed using empirically developed criteria which has been based on static loading conditions. As loadings increase and stress distributions change due to increased tire pressures such criteri...

ProbOnto: ontology and knowledge base of probability distributions.

PubMed

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

2016-09-01

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

Comparison of Salmonella enteritidis phage types isolated from layers and humans in Belgium in 2005.

PubMed

Welby, Sarah; Imberechts, Hein; Riocreux, Flavien; Bertrand, Sophie; Dierick, Katelijne; Wildemauwe, Christa; Hooyberghs, Jozef; Van der Stede, Yves

2011-08-01

The aim of this study was to investigate the available results for Belgium of the European Union coordinated monitoring program (2004/665 EC) on Salmonella in layers in 2005, as well as the results of the monthly outbreak reports of Salmonella Enteritidis in humans in 2005 to identify a possible statistical significant trend in both populations. Separate descriptive statistics and univariate analysis were carried out and the parametric and/or non-parametric hypothesis tests were conducted. A time cluster analysis was performed for all Salmonella Enteritidis phage types (PTs) isolated. The proportions of each Salmonella Enteritidis PT in layers and in humans were compared and the monthly distribution of the most common PT, isolated in both populations, was evaluated. The time cluster analysis revealed significant clusters during the months May and June for layers and May, July, August, and September for humans. PT21, the most frequently isolated PT in both populations in 2005, seemed to be responsible of these significant clusters. PT4 was the second most frequently isolated PT. No significant difference was found for the monthly trend evolution of both PT in both populations based on parametric and non-parametric methods. A similar monthly trend of PT distribution in humans and layers during the year 2005 was observed. The time cluster analysis and the statistical significance testing confirmed these results. Moreover, the time cluster analysis showed significant clusters during the summer time and slightly delayed in time (humans after layers). These results suggest a common link between the prevalence of Salmonella Enteritidis in layers and the occurrence of the pathogen in humans. Phage typing was confirmed to be a useful tool for identifying temporal trends.

Comparative study of species sensitivity distributions based on non-parametric kernel density estimation for some transition metals.

PubMed

Wang, Ying; Feng, Chenglian; Liu, Yuedan; Zhao, Yujie; Li, Huixian; Zhao, Tianhui; Guo, Wenjing

2017-02-01

Transition metals in the fourth period of the periodic table of the elements are widely widespread in aquatic environments. They could often occur at certain concentrations to cause adverse effects on aquatic life and human health. Generally, parametric models are mostly used to construct species sensitivity distributions (SSDs), which result in comparison for water quality criteria (WQC) of elements in the same period or group of the periodic table might be inaccurate and the results could be biased. To address this inadequacy, the non-parametric kernel density estimation (NPKDE) with its optimal bandwidths and testing methods were developed for establishing SSDs. The NPKDE was better fit, more robustness and better predicted than conventional normal and logistic parametric density estimations for constructing SSDs and deriving acute HC5 and WQC for transition metals in the fourth period of the periodic table. The decreasing sequence of HC5 values for the transition metals in the fourth period was Ti > Mn > V > Ni > Zn > Cu > Fe > Co > Cr(VI), which were not proportional to atomic number in the periodic table, and for different metals the relatively sensitive species were also different. The results indicated that except for physical and chemical properties there are other factors affecting toxicity mechanisms of transition metals. The proposed method enriched the methodological foundation for WQC. Meanwhile, it also provided a relatively innovative, accurate approach for the WQC derivation and risk assessment of the same group and period metals in aquatic environments to support protection of aquatic organisms. Copyright © 2016 Elsevier Ltd. All rights reserved.

Sensitivity and specificity of normality tests and consequences on reference interval accuracy at small sample size: a computer-simulation study.

PubMed

Le Boedec, Kevin

2016-12-01

According to international guidelines, parametric methods must be chosen for RI construction when the sample size is small and the distribution is Gaussian. However, normality tests may not be accurate at small sample size. The purpose of the study was to evaluate normality test performance to properly identify samples extracted from a Gaussian population at small sample sizes, and assess the consequences on RI accuracy of applying parametric methods to samples that falsely identified the parent population as Gaussian. Samples of n = 60 and n = 30 values were randomly selected 100 times from simulated Gaussian, lognormal, and asymmetric populations of 10,000 values. The sensitivity and specificity of 4 normality tests were compared. Reference intervals were calculated using 6 different statistical methods from samples that falsely identified the parent population as Gaussian, and their accuracy was compared. Shapiro-Wilk and D'Agostino-Pearson tests were the best performing normality tests. However, their specificity was poor at sample size n = 30 (specificity for P < .05: .51 and .50, respectively). The best significance levels identified when n = 30 were 0.19 for Shapiro-Wilk test and 0.18 for D'Agostino-Pearson test. Using parametric methods on samples extracted from a lognormal population but falsely identified as Gaussian led to clinically relevant inaccuracies. At small sample size, normality tests may lead to erroneous use of parametric methods to build RI. Using nonparametric methods (or alternatively Box-Cox transformation) on all samples regardless of their distribution or adjusting, the significance level of normality tests depending on sample size would limit the risk of constructing inaccurate RI. © 2016 American Society for Veterinary Clinical Pathology.

Use of continuous and grab sample data for calculating total maximum daily load (TMDL) in agricultural watersheds.

PubMed

Gulati, Shelly; Stubblefield, Ashley A; Hanlon, Jeremy S; Spier, Chelsea L; Stringfellow, William T

2014-03-01

Measuring the discharge of diffuse pollution from agricultural watersheds presents unique challenges. Flows in agricultural watersheds, particularly in Mediterranean climates, can be predominately irrigation runoff and exhibit large diurnal fluctuation in both volume and concentration. Flow and pollutant concentrations in these smaller watersheds dominated by human activity do not conform to a normal distribution and it is not clear if parametric methods are appropriate or accurate for load calculations. The objective of this study was to compare the accuracy of five load estimation methods to calculate pollutant loads from agricultural watersheds. Calculation of loads using results from discrete (grab) samples was compared with the true-load computed using in situ continuous monitoring measurements. A new method is introduced that uses a non-parametric measure of central tendency (the median) to calculate loads (median-load). The median-load method was compared to more commonly used parametric estimation methods which rely on using the mean as a measure of central tendency (mean-load and daily-load), a method that utilizes the total flow volume (volume-load), and a method that uses measure of flow at the time of sampling (instantaneous-load). Using measurements from ten watersheds in the San Joaquin Valley of California, the average percent error compared to the true-load for total dissolved solids (TDS) was 7.3% for the median-load, 6.9% for the mean-load, 6.9% for the volume-load, 16.9% for the instantaneous-load, and 18.7% for the daily-load methods of calculation. The results of this study show that parametric methods are surprisingly accurate, even for data that have starkly non-normal distributions and are highly skewed. Copyright © 2013 Elsevier Ltd. All rights reserved.

Covariate analysis of bivariate survival data

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

Bennett, L.E.

1992-01-01

The methods developed are used to analyze the effects of covariates on bivariate survival data when censoring and ties are present. The proposed method provides models for bivariate survival data that include differential covariate effects and censored observations. The proposed models are based on an extension of the univariate Buckley-James estimators which replace censored data points by their expected values, conditional on the censoring time and the covariates. For the bivariate situation, it is necessary to determine the expectation of the failure times for one component conditional on the failure or censoring time of the other component. Two different methodsmore » have been developed to estimate these expectations. In the semiparametric approach these expectations are determined from a modification of Burke's estimate of the bivariate empirical survival function. In the parametric approach censored data points are also replaced by their conditional expected values where the expected values are determined from a specified parametric distribution. The model estimation will be based on the revised data set, comprised of uncensored components and expected values for the censored components. The variance-covariance matrix for the estimated covariate parameters has also been derived for both the semiparametric and parametric methods. Data from the Demographic and Health Survey was analyzed by these methods. The two outcome variables are post-partum amenorrhea and breastfeeding; education and parity were used as the covariates. Both the covariate parameter estimates and the variance-covariance estimates for the semiparametric and parametric models will be compared. In addition, a multivariate test statistic was used in the semiparametric model to examine contrasts. The significance of the statistic was determined from a bootstrap distribution of the test statistic.« less

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

PubMed

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

2017-02-15

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

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

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

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

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

A Bivariate Mixed Distribution with a Heavy-tailed Component and its Application to Single-site Daily Rainfall Simulation

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

Li, Chao ..; Singh, Vijay P.; Mishra, Ashok K.

2013-02-06

This paper presents an improved brivariate mixed distribution, which is capable of modeling the dependence of daily rainfall from two distinct sources (e.g., rainfall from two stations, two consecutive days, or two instruments such as satellite and rain gauge). The distribution couples an existing framework for building a bivariate mixed distribution, the theory of copulae and a hybrid marginal distribution. Contributions of the improved distribution are twofold. One is the appropriate selection of the bivariate dependence structure from a wider admissible choice (10 candidate copula families). The other is the introduction of a marginal distribution capable of better representing lowmore » to moderate values as well as extremes of daily rainfall. Among several applications of the improved distribution, particularly presented here is its utility for single-site daily rainfall simulation. Rather than simulating rainfall occurrences and amounts separately, the developed generator unifies the two processes by generalizing daily rainfall as a Markov process with autocorrelation described by the improved bivariate mixed distribution. The generator is first tested on a sample station in Texas. Results reveal that the simulated and observed sequences are in good agreement with respect to essential characteristics. Then, extensive simulation experiments are carried out to compare the developed generator with three other alternative models: the conventional two-state Markov chain generator, the transition probability matrix model and the semi-parametric Markov chain model with kernel density estimation for rainfall amounts. Analyses establish that overall the developed generator is capable of reproducing characteristics of historical extreme rainfall events and is apt at extrapolating rare values beyond the upper range of available observed data. Moreover, it automatically captures the persistence of rainfall amounts on consecutive wet days in a relatively natural and easy way. Another interesting observation is that the recognized ‘overdispersion’ problem in daily rainfall simulation ascribes more to the loss of rainfall extremes than the under-representation of first-order persistence. The developed generator appears to be a sound option for daily rainfall simulation, especially in particular hydrologic planning situations when rare rainfall events are of great importance.« less

Parametric Method Performance for Dynamic 3'-Deoxy-3'-18F-Fluorothymidine PET/CT in Epidermal Growth Factor Receptor-Mutated Non-Small Cell Lung Carcinoma Patients Before and During Therapy.

PubMed

Kramer, Gerbrand Maria; Frings, Virginie; Heijtel, Dennis; Smit, E F; Hoekstra, Otto S; Boellaard, Ronald

2017-06-01

The objective of this study was to validate several parametric methods for quantification of 3'-deoxy-3'- 18 F-fluorothymidine ( 18 F-FLT) PET in advanced-stage non-small cell lung carcinoma (NSCLC) patients with an activating epidermal growth factor receptor mutation who were treated with gefitinib or erlotinib. Furthermore, we evaluated the impact of noise on accuracy and precision of the parametric analyses of dynamic 18 F-FLT PET/CT to assess the robustness of these methods. Methods : Ten NSCLC patients underwent dynamic 18 F-FLT PET/CT at baseline and 7 and 28 d after the start of treatment. Parametric images were generated using plasma input Logan graphic analysis and 2 basis functions-based methods: a 2-tissue-compartment basis function model (BFM) and spectral analysis (SA). Whole-tumor-averaged parametric pharmacokinetic parameters were compared with those obtained by nonlinear regression of the tumor time-activity curve using a reversible 2-tissue-compartment model with blood volume fraction. In addition, 2 statistically equivalent datasets were generated by countwise splitting the original list-mode data, each containing 50% of the total counts. Both new datasets were reconstructed, and parametric pharmacokinetic parameters were compared between the 2 replicates and the original data. Results: After the settings of each parametric method were optimized, distribution volumes (V T ) obtained with Logan graphic analysis, BFM, and SA all correlated well with those derived using nonlinear regression at baseline and during therapy ( R 2 ≥ 0.94; intraclass correlation coefficient > 0.97). SA-based V T images were most robust to increased noise on a voxel-level (repeatability coefficient, 16% vs. >26%). Yet BFM generated the most accurate K 1 values ( R 2 = 0.94; intraclass correlation coefficient, 0.96). Parametric K 1 data showed a larger variability in general; however, no differences were found in robustness between methods (repeatability coefficient, 80%-84%). Conclusion: Both BFM and SA can generate quantitatively accurate parametric 18 F-FLT V T images in NSCLC patients before and during therapy. SA was more robust to noise, yet BFM provided more accurate parametric K 1 data. We therefore recommend BFM as the preferred parametric method for analysis of dynamic 18 F-FLT PET/CT studies; however, SA can also be used. © 2017 by the Society of Nuclear Medicine and Molecular Imaging.

Simultaneous treatment of unspecified heteroskedastic model error distribution and mismeasured covariates for restricted moment models.

PubMed

Garcia, Tanya P; Ma, Yanyuan

2017-10-01

We develop consistent and efficient estimation of parameters in general regression models with mismeasured covariates. We assume the model error and covariate distributions are unspecified, and the measurement error distribution is a general parametric distribution with unknown variance-covariance. We construct root- n consistent, asymptotically normal and locally efficient estimators using the semiparametric efficient score. We do not estimate any unknown distribution or model error heteroskedasticity. Instead, we form the estimator under possibly incorrect working distribution models for the model error, error-prone covariate, or both. Empirical results demonstrate robustness to different incorrect working models in homoscedastic and heteroskedastic models with error-prone covariates.

Measuring the mass distribution in stellar systems

NASA Astrophysics Data System (ADS)

Tremaine, Scott

2018-06-01

One of the fundamental tasks of dynamical astronomy is to infer the distribution of mass in a stellar system from a snapshot of the positions and velocities of its stars. The usual approach to this task (e.g. Schwarzschild's method) involves fitting parametrized forms of the gravitational potential and the phase-space distribution to the data. We review the practical and conceptual difficulties in this approach and describe a novel statistical method for determining the mass distribution that does not require determining the phase-space distribution of the stars. We show that this new estimator out-performs other distribution-free estimators for the harmonic and Kepler potentials.

A physiology-based parametric imaging method for FDG-PET data

NASA Astrophysics Data System (ADS)

Scussolini, Mara; Garbarino, Sara; Sambuceti, Gianmario; Caviglia, Giacomo; Piana, Michele

2017-12-01

Parametric imaging is a compartmental approach that processes nuclear imaging data to estimate the spatial distribution of the kinetic parameters governing tracer flow. The present paper proposes a novel and efficient computational method for parametric imaging which is potentially applicable to several compartmental models of diverse complexity and which is effective in the determination of the parametric maps of all kinetic coefficients. We consider applications to [18 F]-fluorodeoxyglucose positron emission tomography (FDG-PET) data and analyze the two-compartment catenary model describing the standard FDG metabolization by an homogeneous tissue and the three-compartment non-catenary model representing the renal physiology. We show uniqueness theorems for both models. The proposed imaging method starts from the reconstructed FDG-PET images of tracer concentration and preliminarily applies image processing algorithms for noise reduction and image segmentation. The optimization procedure solves pixel-wise the non-linear inverse problem of determining the kinetic parameters from dynamic concentration data through a regularized Gauss-Newton iterative algorithm. The reliability of the method is validated against synthetic data, for the two-compartment system, and experimental real data of murine models, for the renal three-compartment system.

Detection of two-mode compression and degree of entanglement in continuous variables in parametric scattering of light

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

Rytikov, G. O.; Chekhova, M. V.

2008-12-15

Generation of 'twin beams' (of light with two-mode compression) in single-pass optical parametric amplifier (a crystal with a nonzero quadratic susceptibility) is considered. Radiation at the output of the nonlinear crystal is essentially multimode, which raises the question about the effect of the detection volume on the extent of suppression of noise from the difference photocurrent of the detectors. In addition, the longitudinal as well as transverse size of the region in which parametric transformation takes place is of fundamental importance. It is shown that maximal suppression of noise from difference photocurrent requires a high degree of entanglement of two-photonmore » light at the outlet of the parametric amplifier, which is defined by Federov et al. [Phys. Rev. A 77, 032336 (2008)] as the ratio of the intensity distribution width to the correlation function width. The detection volume should be chosen taking into account both these quantities. Various modes of single-pass generation of twin beams (noncollinear frequency-degenerate and collinear frequency-nondegenerate synchronism of type I, as well as collinear frequency-degenerate synchronism of type II) are considered in connection with the degree of entanglement.« less

Terahertz parametric sources and imaging applications

NASA Astrophysics Data System (ADS)

Kawase, Kodo; Ogawa, Yuichi; Minamide, Hiroaki; Ito, Hiromasa

2005-07-01

We have studied the generation of terahertz (THz) waves by optical parametric processes based on laser light scattering from the polariton mode of nonlinear crystals. Using parametric oscillation of LiNbO3 or MgO-doped LiNbO3 crystal pumped by a nano-second Q-switched Nd:YAG laser, we have realized a widely tunable coherent THz-wave source with a simple configuration. We report the detailed characteristics of the oscillation and the radiation including tunability, spatial and temporal coherency, uni-directivity, and efficiency. A Fourier transform limited THz-wave spectrum narrowing was achieved by introducing the injection seeding method. Further, we have developed a spectroscopic THz imaging system using a THz-wave parametric oscillator, which allows detection and identification of drugs concealed in envelopes, by introducing the component spatial pattern analysis. Several images of the envelope are recorded at different THz frequencies and then processed. The final result is an image that reveals what substances are present in the envelope, in what quantity, and how they are distributed across the envelope area. The example presented here shows the identification of three drugs, two of which are illegal, while one is an over-the-counter drug.

Probabilistic Volcanic Multi-Hazard Assessment at Somma-Vesuvius (Italy): coupling Bayesian Belief Networks with a physical model for lahar propagation

NASA Astrophysics Data System (ADS)

Tierz, Pablo; Woodhouse, Mark; Phillips, Jeremy; Sandri, Laura; Selva, Jacopo; Marzocchi, Warner; Odbert, Henry

2017-04-01

Volcanoes are extremely complex physico-chemical systems where magma formed at depth breaks into the planet's surface resulting in major hazards from local to global scales. Volcano physics are dominated by non-linearities, and complicated spatio-temporal interrelationships which make volcanic hazards stochastic (i.e. not deterministic) by nature. In this context, probabilistic assessments are required to quantify the large uncertainties related to volcanic hazards. Moreover, volcanoes are typically multi-hazard environments where different hazardous processes can occur whether simultaneously or in succession. In particular, explosive volcanoes are able to accumulate, through tephra fallout and Pyroclastic Density Currents (PDCs), large amounts of pyroclastic material into the drainage basins surrounding the volcano. This addition of fresh particulate material alters the local/regional hydrogeological equilibrium and increases the frequency and magnitude of sediment-rich aqueous flows, commonly known as lahars. The initiation and volume of rain-triggered lahars may depend on: rainfall intensity and duration; antecedent rainfall; terrain slope; thickness, permeability and hydraulic diffusivity of the tephra deposit; etc. Quantifying these complex interrelationships (and their uncertainties), in a tractable manner, requires a structured but flexible probabilistic approach. A Bayesian Belief Network (BBN) is a directed acyclic graph that allows the representation of the joint probability distribution for a set of uncertain variables in a compact and efficient way, by exploiting unconditional and conditional independences between these variables. Once constructed and parametrized, the BBN uses Bayesian inference to perform causal (e.g. forecast) and/or evidential reasoning (e.g. explanation) about query variables, given some evidence. In this work, we illustrate how BBNs can be used to model the influence of several variables on the generation of rain-triggered lahars and, finally, assess the probability of occurrence of lahars of different volumes. The information utilized to parametrize the BBNs includes: (1) datasets of lahar observations; (2) numerical modelling of tephra fallout and PDCs; and (3) literature data. The BBN framework provides an opportunity to quantitatively combine these different types of evidence and use them to derive a rational approach to lahar forecasting. Lastly, we couple the BBN assessments with a shallow-water physical model for lahar propagation in order to attach probabilities to the simulated hazard footprints. We develop our methodology at Somma-Vesuvius (Italy), an explosive volcano prone to rain-triggered lahars or debris flows whether right after an eruption or during inter-eruptive periods. Accounting for the variability in tephra-fallout and dense-PDC propagation and the main geomorphological features of the catchments around Somma-Vesuvius, the areas most likely of forming medium-large lahars are the flanks of the volcano and the Sarno mountains towards the east.

Incorporating Skew into RMS Surface Roughness Probability Distribution

NASA Technical Reports Server (NTRS)

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

2013-01-01

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

The Estimation of Tree Posterior Probabilities Using Conditional Clade Probability Distributions

PubMed Central

Larget, Bret

2013-01-01

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

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

NASA Astrophysics Data System (ADS)

Gernez, Pierre; Stramski, Dariusz; Darecki, Miroslaw

2011-07-01

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

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

PubMed

Gragg, Jared; Yang, James

2016-01-01

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

Integrated-Circuit Pseudorandom-Number Generator

NASA Technical Reports Server (NTRS)

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

1992-01-01

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

Simple and flexible SAS and SPSS programs for analyzing lag-sequential categorical data.

PubMed

O'Connor, B P

1999-11-01

This paper describes simple and flexible programs for analyzing lag-sequential categorical data, using SAS and SPSS. The programs read a stream of codes and produce a variety of lag-sequential statistics, including transitional frequencies, expected transitional frequencies, transitional probabilities, adjusted residuals, z values, Yule's Q values, likelihood ratio tests of stationarity across time and homogeneity across groups or segments, transformed kappas for unidirectional dependence, bidirectional dependence, parallel and nonparallel dominance, and significance levels based on both parametric and randomization tests.

A Collaborative 20 Questions Model for Target Search with Human-Machine Interaction

DTIC Science & Technology

2013-05-01

optimal policies for entropy loss,” Journal of Applied Probability, vol. 49, pp. 114–136, 2012. [2] R. Castro and R. Nowak, “ Active learning and...vol. 10, pp. 223231, 1974. [8] R. Castro, Active Learning and Adaptive Sampling for Non- parametric Inference, Ph.D. thesis, Rice University, August...2007. [9] R. Castro and R. D. Nowak, “Upper and lower bounds for active learning ,” in 44th Annual Allerton Conference on Communica- tion, Control and Computing, 2006.

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

NASA Technical Reports Server (NTRS)

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

1980-01-01

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

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

USGS Publications Warehouse

Geist, E.L.; Parsons, T.

2009-01-01

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

Multinomial mixture model with heterogeneous classification probabilities

USGS Publications Warehouse

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

2011-01-01

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

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

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

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

Positive phase space distributions and uncertainty relations

NASA Technical Reports Server (NTRS)

Kruger, Jan

1993-01-01

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

Logistic quantile regression provides improved estimates for bounded avian counts: a case study of California Spotted Owl fledgling production

Treesearch

Brian S. Cade; Barry R. Noon; Rick D. Scherer; John J. Keane

2017-01-01

Counts of avian fledglings, nestlings, or clutch size that are bounded below by zero and above by some small integer form a discrete random variable distribution that is not approximated well by conventional parametric count distributions such as the Poisson or negative binomial. We developed a logistic quantile regression model to provide estimates of the empirical...

Statistical Analysis of the Exchange Rate of Bitcoin

PubMed Central

Chu, Jeffrey; Nadarajah, Saralees; Chan, Stephen

2015-01-01

Bitcoin, the first electronic payment system, is becoming a popular currency. We provide a statistical analysis of the log-returns of the exchange rate of Bitcoin versus the United States Dollar. Fifteen of the most popular parametric distributions in finance are fitted to the log-returns. The generalized hyperbolic distribution is shown to give the best fit. Predictions are given for future values of the exchange rate. PMID:26222702

Regional And Seasonal Aspects Of Within-The-Hour Tec Statistics

NASA Astrophysics Data System (ADS)

Koroglu, Ozan; Arikan, Feza; Koroglu, Meltem

2015-04-01

Ionosphere is one of the atmosphere layers which has a plasma structure. Several mechanisms originating from both space and earth itself governs this plasma layer such as solar radiation and geomagnetic effects. Ionosphere plays important role for HF and satellite communication, and space based positioning systems. Therefore, the determination of statistical behavior of ionosphere has utmost importance. The variability of the ionosphere has complex spatio-temporal characteristics, which depends on solar, geomagnetic, gravitational and seismic activities. Total Electron Content (TEC) is one of the major observables for investigating and determining this variability. In this study, spatio-temporal within-the-hour statistical behavior of TEC is determined for Turkey, which is located in mid-latitude, using the TEC estimates from Turkish National Permanent GPS Network (TNPGN)-Active between the years 2009 and 2012. TEC estimates are obtained as IONOLAB-TEC which is developed by IONOLAB group (www.ionolab.org) from Hacettepe University. IONOLAB-TEC for each station in TNPGN-Active is organized in a database and grouped with respect to years, ionospheric seasons, hours and regions 2 degree by 3 degree, in latitude and longitude, respectively. The data sets are used to calculate within-the-hour parametric Probability Density Functions (PDF). For every year, every region and every hour, a representative PDF is determined. It is observed that TEC values have a strong hourly, seasonal and positional dependence on east-west direction, and the growing trend shifts according to sunrise and sunset times. It is observed that the data are distributed predominantly as Lognormal and Weibull. The averages and standard deviations of the chosen distributions follow the trends in 24 hour diurnal and 11 year solar cycle periods. The regional and seasonal behavior of PDFs are investigated using a representative GPS station within each region. Within-the-hour PDF estimates are grouped into ionospheric seasons as Winter, Summer, March equinox and September equinox. In winter and summer seasons, Lognormal distribution is observed. During equinox seasons, Weibull distribution is observed more frequently. Furthermore, all hourly TEC values in same region are combined in order to improve the reliability and accuracy of the probability density function estimates. It is observed that as being in mid-latitude region, the ionosphere over Turkey has robust characteristics that are distributed as Lognormal and Weibull. Statistical observations on PDF estimates of TEC of the ionosphere over Turkey will contribute to developing a regional and seasonal random field model, which will further contribute to HF channel characterization. This study is supported by a joint grant of TUBITAK 112E568 and RFBR 13-02-91370-CT_a.

Distributed electrical time domain reflectometry (ETDR) structural sensors: design models and proof-of-concept experiments

NASA Astrophysics Data System (ADS)

Stastny, Jeffrey A.; Rogers, Craig A.; Liang, Chen

1993-07-01

A parametric design model has been created to optimize the sensitivity of the sensing cable in a distributed sensing system. The system consists of electrical time domain reflectometry (ETDR) signal processing equipment and specially designed sensing cables. The ETDR equipment sends a high-frequency electric pulse (in the giga hertz range) along the sensing cable. Some portion of the electric pulse will be reflected back to the ETDR equipment as a result of the variation of the cable impedance. The electric impedance variation in the sensing cable can be related to its mechanical deformation, such as cable elongation (change in the resistance), shear deformation (change in the capacitance), corrosion of the cable or the materials around the cable (change in inductance and capacitance), etc. The time delay, amplitude, and shape of the reflected pulse provides the means to locate, determine the magnitude, and indicate the nature of the change in the electrical impedance, which is then related to the distributed structural deformation. The sensing cables are an essential part of the health-monitoring system. By using the parametric design model, the optimum cable parameters can be determined for specific deformation. Proof-of-concept experiments also are presented in the paper to demonstrate the utility of an electrical TDR system in distributed sensing applications.

Sparse-grid, reduced-basis Bayesian inversion: Nonaffine-parametric nonlinear equations

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

Chen, Peng, E-mail: peng@ices.utexas.edu; Schwab, Christoph, E-mail: christoph.schwab@sam.math.ethz.ch

2016-07-01

We extend the reduced basis (RB) accelerated Bayesian inversion methods for affine-parametric, linear operator equations which are considered in [16,17] to non-affine, nonlinear parametric operator equations. We generalize the analysis of sparsity of parametric forward solution maps in [20] and of Bayesian inversion in [48,49] to the fully discrete setting, including Petrov–Galerkin high-fidelity (“HiFi”) discretization of the forward maps. We develop adaptive, stochastic collocation based reduction methods for the efficient computation of reduced bases on the parametric solution manifold. The nonaffinity and nonlinearity with respect to (w.r.t.) the distributed, uncertain parameters and the unknown solution is collocated; specifically, by themore » so-called Empirical Interpolation Method (EIM). For the corresponding Bayesian inversion problems, computational efficiency is enhanced in two ways: first, expectations w.r.t. the posterior are computed by adaptive quadratures with dimension-independent convergence rates proposed in [49]; the present work generalizes [49] to account for the impact of the PG discretization in the forward maps on the convergence rates of the Quantities of Interest (QoI for short). Second, we propose to perform the Bayesian estimation only w.r.t. a parsimonious, RB approximation of the posterior density. Based on the approximation results in [49], the infinite-dimensional parametric, deterministic forward map and operator admit N-term RB and EIM approximations which converge at rates which depend only on the sparsity of the parametric forward map. In several numerical experiments, the proposed algorithms exhibit dimension-independent convergence rates which equal, at least, the currently known rate estimates for N-term approximation. We propose to accelerate Bayesian estimation by first offline construction of reduced basis surrogates of the Bayesian posterior density. The parsimonious surrogates can then be employed for online data assimilation and for Bayesian estimation. They also open a perspective for optimal experimental design.« less

A New and General Formulation of the Parametric HFGMC Micromechanical Method for Three-Dimensional Multi-Phase Composites

NASA Technical Reports Server (NTRS)

Haj-Ali, Rami; Aboudi, Jacob

2012-01-01

The recent two-dimensional (2-D) parametric formulation of the high fidelity generalized method of cells (HFGMC) reported by the authors is generalized for the micromechanical analysis of three-dimensional (3-D) multiphase composites with periodic microstructure. Arbitrary hexahedral subcell geometry is developed to discretize a triply periodic repeating unit-cell (RUC). Linear parametric-geometric mapping is employed to transform the arbitrary hexahedral subcell shapes from the physical space to an auxiliary orthogonal shape, where a complete quadratic displacement expansion is performed. Previously in the 2-D case, additional three equations are needed in the form of average moments of equilibrium as a result of the inclusion of the bilinear terms. However, the present 3-D parametric HFGMC formulation eliminates the need for such additional equations. This is achieved by expressing the coefficients of the full quadratic polynomial expansion of the subcell in terms of the side or face average-displacement vectors. The 2-D parametric and orthogonal HFGMC are special cases of the present 3-D formulation. The continuity of displacements and tractions, as well as the equilibrium equations, are imposed in the average (integral) sense as in the original HFGMC formulation. Each of the six sides (faces) of a subcell has an independent average displacement micro-variable vector which forms an energy-conjugate pair with the transformed average-traction vector. This allows generating symmetric stiffness matrices along with internal resisting vectors for the subcells which enhances the computational efficiency. The established new parametric 3-D HFGMC equations are formulated and solution implementations are addressed. Several applications for triply periodic 3-D composites are presented to demonstrate the general capability and varsity of the present parametric HFGMC method for refined micromechanical analysis by generating the spatial distributions of local stress fields. These applications include triply periodic composites with inclusions in the form of a cavity, spherical inclusion, ellipsoidal inclusion, discontinuous aligned short fiber. A 3-D repeating unit-cell for foam material composite is simulated.

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

DOE PAGES

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

2016-04-07

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

Flood protection diversification to reduce probabilities of extreme losses.

PubMed

Zhou, Qian; Lambert, James H; Karvetski, Christopher W; Keisler, Jeffrey M; Linkov, Igor

2012-11-01

Recent catastrophic losses because of floods require developing resilient approaches to flood risk protection. This article assesses how diversification of a system of coastal protections might decrease the probabilities of extreme flood losses. The study compares the performance of portfolios each consisting of four types of flood protection assets in a large region of dike rings. A parametric analysis suggests conditions in which diversifications of the types of included flood protection assets decrease extreme flood losses. Increased return periods of extreme losses are associated with portfolios where the asset types have low correlations of economic risk. The effort highlights the importance of understanding correlations across asset types in planning for large-scale flood protection. It allows explicit integration of climate change scenarios in developing flood mitigation strategy. © 2012 Society for Risk Analysis.

Reliability analysis and fault-tolerant system development for a redundant strapdown inertial measurement unit. [inertial platforms

NASA Technical Reports Server (NTRS)

Motyka, P.

1983-01-01

A methodology is developed and applied for quantitatively analyzing the reliability of a dual, fail-operational redundant strapdown inertial measurement unit (RSDIMU). A Markov evaluation model is defined in terms of the operational states of the RSDIMU to predict system reliability. A 27 state model is defined based upon a candidate redundancy management system which can detect and isolate a spectrum of failure magnitudes. The results of parametric studies are presented which show the effect on reliability of the gyro failure rate, both the gyro and accelerometer failure rates together, false alarms, probability of failure detection, probability of failure isolation, and probability of damage effects and mission time. A technique is developed and evaluated for generating dynamic thresholds for detecting and isolating failures of the dual, separated IMU. Special emphasis is given to the detection of multiple, nonconcurrent failures. Digital simulation time histories are presented which show the thresholds obtained and their effectiveness in detecting and isolating sensor failures.

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

NASA Astrophysics Data System (ADS)

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

2016-12-01

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

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

PubMed

Eisinga, Rob; Breitling, Rainer; Heskes, Tom

2013-03-18

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

The formulation and estimation of a spatial skew-normal generalized ordered-response model.

DOT National Transportation Integrated Search

2016-06-01

This paper proposes a new spatial generalized ordered response model with skew-normal kernel error terms and an : associated estimation method. It contributes to the spatial analysis field by allowing a flexible and parametric skew-normal : distribut...

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

PubMed

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

2014-01-01

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

Parametric excitation of tire-wheel assemblies by a stiffness non-uniformity

NASA Astrophysics Data System (ADS)

Stutts, D. S.; Krousgrill, C. M.; Soedel, W.

1995-01-01

A simple model of the effect of a concentrated radial stiffness non-uniformity in a passenger car tire is presented. The model treats the tread band of the tire as a rigid ring supported on a viscoelastic foundation. The distributed radial stiffness is lumped into equivalent horizontal (fore-and-aft) and vertical stiffnesses. The concentrated radial stiffness non-uniformity is modeled by treating the tread band as fixed, and the stiffness non-uniformity as rotating around it at the nominal angular velocity of the wheel. Due to loading, the center of mass of the tread band ring model is displaced upward with respect to the wheel spindle and, therefore, the rotating stiffness non-uniformity is alternately compressed and stretched through one complete rotation. This stretching and compressing of the stiffness non-uniformity results in force transmission to the wheel spindle at twice the nominal angular velocity in frequency, and therefore, would excite a given resonance at one-half the nominal angular wheel velocity that a mass unbalance would. The forcing produced by the stiffness non-uniformity is parametric in nature, thus creating the possibility of parametric resonance. The basic theory of the parametric resonance is explained, and a parameter study using derived lumped parameters based on a typical passenger car tire is performed. This study revealed that parametric resonance in passenger car tires, although possible, is unlikely at normal highway speeds as predicted by this model unless the tire is partially deflated.